+++ /dev/null
-// 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 (
- "log"
- "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 Dpoconer interface {
- Dpotrfer
- Dgeconer
- Dlansy(norm lapack.MatrixNorm, uplo blas.Uplo, n int, a []float64, lda int, work []float64) float64
- Dpocon(uplo blas.Uplo, n int, a []float64, lda int, anorm float64, work []float64, iwork []int) float64
-}
-
-func DpoconTest(t *testing.T, impl Dpoconer) {
- for _, test := range []struct {
- a []float64
- n int
- cond float64
- uplo blas.Uplo
- }{
- {
- a: []float64{
- 89, 59, 77,
- 0, 107, 59,
- 0, 0, 89,
- },
- uplo: blas.Upper,
- n: 3,
- cond: 0.050052137643379,
- },
- {
- a: []float64{
- 89, 0, 0,
- 59, 107, 0,
- 77, 59, 89,
- },
- uplo: blas.Lower,
- n: 3,
- cond: 0.050052137643379,
- },
- // Dgecon does not match Dpocon for this case. https://github.com/xianyi/OpenBLAS/issues/664.
- {
- a: []float64{
- 2.9995576045549965, -2.0898894566158663, 3.965560740124006,
- 0, 1.9634729526261008, -2.8681002706874104,
- 0, 0, 5.502416670471008,
- },
- uplo: blas.Upper,
- n: 3,
- cond: 0.024054837369015203,
- },
- } {
- n := test.n
- a := make([]float64, len(test.a))
- copy(a, test.a)
- lda := n
- uplo := test.uplo
- work := make([]float64, 3*n)
- anorm := impl.Dlansy(lapack.MaxColumnSum, uplo, n, a, lda, work)
- // Compute cholesky decomposition
- ok := impl.Dpotrf(uplo, n, a, lda)
- if !ok {
- t.Errorf("Bad test, matrix not positive definite")
- continue
- }
- iwork := make([]int, n)
- cond := impl.Dpocon(uplo, n, a, lda, anorm, work, iwork)
- // Error if not the same order, otherwise log the difference.
- if !floats.EqualWithinAbsOrRel(cond, test.cond, 1e0, 1e0) {
- t.Errorf("Cond mismatch. Want %v, got %v.", test.cond, cond)
- } else if !floats.EqualWithinAbsOrRel(cond, test.cond, 1e-14, 1e-14) {
- log.Printf("Dpocon cond mismatch. Want %v, got %v.", test.cond, cond)
- }
- }
- rnd := rand.New(rand.NewSource(1))
- bi := blas64.Implementation()
- // Randomized tests compared against Dgecon.
- for _, uplo := range []blas.Uplo{blas.Lower, blas.Upper} {
- for _, test := range []struct {
- n, lda int
- }{
- {3, 0},
- {3, 5},
- } {
- for trial := 0; trial < 100; trial++ {
- n := test.n
- lda := test.lda
- if lda == 0 {
- lda = n
- }
- a := make([]float64, n*lda)
- for i := range a {
- a[i] = rnd.NormFloat64()
- }
-
- // Multiply a by itself to make it symmetric positive definite.
- aCopy := make([]float64, len(a))
- copy(aCopy, a)
- bi.Dgemm(blas.Trans, blas.NoTrans, n, n, n, 1, aCopy, lda, aCopy, lda, 0, a, lda)
-
- aDat := make([]float64, len(aCopy))
- copy(aDat, a)
-
- aDense := make([]float64, len(a))
- if uplo == blas.Upper {
- for i := 0; i < n; i++ {
- for j := i; j < n; j++ {
- v := a[i*lda+j]
- aDense[i*lda+j] = v
- aDense[j*lda+i] = v
- }
- }
- } else {
- for i := 0; i < n; i++ {
- for j := 0; j <= i; j++ {
- v := a[i*lda+j]
- aDense[i*lda+j] = v
- aDense[j*lda+i] = v
- }
- }
- }
- work := make([]float64, 4*n)
- iwork := make([]int, n)
-
- anorm := impl.Dlansy(lapack.MaxColumnSum, uplo, n, a, lda, work)
- ok := impl.Dpotrf(uplo, n, a, lda)
- if !ok {
- t.Errorf("Bad test, matrix not positive definite")
- continue
- }
- got := impl.Dpocon(uplo, n, a, lda, anorm, work, iwork)
-
- denseNorm := impl.Dlange(lapack.MaxColumnSum, n, n, aDense, lda, work)
- ipiv := make([]int, n)
- impl.Dgetrf(n, n, aDense, lda, ipiv)
- want := impl.Dgecon(lapack.MaxColumnSum, n, aDense, lda, denseNorm, work, iwork)
- // Error if not the same order, otherwise log the difference.
- if !floats.EqualWithinAbsOrRel(want, got, 1e0, 1e0) {
- t.Errorf("Dpocon and Dgecon mismatch. Dpocon %v, Dgecon %v.", got, want)
- } else if !floats.EqualWithinAbsOrRel(want, got, 1e-14, 1e-14) {
- log.Printf("Dpocon and Dgecon mismatch. Dpocon %v, Dgecon %v.", got, want)
- }
- }
- }
- }
-}
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