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88 lines
2.0 KiB
Go
88 lines
2.0 KiB
Go
// Copyright ©2017 The gonum Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package mat64
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import (
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"math/rand"
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"testing"
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)
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func TestHOGSVD(t *testing.T) {
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const tol = 1e-10
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rnd := rand.New(rand.NewSource(1))
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for cas, test := range []struct {
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r, c int
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}{
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{5, 3},
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{5, 5},
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{150, 150},
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{200, 150},
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// Calculating A_i*A_j^T and A_j*A_i^T fails for wide matrices.
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{3, 5},
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} {
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r := test.r
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c := test.c
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for n := 3; n < 6; n++ {
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data := make([]Matrix, n)
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dataCopy := make([]*Dense, n)
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for trial := 0; trial < 10; trial++ {
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for i := range data {
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d := NewDense(r, c, nil)
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for j := range d.mat.Data {
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d.mat.Data[j] = rnd.Float64()
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}
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data[i] = d
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dataCopy[i] = DenseCopyOf(d)
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}
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var gsvd HOGSVD
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ok := gsvd.Factorize(data...)
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if r >= c {
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if !ok {
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t.Errorf("HOGSVD factorization failed for %d %d×%d matrices: %v", n, r, c, gsvd.Err())
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continue
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}
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} else {
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if ok {
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t.Errorf("HOGSVD factorization unexpectedly succeeded for for %d %d×%d matrices", n, r, c)
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}
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continue
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}
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for i := range data {
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if !Equal(data[i], dataCopy[i]) {
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t.Errorf("A changed during call to HOGSVD.Factorize")
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}
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}
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u, s, v := extractHOGSVD(&gsvd)
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for i, want := range data {
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var got Dense
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sigma := NewDense(c, c, nil)
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for j := 0; j < c; j++ {
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sigma.Set(j, j, s[i][j])
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}
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got.Product(u[i], sigma, v.T())
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if !EqualApprox(&got, want, tol) {
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t.Errorf("test %d n=%d trial %d: unexpected answer\nU_%[4]d * S_%[4]d * V^T:\n% 0.2f\nD_%d:\n% 0.2f",
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cas, n, trial, i, Formatted(&got, Excerpt(5)), i, Formatted(want, Excerpt(5)))
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}
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}
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}
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}
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}
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}
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func extractHOGSVD(gsvd *HOGSVD) (u []*Dense, s [][]float64, v *Dense) {
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u = make([]*Dense, gsvd.Len())
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s = make([][]float64, gsvd.Len())
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for i := 0; i < gsvd.Len(); i++ {
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u[i] = gsvd.UTo(nil, i)
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s[i] = gsvd.Values(nil, i)
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}
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v = gsvd.VTo(nil)
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return u, s, v
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}
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