mirror of
https://github.com/gonum/gonum.git
synced 2025-10-31 18:42:45 +08:00
97 lines
2.2 KiB
Go
97 lines
2.2 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 (
|
|
"fmt"
|
|
"math"
|
|
"math/rand"
|
|
"testing"
|
|
|
|
"gonum.org/v1/gonum/blas"
|
|
"gonum.org/v1/gonum/blas/blas64"
|
|
)
|
|
|
|
func printDlasq1FortranInput(d, e, work []float64, n int) {
|
|
printFortranArray(d, "d")
|
|
printFortranArray(e, "e")
|
|
printFortranArray(work, "work")
|
|
fmt.Println("n = ", n)
|
|
fmt.Println("info = 0")
|
|
}
|
|
|
|
type Dlasq1er interface {
|
|
Dlasq1(n int, d, e, work []float64) int
|
|
Dgetrfer
|
|
}
|
|
|
|
func Dlasq1Test(t *testing.T, impl Dlasq1er) {
|
|
rnd := rand.New(rand.NewSource(1))
|
|
bi := blas64.Implementation()
|
|
// TODO(btracey): Increase the size of this test when we have a more numerically
|
|
// stable way to test the singular values.
|
|
for _, n := range []int{1, 2, 5, 8} {
|
|
work := make([]float64, 4*n)
|
|
d := make([]float64, n)
|
|
e := make([]float64, n-1)
|
|
for cas := 0; cas < 1; cas++ {
|
|
for i := range work {
|
|
work[i] = rnd.Float64()
|
|
}
|
|
for i := range d {
|
|
d[i] = rnd.NormFloat64() + 10
|
|
}
|
|
for i := range e {
|
|
e[i] = rnd.NormFloat64()
|
|
}
|
|
ldm := n
|
|
m := make([]float64, n*ldm)
|
|
// Set up the matrix
|
|
for i := 0; i < n; i++ {
|
|
m[i*ldm+i] = d[i]
|
|
if i != n-1 {
|
|
m[(i+1)*ldm+i] = e[i]
|
|
}
|
|
}
|
|
|
|
ldmm := n
|
|
mm := make([]float64, n*ldmm)
|
|
bi.Dgemm(blas.Trans, blas.NoTrans, n, n, n, 1, m, ldm, m, ldm, 0, mm, ldmm)
|
|
|
|
impl.Dlasq1(n, d, e, work)
|
|
|
|
// Check that they are singular values. The
|
|
// singular values are the square roots of the
|
|
// eigenvalues of X^T * X
|
|
mmCopy := make([]float64, len(mm))
|
|
copy(mmCopy, mm)
|
|
ipiv := make([]int, n)
|
|
for elem, sv := range d[0:n] {
|
|
copy(mm, mmCopy)
|
|
lambda := sv * sv
|
|
for i := 0; i < n; i++ {
|
|
mm[i*ldm+i] -= lambda
|
|
}
|
|
|
|
// Compute LU.
|
|
ok := impl.Dgetrf(n, n, mm, ldmm, ipiv)
|
|
if !ok {
|
|
// Definitely singular.
|
|
continue
|
|
}
|
|
// Compute determinant
|
|
var logdet float64
|
|
for i := 0; i < n; i++ {
|
|
v := mm[i*ldm+i]
|
|
logdet += math.Log(math.Abs(v))
|
|
}
|
|
if math.Exp(logdet) > 2 {
|
|
t.Errorf("Incorrect singular value. n = %d, cas = %d, elem = %d, det = %v", n, cas, elem, math.Exp(logdet))
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|