mirror of
https://github.com/gonum/gonum.git
synced 2025-10-04 14:52:57 +08:00
91 lines
1.9 KiB
Go
91 lines
1.9 KiB
Go
// Copyright ©2015 The Gonum Authors. All rights reserved.
|
|
// Use of this source code is governed by a BSD-style
|
|
// license that can be found in the LICENSE file.
|
|
|
|
package testlapack
|
|
|
|
import (
|
|
"math"
|
|
"testing"
|
|
|
|
"golang.org/x/exp/rand"
|
|
|
|
"gonum.org/v1/gonum/blas"
|
|
"gonum.org/v1/gonum/blas/blas64"
|
|
)
|
|
|
|
type Dgetrier interface {
|
|
Dgetrfer
|
|
Dgetri(n int, a []float64, lda int, ipiv []int, work []float64, lwork int) bool
|
|
}
|
|
|
|
func DgetriTest(t *testing.T, impl Dgetrier) {
|
|
rnd := rand.New(rand.NewSource(1))
|
|
bi := blas64.Implementation()
|
|
for _, test := range []struct {
|
|
n, lda int
|
|
}{
|
|
{5, 0},
|
|
{5, 8},
|
|
{45, 0},
|
|
{45, 50},
|
|
{65, 0},
|
|
{65, 70},
|
|
{150, 0},
|
|
{150, 250},
|
|
} {
|
|
n := test.n
|
|
lda := test.lda
|
|
if lda == 0 {
|
|
lda = n
|
|
}
|
|
// Generate a random well conditioned matrix
|
|
perm := rnd.Perm(n)
|
|
a := make([]float64, n*lda)
|
|
for i := 0; i < n; i++ {
|
|
a[i*lda+perm[i]] = 1
|
|
}
|
|
for i := range a {
|
|
a[i] += 0.01 * rnd.Float64()
|
|
}
|
|
aCopy := make([]float64, len(a))
|
|
copy(aCopy, a)
|
|
ipiv := make([]int, n)
|
|
// Compute LU decomposition.
|
|
impl.Dgetrf(n, n, a, lda, ipiv)
|
|
// Compute inverse.
|
|
work := make([]float64, 1)
|
|
impl.Dgetri(n, a, lda, ipiv, work, -1)
|
|
work = make([]float64, int(work[0]))
|
|
lwork := len(work)
|
|
|
|
ok := impl.Dgetri(n, a, lda, ipiv, work, lwork)
|
|
if !ok {
|
|
t.Errorf("Unexpected singular matrix.")
|
|
}
|
|
|
|
// Check that A(inv) * A = I.
|
|
ans := make([]float64, len(a))
|
|
bi.Dgemm(blas.NoTrans, blas.NoTrans, n, n, n, 1, aCopy, lda, a, lda, 0, ans, lda)
|
|
isEye := true
|
|
for i := 0; i < n; i++ {
|
|
for j := 0; j < n; j++ {
|
|
if i == j {
|
|
// This tolerance is so high because computing matrix inverses
|
|
// is very unstable.
|
|
if math.Abs(ans[i*lda+j]-1) > 5e-2 {
|
|
isEye = false
|
|
}
|
|
} else {
|
|
if math.Abs(ans[i*lda+j]) > 5e-2 {
|
|
isEye = false
|
|
}
|
|
}
|
|
}
|
|
}
|
|
if !isEye {
|
|
t.Errorf("Inv(A) * A != I. n = %v, lda = %v", n, lda)
|
|
}
|
|
}
|
|
}
|