mirror of
https://github.com/gonum/gonum.git
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169 lines
4.2 KiB
Go
169 lines
4.2 KiB
Go
// Copyright ©2015 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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"math/rand/v2"
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"testing"
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"gonum.org/v1/gonum/blas"
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"gonum.org/v1/gonum/blas/blas64"
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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 Dlarfter interface {
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Dgeqr2er
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Dlarft(direct lapack.Direct, store lapack.StoreV, n, k int, v []float64, ldv int, tau []float64, t []float64, ldt int)
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}
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func DlarftTest(t *testing.T, impl Dlarfter) {
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rnd := rand.New(rand.NewPCG(1, 1))
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for _, store := range []lapack.StoreV{lapack.ColumnWise, lapack.RowWise} {
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for _, direct := range []lapack.Direct{lapack.Forward, lapack.Backward} {
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for _, test := range []struct {
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m, n, ldv, ldt int
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}{
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{6, 6, 0, 0},
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{8, 6, 0, 0},
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{6, 8, 0, 0},
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{6, 6, 10, 15},
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{8, 6, 10, 15},
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{6, 8, 10, 15},
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{6, 6, 15, 10},
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{8, 6, 15, 10},
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{6, 8, 15, 10},
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} {
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// Generate a matrix
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m := test.m
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n := test.n
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lda := n
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if lda == 0 {
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lda = n
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}
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a := make([]float64, m*lda)
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for i := 0; i < m; i++ {
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for j := 0; j < lda; j++ {
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a[i*lda+j] = rnd.Float64()
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}
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}
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// Use dgeqr2 to find the v vectors
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k := min(m, n)
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tau := make([]float64, k)
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work := make([]float64, n)
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impl.Dgeqr2(m, n, a, lda, tau, work)
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// Construct H using these answers
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vMatTmp := extractVMat(m, n, a, lda, lapack.Forward, lapack.ColumnWise)
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vMat := constructVMat(vMatTmp, store, direct)
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v := vMat.Data
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ldv := vMat.Stride
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h := constructH(tau, vMat, store, direct)
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ldt := test.ldt
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if ldt == 0 {
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ldt = k
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}
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// Find T from the actual function
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tm := make([]float64, k*ldt)
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for i := range tm {
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tm[i] = 100 + rnd.Float64()
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}
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// The v data has been put into a.
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impl.Dlarft(direct, store, m, k, v, ldv, tau, tm, ldt)
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tData := make([]float64, len(tm))
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copy(tData, tm)
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if direct == lapack.Forward {
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// Zero out the lower triangular portion.
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for i := 0; i < k; i++ {
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for j := 0; j < i; j++ {
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tData[i*ldt+j] = 0
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}
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}
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} else {
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// Zero out the upper triangular portion.
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for i := 0; i < k; i++ {
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for j := i + 1; j < k; j++ {
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tData[i*ldt+j] = 0
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}
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}
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}
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T := blas64.General{
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Rows: k,
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Cols: k,
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Stride: ldt,
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Data: tData,
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}
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vMatT := blas64.General{
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Rows: vMat.Cols,
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Cols: vMat.Rows,
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Stride: vMat.Rows,
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Data: make([]float64, vMat.Cols*vMat.Rows),
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}
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for i := 0; i < vMat.Rows; i++ {
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for j := 0; j < vMat.Cols; j++ {
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vMatT.Data[j*vMatT.Stride+i] = vMat.Data[i*vMat.Stride+j]
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}
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}
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var comp blas64.General
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if store == lapack.ColumnWise {
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// H = I - V * T * Vᵀ
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tmp := blas64.General{
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Rows: T.Rows,
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Cols: vMatT.Cols,
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Stride: vMatT.Cols,
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Data: make([]float64, T.Rows*vMatT.Cols),
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}
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// T * Vᵀ
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blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, T, vMatT, 0, tmp)
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comp = blas64.General{
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Rows: vMat.Rows,
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Cols: tmp.Cols,
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Stride: tmp.Cols,
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Data: make([]float64, vMat.Rows*tmp.Cols),
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}
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// V * (T * Vᵀ)
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blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, vMat, tmp, 0, comp)
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} else {
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// H = I - Vᵀ * T * V
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tmp := blas64.General{
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Rows: T.Rows,
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Cols: vMat.Cols,
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Stride: vMat.Cols,
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Data: make([]float64, T.Rows*vMat.Cols),
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}
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// T * V
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blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, T, vMat, 0, tmp)
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comp = blas64.General{
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Rows: vMatT.Rows,
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Cols: tmp.Cols,
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Stride: tmp.Cols,
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Data: make([]float64, vMatT.Rows*tmp.Cols),
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}
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// Vᵀ * (T * V)
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blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, vMatT, tmp, 0, comp)
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}
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// I - Vᵀ * T * V
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for i := 0; i < comp.Rows; i++ {
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for j := 0; j < comp.Cols; j++ {
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comp.Data[i*m+j] *= -1
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if i == j {
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comp.Data[i*m+j] += 1
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}
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}
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}
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if !floats.EqualApprox(comp.Data, h.Data, 1e-14) {
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t.Errorf("T does not construct proper H. Store = %v, Direct = %v.\nWant %v\ngot %v.", string(store), string(direct), h.Data, comp.Data)
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}
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}
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}
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}
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}
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