Hulk did something

[bytom/vapor.git] / vendor / gonum.org / v1 / gonum / lapack / testlapack / dgeqr2.go

diff --git a/vendor/gonum.org/v1/gonum/lapack/testlapack/dgeqr2.go b/vendor/gonum.org/v1/gonum/lapack/testlapack/dgeqr2.go
new file mode 100644 (file)
index 0000000..999d263
--- /dev/null
+++ b/vendor/gonum.org/v1/gonum/lapack/testlapack/dgeqr2.go
@@ -0,0 +1,112 @@
+// 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"
+       "testing"
+
+       "golang.org/x/exp/rand"
+
+       "gonum.org/v1/gonum/blas"
+       "gonum.org/v1/gonum/blas/blas64"
+       "gonum.org/v1/gonum/floats"
+)
+
+type Dgeqr2er interface {
+       Dgeqr2(m, n int, a []float64, lda int, tau []float64, work []float64)
+}
+
+func Dgeqr2Test(t *testing.T, impl Dgeqr2er) {
+       rnd := rand.New(rand.NewSource(1))
+       for c, test := range []struct {
+               m, n, lda int
+       }{
+               {1, 1, 0},
+               {2, 2, 0},
+               {3, 2, 0},
+               {2, 3, 0},
+               {1, 12, 0},
+               {2, 6, 0},
+               {3, 4, 0},
+               {4, 3, 0},
+               {6, 2, 0},
+               {12, 1, 0},
+               {1, 1, 20},
+               {2, 2, 20},
+               {3, 2, 20},
+               {2, 3, 20},
+               {1, 12, 20},
+               {2, 6, 20},
+               {3, 4, 20},
+               {4, 3, 20},
+               {6, 2, 20},
+               {12, 1, 20},
+       } {
+               n := test.n
+               m := test.m
+               lda := test.lda
+               if lda == 0 {
+                       lda = test.n
+               }
+               a := make([]float64, m*lda)
+               for i := range a {
+                       a[i] = rnd.Float64()
+               }
+               aCopy := make([]float64, len(a))
+               k := min(m, n)
+               tau := make([]float64, k)
+               for i := range tau {
+                       tau[i] = rnd.Float64()
+               }
+               work := make([]float64, n)
+               for i := range work {
+                       work[i] = rnd.Float64()
+               }
+               copy(aCopy, a)
+               impl.Dgeqr2(m, n, a, lda, tau, work)
+
+               // Test that the QR factorization has completed successfully. Compute
+               // Q based on the vectors.
+               q := constructQ("QR", m, n, a, lda, tau)
+
+               // Check that q is orthonormal
+               for i := 0; i < m; i++ {
+                       nrm := blas64.Nrm2(m, blas64.Vector{Inc: 1, Data: q.Data[i*m:]})
+                       if math.Abs(nrm-1) > 1e-14 {
+                               t.Errorf("Case %v, q not normal", c)
+                       }
+                       for j := 0; j < i; j++ {
+                               dot := blas64.Dot(m, blas64.Vector{Inc: 1, Data: q.Data[i*m:]}, blas64.Vector{Inc: 1, Data: q.Data[j*m:]})
+                               if math.Abs(dot) > 1e-14 {
+                                       t.Errorf("Case %v, q not orthogonal", c)
+                               }
+                       }
+               }
+               // Check that A = Q * R
+               r := blas64.General{
+                       Rows:   m,
+                       Cols:   n,
+                       Stride: n,
+                       Data:   make([]float64, m*n),
+               }
+               for i := 0; i < m; i++ {
+                       for j := i; j < n; j++ {
+                               r.Data[i*n+j] = a[i*lda+j]
+                       }
+               }
+               atmp := blas64.General{
+                       Rows:   m,
+                       Cols:   n,
+                       Stride: lda,
+                       Data:   make([]float64, m*lda),
+               }
+               copy(atmp.Data, a)
+               blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, q, r, 0, atmp)
+               if !floats.EqualApprox(atmp.Data, aCopy, 1e-14) {
+                       t.Errorf("Q*R != a")
+               }
+       }
+}