blob: 66f13b1e25d9b98cbaf84fd8ed0e04bceecfabee [file] [log] [blame]
// 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 testlapack
import (
"fmt"
"math"
"testing"
"golang.org/x/exp/rand"
"gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64"
)
type Dlatrser interface {
Dlatrs(uplo blas.Uplo, trans blas.Transpose, diag blas.Diag, normin bool, n int, a []float64, lda int, x []float64, cnorm []float64) (scale float64)
}
func DlatrsTest(t *testing.T, impl Dlatrser) {
rnd := rand.New(rand.NewSource(1))
for _, uplo := range []blas.Uplo{blas.Upper, blas.Lower} {
for _, trans := range []blas.Transpose{blas.Trans, blas.NoTrans} {
for _, n := range []int{0, 1, 2, 3, 4, 5, 6, 7, 10, 20, 50, 100} {
for _, lda := range []int{n, 2*n + 1} {
lda = max(1, lda)
imats := []int{7, 11, 12, 13, 14, 15, 16, 17, 18}
if n < 6 {
imats = append(imats, 19)
}
for _, imat := range imats {
testDlatrs(t, impl, imat, uplo, trans, n, lda, rnd)
}
}
}
}
}
}
func testDlatrs(t *testing.T, impl Dlatrser, imat int, uplo blas.Uplo, trans blas.Transpose, n, lda int, rnd *rand.Rand) {
const tol = 1e-14
a := nanSlice(n * lda)
b := nanSlice(n)
work := make([]float64, 3*n)
// Generate triangular test matrix and right hand side.
diag := dlattr(imat, uplo, trans, n, a, lda, b, work, rnd)
if imat <= 10 {
// b has not been generated.
dlarnv(b, 3, rnd)
}
cnorm := nanSlice(n)
x := make([]float64, n)
// Call Dlatrs with normin=false.
copy(x, b)
scale := impl.Dlatrs(uplo, trans, diag, false, n, a, lda, x, cnorm)
prefix := fmt.Sprintf("Case imat=%v (n=%v,lda=%v,trans=%c,uplo=%c,diag=%c", imat, n, lda, trans, uplo, diag)
for i, v := range cnorm {
if math.IsNaN(v) {
t.Errorf("%v: cnorm[%v] not computed (scale=%v,normin=false)", prefix, i, scale)
}
}
resid, hasNaN := dlatrsResidual(uplo, trans, diag, n, a, lda, scale, cnorm, x, b, work[:n])
if hasNaN {
t.Errorf("%v: unexpected NaN (scale=%v,normin=false)", prefix, scale)
} else if resid > tol {
t.Errorf("%v: residual %v too large (scale=%v,normin=false)", prefix, resid, scale)
}
// Call Dlatrs with normin=true because cnorm has been filled.
copy(x, b)
scale = impl.Dlatrs(uplo, trans, diag, true, n, a, lda, x, cnorm)
resid, hasNaN = dlatrsResidual(uplo, trans, diag, n, a, lda, scale, cnorm, x, b, work[:n])
if hasNaN {
t.Errorf("%v: unexpected NaN (scale=%v,normin=true)", prefix, scale)
} else if resid > tol {
t.Errorf("%v: residual %v too large (scale=%v,normin=true)", prefix, resid, scale)
}
}
// dlatrsResidual returns norm(trans(A)*x-scale*b) / (norm(trans(A))*norm(x)*eps)
// and whether NaN has been encountered in the process.
func dlatrsResidual(uplo blas.Uplo, trans blas.Transpose, diag blas.Diag, n int, a []float64, lda int, scale float64, cnorm []float64, x, b, work []float64) (resid float64, hasNaN bool) {
if n == 0 {
return 0, false
}
// Compute the norm of the triangular matrix A using the column norms
// already computed by Dlatrs.
var tnorm float64
if diag == blas.NonUnit {
for j := 0; j < n; j++ {
tnorm = math.Max(tnorm, math.Abs(a[j*lda+j])+cnorm[j])
}
} else {
for j := 0; j < n; j++ {
tnorm = math.Max(tnorm, 1+cnorm[j])
}
}
eps := dlamchE
smlnum := dlamchS
bi := blas64.Implementation()
// Compute norm(trans(A)*x-scale*b) / (norm(trans(A))*norm(x)*eps)
copy(work, x)
ix := bi.Idamax(n, work, 1)
xnorm := math.Max(1, math.Abs(work[ix]))
xscal := 1 / xnorm / float64(n)
bi.Dscal(n, xscal, work, 1)
bi.Dtrmv(uplo, trans, diag, n, a, lda, work, 1)
bi.Daxpy(n, -scale*xscal, b, 1, work, 1)
for _, v := range work {
if math.IsNaN(v) {
return 1 / eps, true
}
}
ix = bi.Idamax(n, work, 1)
resid = math.Abs(work[ix])
ix = bi.Idamax(n, x, 1)
xnorm = math.Abs(x[ix])
if resid*smlnum <= xnorm {
if xnorm > 0 {
resid /= xnorm
}
} else if resid > 0 {
resid = 1 / eps
}
if resid*smlnum <= tnorm {
if tnorm > 0 {
resid /= tnorm
}
} else if resid > 0 {
resid = 1 / eps
}
return resid, false
}