| // 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 ( |
| "math" |
| "math/rand" |
| "testing" |
| |
| "gonum.org/v1/gonum/blas" |
| "gonum.org/v1/gonum/blas/blas64" |
| ) |
| |
| type Dgetrier interface { |
| Dgetrfer |
| Dgetri(n int, a []float64, lda int, ipiv []int, work []float64, lwork int) bool |
| } |
| |
| func DgetriTest(t *testing.T, impl Dgetrier) { |
| rnd := rand.New(rand.NewSource(1)) |
| bi := blas64.Implementation() |
| for _, test := range []struct { |
| n, lda int |
| }{ |
| {5, 0}, |
| {5, 8}, |
| {45, 0}, |
| {45, 50}, |
| {65, 0}, |
| {65, 70}, |
| {150, 0}, |
| {150, 250}, |
| } { |
| n := test.n |
| lda := test.lda |
| if lda == 0 { |
| lda = n |
| } |
| // Generate a random well conditioned matrix |
| perm := rnd.Perm(n) |
| a := make([]float64, n*lda) |
| for i := 0; i < n; i++ { |
| a[i*lda+perm[i]] = 1 |
| } |
| for i := range a { |
| a[i] += 0.01 * rnd.Float64() |
| } |
| aCopy := make([]float64, len(a)) |
| copy(aCopy, a) |
| ipiv := make([]int, n) |
| // Compute LU decomposition. |
| impl.Dgetrf(n, n, a, lda, ipiv) |
| // Compute inverse. |
| work := make([]float64, 1) |
| impl.Dgetri(n, a, lda, ipiv, work, -1) |
| work = make([]float64, int(work[0])) |
| lwork := len(work) |
| |
| ok := impl.Dgetri(n, a, lda, ipiv, work, lwork) |
| if !ok { |
| t.Errorf("Unexpected singular matrix.") |
| } |
| |
| // Check that A(inv) * A = I. |
| ans := make([]float64, len(a)) |
| bi.Dgemm(blas.NoTrans, blas.NoTrans, n, n, n, 1, aCopy, lda, a, lda, 0, ans, lda) |
| isEye := true |
| for i := 0; i < n; i++ { |
| for j := 0; j < n; j++ { |
| if i == j { |
| // This tolerance is so high because computing matrix inverses |
| // is very unstable. |
| if math.Abs(ans[i*lda+j]-1) > 5e-2 { |
| isEye = false |
| } |
| } else { |
| if math.Abs(ans[i*lda+j]) > 5e-2 { |
| isEye = false |
| } |
| } |
| } |
| } |
| if !isEye { |
| t.Errorf("Inv(A) * A != I. n = %v, lda = %v", n, lda) |
| } |
| } |
| } |