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

diff --git a/vendor/gonum.org/v1/gonum/lapack/testlapack/dgetri.go b/vendor/gonum.org/v1/gonum/lapack/testlapack/dgetri.go
new file mode 100644 (file)
index 0000000..7e339c1
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+++ b/vendor/gonum.org/v1/gonum/lapack/testlapack/dgetri.go
@@ -0,0 +1,90 @@
+// 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"
+)
+
+type Dgetrier interface {
+       Dgetrfer
+       Dgetri(n int, a []float64, lda int, ipiv []int, work []float64, lwork int) bool
+}
+
+func DgetriTest(t *testing.T, impl Dgetrier) {
+       rnd := rand.New(rand.NewSource(1))
+       bi := blas64.Implementation()
+       for _, test := range []struct {
+               n, lda int
+       }{
+               {5, 0},
+               {5, 8},
+               {45, 0},
+               {45, 50},
+               {65, 0},
+               {65, 70},
+               {150, 0},
+               {150, 250},
+       } {
+               n := test.n
+               lda := test.lda
+               if lda == 0 {
+                       lda = n
+               }
+               // Generate a random well conditioned matrix
+               perm := rnd.Perm(n)
+               a := make([]float64, n*lda)
+               for i := 0; i < n; i++ {
+                       a[i*lda+perm[i]] = 1
+               }
+               for i := range a {
+                       a[i] += 0.01 * rnd.Float64()
+               }
+               aCopy := make([]float64, len(a))
+               copy(aCopy, a)
+               ipiv := make([]int, n)
+               // Compute LU decomposition.
+               impl.Dgetrf(n, n, a, lda, ipiv)
+               // Compute inverse.
+               work := make([]float64, 1)
+               impl.Dgetri(n, a, lda, ipiv, work, -1)
+               work = make([]float64, int(work[0]))
+               lwork := len(work)
+
+               ok := impl.Dgetri(n, a, lda, ipiv, work, lwork)
+               if !ok {
+                       t.Errorf("Unexpected singular matrix.")
+               }
+
+               // Check that A(inv) * A = I.
+               ans := make([]float64, len(a))
+               bi.Dgemm(blas.NoTrans, blas.NoTrans, n, n, n, 1, aCopy, lda, a, lda, 0, ans, lda)
+               isEye := true
+               for i := 0; i < n; i++ {
+                       for j := 0; j < n; j++ {
+                               if i == j {
+                                       // This tolerance is so high because computing matrix inverses
+                                       // is very unstable.
+                                       if math.Abs(ans[i*lda+j]-1) > 5e-2 {
+                                               isEye = false
+                                       }
+                               } else {
+                                       if math.Abs(ans[i*lda+j]) > 5e-2 {
+                                               isEye = false
+                                       }
+                               }
+                       }
+               }
+               if !isEye {
+                       t.Errorf("Inv(A) * A != I. n = %v, lda = %v", n, lda)
+               }
+       }
+}