| // 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/rand" |
| "testing" |
| |
| "gonum.org/v1/gonum/blas" |
| "gonum.org/v1/gonum/blas/blas64" |
| "gonum.org/v1/gonum/floats" |
| ) |
| |
| type Dpotrfer interface { |
| Dpotrf(ul blas.Uplo, n int, a []float64, lda int) (ok bool) |
| } |
| |
| func DpotrfTest(t *testing.T, impl Dpotrfer) { |
| const tol = 1e-13 |
| rnd := rand.New(rand.NewSource(1)) |
| bi := blas64.Implementation() |
| for _, uplo := range []blas.Uplo{blas.Upper, blas.Lower} { |
| for tc, test := range []struct { |
| n int |
| lda int |
| }{ |
| {1, 0}, |
| {2, 0}, |
| {3, 0}, |
| {10, 0}, |
| {30, 0}, |
| {63, 0}, |
| {65, 0}, |
| {127, 0}, |
| {129, 0}, |
| {500, 0}, |
| {1, 10}, |
| {2, 10}, |
| {3, 10}, |
| {10, 20}, |
| {30, 50}, |
| {63, 100}, |
| {65, 100}, |
| {127, 200}, |
| {129, 200}, |
| {500, 600}, |
| } { |
| n := test.n |
| |
| // Random diagonal matrix D with positive entries. |
| d := make([]float64, n) |
| Dlatm1(d, 4, 10000, false, 1, rnd) |
| |
| // Construct a positive definite matrix A as |
| // A = U * D * U^T |
| // where U is a random orthogonal matrix. |
| lda := test.lda |
| if lda == 0 { |
| lda = n |
| } |
| a := make([]float64, n*lda) |
| Dlagsy(n, 0, d, a, lda, rnd, make([]float64, 2*n)) |
| |
| aCopy := make([]float64, len(a)) |
| copy(aCopy, a) |
| |
| ok := impl.Dpotrf(uplo, n, a, lda) |
| if !ok { |
| t.Errorf("Case %v: unexpected failure for positive definite matrix", tc) |
| continue |
| } |
| |
| switch uplo { |
| case blas.Upper: |
| for i := 0; i < n; i++ { |
| for j := 0; j < i; j++ { |
| a[i*lda+j] = 0 |
| } |
| } |
| case blas.Lower: |
| for i := 0; i < n; i++ { |
| for j := i + 1; j < n; j++ { |
| a[i*lda+j] = 0 |
| } |
| } |
| default: |
| panic("bad uplo") |
| } |
| |
| ans := make([]float64, len(a)) |
| switch uplo { |
| case blas.Upper: |
| // Multiply U^T * U. |
| bi.Dsyrk(uplo, blas.Trans, n, n, 1, a, lda, 0, ans, lda) |
| case blas.Lower: |
| // Multiply L * L^T. |
| bi.Dsyrk(uplo, blas.NoTrans, n, n, 1, a, lda, 0, ans, lda) |
| } |
| |
| match := true |
| switch uplo { |
| case blas.Upper: |
| for i := 0; i < n; i++ { |
| for j := i; j < n; j++ { |
| if !floats.EqualWithinAbsOrRel(ans[i*lda+j], aCopy[i*lda+j], tol, tol) { |
| match = false |
| } |
| } |
| } |
| case blas.Lower: |
| for i := 0; i < n; i++ { |
| for j := 0; j <= i; j++ { |
| if !floats.EqualWithinAbsOrRel(ans[i*lda+j], aCopy[i*lda+j], tol, tol) { |
| match = false |
| } |
| } |
| } |
| } |
| if !match { |
| t.Errorf("Case %v (uplo=%v,n=%v,lda=%v): unexpected result", tc, uplo, n, lda) |
| } |
| |
| // Make one element of D negative so that A is not |
| // positive definite, and check that Dpotrf fails. |
| d[0] *= -1 |
| Dlagsy(n, 0, d, a, lda, rnd, make([]float64, 2*n)) |
| ok = impl.Dpotrf(uplo, n, a, lda) |
| if ok { |
| t.Errorf("Case %v: unexpected success for not positive definite matrix", tc) |
| } |
| } |
| } |
| } |