mirror of
https://github.com/gonum/gonum.git
synced 2025-09-28 12:02:20 +08:00
1406 lines
32 KiB
Go
1406 lines
32 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/cmplx"
|
||
"testing"
|
||
|
||
"golang.org/x/exp/rand"
|
||
|
||
"gonum.org/v1/gonum/blas"
|
||
"gonum.org/v1/gonum/blas/blas64"
|
||
"gonum.org/v1/gonum/lapack"
|
||
)
|
||
|
||
const (
|
||
// dlamchE is the machine epsilon. For IEEE this is 2^{-53}.
|
||
dlamchE = 0x1p-53
|
||
dlamchB = 2
|
||
dlamchP = dlamchB * dlamchE
|
||
// dlamchS is the smallest normal number. For IEEE this is 2^{-1022}.
|
||
dlamchS = 0x1p-1022
|
||
|
||
safmin = dlamchS
|
||
safmax = 1 / safmin
|
||
ulp = dlamchP
|
||
smlnum = safmin / ulp
|
||
bignum = safmax * ulp
|
||
)
|
||
|
||
// worklen describes how much workspace a test should use.
|
||
type worklen int
|
||
|
||
const (
|
||
minimumWork worklen = iota
|
||
mediumWork
|
||
optimumWork
|
||
)
|
||
|
||
func (wl worklen) String() string {
|
||
switch wl {
|
||
case minimumWork:
|
||
return "minimum"
|
||
case mediumWork:
|
||
return "medium"
|
||
case optimumWork:
|
||
return "optimum"
|
||
}
|
||
return ""
|
||
}
|
||
|
||
func normToString(norm lapack.MatrixNorm) string {
|
||
switch norm {
|
||
case lapack.MaxAbs:
|
||
return "MaxAbs"
|
||
case lapack.MaxRowSum:
|
||
return "MaxRowSum"
|
||
case lapack.MaxColumnSum:
|
||
return "MaxColSum"
|
||
case lapack.Frobenius:
|
||
return "Frobenius"
|
||
default:
|
||
panic("invalid norm")
|
||
}
|
||
}
|
||
|
||
func uploToString(uplo blas.Uplo) string {
|
||
switch uplo {
|
||
case blas.Lower:
|
||
return "Lower"
|
||
case blas.Upper:
|
||
return "Upper"
|
||
default:
|
||
panic("invalid uplo")
|
||
}
|
||
}
|
||
|
||
func diagToString(diag blas.Diag) string {
|
||
switch diag {
|
||
case blas.NonUnit:
|
||
return "NonUnit"
|
||
case blas.Unit:
|
||
return "Unit"
|
||
default:
|
||
panic("invalid diag")
|
||
}
|
||
}
|
||
|
||
func sideToString(side blas.Side) string {
|
||
switch side {
|
||
case blas.Left:
|
||
return "Left"
|
||
case blas.Right:
|
||
return "Right"
|
||
default:
|
||
panic("invalid side")
|
||
}
|
||
}
|
||
|
||
func transToString(trans blas.Transpose) string {
|
||
switch trans {
|
||
case blas.NoTrans:
|
||
return "NoTrans"
|
||
case blas.Trans:
|
||
return "Trans"
|
||
case blas.ConjTrans:
|
||
return "ConjTrans"
|
||
default:
|
||
panic("invalid trans")
|
||
}
|
||
}
|
||
|
||
// nanSlice allocates a new slice of length n filled with NaN.
|
||
func nanSlice(n int) []float64 {
|
||
s := make([]float64, n)
|
||
for i := range s {
|
||
s[i] = math.NaN()
|
||
}
|
||
return s
|
||
}
|
||
|
||
// randomSlice allocates a new slice of length n filled with random values.
|
||
func randomSlice(n int, rnd *rand.Rand) []float64 {
|
||
s := make([]float64, n)
|
||
for i := range s {
|
||
s[i] = rnd.NormFloat64()
|
||
}
|
||
return s
|
||
}
|
||
|
||
// nanGeneral allocates a new r×c general matrix filled with NaN values.
|
||
func nanGeneral(r, c, stride int) blas64.General {
|
||
if r < 0 || c < 0 {
|
||
panic("bad matrix size")
|
||
}
|
||
if r == 0 || c == 0 {
|
||
return blas64.General{Stride: max(1, stride)}
|
||
}
|
||
if stride < c {
|
||
panic("bad stride")
|
||
}
|
||
return blas64.General{
|
||
Rows: r,
|
||
Cols: c,
|
||
Stride: stride,
|
||
Data: nanSlice((r-1)*stride + c),
|
||
}
|
||
}
|
||
|
||
// randomGeneral allocates a new r×c general matrix filled with random
|
||
// numbers. Out-of-range elements are filled with NaN values.
|
||
func randomGeneral(r, c, stride int, rnd *rand.Rand) blas64.General {
|
||
ans := nanGeneral(r, c, stride)
|
||
for i := 0; i < r; i++ {
|
||
for j := 0; j < c; j++ {
|
||
ans.Data[i*ans.Stride+j] = rnd.NormFloat64()
|
||
}
|
||
}
|
||
return ans
|
||
}
|
||
|
||
// randomHessenberg allocates a new n×n Hessenberg matrix filled with zeros
|
||
// under the first subdiagonal and with random numbers elsewhere. Out-of-range
|
||
// elements are filled with NaN values.
|
||
func randomHessenberg(n, stride int, rnd *rand.Rand) blas64.General {
|
||
ans := nanGeneral(n, n, stride)
|
||
for i := 0; i < n; i++ {
|
||
for j := 0; j < i-1; j++ {
|
||
ans.Data[i*ans.Stride+j] = 0
|
||
}
|
||
for j := max(0, i-1); j < n; j++ {
|
||
ans.Data[i*ans.Stride+j] = rnd.NormFloat64()
|
||
}
|
||
}
|
||
return ans
|
||
}
|
||
|
||
// randomSchurCanonical returns a random, general matrix in Schur canonical
|
||
// form, that is, block upper triangular with 1×1 and 2×2 diagonal blocks where
|
||
// each 2×2 diagonal block has its diagonal elements equal and its off-diagonal
|
||
// elements of opposite sign. bad controls whether the returned matrix will have
|
||
// zero or tiny eigenvalues.
|
||
func randomSchurCanonical(n, stride int, bad bool, rnd *rand.Rand) (t blas64.General, wr, wi []float64) {
|
||
t = randomGeneral(n, n, stride, rnd)
|
||
// Zero out the lower triangle including the diagonal which will be set later.
|
||
for i := 0; i < t.Rows; i++ {
|
||
for j := 0; j <= i; j++ {
|
||
t.Data[i*t.Stride+j] = 0
|
||
}
|
||
}
|
||
// Randomly create 2×2 diagonal blocks.
|
||
for i := 0; i < t.Rows; {
|
||
a := rnd.NormFloat64()
|
||
if bad && rnd.Float64() < 0.5 {
|
||
if rnd.Float64() < 0.5 {
|
||
// A quarter of real parts of eigenvalues will be tiny.
|
||
a = dlamchS
|
||
} else {
|
||
// A quarter of them will be zero.
|
||
a = 0
|
||
}
|
||
}
|
||
|
||
// A half of eigenvalues will be real.
|
||
if rnd.Float64() < 0.5 || i == t.Rows-1 {
|
||
// Store 1×1 block at the diagonal of T.
|
||
t.Data[i*t.Stride+i] = a
|
||
wr = append(wr, a)
|
||
wi = append(wi, 0)
|
||
i++
|
||
continue
|
||
}
|
||
|
||
// Diagonal elements are equal.
|
||
d := a
|
||
// Element under the diagonal is "normal".
|
||
c := rnd.NormFloat64()
|
||
// Element above the diagonal cannot be zero.
|
||
var b float64
|
||
if bad && rnd.Float64() < 0.5 {
|
||
b = dlamchS
|
||
} else {
|
||
b = rnd.NormFloat64()
|
||
}
|
||
// Make sure off-diagonal elements are of opposite sign.
|
||
if math.Signbit(b) == math.Signbit(c) {
|
||
c *= -1
|
||
}
|
||
|
||
// Store 2×2 block at the diagonal of T.
|
||
t.Data[i*t.Stride+i], t.Data[i*t.Stride+i+1] = a, b
|
||
t.Data[(i+1)*t.Stride+i], t.Data[(i+1)*t.Stride+i+1] = c, d
|
||
|
||
wr = append(wr, a, a)
|
||
im := math.Sqrt(math.Abs(b)) * math.Sqrt(math.Abs(c))
|
||
wi = append(wi, im, -im)
|
||
i += 2
|
||
}
|
||
return t, wr, wi
|
||
}
|
||
|
||
// blockedUpperTriGeneral returns a normal random, general matrix in the form
|
||
//
|
||
// c-k-l k l
|
||
// A = k [ 0 A12 A13 ] if r-k-l >= 0;
|
||
// l [ 0 0 A23 ]
|
||
// r-k-l [ 0 0 0 ]
|
||
//
|
||
// c-k-l k l
|
||
// A = k [ 0 A12 A13 ] if r-k-l < 0;
|
||
// r-k [ 0 0 A23 ]
|
||
//
|
||
// where the k×k matrix A12 and l×l matrix is non-singular
|
||
// upper triangular. A23 is l×l upper triangular if r-k-l >= 0,
|
||
// otherwise A23 is (r-k)×l upper trapezoidal.
|
||
func blockedUpperTriGeneral(r, c, k, l, stride int, kblock bool, rnd *rand.Rand) blas64.General {
|
||
t := l
|
||
if kblock {
|
||
t += k
|
||
}
|
||
ans := zeros(r, c, stride)
|
||
for i := 0; i < min(r, t); i++ {
|
||
var v float64
|
||
for v == 0 {
|
||
v = rnd.NormFloat64()
|
||
}
|
||
ans.Data[i*ans.Stride+i+(c-t)] = v
|
||
}
|
||
for i := 0; i < min(r, t); i++ {
|
||
for j := i + (c - t) + 1; j < c; j++ {
|
||
ans.Data[i*ans.Stride+j] = rnd.NormFloat64()
|
||
}
|
||
}
|
||
return ans
|
||
}
|
||
|
||
// nanTriangular allocates a new r×c triangular matrix filled with NaN values.
|
||
func nanTriangular(uplo blas.Uplo, n, stride int) blas64.Triangular {
|
||
if n < 0 {
|
||
panic("bad matrix size")
|
||
}
|
||
if n == 0 {
|
||
return blas64.Triangular{
|
||
Stride: max(1, stride),
|
||
Uplo: uplo,
|
||
Diag: blas.NonUnit,
|
||
}
|
||
}
|
||
if stride < n {
|
||
panic("bad stride")
|
||
}
|
||
return blas64.Triangular{
|
||
N: n,
|
||
Stride: stride,
|
||
Data: nanSlice((n-1)*stride + n),
|
||
Uplo: uplo,
|
||
Diag: blas.NonUnit,
|
||
}
|
||
}
|
||
|
||
// generalOutsideAllNaN returns whether all out-of-range elements have NaN
|
||
// values.
|
||
func generalOutsideAllNaN(a blas64.General) bool {
|
||
// Check after last column.
|
||
for i := 0; i < a.Rows-1; i++ {
|
||
for _, v := range a.Data[i*a.Stride+a.Cols : i*a.Stride+a.Stride] {
|
||
if !math.IsNaN(v) {
|
||
return false
|
||
}
|
||
}
|
||
}
|
||
// Check after last element.
|
||
last := (a.Rows-1)*a.Stride + a.Cols
|
||
if a.Rows == 0 || a.Cols == 0 {
|
||
last = 0
|
||
}
|
||
for _, v := range a.Data[last:] {
|
||
if !math.IsNaN(v) {
|
||
return false
|
||
}
|
||
}
|
||
return true
|
||
}
|
||
|
||
// triangularOutsideAllNaN returns whether all out-of-triangle elements have NaN
|
||
// values.
|
||
func triangularOutsideAllNaN(a blas64.Triangular) bool {
|
||
if a.Uplo == blas.Upper {
|
||
// Check below diagonal.
|
||
for i := 0; i < a.N; i++ {
|
||
for _, v := range a.Data[i*a.Stride : i*a.Stride+i] {
|
||
if !math.IsNaN(v) {
|
||
return false
|
||
}
|
||
}
|
||
}
|
||
// Check after last column.
|
||
for i := 0; i < a.N-1; i++ {
|
||
for _, v := range a.Data[i*a.Stride+a.N : i*a.Stride+a.Stride] {
|
||
if !math.IsNaN(v) {
|
||
return false
|
||
}
|
||
}
|
||
}
|
||
} else {
|
||
// Check above diagonal.
|
||
for i := 0; i < a.N-1; i++ {
|
||
for _, v := range a.Data[i*a.Stride+i+1 : i*a.Stride+a.Stride] {
|
||
if !math.IsNaN(v) {
|
||
return false
|
||
}
|
||
}
|
||
}
|
||
}
|
||
// Check after last element.
|
||
for _, v := range a.Data[max(0, a.N-1)*a.Stride+a.N:] {
|
||
if !math.IsNaN(v) {
|
||
return false
|
||
}
|
||
}
|
||
return true
|
||
}
|
||
|
||
// transposeGeneral returns a new general matrix that is the transpose of the
|
||
// input. Nothing is done with data outside the {rows, cols} limit of the general.
|
||
func transposeGeneral(a blas64.General) blas64.General {
|
||
ans := blas64.General{
|
||
Rows: a.Cols,
|
||
Cols: a.Rows,
|
||
Stride: a.Rows,
|
||
Data: make([]float64, a.Cols*a.Rows),
|
||
}
|
||
for i := 0; i < a.Rows; i++ {
|
||
for j := 0; j < a.Cols; j++ {
|
||
ans.Data[j*ans.Stride+i] = a.Data[i*a.Stride+j]
|
||
}
|
||
}
|
||
return ans
|
||
}
|
||
|
||
// columnNorms returns the column norms of a.
|
||
func columnNorms(m, n int, a []float64, lda int) []float64 {
|
||
bi := blas64.Implementation()
|
||
norms := make([]float64, n)
|
||
for j := 0; j < n; j++ {
|
||
norms[j] = bi.Dnrm2(m, a[j:], lda)
|
||
}
|
||
return norms
|
||
}
|
||
|
||
// extractVMat collects the single reflectors from a into a matrix.
|
||
func extractVMat(m, n int, a []float64, lda int, direct lapack.Direct, store lapack.StoreV) blas64.General {
|
||
k := min(m, n)
|
||
switch {
|
||
default:
|
||
panic("not implemented")
|
||
case direct == lapack.Forward && store == lapack.ColumnWise:
|
||
v := blas64.General{
|
||
Rows: m,
|
||
Cols: k,
|
||
Stride: k,
|
||
Data: make([]float64, m*k),
|
||
}
|
||
for i := 0; i < k; i++ {
|
||
for j := 0; j < i; j++ {
|
||
v.Data[j*v.Stride+i] = 0
|
||
}
|
||
v.Data[i*v.Stride+i] = 1
|
||
for j := i + 1; j < m; j++ {
|
||
v.Data[j*v.Stride+i] = a[j*lda+i]
|
||
}
|
||
}
|
||
return v
|
||
case direct == lapack.Forward && store == lapack.RowWise:
|
||
v := blas64.General{
|
||
Rows: k,
|
||
Cols: n,
|
||
Stride: n,
|
||
Data: make([]float64, k*n),
|
||
}
|
||
for i := 0; i < k; i++ {
|
||
for j := 0; j < i; j++ {
|
||
v.Data[i*v.Stride+j] = 0
|
||
}
|
||
v.Data[i*v.Stride+i] = 1
|
||
for j := i + 1; j < n; j++ {
|
||
v.Data[i*v.Stride+j] = a[i*lda+j]
|
||
}
|
||
}
|
||
return v
|
||
}
|
||
}
|
||
|
||
// constructBidiagonal constructs a bidiagonal matrix with the given diagonal
|
||
// and off-diagonal elements.
|
||
func constructBidiagonal(uplo blas.Uplo, n int, d, e []float64) blas64.General {
|
||
bMat := blas64.General{
|
||
Rows: n,
|
||
Cols: n,
|
||
Stride: n,
|
||
Data: make([]float64, n*n),
|
||
}
|
||
|
||
for i := 0; i < n-1; i++ {
|
||
bMat.Data[i*bMat.Stride+i] = d[i]
|
||
if uplo == blas.Upper {
|
||
bMat.Data[i*bMat.Stride+i+1] = e[i]
|
||
} else {
|
||
bMat.Data[(i+1)*bMat.Stride+i] = e[i]
|
||
}
|
||
}
|
||
bMat.Data[(n-1)*bMat.Stride+n-1] = d[n-1]
|
||
return bMat
|
||
}
|
||
|
||
// constructVMat transforms the v matrix based on the storage.
|
||
func constructVMat(vMat blas64.General, store lapack.StoreV, direct lapack.Direct) blas64.General {
|
||
m := vMat.Rows
|
||
k := vMat.Cols
|
||
switch {
|
||
default:
|
||
panic("not implemented")
|
||
case store == lapack.ColumnWise && direct == lapack.Forward:
|
||
ldv := k
|
||
v := make([]float64, m*k)
|
||
for i := 0; i < m; i++ {
|
||
for j := 0; j < k; j++ {
|
||
if j > i {
|
||
v[i*ldv+j] = 0
|
||
} else if j == i {
|
||
v[i*ldv+i] = 1
|
||
} else {
|
||
v[i*ldv+j] = vMat.Data[i*vMat.Stride+j]
|
||
}
|
||
}
|
||
}
|
||
return blas64.General{
|
||
Rows: m,
|
||
Cols: k,
|
||
Stride: k,
|
||
Data: v,
|
||
}
|
||
case store == lapack.RowWise && direct == lapack.Forward:
|
||
ldv := m
|
||
v := make([]float64, m*k)
|
||
for i := 0; i < m; i++ {
|
||
for j := 0; j < k; j++ {
|
||
if j > i {
|
||
v[j*ldv+i] = 0
|
||
} else if j == i {
|
||
v[j*ldv+i] = 1
|
||
} else {
|
||
v[j*ldv+i] = vMat.Data[i*vMat.Stride+j]
|
||
}
|
||
}
|
||
}
|
||
return blas64.General{
|
||
Rows: k,
|
||
Cols: m,
|
||
Stride: m,
|
||
Data: v,
|
||
}
|
||
case store == lapack.ColumnWise && direct == lapack.Backward:
|
||
rowsv := m
|
||
ldv := k
|
||
v := make([]float64, m*k)
|
||
for i := 0; i < m; i++ {
|
||
for j := 0; j < k; j++ {
|
||
vrow := rowsv - i - 1
|
||
vcol := k - j - 1
|
||
if j > i {
|
||
v[vrow*ldv+vcol] = 0
|
||
} else if j == i {
|
||
v[vrow*ldv+vcol] = 1
|
||
} else {
|
||
v[vrow*ldv+vcol] = vMat.Data[i*vMat.Stride+j]
|
||
}
|
||
}
|
||
}
|
||
return blas64.General{
|
||
Rows: rowsv,
|
||
Cols: ldv,
|
||
Stride: ldv,
|
||
Data: v,
|
||
}
|
||
case store == lapack.RowWise && direct == lapack.Backward:
|
||
rowsv := k
|
||
ldv := m
|
||
v := make([]float64, m*k)
|
||
for i := 0; i < m; i++ {
|
||
for j := 0; j < k; j++ {
|
||
vcol := ldv - i - 1
|
||
vrow := k - j - 1
|
||
if j > i {
|
||
v[vrow*ldv+vcol] = 0
|
||
} else if j == i {
|
||
v[vrow*ldv+vcol] = 1
|
||
} else {
|
||
v[vrow*ldv+vcol] = vMat.Data[i*vMat.Stride+j]
|
||
}
|
||
}
|
||
}
|
||
return blas64.General{
|
||
Rows: rowsv,
|
||
Cols: ldv,
|
||
Stride: ldv,
|
||
Data: v,
|
||
}
|
||
}
|
||
}
|
||
|
||
func constructH(tau []float64, v blas64.General, store lapack.StoreV, direct lapack.Direct) blas64.General {
|
||
m := v.Rows
|
||
k := v.Cols
|
||
if store == lapack.RowWise {
|
||
m, k = k, m
|
||
}
|
||
h := blas64.General{
|
||
Rows: m,
|
||
Cols: m,
|
||
Stride: m,
|
||
Data: make([]float64, m*m),
|
||
}
|
||
for i := 0; i < m; i++ {
|
||
h.Data[i*m+i] = 1
|
||
}
|
||
for i := 0; i < k; i++ {
|
||
vecData := make([]float64, m)
|
||
if store == lapack.ColumnWise {
|
||
for j := 0; j < m; j++ {
|
||
vecData[j] = v.Data[j*v.Cols+i]
|
||
}
|
||
} else {
|
||
for j := 0; j < m; j++ {
|
||
vecData[j] = v.Data[i*v.Cols+j]
|
||
}
|
||
}
|
||
vec := blas64.Vector{
|
||
Inc: 1,
|
||
Data: vecData,
|
||
}
|
||
|
||
hi := blas64.General{
|
||
Rows: m,
|
||
Cols: m,
|
||
Stride: m,
|
||
Data: make([]float64, m*m),
|
||
}
|
||
for i := 0; i < m; i++ {
|
||
hi.Data[i*m+i] = 1
|
||
}
|
||
// hi = I - tau * v * vᵀ
|
||
blas64.Ger(-tau[i], vec, vec, hi)
|
||
|
||
hcopy := blas64.General{
|
||
Rows: m,
|
||
Cols: m,
|
||
Stride: m,
|
||
Data: make([]float64, m*m),
|
||
}
|
||
copy(hcopy.Data, h.Data)
|
||
if direct == lapack.Forward {
|
||
// H = H * H_I in forward mode
|
||
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, hcopy, hi, 0, h)
|
||
} else {
|
||
// H = H_I * H in backward mode
|
||
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, hi, hcopy, 0, h)
|
||
}
|
||
}
|
||
return h
|
||
}
|
||
|
||
// constructQ constructs the Q matrix from the result of dgeqrf and dgeqr2.
|
||
func constructQ(kind string, m, n int, a []float64, lda int, tau []float64) blas64.General {
|
||
k := min(m, n)
|
||
return constructQK(kind, m, n, k, a, lda, tau)
|
||
}
|
||
|
||
// constructQK constructs the Q matrix from the result of dgeqrf and dgeqr2 using
|
||
// the first k reflectors.
|
||
func constructQK(kind string, m, n, k int, a []float64, lda int, tau []float64) blas64.General {
|
||
var sz int
|
||
switch kind {
|
||
case "QR":
|
||
sz = m
|
||
case "LQ", "RQ":
|
||
sz = n
|
||
}
|
||
|
||
q := blas64.General{
|
||
Rows: sz,
|
||
Cols: sz,
|
||
Stride: max(1, sz),
|
||
Data: make([]float64, sz*sz),
|
||
}
|
||
for i := 0; i < sz; i++ {
|
||
q.Data[i*sz+i] = 1
|
||
}
|
||
qCopy := blas64.General{
|
||
Rows: q.Rows,
|
||
Cols: q.Cols,
|
||
Stride: q.Stride,
|
||
Data: make([]float64, len(q.Data)),
|
||
}
|
||
for i := 0; i < k; i++ {
|
||
h := blas64.General{
|
||
Rows: sz,
|
||
Cols: sz,
|
||
Stride: max(1, sz),
|
||
Data: make([]float64, sz*sz),
|
||
}
|
||
for j := 0; j < sz; j++ {
|
||
h.Data[j*sz+j] = 1
|
||
}
|
||
vVec := blas64.Vector{
|
||
Inc: 1,
|
||
Data: make([]float64, sz),
|
||
}
|
||
switch kind {
|
||
case "QR":
|
||
vVec.Data[i] = 1
|
||
for j := i + 1; j < sz; j++ {
|
||
vVec.Data[j] = a[lda*j+i]
|
||
}
|
||
case "LQ":
|
||
vVec.Data[i] = 1
|
||
for j := i + 1; j < sz; j++ {
|
||
vVec.Data[j] = a[i*lda+j]
|
||
}
|
||
case "RQ":
|
||
for j := 0; j < n-k+i; j++ {
|
||
vVec.Data[j] = a[(m-k+i)*lda+j]
|
||
}
|
||
vVec.Data[n-k+i] = 1
|
||
}
|
||
blas64.Ger(-tau[i], vVec, vVec, h)
|
||
copy(qCopy.Data, q.Data)
|
||
// Multiply q by the new h.
|
||
switch kind {
|
||
case "QR", "RQ":
|
||
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, qCopy, h, 0, q)
|
||
case "LQ":
|
||
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, h, qCopy, 0, q)
|
||
}
|
||
}
|
||
return q
|
||
}
|
||
|
||
// checkBidiagonal checks the bidiagonal decomposition from dlabrd and dgebd2.
|
||
// The input to this function is the answer returned from the routines, stored
|
||
// in a, d, e, tauP, and tauQ. The data of original A matrix (before
|
||
// decomposition) is input in aCopy.
|
||
//
|
||
// checkBidiagonal constructs the V and U matrices, and from them constructs Q
|
||
// and P. Using these constructions, it checks that Qᵀ * A * P and checks that
|
||
// the result is bidiagonal.
|
||
func checkBidiagonal(t *testing.T, m, n, nb int, a []float64, lda int, d, e, tauP, tauQ, aCopy []float64) {
|
||
// Check the answer.
|
||
// Construct V and U.
|
||
qMat := constructQPBidiagonal(lapack.ApplyQ, m, n, nb, a, lda, tauQ)
|
||
pMat := constructQPBidiagonal(lapack.ApplyP, m, n, nb, a, lda, tauP)
|
||
|
||
// Compute Qᵀ * A * P.
|
||
aMat := blas64.General{
|
||
Rows: m,
|
||
Cols: n,
|
||
Stride: lda,
|
||
Data: make([]float64, len(aCopy)),
|
||
}
|
||
copy(aMat.Data, aCopy)
|
||
|
||
tmp1 := blas64.General{
|
||
Rows: m,
|
||
Cols: n,
|
||
Stride: n,
|
||
Data: make([]float64, m*n),
|
||
}
|
||
blas64.Gemm(blas.Trans, blas.NoTrans, 1, qMat, aMat, 0, tmp1)
|
||
tmp2 := blas64.General{
|
||
Rows: m,
|
||
Cols: n,
|
||
Stride: n,
|
||
Data: make([]float64, m*n),
|
||
}
|
||
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, tmp1, pMat, 0, tmp2)
|
||
|
||
// Check that the first nb rows and cols of tm2 are upper bidiagonal
|
||
// if m >= n, and lower bidiagonal otherwise.
|
||
correctDiag := true
|
||
matchD := true
|
||
matchE := true
|
||
for i := 0; i < m; i++ {
|
||
for j := 0; j < n; j++ {
|
||
if i >= nb && j >= nb {
|
||
continue
|
||
}
|
||
v := tmp2.Data[i*tmp2.Stride+j]
|
||
if i == j {
|
||
if math.Abs(d[i]-v) > 1e-12 {
|
||
matchD = false
|
||
}
|
||
continue
|
||
}
|
||
if m >= n && i == j-1 {
|
||
if math.Abs(e[j-1]-v) > 1e-12 {
|
||
matchE = false
|
||
}
|
||
continue
|
||
}
|
||
if m < n && i-1 == j {
|
||
if math.Abs(e[i-1]-v) > 1e-12 {
|
||
matchE = false
|
||
}
|
||
continue
|
||
}
|
||
if math.Abs(v) > 1e-12 {
|
||
correctDiag = false
|
||
}
|
||
}
|
||
}
|
||
if !correctDiag {
|
||
t.Errorf("Updated A not bi-diagonal")
|
||
}
|
||
if !matchD {
|
||
fmt.Println("d = ", d)
|
||
t.Errorf("D Mismatch")
|
||
}
|
||
if !matchE {
|
||
t.Errorf("E mismatch")
|
||
}
|
||
}
|
||
|
||
// constructQPBidiagonal constructs Q or P from the Bidiagonal decomposition
|
||
// computed by dlabrd and bgebd2.
|
||
func constructQPBidiagonal(vect lapack.ApplyOrtho, m, n, nb int, a []float64, lda int, tau []float64) blas64.General {
|
||
sz := n
|
||
if vect == lapack.ApplyQ {
|
||
sz = m
|
||
}
|
||
|
||
var ldv int
|
||
var v blas64.General
|
||
if vect == lapack.ApplyQ {
|
||
ldv = nb
|
||
v = blas64.General{
|
||
Rows: m,
|
||
Cols: nb,
|
||
Stride: ldv,
|
||
Data: make([]float64, m*ldv),
|
||
}
|
||
} else {
|
||
ldv = n
|
||
v = blas64.General{
|
||
Rows: nb,
|
||
Cols: n,
|
||
Stride: ldv,
|
||
Data: make([]float64, m*ldv),
|
||
}
|
||
}
|
||
|
||
if vect == lapack.ApplyQ {
|
||
if m >= n {
|
||
for i := 0; i < m; i++ {
|
||
for j := 0; j <= min(nb-1, i); j++ {
|
||
if i == j {
|
||
v.Data[i*ldv+j] = 1
|
||
continue
|
||
}
|
||
v.Data[i*ldv+j] = a[i*lda+j]
|
||
}
|
||
}
|
||
} else {
|
||
for i := 1; i < m; i++ {
|
||
for j := 0; j <= min(nb-1, i-1); j++ {
|
||
if i-1 == j {
|
||
v.Data[i*ldv+j] = 1
|
||
continue
|
||
}
|
||
v.Data[i*ldv+j] = a[i*lda+j]
|
||
}
|
||
}
|
||
}
|
||
} else {
|
||
if m < n {
|
||
for i := 0; i < nb; i++ {
|
||
for j := i; j < n; j++ {
|
||
if i == j {
|
||
v.Data[i*ldv+j] = 1
|
||
continue
|
||
}
|
||
v.Data[i*ldv+j] = a[i*lda+j]
|
||
}
|
||
}
|
||
} else {
|
||
for i := 0; i < nb; i++ {
|
||
for j := i + 1; j < n; j++ {
|
||
if j-1 == i {
|
||
v.Data[i*ldv+j] = 1
|
||
continue
|
||
}
|
||
v.Data[i*ldv+j] = a[i*lda+j]
|
||
}
|
||
}
|
||
}
|
||
}
|
||
|
||
// The variable name is a computation of Q, but the algorithm is mostly the
|
||
// same for computing P (just with different data).
|
||
qMat := blas64.General{
|
||
Rows: sz,
|
||
Cols: sz,
|
||
Stride: sz,
|
||
Data: make([]float64, sz*sz),
|
||
}
|
||
hMat := blas64.General{
|
||
Rows: sz,
|
||
Cols: sz,
|
||
Stride: sz,
|
||
Data: make([]float64, sz*sz),
|
||
}
|
||
// set Q to I
|
||
for i := 0; i < sz; i++ {
|
||
qMat.Data[i*qMat.Stride+i] = 1
|
||
}
|
||
for i := 0; i < nb; i++ {
|
||
qCopy := blas64.General{Rows: qMat.Rows, Cols: qMat.Cols, Stride: qMat.Stride, Data: make([]float64, len(qMat.Data))}
|
||
copy(qCopy.Data, qMat.Data)
|
||
|
||
// Set g and h to I
|
||
for i := 0; i < sz; i++ {
|
||
for j := 0; j < sz; j++ {
|
||
if i == j {
|
||
hMat.Data[i*sz+j] = 1
|
||
} else {
|
||
hMat.Data[i*sz+j] = 0
|
||
}
|
||
}
|
||
}
|
||
var vi blas64.Vector
|
||
// H -= tauQ[i] * v[i] * v[i]^t
|
||
if vect == lapack.ApplyQ {
|
||
vi = blas64.Vector{
|
||
Inc: v.Stride,
|
||
Data: v.Data[i:],
|
||
}
|
||
} else {
|
||
vi = blas64.Vector{
|
||
Inc: 1,
|
||
Data: v.Data[i*v.Stride:],
|
||
}
|
||
}
|
||
blas64.Ger(-tau[i], vi, vi, hMat)
|
||
// Q = Q * G[1]
|
||
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, qCopy, hMat, 0, qMat)
|
||
}
|
||
return qMat
|
||
}
|
||
|
||
// printRowise prints the matrix with one row per line. This is useful for debugging.
|
||
// If beyond is true, it prints beyond the final column to lda. If false, only
|
||
// the columns are printed.
|
||
//
|
||
//lint:ignore U1000 This is useful for debugging.
|
||
func printRowise(a []float64, m, n, lda int, beyond bool) {
|
||
for i := 0; i < m; i++ {
|
||
end := n
|
||
if beyond {
|
||
end = lda
|
||
}
|
||
fmt.Println(a[i*lda : i*lda+end])
|
||
}
|
||
}
|
||
|
||
func copyGeneral(dst, src blas64.General) {
|
||
r := min(dst.Rows, src.Rows)
|
||
c := min(dst.Cols, src.Cols)
|
||
for i := 0; i < r; i++ {
|
||
copy(dst.Data[i*dst.Stride:i*dst.Stride+c], src.Data[i*src.Stride:i*src.Stride+c])
|
||
}
|
||
}
|
||
|
||
// cloneGeneral allocates and returns an exact copy of the given general matrix.
|
||
func cloneGeneral(a blas64.General) blas64.General {
|
||
c := a
|
||
c.Data = make([]float64, len(a.Data))
|
||
copy(c.Data, a.Data)
|
||
return c
|
||
}
|
||
|
||
// equalGeneral returns whether the general matrices a and b are equal.
|
||
func equalGeneral(a, b blas64.General) bool {
|
||
if a.Rows != b.Rows || a.Cols != b.Cols {
|
||
panic("bad input")
|
||
}
|
||
for i := 0; i < a.Rows; i++ {
|
||
for j := 0; j < a.Cols; j++ {
|
||
if a.Data[i*a.Stride+j] != b.Data[i*b.Stride+j] {
|
||
return false
|
||
}
|
||
}
|
||
}
|
||
return true
|
||
}
|
||
|
||
// equalApproxGeneral returns whether the general matrices a and b are
|
||
// approximately equal within given tolerance.
|
||
func equalApproxGeneral(a, b blas64.General, tol float64) bool {
|
||
if a.Rows != b.Rows || a.Cols != b.Cols {
|
||
panic("bad input")
|
||
}
|
||
for i := 0; i < a.Rows; i++ {
|
||
for j := 0; j < a.Cols; j++ {
|
||
diff := a.Data[i*a.Stride+j] - b.Data[i*b.Stride+j]
|
||
if math.IsNaN(diff) || math.Abs(diff) > tol {
|
||
return false
|
||
}
|
||
}
|
||
}
|
||
return true
|
||
}
|
||
|
||
func intsEqual(a, b []int) bool {
|
||
if len(a) != len(b) {
|
||
return false
|
||
}
|
||
for i, ai := range a {
|
||
if b[i] != ai {
|
||
return false
|
||
}
|
||
}
|
||
return true
|
||
}
|
||
|
||
// randSymBand returns an n×n random symmetric positive definite band matrix
|
||
// with kd diagonals.
|
||
func randSymBand(uplo blas.Uplo, n, kd, ldab int, rnd *rand.Rand) []float64 {
|
||
// Allocate a triangular band matrix U or L and fill it with random numbers.
|
||
var ab []float64
|
||
if n > 0 {
|
||
ab = make([]float64, (n-1)*ldab+kd+1)
|
||
}
|
||
for i := range ab {
|
||
ab[i] = rnd.NormFloat64()
|
||
}
|
||
// Make sure that the matrix U or L has a sufficiently positive diagonal.
|
||
switch uplo {
|
||
case blas.Upper:
|
||
for i := 0; i < n; i++ {
|
||
ab[i*ldab] = float64(n) + rnd.Float64()
|
||
}
|
||
case blas.Lower:
|
||
for i := 0; i < n; i++ {
|
||
ab[i*ldab+kd] = float64(n) + rnd.Float64()
|
||
}
|
||
}
|
||
// Compute Uᵀ*U or L*Lᵀ. The resulting (symmetric) matrix A will be
|
||
// positive definite and well-conditioned.
|
||
dsbmm(uplo, n, kd, ab, ldab)
|
||
return ab
|
||
}
|
||
|
||
// distSymBand returns the max-norm distance between the symmetric band matrices
|
||
// A and B.
|
||
func distSymBand(uplo blas.Uplo, n, kd int, a []float64, lda int, b []float64, ldb int) float64 {
|
||
var dist float64
|
||
switch uplo {
|
||
case blas.Upper:
|
||
for i := 0; i < n; i++ {
|
||
for j := 0; j < min(kd+1, n-i); j++ {
|
||
dist = math.Max(dist, math.Abs(a[i*lda+j]-b[i*ldb+j]))
|
||
}
|
||
}
|
||
case blas.Lower:
|
||
for i := 0; i < n; i++ {
|
||
for j := max(0, kd-i); j < kd+1; j++ {
|
||
dist = math.Max(dist, math.Abs(a[i*lda+j]-b[i*ldb+j]))
|
||
}
|
||
}
|
||
}
|
||
return dist
|
||
}
|
||
|
||
// eye returns an identity matrix of given order and stride.
|
||
func eye(n, stride int) blas64.General {
|
||
ans := nanGeneral(n, n, stride)
|
||
for i := 0; i < n; i++ {
|
||
for j := 0; j < n; j++ {
|
||
ans.Data[i*ans.Stride+j] = 0
|
||
}
|
||
ans.Data[i*ans.Stride+i] = 1
|
||
}
|
||
return ans
|
||
}
|
||
|
||
// zeros returns an m×n matrix with given stride filled with zeros.
|
||
func zeros(m, n, stride int) blas64.General {
|
||
a := nanGeneral(m, n, stride)
|
||
for i := 0; i < m; i++ {
|
||
for j := 0; j < n; j++ {
|
||
a.Data[i*a.Stride+j] = 0
|
||
}
|
||
}
|
||
return a
|
||
}
|
||
|
||
// extract2x2Block returns the elements of T at [0,0], [0,1], [1,0], and [1,1].
|
||
func extract2x2Block(t []float64, ldt int) (a, b, c, d float64) {
|
||
return t[0], t[1], t[ldt], t[ldt+1]
|
||
}
|
||
|
||
// isSchurCanonical returns whether the 2×2 matrix [a b; c d] is in Schur
|
||
// canonical form.
|
||
func isSchurCanonical(a, b, c, d float64) bool {
|
||
return c == 0 || (b != 0 && a == d && math.Signbit(b) != math.Signbit(c))
|
||
}
|
||
|
||
// isSchurCanonicalGeneral returns whether T is block upper triangular with 1×1
|
||
// and 2×2 diagonal blocks, each 2×2 block in Schur canonical form. The function
|
||
// checks only along the diagonal and the first subdiagonal, otherwise the lower
|
||
// triangle is not accessed.
|
||
func isSchurCanonicalGeneral(t blas64.General) bool {
|
||
n := t.Cols
|
||
if t.Rows != n {
|
||
panic("invalid matrix")
|
||
}
|
||
for j := 0; j < n-1; {
|
||
if t.Data[(j+1)*t.Stride+j] == 0 {
|
||
// 1×1 block.
|
||
for i := j + 1; i < n; i++ {
|
||
if t.Data[i*t.Stride+j] != 0 {
|
||
return false
|
||
}
|
||
}
|
||
j++
|
||
continue
|
||
}
|
||
// 2×2 block.
|
||
a, b, c, d := extract2x2Block(t.Data[j*t.Stride+j:], t.Stride)
|
||
if !isSchurCanonical(a, b, c, d) {
|
||
return false
|
||
}
|
||
for i := j + 2; i < n; i++ {
|
||
if t.Data[i*t.Stride+j] != 0 {
|
||
return false
|
||
}
|
||
}
|
||
for i := j + 2; i < n; i++ {
|
||
if t.Data[i*t.Stride+j+1] != 0 {
|
||
return false
|
||
}
|
||
}
|
||
j += 2
|
||
}
|
||
return true
|
||
}
|
||
|
||
// schurBlockEigenvalues returns the two eigenvalues of the 2×2 matrix [a b; c d]
|
||
// that must be in Schur canonical form.
|
||
//
|
||
//lint:ignore U1000 This is useful for debugging.
|
||
func schurBlockEigenvalues(a, b, c, d float64) (ev1, ev2 complex128) {
|
||
if !isSchurCanonical(a, b, c, d) {
|
||
panic("block not in Schur canonical form")
|
||
}
|
||
if c == 0 {
|
||
return complex(a, 0), complex(d, 0)
|
||
}
|
||
im := math.Sqrt(math.Abs(b)) * math.Sqrt(math.Abs(c))
|
||
return complex(a, im), complex(a, -im)
|
||
}
|
||
|
||
// schurBlockSize returns the size of the diagonal block at i-th row in the
|
||
// upper quasi-triangular matrix t in Schur canonical form, and whether i points
|
||
// to the first row of the block. For zero-sized matrices the function returns 0
|
||
// and true.
|
||
func schurBlockSize(t blas64.General, i int) (size int, first bool) {
|
||
if t.Rows != t.Cols {
|
||
panic("matrix not square")
|
||
}
|
||
if t.Rows == 0 {
|
||
return 0, true
|
||
}
|
||
if i < 0 || t.Rows <= i {
|
||
panic("index out of range")
|
||
}
|
||
|
||
first = true
|
||
if i > 0 && t.Data[i*t.Stride+i-1] != 0 {
|
||
// There is a non-zero element to the left, therefore i must
|
||
// point to the second row in a 2×2 diagonal block.
|
||
first = false
|
||
i--
|
||
}
|
||
size = 1
|
||
if i+1 < t.Rows && t.Data[(i+1)*t.Stride+i] != 0 {
|
||
// There is a non-zero element below, this must be a 2×2
|
||
// diagonal block.
|
||
size = 2
|
||
}
|
||
return size, first
|
||
}
|
||
|
||
// containsComplex returns whether z is approximately equal to one of the complex
|
||
// numbers in v. If z is found, its index in v will be also returned.
|
||
func containsComplex(v []complex128, z complex128, tol float64) (found bool, index int) {
|
||
for i := range v {
|
||
if cmplx.Abs(v[i]-z) < tol {
|
||
return true, i
|
||
}
|
||
}
|
||
return false, -1
|
||
}
|
||
|
||
// isAllNaN returns whether x contains only NaN values.
|
||
func isAllNaN(x []float64) bool {
|
||
for _, v := range x {
|
||
if !math.IsNaN(v) {
|
||
return false
|
||
}
|
||
}
|
||
return true
|
||
}
|
||
|
||
// isUpperHessenberg returns whether h contains only zeros below the
|
||
// subdiagonal.
|
||
func isUpperHessenberg(h blas64.General) bool {
|
||
if h.Rows != h.Cols {
|
||
panic("matrix not square")
|
||
}
|
||
n := h.Rows
|
||
for i := 0; i < n; i++ {
|
||
for j := 0; j < n; j++ {
|
||
if i > j+1 && h.Data[i*h.Stride+j] != 0 {
|
||
return false
|
||
}
|
||
}
|
||
}
|
||
return true
|
||
}
|
||
|
||
// isUpperTriangular returns whether a contains only zeros below the diagonal.
|
||
func isUpperTriangular(a blas64.General) bool {
|
||
if a.Rows != a.Cols {
|
||
panic("matrix not square")
|
||
}
|
||
n := a.Rows
|
||
for i := 1; i < n; i++ {
|
||
for j := 0; j < i; j++ {
|
||
if a.Data[i*a.Stride+j] != 0 {
|
||
return false
|
||
}
|
||
}
|
||
}
|
||
return true
|
||
}
|
||
|
||
// unbalancedSparseGeneral returns an m×n dense matrix with a random sparse
|
||
// structure consisting of nz nonzero elements. The matrix will be unbalanced by
|
||
// multiplying each element randomly by its row or column index.
|
||
func unbalancedSparseGeneral(m, n, stride int, nonzeros int, rnd *rand.Rand) blas64.General {
|
||
a := zeros(m, n, stride)
|
||
for k := 0; k < nonzeros; k++ {
|
||
i := rnd.Intn(n)
|
||
j := rnd.Intn(n)
|
||
if rnd.Float64() < 0.5 {
|
||
a.Data[i*stride+j] = float64(i+1) * rnd.NormFloat64()
|
||
} else {
|
||
a.Data[i*stride+j] = float64(j+1) * rnd.NormFloat64()
|
||
}
|
||
}
|
||
return a
|
||
}
|
||
|
||
// rootsOfUnity returns the n complex numbers whose n-th power is equal to 1.
|
||
func rootsOfUnity(n int) []complex128 {
|
||
w := make([]complex128, n)
|
||
for i := 0; i < n; i++ {
|
||
angle := math.Pi * float64(2*i) / float64(n)
|
||
w[i] = complex(math.Cos(angle), math.Sin(angle))
|
||
}
|
||
return w
|
||
}
|
||
|
||
// constructGSVDresults returns the matrices [ 0 R ], D1 and D2 described
|
||
// in the documentation of Dtgsja and Dggsvd3, and the result matrix in
|
||
// the documentation for Dggsvp3.
|
||
func constructGSVDresults(n, p, m, k, l int, a, b blas64.General, alpha, beta []float64) (zeroR, d1, d2 blas64.General) {
|
||
// [ 0 R ]
|
||
zeroR = zeros(k+l, n, n)
|
||
dst := zeroR
|
||
dst.Rows = min(m, k+l)
|
||
dst.Cols = k + l
|
||
dst.Data = zeroR.Data[n-k-l:]
|
||
src := a
|
||
src.Rows = min(m, k+l)
|
||
src.Cols = k + l
|
||
src.Data = a.Data[n-k-l:]
|
||
copyGeneral(dst, src)
|
||
if m < k+l {
|
||
// [ 0 R ]
|
||
dst.Rows = k + l - m
|
||
dst.Cols = k + l - m
|
||
dst.Data = zeroR.Data[m*zeroR.Stride+n-(k+l-m):]
|
||
src = b
|
||
src.Rows = k + l - m
|
||
src.Cols = k + l - m
|
||
src.Data = b.Data[(m-k)*b.Stride+n+m-k-l:]
|
||
copyGeneral(dst, src)
|
||
}
|
||
|
||
// D1
|
||
d1 = zeros(m, k+l, k+l)
|
||
for i := 0; i < k; i++ {
|
||
d1.Data[i*d1.Stride+i] = 1
|
||
}
|
||
for i := k; i < min(m, k+l); i++ {
|
||
d1.Data[i*d1.Stride+i] = alpha[i]
|
||
}
|
||
|
||
// D2
|
||
d2 = zeros(p, k+l, k+l)
|
||
for i := 0; i < min(l, m-k); i++ {
|
||
d2.Data[i*d2.Stride+i+k] = beta[k+i]
|
||
}
|
||
for i := m - k; i < l; i++ {
|
||
d2.Data[i*d2.Stride+i+k] = 1
|
||
}
|
||
|
||
return zeroR, d1, d2
|
||
}
|
||
|
||
func constructGSVPresults(n, p, m, k, l int, a, b blas64.General) (zeroA, zeroB blas64.General) {
|
||
zeroA = zeros(m, n, n)
|
||
dst := zeroA
|
||
dst.Rows = min(m, k+l)
|
||
dst.Cols = k + l
|
||
dst.Data = zeroA.Data[n-k-l:]
|
||
src := a
|
||
dst.Rows = min(m, k+l)
|
||
src.Cols = k + l
|
||
src.Data = a.Data[n-k-l:]
|
||
copyGeneral(dst, src)
|
||
|
||
zeroB = zeros(p, n, n)
|
||
dst = zeroB
|
||
dst.Rows = l
|
||
dst.Cols = l
|
||
dst.Data = zeroB.Data[n-l:]
|
||
src = b
|
||
dst.Rows = l
|
||
src.Cols = l
|
||
src.Data = b.Data[n-l:]
|
||
copyGeneral(dst, src)
|
||
|
||
return zeroA, zeroB
|
||
}
|
||
|
||
// distFromIdentity returns the L-infinity distance of an n×n matrix A from the
|
||
// identity. If A contains NaN elements, distFromIdentity will return +inf.
|
||
func distFromIdentity(n int, a []float64, lda int) float64 {
|
||
var dist float64
|
||
for i := 0; i < n; i++ {
|
||
for j := 0; j < n; j++ {
|
||
aij := a[i*lda+j]
|
||
if math.IsNaN(aij) {
|
||
return math.Inf(1)
|
||
}
|
||
if i == j {
|
||
dist = math.Max(dist, math.Abs(aij-1))
|
||
} else {
|
||
dist = math.Max(dist, math.Abs(aij))
|
||
}
|
||
}
|
||
}
|
||
return dist
|
||
}
|
||
|
||
func sameFloat64(a, b float64) bool {
|
||
return a == b || math.IsNaN(a) && math.IsNaN(b)
|
||
}
|
||
|
||
// sameLowerTri returns whether n×n matrices A and B are same under the diagonal.
|
||
func sameLowerTri(n int, a []float64, lda int, b []float64, ldb int) bool {
|
||
for i := 1; i < n; i++ {
|
||
for j := 0; j < i; j++ {
|
||
aij := a[i*lda+j]
|
||
bij := b[i*ldb+j]
|
||
if !sameFloat64(aij, bij) {
|
||
return false
|
||
}
|
||
}
|
||
}
|
||
return true
|
||
}
|
||
|
||
// sameUpperTri returns whether n×n matrices A and B are same above the diagonal.
|
||
func sameUpperTri(n int, a []float64, lda int, b []float64, ldb int) bool {
|
||
for i := 0; i < n-1; i++ {
|
||
for j := i + 1; j < n; j++ {
|
||
aij := a[i*lda+j]
|
||
bij := b[i*ldb+j]
|
||
if !sameFloat64(aij, bij) {
|
||
return false
|
||
}
|
||
}
|
||
}
|
||
return true
|
||
}
|
||
|
||
// svdJobString returns a string representation of job.
|
||
func svdJobString(job lapack.SVDJob) string {
|
||
switch job {
|
||
case lapack.SVDAll:
|
||
return "All"
|
||
case lapack.SVDStore:
|
||
return "Store"
|
||
case lapack.SVDOverwrite:
|
||
return "Overwrite"
|
||
case lapack.SVDNone:
|
||
return "None"
|
||
}
|
||
return "unknown SVD job"
|
||
}
|
||
|
||
// residualOrthogonal returns the residual
|
||
//
|
||
// |I - Q * Qᵀ| if m < n or (m == n and rowwise == true),
|
||
// |I - Qᵀ * Q| otherwise.
|
||
//
|
||
// It can be used to check that the matrix Q is orthogonal.
|
||
func residualOrthogonal(q blas64.General, rowwise bool) float64 {
|
||
m, n := q.Rows, q.Cols
|
||
if m == 0 || n == 0 {
|
||
return 0
|
||
}
|
||
var transq blas.Transpose
|
||
if m < n || (m == n && rowwise) {
|
||
transq = blas.NoTrans
|
||
} else {
|
||
transq = blas.Trans
|
||
}
|
||
minmn := min(m, n)
|
||
|
||
// Set work = I.
|
||
work := blas64.Symmetric{
|
||
Uplo: blas.Upper,
|
||
N: minmn,
|
||
Data: make([]float64, minmn*minmn),
|
||
Stride: minmn,
|
||
}
|
||
for i := 0; i < minmn; i++ {
|
||
work.Data[i*work.Stride+i] = 1
|
||
}
|
||
|
||
// Compute
|
||
// work = work - Q * Qᵀ = I - Q * Qᵀ
|
||
// or
|
||
// work = work - Qᵀ * Q = I - Qᵀ * Q
|
||
blas64.Syrk(transq, -1, q, 1, work)
|
||
return dlansy(lapack.MaxColumnSum, blas.Upper, work.N, work.Data, work.Stride)
|
||
}
|