// Copyright ©2016 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/blas64" "gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/lapack" ) type Dtrevc3er interface { Dtrevc3(side lapack.EVSide, howmny lapack.HowMany, selected []bool, n int, t []float64, ldt int, vl []float64, ldvl int, vr []float64, ldvr int, mm int, work []float64, lwork int) int } func Dtrevc3Test(t *testing.T, impl Dtrevc3er) { rnd := rand.New(rand.NewSource(1)) for _, side := range []lapack.EVSide{lapack.RightEV, lapack.LeftEV, lapack.RightLeftEV} { for _, howmny := range []lapack.HowMany{lapack.AllEV, lapack.AllEVMulQ, lapack.SelectedEV} { for _, n := range []int{0, 1, 2, 3, 4, 5, 10, 34, 100} { for _, extra := range []int{0, 11} { for _, optwork := range []bool{true, false} { for cas := 0; cas < 10; cas++ { tmat := randomSchurCanonical(n, n+extra, rnd) testDtrevc3(t, impl, side, howmny, tmat, optwork, rnd) } } } } } } } func testDtrevc3(t *testing.T, impl Dtrevc3er, side lapack.EVSide, howmny lapack.HowMany, tmat blas64.General, optwork bool, rnd *rand.Rand) { const tol = 1e-14 n := tmat.Rows extra := tmat.Stride - tmat.Cols right := side != lapack.LeftEV left := side != lapack.RightEV var selected, selectedWant []bool var mWant int // How many columns will the eigenvectors occupy. if howmny == lapack.SelectedEV { selected = make([]bool, n) selectedWant = make([]bool, n) // Dtrevc3 will compute only selected eigenvectors. Pick them // randomly disregarding whether they are real or complex. for i := range selected { if rnd.Float64() < 0.5 { selected[i] = true } } // Dtrevc3 will modify (standardize) the slice selected based on // whether the corresponding eigenvalues are real or complex. Do // the same process here to fill selectedWant. for i := 0; i < n; { if i == n-1 || tmat.Data[(i+1)*tmat.Stride+i] == 0 { // Real eigenvalue. if selected[i] { selectedWant[i] = true mWant++ // Real eigenvectors occupy one column. } i++ } else { // Complex eigenvalue. if selected[i] || selected[i+1] { // Dtrevc3 will modify selected so that // only the first element of the pair is // true. selectedWant[i] = true mWant += 2 // Complex eigenvectors occupy two columns. } i += 2 } } } else { // All eigenvectors occupy n columns. mWant = n } var vr blas64.General if right { if howmny == lapack.AllEVMulQ { vr = eye(n, n+extra) } else { // VR will be overwritten. vr = nanGeneral(n, mWant, n+extra) } } var vl blas64.General if left { if howmny == lapack.AllEVMulQ { vl = eye(n, n+extra) } else { // VL will be overwritten. vl = nanGeneral(n, mWant, n+extra) } } work := make([]float64, max(1, 3*n)) if optwork { impl.Dtrevc3(side, howmny, nil, n, nil, 1, nil, 1, nil, 1, mWant, work, -1) work = make([]float64, int(work[0])) } m := impl.Dtrevc3(side, howmny, selected, n, tmat.Data, tmat.Stride, vl.Data, vl.Stride, vr.Data, vr.Stride, mWant, work, len(work)) prefix := fmt.Sprintf("Case side=%v, howmny=%v, n=%v, extra=%v, optwk=%v", side, howmny, n, extra, optwork) if !generalOutsideAllNaN(tmat) { t.Errorf("%v: out-of-range write to T", prefix) } if !generalOutsideAllNaN(vl) { t.Errorf("%v: out-of-range write to VL", prefix) } if !generalOutsideAllNaN(vr) { t.Errorf("%v: out-of-range write to VR", prefix) } if m != mWant { t.Errorf("%v: unexpected value of m. Want %v, got %v", prefix, mWant, m) } if howmny == lapack.SelectedEV { for i := range selected { if selected[i] != selectedWant[i] { t.Errorf("%v: unexpected selected[%v]", prefix, i) } } } // Check that the columns of VR and VL are actually eigenvectors and // that the magnitude of their largest element is 1. var k int for j := 0; j < n; { re := tmat.Data[j*tmat.Stride+j] if j == n-1 || tmat.Data[(j+1)*tmat.Stride+j] == 0 { if howmny == lapack.SelectedEV && !selected[j] { j++ continue } if right { ev := columnOf(vr, k) norm := floats.Norm(ev, math.Inf(1)) if math.Abs(norm-1) > tol { t.Errorf("%v: magnitude of largest element of VR[:,%v] not 1", prefix, k) } if !isRightEigenvectorOf(tmat, ev, nil, complex(re, 0), tol) { t.Errorf("%v: VR[:,%v] is not real right eigenvector", prefix, k) } } if left { ev := columnOf(vl, k) norm := floats.Norm(ev, math.Inf(1)) if math.Abs(norm-1) > tol { t.Errorf("%v: magnitude of largest element of VL[:,%v] not 1", prefix, k) } if !isLeftEigenvectorOf(tmat, ev, nil, complex(re, 0), tol) { t.Errorf("%v: VL[:,%v] is not real left eigenvector", prefix, k) } } k++ j++ continue } if howmny == lapack.SelectedEV && !selected[j] { j += 2 continue } im := math.Sqrt(math.Abs(tmat.Data[(j+1)*tmat.Stride+j])) * math.Sqrt(math.Abs(tmat.Data[j*tmat.Stride+j+1])) if right { evre := columnOf(vr, k) evim := columnOf(vr, k+1) var evmax float64 for i, v := range evre { evmax = math.Max(evmax, math.Abs(v)+math.Abs(evim[i])) } if math.Abs(evmax-1) > tol { t.Errorf("%v: magnitude of largest element of VR[:,%v] not 1", prefix, k) } if !isRightEigenvectorOf(tmat, evre, evim, complex(re, im), tol) { t.Errorf("%v: VR[:,%v:%v] is not complex right eigenvector", prefix, k, k+1) } floats.Scale(-1, evim) if !isRightEigenvectorOf(tmat, evre, evim, complex(re, -im), tol) { t.Errorf("%v: VR[:,%v:%v] is not complex right eigenvector", prefix, k, k+1) } } if left { evre := columnOf(vl, k) evim := columnOf(vl, k+1) var evmax float64 for i, v := range evre { evmax = math.Max(evmax, math.Abs(v)+math.Abs(evim[i])) } if math.Abs(evmax-1) > tol { t.Errorf("%v: magnitude of largest element of VL[:,%v] not 1", prefix, k) } if !isLeftEigenvectorOf(tmat, evre, evim, complex(re, im), tol) { t.Errorf("%v: VL[:,%v:%v] is not complex left eigenvector", prefix, k, k+1) } floats.Scale(-1, evim) if !isLeftEigenvectorOf(tmat, evre, evim, complex(re, -im), tol) { t.Errorf("%v: VL[:,%v:%v] is not complex left eigenvector", prefix, k, k+1) } } k += 2 j += 2 } }