--- /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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