OSDN Git Service

Hulk did something
[bytom/vapor.git] / vendor / gonum.org / v1 / gonum / lapack / testlapack / dlarft.go
diff --git a/vendor/gonum.org/v1/gonum/lapack/testlapack/dlarft.go b/vendor/gonum.org/v1/gonum/lapack/testlapack/dlarft.go
new file mode 100644 (file)
index 0000000..d4c174f
--- /dev/null
@@ -0,0 +1,169 @@
+// 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"
+       "gonum.org/v1/gonum/lapack"
+)
+
+type Dlarfter interface {
+       Dgeqr2er
+       Dlarft(direct lapack.Direct, store lapack.StoreV, n, k int, v []float64, ldv int, tau []float64, t []float64, ldt int)
+}
+
+func DlarftTest(t *testing.T, impl Dlarfter) {
+       rnd := rand.New(rand.NewSource(1))
+       for _, store := range []lapack.StoreV{lapack.ColumnWise, lapack.RowWise} {
+               for _, direct := range []lapack.Direct{lapack.Forward, lapack.Backward} {
+                       for _, test := range []struct {
+                               m, n, ldv, ldt int
+                       }{
+                               {6, 6, 0, 0},
+                               {8, 6, 0, 0},
+                               {6, 8, 0, 0},
+                               {6, 6, 10, 15},
+                               {8, 6, 10, 15},
+                               {6, 8, 10, 15},
+                               {6, 6, 15, 10},
+                               {8, 6, 15, 10},
+                               {6, 8, 15, 10},
+                       } {
+                               // Generate a matrix
+                               m := test.m
+                               n := test.n
+                               lda := n
+                               if lda == 0 {
+                                       lda = n
+                               }
+
+                               a := make([]float64, m*lda)
+                               for i := 0; i < m; i++ {
+                                       for j := 0; j < lda; j++ {
+                                               a[i*lda+j] = rnd.Float64()
+                                       }
+                               }
+                               // Use dgeqr2 to find the v vectors
+                               tau := make([]float64, n)
+                               work := make([]float64, n)
+                               impl.Dgeqr2(m, n, a, lda, tau, work)
+
+                               // Construct H using these answers
+                               vMatTmp := extractVMat(m, n, a, lda, lapack.Forward, lapack.ColumnWise)
+                               vMat := constructVMat(vMatTmp, store, direct)
+                               v := vMat.Data
+                               ldv := vMat.Stride
+
+                               h := constructH(tau, vMat, store, direct)
+
+                               k := min(m, n)
+                               ldt := test.ldt
+                               if ldt == 0 {
+                                       ldt = k
+                               }
+                               // Find T from the actual function
+                               tm := make([]float64, k*ldt)
+                               for i := range tm {
+                                       tm[i] = 100 + rnd.Float64()
+                               }
+                               // The v data has been put into a.
+                               impl.Dlarft(direct, store, m, k, v, ldv, tau, tm, ldt)
+
+                               tData := make([]float64, len(tm))
+                               copy(tData, tm)
+                               if direct == lapack.Forward {
+                                       // Zero out the lower traingular portion.
+                                       for i := 0; i < k; i++ {
+                                               for j := 0; j < i; j++ {
+                                                       tData[i*ldt+j] = 0
+                                               }
+                                       }
+                               } else {
+                                       // Zero out the upper traingular portion.
+                                       for i := 0; i < k; i++ {
+                                               for j := i + 1; j < k; j++ {
+                                                       tData[i*ldt+j] = 0
+                                               }
+                                       }
+                               }
+
+                               T := blas64.General{
+                                       Rows:   k,
+                                       Cols:   k,
+                                       Stride: ldt,
+                                       Data:   tData,
+                               }
+
+                               vMatT := blas64.General{
+                                       Rows:   vMat.Cols,
+                                       Cols:   vMat.Rows,
+                                       Stride: vMat.Rows,
+                                       Data:   make([]float64, vMat.Cols*vMat.Rows),
+                               }
+                               for i := 0; i < vMat.Rows; i++ {
+                                       for j := 0; j < vMat.Cols; j++ {
+                                               vMatT.Data[j*vMatT.Stride+i] = vMat.Data[i*vMat.Stride+j]
+                                       }
+                               }
+                               var comp blas64.General
+                               if store == lapack.ColumnWise {
+                                       // H = I - V * T * V^T
+                                       tmp := blas64.General{
+                                               Rows:   T.Rows,
+                                               Cols:   vMatT.Cols,
+                                               Stride: vMatT.Cols,
+                                               Data:   make([]float64, T.Rows*vMatT.Cols),
+                                       }
+                                       // T * V^T
+                                       blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, T, vMatT, 0, tmp)
+                                       comp = blas64.General{
+                                               Rows:   vMat.Rows,
+                                               Cols:   tmp.Cols,
+                                               Stride: tmp.Cols,
+                                               Data:   make([]float64, vMat.Rows*tmp.Cols),
+                                       }
+                                       // V * (T * V^T)
+                                       blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, vMat, tmp, 0, comp)
+                               } else {
+                                       // H = I - V^T * T * V
+                                       tmp := blas64.General{
+                                               Rows:   T.Rows,
+                                               Cols:   vMat.Cols,
+                                               Stride: vMat.Cols,
+                                               Data:   make([]float64, T.Rows*vMat.Cols),
+                                       }
+                                       // T * V
+                                       blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, T, vMat, 0, tmp)
+                                       comp = blas64.General{
+                                               Rows:   vMatT.Rows,
+                                               Cols:   tmp.Cols,
+                                               Stride: tmp.Cols,
+                                               Data:   make([]float64, vMatT.Rows*tmp.Cols),
+                                       }
+                                       // V^T * (T * V)
+                                       blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, vMatT, tmp, 0, comp)
+                               }
+                               // I - V^T * T * V
+                               for i := 0; i < comp.Rows; i++ {
+                                       for j := 0; j < comp.Cols; j++ {
+                                               comp.Data[i*m+j] *= -1
+                                               if i == j {
+                                                       comp.Data[i*m+j] += 1
+                                               }
+                                       }
+                               }
+                               if !floats.EqualApprox(comp.Data, h.Data, 1e-14) {
+                                       t.Errorf("T does not construct proper H. Store = %v, Direct = %v.\nWant %v\ngot %v.", string(store), string(direct), h.Data, comp.Data)
+                               }
+                       }
+               }
+       }
+}