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[bytom/vapor.git] / vendor / gonum.org / v1 / gonum / lapack / testlapack / dgels.go
diff --git a/vendor/gonum.org/v1/gonum/lapack/testlapack/dgels.go b/vendor/gonum.org/v1/gonum/lapack/testlapack/dgels.go
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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 (
+       "testing"
+
+       "golang.org/x/exp/rand"
+
+       "gonum.org/v1/gonum/blas"
+       "gonum.org/v1/gonum/blas/blas64"
+       "gonum.org/v1/gonum/floats"
+)
+
+type Dgelser interface {
+       Dgels(trans blas.Transpose, m, n, nrhs int, a []float64, lda int, b []float64, ldb int, work []float64, lwork int) bool
+}
+
+func DgelsTest(t *testing.T, impl Dgelser) {
+       rnd := rand.New(rand.NewSource(1))
+       for _, trans := range []blas.Transpose{blas.NoTrans, blas.Trans} {
+               for _, test := range []struct {
+                       m, n, nrhs, lda, ldb int
+               }{
+                       {3, 4, 5, 0, 0},
+                       {3, 5, 4, 0, 0},
+                       {4, 3, 5, 0, 0},
+                       {4, 5, 3, 0, 0},
+                       {5, 3, 4, 0, 0},
+                       {5, 4, 3, 0, 0},
+                       {3, 4, 5, 10, 20},
+                       {3, 5, 4, 10, 20},
+                       {4, 3, 5, 10, 20},
+                       {4, 5, 3, 10, 20},
+                       {5, 3, 4, 10, 20},
+                       {5, 4, 3, 10, 20},
+                       {3, 4, 5, 20, 10},
+                       {3, 5, 4, 20, 10},
+                       {4, 3, 5, 20, 10},
+                       {4, 5, 3, 20, 10},
+                       {5, 3, 4, 20, 10},
+                       {5, 4, 3, 20, 10},
+                       {200, 300, 400, 0, 0},
+                       {200, 400, 300, 0, 0},
+                       {300, 200, 400, 0, 0},
+                       {300, 400, 200, 0, 0},
+                       {400, 200, 300, 0, 0},
+                       {400, 300, 200, 0, 0},
+                       {200, 300, 400, 500, 600},
+                       {200, 400, 300, 500, 600},
+                       {300, 200, 400, 500, 600},
+                       {300, 400, 200, 500, 600},
+                       {400, 200, 300, 500, 600},
+                       {400, 300, 200, 500, 600},
+                       {200, 300, 400, 600, 500},
+                       {200, 400, 300, 600, 500},
+                       {300, 200, 400, 600, 500},
+                       {300, 400, 200, 600, 500},
+                       {400, 200, 300, 600, 500},
+                       {400, 300, 200, 600, 500},
+               } {
+                       m := test.m
+                       n := test.n
+                       nrhs := test.nrhs
+
+                       lda := test.lda
+                       if lda == 0 {
+                               lda = n
+                       }
+                       a := make([]float64, m*lda)
+                       for i := range a {
+                               a[i] = rnd.Float64()
+                       }
+                       aCopy := make([]float64, len(a))
+                       copy(aCopy, a)
+
+                       // Size of b is the same trans or no trans, because the number of rows
+                       // has to be the max of (m,n).
+                       mb := max(m, n)
+                       nb := nrhs
+                       ldb := test.ldb
+                       if ldb == 0 {
+                               ldb = nb
+                       }
+                       b := make([]float64, mb*ldb)
+                       for i := range b {
+                               b[i] = rnd.Float64()
+                       }
+                       bCopy := make([]float64, len(b))
+                       copy(bCopy, b)
+
+                       // Find optimal work length.
+                       work := make([]float64, 1)
+                       impl.Dgels(trans, m, n, nrhs, a, lda, b, ldb, work, -1)
+
+                       // Perform linear solve
+                       work = make([]float64, int(work[0]))
+                       lwork := len(work)
+                       for i := range work {
+                               work[i] = rnd.Float64()
+                       }
+                       impl.Dgels(trans, m, n, nrhs, a, lda, b, ldb, work, lwork)
+
+                       // Check that the answer is correct by comparing to the normal equations.
+                       aMat := blas64.General{
+                               Rows:   m,
+                               Cols:   n,
+                               Stride: lda,
+                               Data:   make([]float64, len(aCopy)),
+                       }
+                       copy(aMat.Data, aCopy)
+                       szAta := n
+                       if trans == blas.Trans {
+                               szAta = m
+                       }
+                       aTA := blas64.General{
+                               Rows:   szAta,
+                               Cols:   szAta,
+                               Stride: szAta,
+                               Data:   make([]float64, szAta*szAta),
+                       }
+
+                       // Compute A^T * A if notrans and A * A^T otherwise.
+                       if trans == blas.NoTrans {
+                               blas64.Gemm(blas.Trans, blas.NoTrans, 1, aMat, aMat, 0, aTA)
+                       } else {
+                               blas64.Gemm(blas.NoTrans, blas.Trans, 1, aMat, aMat, 0, aTA)
+                       }
+
+                       // Multiply by X.
+                       X := blas64.General{
+                               Rows:   szAta,
+                               Cols:   nrhs,
+                               Stride: ldb,
+                               Data:   b,
+                       }
+                       ans := blas64.General{
+                               Rows:   aTA.Rows,
+                               Cols:   X.Cols,
+                               Stride: X.Cols,
+                               Data:   make([]float64, aTA.Rows*X.Cols),
+                       }
+                       blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, aTA, X, 0, ans)
+
+                       B := blas64.General{
+                               Rows:   szAta,
+                               Cols:   nrhs,
+                               Stride: ldb,
+                               Data:   make([]float64, len(bCopy)),
+                       }
+
+                       copy(B.Data, bCopy)
+                       var ans2 blas64.General
+                       if trans == blas.NoTrans {
+                               ans2 = blas64.General{
+                                       Rows:   aMat.Cols,
+                                       Cols:   B.Cols,
+                                       Stride: B.Cols,
+                                       Data:   make([]float64, aMat.Cols*B.Cols),
+                               }
+                       } else {
+                               ans2 = blas64.General{
+                                       Rows:   aMat.Rows,
+                                       Cols:   B.Cols,
+                                       Stride: B.Cols,
+                                       Data:   make([]float64, aMat.Rows*B.Cols),
+                               }
+                       }
+
+                       // Compute A^T B if Trans or A * B otherwise
+                       if trans == blas.NoTrans {
+                               blas64.Gemm(blas.Trans, blas.NoTrans, 1, aMat, B, 0, ans2)
+                       } else {
+                               blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, aMat, B, 0, ans2)
+                       }
+                       if !floats.EqualApprox(ans.Data, ans2.Data, 1e-12) {
+                               t.Errorf("Normal equations not satisfied")
+                       }
+               }
+       }
+}