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111 lines
2.7 KiB
Go
111 lines
2.7 KiB
Go
// Copyright ©2023 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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"fmt"
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"math/rand/v2"
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"testing"
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"gonum.org/v1/gonum/blas/blas64"
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"gonum.org/v1/gonum/lapack"
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)
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type Dpttrser interface {
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Dpttrs(n, nrhs int, d, e []float64, b []float64, ldb int)
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Dpttrfer
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}
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func DpttrsTest(t *testing.T, impl Dpttrser) {
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rnd := rand.New(rand.NewPCG(1, 1))
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for _, n := range []int{0, 1, 2, 3, 4, 5, 10, 20, 50, 51, 52, 53, 54, 100} {
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for _, nrhs := range []int{0, 1, 2, 3, 4, 5, 10, 20, 50} {
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for _, ldb := range []int{max(1, nrhs), nrhs + 3} {
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dpttrsTest(t, impl, rnd, n, nrhs, ldb)
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}
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}
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}
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}
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func dpttrsTest(t *testing.T, impl Dpttrser, rnd *rand.Rand, n, nrhs, ldb int) {
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const tol = 1e-15
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name := fmt.Sprintf("n=%v", n)
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// Generate a random diagonally dominant symmetric tridiagonal matrix A.
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d, e := newRandomSymTridiag(n, rnd)
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// Make a copy of d and e to hold the factorization.
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dFac := make([]float64, len(d))
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copy(dFac, d)
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eFac := make([]float64, len(e))
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copy(eFac, e)
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// Compute the Cholesky factorization of A.
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ok := impl.Dpttrf(n, dFac, eFac)
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if !ok {
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t.Errorf("%v: bad test matrix, Dpttrf failed", name)
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return
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}
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// Generate a random solution matrix X.
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xWant := randomGeneral(n, nrhs, ldb, rnd)
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// Compute the right-hand side.
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b := zeros(n, nrhs, ldb)
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dstmm(n, nrhs, d, e, xWant.Data, xWant.Stride, b.Data, b.Stride)
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// Solve A*X=B.
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impl.Dpttrs(n, nrhs, dFac, eFac, b.Data, b.Stride)
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resid := dpttrsResidual(b, xWant)
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if resid > tol {
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t.Errorf("%v: unexpected solution: |diff| = %v, want <= %v", name, resid, tol)
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}
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}
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// dstmm computes the matrix-matrix product
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//
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// C = A*B
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//
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// where A is an m×m symmetric tridiagonal matrix represented by the diagonal d
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// and subdiagonal e, and B and C are m×n matrices.
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func dstmm(m, n int, d, e []float64, b []float64, ldb int, c []float64, ldc int) {
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if m == 0 || n == 0 {
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return
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}
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if m == 1 {
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d0 := d[0]
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for j, b0j := range b[:n] {
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c[j] = d0 * b0j
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}
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return
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}
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for j := 0; j < n; j++ {
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c[j] = d[0]*b[j] + e[0]*b[ldb+j]
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}
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for i := 1; i < m-1; i++ {
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for j := 0; j < n; j++ {
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c[i*ldc+j] = e[i-1]*b[(i-1)*ldb+j] + d[i]*b[i*ldb+j] + e[i]*b[(i+1)*ldb+j]
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}
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}
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for j := 0; j < n; j++ {
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c[(m-1)*ldc+j] = e[m-2]*b[(m-2)*ldb+j] + d[m-1]*b[(m-1)*ldb+j]
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}
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}
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// dpttrsResidual returns |XGOT - XWANT|_1 / n.
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func dpttrsResidual(xGot, xWant blas64.General) float64 {
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n, nrhs := xGot.Rows, xGot.Cols
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d := zeros(n, nrhs, nrhs)
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for i := 0; i < n; i++ {
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for j := 0; j < nrhs; j++ {
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d.Data[i*d.Stride+j] = xGot.Data[i*xGot.Stride+j] - xWant.Data[i*xWant.Stride+j]
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}
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}
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return dlange(lapack.MaxColumnSum, n, nrhs, d.Data, d.Stride) / float64(n)
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}
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