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dca16df666
- if condition for one the paths in workspace size calculation was misspelled - return value from Dbdsqr was ignored in some paths, leaving it at false (failed) value - if the input matrix A was rescaled, the output singular values have to be unscaled back. The code uses Dlascl which treats the s slice as a matrix. The column major reference treats it as minmn-by-1 matrix with the stride minmn, and this was not correctly translated in our row major implementation. Also clean up the initial parameter checks.
52 lines
1.4 KiB
Go
52 lines
1.4 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 testlapack
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import (
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"testing"
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"golang.org/x/exp/rand"
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"gonum.org/v1/gonum/floats"
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"gonum.org/v1/gonum/lapack"
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)
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type Dlapller interface {
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Dgesvder
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Dlapll(n int, x []float64, incX int, y []float64, incY int) float64
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}
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func DlapllTest(t *testing.T, impl Dlapller) {
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rnd := rand.New(rand.NewSource(1))
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for i, m := range []int{5, 6, 9, 300, 400, 600} {
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n := 2
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lda := n
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// Allocate m×2 matrix A and fill it with random numbers.
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a := make([]float64, m*lda)
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for i := range a {
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a[i] = rnd.NormFloat64()
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}
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// Store a copy of A for later comparison.
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aCopy := make([]float64, len(a))
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copy(aCopy, a)
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// Compute the smallest singular value of A.
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got := impl.Dlapll(m, a[0:], lda, a[1:], lda)
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// Compute singular values of A independently by Dgesvd.
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s := make([]float64, min(m, n))
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work := make([]float64, 1)
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impl.Dgesvd(lapack.SVDNone, lapack.SVDNone, m, n, aCopy, lda, s, nil, 1, nil, 1, work, -1)
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work = make([]float64, int(work[0]))
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impl.Dgesvd(lapack.SVDNone, lapack.SVDNone, m, n, aCopy, lda, s, nil, 1, nil, 1, work, len(work))
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// Take the smallest singular value.
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want := s[len(s)-1]
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if !floats.EqualWithinAbsOrRel(got, want, 1e-14, 1e-14) {
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t.Errorf("Case %d: unexpected smallest singular value, got:%f want:%f", i, got, want)
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}
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}
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}
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