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 // Copyright ©2017 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 mat import ( "math/rand" "testing" ) func TestHOGSVD(t *testing.T) { const tol = 1e-10 rnd := rand.New(rand.NewSource(1)) for cas, test := range []struct { r, c int }{ {5, 3}, {5, 5}, {150, 150}, {200, 150}, // Calculating A_i*A_j^T and A_j*A_i^T fails for wide matrices. {3, 5}, } { r := test.r c := test.c for n := 3; n < 6; n++ { data := make([]Matrix, n) dataCopy := make([]*Dense, n) for trial := 0; trial < 10; trial++ { for i := range data { d := NewDense(r, c, nil) for j := range d.mat.Data { d.mat.Data[j] = rnd.Float64() } data[i] = d dataCopy[i] = DenseCopyOf(d) } var gsvd HOGSVD ok := gsvd.Factorize(data...) if r >= c { if !ok { t.Errorf("HOGSVD factorization failed for %d %d×%d matrices: %v", n, r, c, gsvd.Err()) continue } } else { if ok { t.Errorf("HOGSVD factorization unexpectedly succeeded for for %d %d×%d matrices", n, r, c) } continue } for i := range data { if !Equal(data[i], dataCopy[i]) { t.Errorf("A changed during call to HOGSVD.Factorize") } } u, s, v := extractHOGSVD(&gsvd) for i, want := range data { var got Dense sigma := NewDense(c, c, nil) for j := 0; j < c; j++ { sigma.Set(j, j, s[i][j]) } got.Product(u[i], sigma, v.T()) if !EqualApprox(&got, want, tol) { t.Errorf("test %d n=%d trial %d: unexpected answer\nU_%[4]d * S_%[4]d * V^T:\n% 0.2f\nD_%d:\n% 0.2f", cas, n, trial, i, Formatted(&got, Excerpt(5)), i, Formatted(want, Excerpt(5))) } } } } } } func extractHOGSVD(gsvd *HOGSVD) (u []*Dense, s [][]float64, v *Dense) { u = make([]*Dense, gsvd.Len()) s = make([][]float64, gsvd.Len()) for i := 0; i < gsvd.Len(); i++ { u[i] = gsvd.UTo(nil, i) s[i] = gsvd.Values(nil, i) } v = gsvd.VTo(nil) return u, s, v }