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// 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 (
"fmt"
"math"
"math/cmplx"
"testing"
"golang.org/x/exp/rand"
"gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/internal/asm/f64"
"gonum.org/v1/gonum/lapack"
)
const (
// dlamchE is the machine epsilon. For IEEE this is 2^{-53}.
dlamchE = 0x1p-53
dlamchB = 2
dlamchP = dlamchB * dlamchE
// dlamchS is the smallest normal number. For IEEE this is 2^{-1022}.
dlamchS = 0x1p-1022
)
func max(a, b int) int {
if a > b {
return a
}
return b
}
func min(a, b int) int {
if a < b {
return a
}
return b
}
// worklen describes how much workspace a test should use.
type worklen int
const (
minimumWork worklen = iota
mediumWork
optimumWork
)
func (wl worklen) String() string {
switch wl {
case minimumWork:
return "minimum"
case mediumWork:
return "medium"
case optimumWork:
return "optimum"
}
return ""
}
func normToString(norm lapack.MatrixNorm) string {
switch norm {
case lapack.MaxAbs:
return "MaxAbs"
case lapack.MaxRowSum:
return "MaxRowSum"
case lapack.MaxColumnSum:
return "MaxColSum"
case lapack.Frobenius:
return "Frobenius"
default:
panic("invalid norm")
}
}
func uploToString(uplo blas.Uplo) string {
switch uplo {
case blas.Lower:
return "Lower"
case blas.Upper:
return "Upper"
default:
panic("invalid uplo")
}
}
func diagToString(diag blas.Diag) string {
switch diag {
case blas.NonUnit:
return "NonUnit"
case blas.Unit:
return "Unit"
default:
panic("invalid diag")
}
}
// nanSlice allocates a new slice of length n filled with NaN.
func nanSlice(n int) []float64 {
s := make([]float64, n)
for i := range s {
s[i] = math.NaN()
}
return s
}
// randomSlice allocates a new slice of length n filled with random values.
func randomSlice(n int, rnd *rand.Rand) []float64 {
s := make([]float64, n)
for i := range s {
s[i] = rnd.NormFloat64()
}
return s
}
// nanGeneral allocates a new r×c general matrix filled with NaN values.
func nanGeneral(r, c, stride int) blas64.General {
if r < 0 || c < 0 {
panic("bad matrix size")
}
if r == 0 || c == 0 {
return blas64.General{Stride: max(1, stride)}
}
if stride < c {
panic("bad stride")
}
return blas64.General{
Rows: r,
Cols: c,
Stride: stride,
Data: nanSlice((r-1)*stride + c),
}
}
// randomGeneral allocates a new r×c general matrix filled with random
// numbers. Out-of-range elements are filled with NaN values.
func randomGeneral(r, c, stride int, rnd *rand.Rand) blas64.General {
ans := nanGeneral(r, c, stride)
for i := 0; i < r; i++ {
for j := 0; j < c; j++ {
ans.Data[i*ans.Stride+j] = rnd.NormFloat64()
}
}
return ans
}
// randomHessenberg allocates a new n×n Hessenberg matrix filled with zeros
// under the first subdiagonal and with random numbers elsewhere. Out-of-range
// elements are filled with NaN values.
func randomHessenberg(n, stride int, rnd *rand.Rand) blas64.General {
ans := nanGeneral(n, n, stride)
for i := 0; i < n; i++ {
for j := 0; j < i-1; j++ {
ans.Data[i*ans.Stride+j] = 0
}
for j := max(0, i-1); j < n; j++ {
ans.Data[i*ans.Stride+j] = rnd.NormFloat64()
}
}
return ans
}
// randomSchurCanonical returns a random, general matrix in Schur canonical
// form, that is, block upper triangular with 1×1 and 2×2 diagonal blocks where
// each 2×2 diagonal block has its diagonal elements equal and its off-diagonal
// elements of opposite sign. bad controls whether the returned matrix will have
// zero or tiny eigenvalues.
func randomSchurCanonical(n, stride int, bad bool, rnd *rand.Rand) (t blas64.General, wr, wi []float64) {
t = randomGeneral(n, n, stride, rnd)
// Zero out the lower triangle including the diagonal which will be set later.
for i := 0; i < t.Rows; i++ {
for j := 0; j <= i; j++ {
t.Data[i*t.Stride+j] = 0
}
}
// Randomly create 2×2 diagonal blocks.
for i := 0; i < t.Rows; {
a := rnd.NormFloat64()
if bad && rnd.Float64() < 0.5 {
if rnd.Float64() < 0.5 {
// A quarter of real parts of eigenvalues will be tiny.
a = dlamchS
} else {
// A quarter of them will be zero.
a = 0
}
}
// A half of eigenvalues will be real.
if rnd.Float64() < 0.5 || i == t.Rows-1 {
// Store 1×1 block at the diagonal of T.
t.Data[i*t.Stride+i] = a
wr = append(wr, a)
wi = append(wi, 0)
i++
continue
}
// Diagonal elements are equal.
d := a
// Element under the diagonal is "normal".
c := rnd.NormFloat64()
// Element above the diagonal cannot be zero.
var b float64
if bad && rnd.Float64() < 0.5 {
b = dlamchS
} else {
b = rnd.NormFloat64()
}
// Make sure off-diagonal elements are of opposite sign.
if math.Signbit(b) == math.Signbit(c) {
c *= -1
}
// Store 2×2 block at the diagonal of T.
t.Data[i*t.Stride+i], t.Data[i*t.Stride+i+1] = a, b
t.Data[(i+1)*t.Stride+i], t.Data[(i+1)*t.Stride+i+1] = c, d
wr = append(wr, a, a)
im := math.Sqrt(math.Abs(b)) * math.Sqrt(math.Abs(c))
wi = append(wi, im, -im)
i += 2
}
return t, wr, wi
}
// blockedUpperTriGeneral returns a normal random, general matrix in the form
//
// c-k-l k l
// A = k [ 0 A12 A13 ] if r-k-l >= 0;
// l [ 0 0 A23 ]
// r-k-l [ 0 0 0 ]
//
// c-k-l k l
// A = k [ 0 A12 A13 ] if r-k-l < 0;
// r-k [ 0 0 A23 ]
//
// where the k×k matrix A12 and l×l matrix is non-singular
// upper triangular. A23 is l×l upper triangular if r-k-l >= 0,
// otherwise A23 is (r-k)×l upper trapezoidal.
func blockedUpperTriGeneral(r, c, k, l, stride int, kblock bool, rnd *rand.Rand) blas64.General {
t := l
if kblock {
t += k
}
ans := zeros(r, c, stride)
for i := 0; i < min(r, t); i++ {
var v float64
for v == 0 {
v = rnd.NormFloat64()
}
ans.Data[i*ans.Stride+i+(c-t)] = v
}
for i := 0; i < min(r, t); i++ {
for j := i + (c - t) + 1; j < c; j++ {
ans.Data[i*ans.Stride+j] = rnd.NormFloat64()
}
}
return ans
}
// nanTriangular allocates a new r×c triangular matrix filled with NaN values.
func nanTriangular(uplo blas.Uplo, n, stride int) blas64.Triangular {
if n < 0 {
panic("bad matrix size")
}
if n == 0 {
return blas64.Triangular{
Stride: max(1, stride),
Uplo: uplo,
Diag: blas.NonUnit,
}
}
if stride < n {
panic("bad stride")
}
return blas64.Triangular{
N: n,
Stride: stride,
Data: nanSlice((n-1)*stride + n),
Uplo: uplo,
Diag: blas.NonUnit,
}
}
// generalOutsideAllNaN returns whether all out-of-range elements have NaN
// values.
func generalOutsideAllNaN(a blas64.General) bool {
// Check after last column.
for i := 0; i < a.Rows-1; i++ {
for _, v := range a.Data[i*a.Stride+a.Cols : i*a.Stride+a.Stride] {
if !math.IsNaN(v) {
return false
}
}
}
// Check after last element.
last := (a.Rows-1)*a.Stride + a.Cols
if a.Rows == 0 || a.Cols == 0 {
last = 0
}
for _, v := range a.Data[last:] {
if !math.IsNaN(v) {
return false
}
}
return true
}
// triangularOutsideAllNaN returns whether all out-of-triangle elements have NaN
// values.
func triangularOutsideAllNaN(a blas64.Triangular) bool {
if a.Uplo == blas.Upper {
// Check below diagonal.
for i := 0; i < a.N; i++ {
for _, v := range a.Data[i*a.Stride : i*a.Stride+i] {
if !math.IsNaN(v) {
return false
}
}
}
// Check after last column.
for i := 0; i < a.N-1; i++ {
for _, v := range a.Data[i*a.Stride+a.N : i*a.Stride+a.Stride] {
if !math.IsNaN(v) {
return false
}
}
}
} else {
// Check above diagonal.
for i := 0; i < a.N-1; i++ {
for _, v := range a.Data[i*a.Stride+i+1 : i*a.Stride+a.Stride] {
if !math.IsNaN(v) {
return false
}
}
}
}
// Check after last element.
for _, v := range a.Data[max(0, a.N-1)*a.Stride+a.N:] {
if !math.IsNaN(v) {
return false
}
}
return true
}
// transposeGeneral returns a new general matrix that is the transpose of the
// input. Nothing is done with data outside the {rows, cols} limit of the general.
func transposeGeneral(a blas64.General) blas64.General {
ans := blas64.General{
Rows: a.Cols,
Cols: a.Rows,
Stride: a.Rows,
Data: make([]float64, a.Cols*a.Rows),
}
for i := 0; i < a.Rows; i++ {
for j := 0; j < a.Cols; j++ {
ans.Data[j*ans.Stride+i] = a.Data[i*a.Stride+j]
}
}
return ans
}
// columnNorms returns the column norms of a.
func columnNorms(m, n int, a []float64, lda int) []float64 {
bi := blas64.Implementation()
norms := make([]float64, n)
for j := 0; j < n; j++ {
norms[j] = bi.Dnrm2(m, a[j:], lda)
}
return norms
}
// extractVMat collects the single reflectors from a into a matrix.
func extractVMat(m, n int, a []float64, lda int, direct lapack.Direct, store lapack.StoreV) blas64.General {
k := min(m, n)
switch {
default:
panic("not implemented")
case direct == lapack.Forward && store == lapack.ColumnWise:
v := blas64.General{
Rows: m,
Cols: k,
Stride: k,
Data: make([]float64, m*k),
}
for i := 0; i < k; i++ {
for j := 0; j < i; j++ {
v.Data[j*v.Stride+i] = 0
}
v.Data[i*v.Stride+i] = 1
for j := i + 1; j < m; j++ {
v.Data[j*v.Stride+i] = a[j*lda+i]
}
}
return v
case direct == lapack.Forward && store == lapack.RowWise:
v := blas64.General{
Rows: k,
Cols: n,
Stride: n,
Data: make([]float64, k*n),
}
for i := 0; i < k; i++ {
for j := 0; j < i; j++ {
v.Data[i*v.Stride+j] = 0
}
v.Data[i*v.Stride+i] = 1
for j := i + 1; j < n; j++ {
v.Data[i*v.Stride+j] = a[i*lda+j]
}
}
return v
}
}
// constructBidiagonal constructs a bidiagonal matrix with the given diagonal
// and off-diagonal elements.
func constructBidiagonal(uplo blas.Uplo, n int, d, e []float64) blas64.General {
bMat := blas64.General{
Rows: n,
Cols: n,
Stride: n,
Data: make([]float64, n*n),
}
for i := 0; i < n-1; i++ {
bMat.Data[i*bMat.Stride+i] = d[i]
if uplo == blas.Upper {
bMat.Data[i*bMat.Stride+i+1] = e[i]
} else {
bMat.Data[(i+1)*bMat.Stride+i] = e[i]
}
}
bMat.Data[(n-1)*bMat.Stride+n-1] = d[n-1]
return bMat
}
// constructVMat transforms the v matrix based on the storage.
func constructVMat(vMat blas64.General, store lapack.StoreV, direct lapack.Direct) blas64.General {
m := vMat.Rows
k := vMat.Cols
switch {
default:
panic("not implemented")
case store == lapack.ColumnWise && direct == lapack.Forward:
ldv := k
v := make([]float64, m*k)
for i := 0; i < m; i++ {
for j := 0; j < k; j++ {
if j > i {
v[i*ldv+j] = 0
} else if j == i {
v[i*ldv+i] = 1
} else {
v[i*ldv+j] = vMat.Data[i*vMat.Stride+j]
}
}
}
return blas64.General{
Rows: m,
Cols: k,
Stride: k,
Data: v,
}
case store == lapack.RowWise && direct == lapack.Forward:
ldv := m
v := make([]float64, m*k)
for i := 0; i < m; i++ {
for j := 0; j < k; j++ {
if j > i {
v[j*ldv+i] = 0
} else if j == i {
v[j*ldv+i] = 1
} else {
v[j*ldv+i] = vMat.Data[i*vMat.Stride+j]
}
}
}
return blas64.General{
Rows: k,
Cols: m,
Stride: m,
Data: v,
}
case store == lapack.ColumnWise && direct == lapack.Backward:
rowsv := m
ldv := k
v := make([]float64, m*k)
for i := 0; i < m; i++ {
for j := 0; j < k; j++ {
vrow := rowsv - i - 1
vcol := k - j - 1
if j > i {
v[vrow*ldv+vcol] = 0
} else if j == i {
v[vrow*ldv+vcol] = 1
} else {
v[vrow*ldv+vcol] = vMat.Data[i*vMat.Stride+j]
}
}
}
return blas64.General{
Rows: rowsv,
Cols: ldv,
Stride: ldv,
Data: v,
}
case store == lapack.RowWise && direct == lapack.Backward:
rowsv := k
ldv := m
v := make([]float64, m*k)
for i := 0; i < m; i++ {
for j := 0; j < k; j++ {
vcol := ldv - i - 1
vrow := k - j - 1
if j > i {
v[vrow*ldv+vcol] = 0
} else if j == i {
v[vrow*ldv+vcol] = 1
} else {
v[vrow*ldv+vcol] = vMat.Data[i*vMat.Stride+j]
}
}
}
return blas64.General{
Rows: rowsv,
Cols: ldv,
Stride: ldv,
Data: v,
}
}
}
func constructH(tau []float64, v blas64.General, store lapack.StoreV, direct lapack.Direct) blas64.General {
m := v.Rows
k := v.Cols
if store == lapack.RowWise {
m, k = k, m
}
h := blas64.General{
Rows: m,
Cols: m,
Stride: m,
Data: make([]float64, m*m),
}
for i := 0; i < m; i++ {
h.Data[i*m+i] = 1
}
for i := 0; i < k; i++ {
vecData := make([]float64, m)
if store == lapack.ColumnWise {
for j := 0; j < m; j++ {
vecData[j] = v.Data[j*v.Cols+i]
}
} else {
for j := 0; j < m; j++ {
vecData[j] = v.Data[i*v.Cols+j]
}
}
vec := blas64.Vector{
Inc: 1,
Data: vecData,
}
hi := blas64.General{
Rows: m,
Cols: m,
Stride: m,
Data: make([]float64, m*m),
}
for i := 0; i < m; i++ {
hi.Data[i*m+i] = 1
}
// hi = I - tau * v * vᵀ
blas64.Ger(-tau[i], vec, vec, hi)
hcopy := blas64.General{
Rows: m,
Cols: m,
Stride: m,
Data: make([]float64, m*m),
}
copy(hcopy.Data, h.Data)
if direct == lapack.Forward {
// H = H * H_I in forward mode
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, hcopy, hi, 0, h)
} else {
// H = H_I * H in backward mode
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, hi, hcopy, 0, h)
}
}
return h
}
// constructQ constructs the Q matrix from the result of dgeqrf and dgeqr2.
func constructQ(kind string, m, n int, a []float64, lda int, tau []float64) blas64.General {
k := min(m, n)
return constructQK(kind, m, n, k, a, lda, tau)
}
// constructQK constructs the Q matrix from the result of dgeqrf and dgeqr2 using
// the first k reflectors.
func constructQK(kind string, m, n, k int, a []float64, lda int, tau []float64) blas64.General {
var sz int
switch kind {
case "QR":
sz = m
case "LQ", "RQ":
sz = n
}
q := blas64.General{
Rows: sz,
Cols: sz,
Stride: max(1, sz),
Data: make([]float64, sz*sz),
}
for i := 0; i < sz; i++ {
q.Data[i*sz+i] = 1
}
qCopy := blas64.General{
Rows: q.Rows,
Cols: q.Cols,
Stride: q.Stride,
Data: make([]float64, len(q.Data)),
}
for i := 0; i < k; i++ {
h := blas64.General{
Rows: sz,
Cols: sz,
Stride: max(1, sz),
Data: make([]float64, sz*sz),
}
for j := 0; j < sz; j++ {
h.Data[j*sz+j] = 1
}
vVec := blas64.Vector{
Inc: 1,
Data: make([]float64, sz),
}
switch kind {
case "QR":
vVec.Data[i] = 1
for j := i + 1; j < sz; j++ {
vVec.Data[j] = a[lda*j+i]
}
case "LQ":
vVec.Data[i] = 1
for j := i + 1; j < sz; j++ {
vVec.Data[j] = a[i*lda+j]
}
case "RQ":
for j := 0; j < n-k+i; j++ {
vVec.Data[j] = a[(m-k+i)*lda+j]
}
vVec.Data[n-k+i] = 1
}
blas64.Ger(-tau[i], vVec, vVec, h)
copy(qCopy.Data, q.Data)
// Multiply q by the new h.
switch kind {
case "QR", "RQ":
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, qCopy, h, 0, q)
case "LQ":
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, h, qCopy, 0, q)
}
}
return q
}
// checkBidiagonal checks the bidiagonal decomposition from dlabrd and dgebd2.
// The input to this function is the answer returned from the routines, stored
// in a, d, e, tauP, and tauQ. The data of original A matrix (before
// decomposition) is input in aCopy.
//
// checkBidiagonal constructs the V and U matrices, and from them constructs Q
// and P. Using these constructions, it checks that Qᵀ * A * P and checks that
// the result is bidiagonal.
func checkBidiagonal(t *testing.T, m, n, nb int, a []float64, lda int, d, e, tauP, tauQ, aCopy []float64) {
// Check the answer.
// Construct V and U.
qMat := constructQPBidiagonal(lapack.ApplyQ, m, n, nb, a, lda, tauQ)
pMat := constructQPBidiagonal(lapack.ApplyP, m, n, nb, a, lda, tauP)
// Compute Qᵀ * A * P.
aMat := blas64.General{
Rows: m,
Cols: n,
Stride: lda,
Data: make([]float64, len(aCopy)),
}
copy(aMat.Data, aCopy)
tmp1 := blas64.General{
Rows: m,
Cols: n,
Stride: n,
Data: make([]float64, m*n),
}
blas64.Gemm(blas.Trans, blas.NoTrans, 1, qMat, aMat, 0, tmp1)
tmp2 := blas64.General{
Rows: m,
Cols: n,
Stride: n,
Data: make([]float64, m*n),
}
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, tmp1, pMat, 0, tmp2)
// Check that the first nb rows and cols of tm2 are upper bidiagonal
// if m >= n, and lower bidiagonal otherwise.
correctDiag := true
matchD := true
matchE := true
for i := 0; i < m; i++ {
for j := 0; j < n; j++ {
if i >= nb && j >= nb {
continue
}
v := tmp2.Data[i*tmp2.Stride+j]
if i == j {
if math.Abs(d[i]-v) > 1e-12 {
matchD = false
}
continue
}
if m >= n && i == j-1 {
if math.Abs(e[j-1]-v) > 1e-12 {
matchE = false
}
continue
}
if m < n && i-1 == j {
if math.Abs(e[i-1]-v) > 1e-12 {
matchE = false
}
continue
}
if math.Abs(v) > 1e-12 {
correctDiag = false
}
}
}
if !correctDiag {
t.Errorf("Updated A not bi-diagonal")
}
if !matchD {
fmt.Println("d = ", d)
t.Errorf("D Mismatch")
}
if !matchE {
t.Errorf("E mismatch")
}
}
// constructQPBidiagonal constructs Q or P from the Bidiagonal decomposition
// computed by dlabrd and bgebd2.
func constructQPBidiagonal(vect lapack.ApplyOrtho, m, n, nb int, a []float64, lda int, tau []float64) blas64.General {
sz := n
if vect == lapack.ApplyQ {
sz = m
}
var ldv int
var v blas64.General
if vect == lapack.ApplyQ {
ldv = nb
v = blas64.General{
Rows: m,
Cols: nb,
Stride: ldv,
Data: make([]float64, m*ldv),
}
} else {
ldv = n
v = blas64.General{
Rows: nb,
Cols: n,
Stride: ldv,
Data: make([]float64, m*ldv),
}
}
if vect == lapack.ApplyQ {
if m >= n {
for i := 0; i < m; i++ {
for j := 0; j <= min(nb-1, i); j++ {
if i == j {
v.Data[i*ldv+j] = 1
continue
}
v.Data[i*ldv+j] = a[i*lda+j]
}
}
} else {
for i := 1; i < m; i++ {
for j := 0; j <= min(nb-1, i-1); j++ {
if i-1 == j {
v.Data[i*ldv+j] = 1
continue
}
v.Data[i*ldv+j] = a[i*lda+j]
}
}
}
} else {
if m < n {
for i := 0; i < nb; i++ {
for j := i; j < n; j++ {
if i == j {
v.Data[i*ldv+j] = 1
continue
}
v.Data[i*ldv+j] = a[i*lda+j]
}
}
} else {
for i := 0; i < nb; i++ {
for j := i + 1; j < n; j++ {
if j-1 == i {
v.Data[i*ldv+j] = 1
continue
}
v.Data[i*ldv+j] = a[i*lda+j]
}
}
}
}
// The variable name is a computation of Q, but the algorithm is mostly the
// same for computing P (just with different data).
qMat := blas64.General{
Rows: sz,
Cols: sz,
Stride: sz,
Data: make([]float64, sz*sz),
}
hMat := blas64.General{
Rows: sz,
Cols: sz,
Stride: sz,
Data: make([]float64, sz*sz),
}
// set Q to I
for i := 0; i < sz; i++ {
qMat.Data[i*qMat.Stride+i] = 1
}
for i := 0; i < nb; i++ {
qCopy := blas64.General{Rows: qMat.Rows, Cols: qMat.Cols, Stride: qMat.Stride, Data: make([]float64, len(qMat.Data))}
copy(qCopy.Data, qMat.Data)
// Set g and h to I
for i := 0; i < sz; i++ {
for j := 0; j < sz; j++ {
if i == j {
hMat.Data[i*sz+j] = 1
} else {
hMat.Data[i*sz+j] = 0
}
}
}
var vi blas64.Vector
// H -= tauQ[i] * v[i] * v[i]^t
if vect == lapack.ApplyQ {
vi = blas64.Vector{
Inc: v.Stride,
Data: v.Data[i:],
}
} else {
vi = blas64.Vector{
Inc: 1,
Data: v.Data[i*v.Stride:],
}
}
blas64.Ger(-tau[i], vi, vi, hMat)
// Q = Q * G[1]
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, qCopy, hMat, 0, qMat)
}
return qMat
}
// printRowise prints the matrix with one row per line. This is useful for debugging.
// If beyond is true, it prints beyond the final column to lda. If false, only
// the columns are printed.
//nolint:deadcode,unused
func printRowise(a []float64, m, n, lda int, beyond bool) {
for i := 0; i < m; i++ {
end := n
if beyond {
end = lda
}
fmt.Println(a[i*lda : i*lda+end])
}
}
func copyGeneral(dst, src blas64.General) {
r := min(dst.Rows, src.Rows)
c := min(dst.Cols, src.Cols)
for i := 0; i < r; i++ {
copy(dst.Data[i*dst.Stride:i*dst.Stride+c], src.Data[i*src.Stride:i*src.Stride+c])
}
}
// cloneGeneral allocates and returns an exact copy of the given general matrix.
func cloneGeneral(a blas64.General) blas64.General {
c := a
c.Data = make([]float64, len(a.Data))
copy(c.Data, a.Data)
return c
}
// equalGeneral returns whether the general matrices a and b are equal.
func equalGeneral(a, b blas64.General) bool {
if a.Rows != b.Rows || a.Cols != b.Cols {
panic("bad input")
}
for i := 0; i < a.Rows; i++ {
for j := 0; j < a.Cols; j++ {
if a.Data[i*a.Stride+j] != b.Data[i*b.Stride+j] {
return false
}
}
}
return true
}
// equalApproxGeneral returns whether the general matrices a and b are
// approximately equal within given tolerance.
func equalApproxGeneral(a, b blas64.General, tol float64) bool {
if a.Rows != b.Rows || a.Cols != b.Cols {
panic("bad input")
}
for i := 0; i < a.Rows; i++ {
for j := 0; j < a.Cols; j++ {
diff := a.Data[i*a.Stride+j] - b.Data[i*b.Stride+j]
if math.IsNaN(diff) || math.Abs(diff) > tol {
return false
}
}
}
return true
}
// randSymBand returns an n×n random symmetric positive definite band matrix
// with kd diagonals.
func randSymBand(uplo blas.Uplo, n, kd, ldab int, rnd *rand.Rand) []float64 {
// Allocate a triangular band matrix U or L and fill it with random numbers.
var ab []float64
if n > 0 {
ab = make([]float64, (n-1)*ldab+kd+1)
}
for i := range ab {
ab[i] = rnd.NormFloat64()
}
// Make sure that the matrix U or L has a sufficiently positive diagonal.
switch uplo {
case blas.Upper:
for i := 0; i < n; i++ {
ab[i*ldab] = float64(n) + rnd.Float64()
}
case blas.Lower:
for i := 0; i < n; i++ {
ab[i*ldab+kd] = float64(n) + rnd.Float64()
}
}
// Compute Uᵀ*U or L*Lᵀ. The resulting (symmetric) matrix A will be
// positive definite and well-conditioned.
dsbmm(uplo, n, kd, ab, ldab)
return ab
}
// distSymBand returns the max-norm distance between the symmetric band matrices
// A and B.
func distSymBand(uplo blas.Uplo, n, kd int, a []float64, lda int, b []float64, ldb int) float64 {
var dist float64
switch uplo {
case blas.Upper:
for i := 0; i < n; i++ {
for j := 0; j < min(kd+1, n-i); j++ {
dist = math.Max(dist, math.Abs(a[i*lda+j]-b[i*ldb+j]))
}
}
case blas.Lower:
for i := 0; i < n; i++ {
for j := max(0, kd-i); j < kd+1; j++ {
dist = math.Max(dist, math.Abs(a[i*lda+j]-b[i*ldb+j]))
}
}
}
return dist
}
// eye returns an identity matrix of given order and stride.
func eye(n, stride int) blas64.General {
ans := nanGeneral(n, n, stride)
for i := 0; i < n; i++ {
for j := 0; j < n; j++ {
ans.Data[i*ans.Stride+j] = 0
}
ans.Data[i*ans.Stride+i] = 1
}
return ans
}
// zeros returns an m×n matrix with given stride filled with zeros.
func zeros(m, n, stride int) blas64.General {
a := nanGeneral(m, n, stride)
for i := 0; i < m; i++ {
for j := 0; j < n; j++ {
a.Data[i*a.Stride+j] = 0
}
}
return a
}
// extract2x2Block returns the elements of T at [0,0], [0,1], [1,0], and [1,1].
func extract2x2Block(t []float64, ldt int) (a, b, c, d float64) {
return t[0], t[1], t[ldt], t[ldt+1]
}
// isSchurCanonical returns whether the 2×2 matrix [a b; c d] is in Schur
// canonical form.
func isSchurCanonical(a, b, c, d float64) bool {
return c == 0 || (b != 0 && a == d && math.Signbit(b) != math.Signbit(c))
}
// isSchurCanonicalGeneral returns whether T is block upper triangular with 1×1
// and 2×2 diagonal blocks, each 2×2 block in Schur canonical form. The function
// checks only along the diagonal and the first subdiagonal, otherwise the lower
// triangle is not accessed.
func isSchurCanonicalGeneral(t blas64.General) bool {
n := t.Cols
if t.Rows != n {
panic("invalid matrix")
}
for j := 0; j < n-1; {
if t.Data[(j+1)*t.Stride+j] == 0 {
// 1×1 block.
for i := j + 1; i < n; i++ {
if t.Data[i*t.Stride+j] != 0 {
return false
}
}
j++
continue
}
// 2×2 block.
a, b, c, d := extract2x2Block(t.Data[j*t.Stride+j:], t.Stride)
if !isSchurCanonical(a, b, c, d) {
return false
}
for i := j + 2; i < n; i++ {
if t.Data[i*t.Stride+j] != 0 {
return false
}
}
for i := j + 2; i < n; i++ {
if t.Data[i*t.Stride+j+1] != 0 {
return false
}
}
j += 2
}
return true
}
// schurBlockEigenvalues returns the two eigenvalues of the 2×2 matrix [a b; c d]
// that must be in Schur canonical form.
func schurBlockEigenvalues(a, b, c, d float64) (ev1, ev2 complex128) {
if !isSchurCanonical(a, b, c, d) {
panic("block not in Schur canonical form")
}
if c == 0 {
return complex(a, 0), complex(d, 0)
}
im := math.Sqrt(math.Abs(b)) * math.Sqrt(math.Abs(c))
return complex(a, im), complex(a, -im)
}
// schurBlockSize returns the size of the diagonal block at i-th row in the
// upper quasi-triangular matrix t in Schur canonical form, and whether i points
// to the first row of the block. For zero-sized matrices the function returns 0
// and true.
func schurBlockSize(t blas64.General, i int) (size int, first bool) {
if t.Rows != t.Cols {
panic("matrix not square")
}
if t.Rows == 0 {
return 0, true
}
if i < 0 || t.Rows <= i {
panic("index out of range")
}
first = true
if i > 0 && t.Data[i*t.Stride+i-1] != 0 {
// There is a non-zero element to the left, therefore i must
// point to the second row in a 2×2 diagonal block.
first = false
i--
}
size = 1
if i+1 < t.Rows && t.Data[(i+1)*t.Stride+i] != 0 {
// There is a non-zero element below, this must be a 2×2
// diagonal block.
size = 2
}
return size, first
}
// containsComplex returns whether z is approximately equal to one of the complex
// numbers in v. If z is found, its index in v will be also returned.
func containsComplex(v []complex128, z complex128, tol float64) (found bool, index int) {
for i := range v {
if cmplx.Abs(v[i]-z) < tol {
return true, i
}
}
return false, -1
}
// isAllNaN returns whether x contains only NaN values.
func isAllNaN(x []float64) bool {
for _, v := range x {
if !math.IsNaN(v) {
return false
}
}
return true
}
// isUpperHessenberg returns whether h contains only zeros below the
// subdiagonal.
func isUpperHessenberg(h blas64.General) bool {
if h.Rows != h.Cols {
panic("matrix not square")
}
n := h.Rows
for i := 0; i < n; i++ {
for j := 0; j < n; j++ {
if i > j+1 && h.Data[i*h.Stride+j] != 0 {
return false
}
}
}
return true
}
// isUpperTriangular returns whether a contains only zeros below the diagonal.
func isUpperTriangular(a blas64.General) bool {
n := a.Rows
for i := 1; i < n; i++ {
for j := 0; j < i; j++ {
if a.Data[i*a.Stride+j] != 0 {
return false
}
}
}
return true
}
// unbalancedSparseGeneral returns an m×n dense matrix with a random sparse
// structure consisting of nz nonzero elements. The matrix will be unbalanced by
// multiplying each element randomly by its row or column index.
func unbalancedSparseGeneral(m, n, stride int, nonzeros int, rnd *rand.Rand) blas64.General {
a := zeros(m, n, stride)
for k := 0; k < nonzeros; k++ {
i := rnd.Intn(n)
j := rnd.Intn(n)
if rnd.Float64() < 0.5 {
a.Data[i*stride+j] = float64(i+1) * rnd.NormFloat64()
} else {
a.Data[i*stride+j] = float64(j+1) * rnd.NormFloat64()
}
}
return a
}
// rootsOfUnity returns the n complex numbers whose n-th power is equal to 1.
func rootsOfUnity(n int) []complex128 {
w := make([]complex128, n)
for i := 0; i < n; i++ {
angle := math.Pi * float64(2*i) / float64(n)
w[i] = complex(math.Cos(angle), math.Sin(angle))
}
return w
}
// constructGSVDresults returns the matrices [ 0 R ], D1 and D2 described
// in the documentation of Dtgsja and Dggsvd3, and the result matrix in
// the documentation for Dggsvp3.
func constructGSVDresults(n, p, m, k, l int, a, b blas64.General, alpha, beta []float64) (zeroR, d1, d2 blas64.General) {
// [ 0 R ]
zeroR = zeros(k+l, n, n)
dst := zeroR
dst.Rows = min(m, k+l)
dst.Cols = k + l
dst.Data = zeroR.Data[n-k-l:]
src := a
src.Rows = min(m, k+l)
src.Cols = k + l
src.Data = a.Data[n-k-l:]
copyGeneral(dst, src)
if m < k+l {
// [ 0 R ]
dst.Rows = k + l - m
dst.Cols = k + l - m
dst.Data = zeroR.Data[m*zeroR.Stride+n-(k+l-m):]
src = b
src.Rows = k + l - m
src.Cols = k + l - m
src.Data = b.Data[(m-k)*b.Stride+n+m-k-l:]
copyGeneral(dst, src)
}
// D1
d1 = zeros(m, k+l, k+l)
for i := 0; i < k; i++ {
d1.Data[i*d1.Stride+i] = 1
}
for i := k; i < min(m, k+l); i++ {
d1.Data[i*d1.Stride+i] = alpha[i]
}
// D2
d2 = zeros(p, k+l, k+l)
for i := 0; i < min(l, m-k); i++ {
d2.Data[i*d2.Stride+i+k] = beta[k+i]
}
for i := m - k; i < l; i++ {
d2.Data[i*d2.Stride+i+k] = 1
}
return zeroR, d1, d2
}
func constructGSVPresults(n, p, m, k, l int, a, b blas64.General) (zeroA, zeroB blas64.General) {
zeroA = zeros(m, n, n)
dst := zeroA
dst.Rows = min(m, k+l)
dst.Cols = k + l
dst.Data = zeroA.Data[n-k-l:]
src := a
dst.Rows = min(m, k+l)
src.Cols = k + l
src.Data = a.Data[n-k-l:]
copyGeneral(dst, src)
zeroB = zeros(p, n, n)
dst = zeroB
dst.Rows = l
dst.Cols = l
dst.Data = zeroB.Data[n-l:]
src = b
dst.Rows = l
src.Cols = l
src.Data = b.Data[n-l:]
copyGeneral(dst, src)
return zeroA, zeroB
}
// distFromIdentity returns the L-infinity distance of an n×n matrix A from the
// identity. If A contains NaN elements, distFromIdentity will return +inf.
func distFromIdentity(n int, a []float64, lda int) float64 {
var dist float64
for i := 0; i < n; i++ {
for j := 0; j < n; j++ {
aij := a[i*lda+j]
if math.IsNaN(aij) {
return math.Inf(1)
}
if i == j {
dist = math.Max(dist, math.Abs(aij-1))
} else {
dist = math.Max(dist, math.Abs(aij))
}
}
}
return dist
}
func sameFloat64(a, b float64) bool {
return a == b || math.IsNaN(a) && math.IsNaN(b)
}
// sameLowerTri returns whether n×n matrices A and B are same under the diagonal.
func sameLowerTri(n int, a []float64, lda int, b []float64, ldb int) bool {
for i := 1; i < n; i++ {
for j := 0; j < i; j++ {
aij := a[i*lda+j]
bij := b[i*ldb+j]
if !sameFloat64(aij, bij) {
return false
}
}
}
return true
}
// sameUpperTri returns whether n×n matrices A and B are same above the diagonal.
func sameUpperTri(n int, a []float64, lda int, b []float64, ldb int) bool {
for i := 0; i < n-1; i++ {
for j := i + 1; j < n; j++ {
aij := a[i*lda+j]
bij := b[i*ldb+j]
if !sameFloat64(aij, bij) {
return false
}
}
}
return true
}
// svdJobString returns a string representation of job.
func svdJobString(job lapack.SVDJob) string {
switch job {
case lapack.SVDAll:
return "All"
case lapack.SVDStore:
return "Store"
case lapack.SVDOverwrite:
return "Overwrite"
case lapack.SVDNone:
return "None"
}
return "unknown SVD job"
}
// residualOrthogonal returns the residual
// |I - Q * Qᵀ| if m < n or (m == n and rowwise == true),
// |I - Qᵀ * Q| otherwise.
// It can be used to check that the matrix Q is orthogonal.
func residualOrthogonal(q blas64.General, rowwise bool) float64 {
m, n := q.Rows, q.Cols
if m == 0 || n == 0 {
return 0
}
var transq blas.Transpose
if m < n || (m == n && rowwise) {
transq = blas.NoTrans
} else {
transq = blas.Trans
}
minmn := min(m, n)
// Set work = I.
work := blas64.Symmetric{
Uplo: blas.Upper,
N: minmn,
Data: make([]float64, minmn*minmn),
Stride: minmn,
}
for i := 0; i < minmn; i++ {
work.Data[i*work.Stride+i] = 1
}
// Compute
// work = work - Q * Qᵀ = I - Q * Qᵀ
// or
// work = work - Qᵀ * Q = I - Qᵀ * Q
blas64.Syrk(transq, -1, q, 1, work)
return dlansy(lapack.MaxColumnSum, blas.Upper, work.N, work.Data, work.Stride)
}
// dlansy is a local implementation of Dlansy to keep code paths independent.
func dlansy(norm lapack.MatrixNorm, uplo blas.Uplo, n int, a []float64, lda int) float64 {
if n == 0 {
return 0
}
work := make([]float64, n)
switch norm {
case lapack.MaxAbs:
if uplo == blas.Upper {
var max float64
for i := 0; i < n; i++ {
for j := i; j < n; j++ {
v := math.Abs(a[i*lda+j])
if math.IsNaN(v) {
return math.NaN()
}
if v > max {
max = v
}
}
}
return max
}
var max float64
for i := 0; i < n; i++ {
for j := 0; j <= i; j++ {
v := math.Abs(a[i*lda+j])
if math.IsNaN(v) {
return math.NaN()
}
if v > max {
max = v
}
}
}
return max
case lapack.MaxRowSum, lapack.MaxColumnSum:
// A symmetric matrix has the same 1-norm and ∞-norm.
for i := 0; i < n; i++ {
work[i] = 0
}
if uplo == blas.Upper {
for i := 0; i < n; i++ {
work[i] += math.Abs(a[i*lda+i])
for j := i + 1; j < n; j++ {
v := math.Abs(a[i*lda+j])
work[i] += v
work[j] += v
}
}
} else {
for i := 0; i < n; i++ {
for j := 0; j < i; j++ {
v := math.Abs(a[i*lda+j])
work[i] += v
work[j] += v
}
work[i] += math.Abs(a[i*lda+i])
}
}
var max float64
for i := 0; i < n; i++ {
v := work[i]
if math.IsNaN(v) {
return math.NaN()
}
if v > max {
max = v
}
}
return max
default:
// lapack.Frobenius:
panic("not implemented")
}
}
// dlange is a local implementation of Dlange to keep code paths independent.
func dlange(norm lapack.MatrixNorm, m, n int, a []float64, lda int) float64 {
if m == 0 || n == 0 {
return 0
}
var value float64
switch norm {
case lapack.MaxAbs:
for i := 0; i < m; i++ {
for j := 0; j < n; j++ {
value = math.Max(value, math.Abs(a[i*lda+j]))
}
}
case lapack.MaxColumnSum:
work := make([]float64, n)
for i := 0; i < m; i++ {
for j := 0; j < n; j++ {
work[j] += math.Abs(a[i*lda+j])
}
}
for i := 0; i < n; i++ {
value = math.Max(value, work[i])
}
case lapack.MaxRowSum:
for i := 0; i < m; i++ {
var sum float64
for j := 0; j < n; j++ {
sum += math.Abs(a[i*lda+j])
}
value = math.Max(value, sum)
}
case lapack.Frobenius:
for i := 0; i < m; i++ {
row := f64.L2NormUnitary(a[i*lda : i*lda+n])
value = math.Hypot(value, row)
}
default:
panic("bad MatrixNorm")
}
return value
}
// dlansb is a local implementation of Dlansb to keep code paths independent.
func dlansb(norm lapack.MatrixNorm, uplo blas.Uplo, n, kd int, ab []float64, ldab int, work []float64) float64 {
if n == 0 {
return 0
}
var value float64
switch norm {
case lapack.MaxAbs:
if uplo == blas.Upper {
for i := 0; i < n; i++ {
for j := 0; j < min(n-i, kd+1); j++ {
aij := math.Abs(ab[i*ldab+j])
if aij > value || math.IsNaN(aij) {
value = aij
}
}
}
} else {
for i := 0; i < n; i++ {
for j := max(0, kd-i); j < kd+1; j++ {
aij := math.Abs(ab[i*ldab+j])
if aij > value || math.IsNaN(aij) {
value = aij
}
}
}
}
case lapack.MaxColumnSum, lapack.MaxRowSum:
work = work[:n]
var sum float64
if uplo == blas.Upper {
for i := range work {
work[i] = 0
}
for i := 0; i < n; i++ {
sum := work[i] + math.Abs(ab[i*ldab])
for j := i + 1; j < min(i+kd+1, n); j++ {
aij := math.Abs(ab[i*ldab+j-i])
sum += aij
work[j] += aij
}
if sum > value || math.IsNaN(sum) {
value = sum
}
}
} else {
for i := 0; i < n; i++ {
sum = 0
for j := max(0, i-kd); j < i; j++ {
aij := math.Abs(ab[i*ldab+kd+j-i])
sum += aij
work[j] += aij
}
work[i] = sum + math.Abs(ab[i*ldab+kd])
}
for _, sum := range work {
if sum > value || math.IsNaN(sum) {
value = sum
}
}
}
case lapack.Frobenius:
panic("not implemented")
}
return value
}