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 // Copyright ©2018 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" "testing" "golang.org/x/exp/rand" "gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas/blas64" ) type Dpotrser interface { Dpotrs(uplo blas.Uplo, n, nrhs int, a []float64, lda int, b []float64, ldb int) Dpotrf(uplo blas.Uplo, n int, a []float64, lda int) bool } func DpotrsTest(t *testing.T, impl Dpotrser) { const tol = 1e-14 rnd := rand.New(rand.NewSource(1)) bi := blas64.Implementation() for _, uplo := range []blas.Uplo{blas.Upper, blas.Lower} { for _, n := range []int{1, 2, 5} { for _, nrhs := range []int{1, 2, 5, 10} { for _, ld := range []struct{ a, b int }{ {n, nrhs}, {n + 7, nrhs}, {n, nrhs + 3}, {n + 7, nrhs + 3}, } { // Construct a random SPD matrix A by first making a symmetric matrix // and then ensuring that it is diagonally dominant. a := nanGeneral(n, n, ld.a) for i := 0; i < n; i++ { for j := i; j < n; j++ { v := rnd.Float64() a.Data[i*a.Stride+j] = v a.Data[j*a.Stride+i] = v } } for i := 0; i < n; i++ { a.Data[i*a.Stride+i] += float64(n) } // Generate a random solution X. want := nanGeneral(n, nrhs, ld.b) for i := 0; i < n; i++ { for j := 0; j < nrhs; j++ { want.Data[i*want.Stride+j] = rnd.NormFloat64() } } // Compute the right-hand side matrix as A * X. b := nanGeneral(n, nrhs, ld.b) bi.Dgemm(blas.NoTrans, blas.NoTrans, n, nrhs, n, 1, a.Data, a.Stride, want.Data, want.Stride, 0, b.Data, b.Stride) // Compute the Cholesky decomposition of A. ok := impl.Dpotrf(uplo, n, a.Data, a.Stride) if !ok { panic("bad test") } aCopy := cloneGeneral(a) // Solve A * X = B. impl.Dpotrs(uplo, n, nrhs, a.Data, a.Stride, b.Data, b.Stride) name := fmt.Sprintf("uplo=%v,n=%v,nrhs=%v,lda=%v,ldb=%v", uplo, n, nrhs, a.Stride, b.Stride) if !generalOutsideAllNaN(a) { t.Errorf("%v: out-of-range modification of A", name) } if !equalApproxGeneral(a, aCopy, 0) { t.Errorf("%v: unexpected modification of A", name) } if !generalOutsideAllNaN(b) { t.Errorf("%v: out-of-range modification of B", name) } if !equalApproxGeneral(b, want, tol) { t.Errorf("%v: unexpected result\ngot %v\nwant %v", name, b, want) } } } } } }