| // 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 ( |
| "log" |
| "math/rand" |
| "testing" |
| |
| "gonum.org/v1/gonum/blas" |
| "gonum.org/v1/gonum/blas/blas64" |
| "gonum.org/v1/gonum/floats" |
| "gonum.org/v1/gonum/lapack" |
| ) |
| |
| type Dpoconer interface { |
| Dpotrfer |
| Dgeconer |
| Dlansy(norm lapack.MatrixNorm, uplo blas.Uplo, n int, a []float64, lda int, work []float64) float64 |
| Dpocon(uplo blas.Uplo, n int, a []float64, lda int, anorm float64, work []float64, iwork []int) float64 |
| } |
| |
| func DpoconTest(t *testing.T, impl Dpoconer) { |
| for _, test := range []struct { |
| a []float64 |
| n int |
| cond float64 |
| uplo blas.Uplo |
| }{ |
| { |
| a: []float64{ |
| 89, 59, 77, |
| 0, 107, 59, |
| 0, 0, 89, |
| }, |
| uplo: blas.Upper, |
| n: 3, |
| cond: 0.050052137643379, |
| }, |
| { |
| a: []float64{ |
| 89, 0, 0, |
| 59, 107, 0, |
| 77, 59, 89, |
| }, |
| uplo: blas.Lower, |
| n: 3, |
| cond: 0.050052137643379, |
| }, |
| // Dgecon does not match Dpocon for this case. https://github.com/xianyi/OpenBLAS/issues/664. |
| { |
| a: []float64{ |
| 2.9995576045549965, -2.0898894566158663, 3.965560740124006, |
| 0, 1.9634729526261008, -2.8681002706874104, |
| 0, 0, 5.502416670471008, |
| }, |
| uplo: blas.Upper, |
| n: 3, |
| cond: 0.024054837369015203, |
| }, |
| } { |
| n := test.n |
| a := make([]float64, len(test.a)) |
| copy(a, test.a) |
| lda := n |
| uplo := test.uplo |
| work := make([]float64, 3*n) |
| anorm := impl.Dlansy(lapack.MaxColumnSum, uplo, n, a, lda, work) |
| // Compute cholesky decomposition |
| ok := impl.Dpotrf(uplo, n, a, lda) |
| if !ok { |
| t.Errorf("Bad test, matrix not positive definite") |
| continue |
| } |
| iwork := make([]int, n) |
| cond := impl.Dpocon(uplo, n, a, lda, anorm, work, iwork) |
| // Error if not the same order, otherwise log the difference. |
| if !floats.EqualWithinAbsOrRel(cond, test.cond, 1e0, 1e0) { |
| t.Errorf("Cond mismatch. Want %v, got %v.", test.cond, cond) |
| } else if !floats.EqualWithinAbsOrRel(cond, test.cond, 1e-14, 1e-14) { |
| log.Printf("Dpocon cond mismatch. Want %v, got %v.", test.cond, cond) |
| } |
| } |
| rnd := rand.New(rand.NewSource(1)) |
| bi := blas64.Implementation() |
| // Randomized tests compared against Dgecon. |
| for _, uplo := range []blas.Uplo{blas.Lower, blas.Upper} { |
| for _, test := range []struct { |
| n, lda int |
| }{ |
| {3, 0}, |
| {3, 5}, |
| } { |
| for trial := 0; trial < 100; trial++ { |
| n := test.n |
| lda := test.lda |
| if lda == 0 { |
| lda = n |
| } |
| a := make([]float64, n*lda) |
| for i := range a { |
| a[i] = rnd.NormFloat64() |
| } |
| |
| // Multiply a by itself to make it symmetric positive definite. |
| aCopy := make([]float64, len(a)) |
| copy(aCopy, a) |
| bi.Dgemm(blas.Trans, blas.NoTrans, n, n, n, 1, aCopy, lda, aCopy, lda, 0, a, lda) |
| |
| aDat := make([]float64, len(aCopy)) |
| copy(aDat, a) |
| |
| aDense := make([]float64, len(a)) |
| if uplo == blas.Upper { |
| for i := 0; i < n; i++ { |
| for j := i; j < n; j++ { |
| v := a[i*lda+j] |
| aDense[i*lda+j] = v |
| aDense[j*lda+i] = v |
| } |
| } |
| } else { |
| for i := 0; i < n; i++ { |
| for j := 0; j <= i; j++ { |
| v := a[i*lda+j] |
| aDense[i*lda+j] = v |
| aDense[j*lda+i] = v |
| } |
| } |
| } |
| work := make([]float64, 4*n) |
| iwork := make([]int, n) |
| |
| anorm := impl.Dlansy(lapack.MaxColumnSum, uplo, n, a, lda, work) |
| ok := impl.Dpotrf(uplo, n, a, lda) |
| if !ok { |
| t.Errorf("Bad test, matrix not positive definite") |
| continue |
| } |
| got := impl.Dpocon(uplo, n, a, lda, anorm, work, iwork) |
| |
| denseNorm := impl.Dlange(lapack.MaxColumnSum, n, n, aDense, lda, work) |
| ipiv := make([]int, n) |
| impl.Dgetrf(n, n, aDense, lda, ipiv) |
| want := impl.Dgecon(lapack.MaxColumnSum, n, aDense, lda, denseNorm, work, iwork) |
| // Error if not the same order, otherwise log the difference. |
| if !floats.EqualWithinAbsOrRel(want, got, 1e0, 1e0) { |
| t.Errorf("Dpocon and Dgecon mismatch. Dpocon %v, Dgecon %v.", got, want) |
| } else if !floats.EqualWithinAbsOrRel(want, got, 1e-14, 1e-14) { |
| log.Printf("Dpocon and Dgecon mismatch. Dpocon %v, Dgecon %v.", got, want) |
| } |
| } |
| } |
| } |
| } |