OSDN Git Service

Hulk did something
[bytom/vapor.git] / vendor / gonum.org / v1 / gonum / lapack / testlapack / dtrevc3.go
diff --git a/vendor/gonum.org/v1/gonum/lapack/testlapack/dtrevc3.go b/vendor/gonum.org/v1/gonum/lapack/testlapack/dtrevc3.go
new file mode 100644 (file)
index 0000000..7fe10b9
--- /dev/null
@@ -0,0 +1,222 @@
+// Copyright ©2016 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 (
+       "fmt"
+       "math"
+       "testing"
+
+       "golang.org/x/exp/rand"
+
+       "gonum.org/v1/gonum/blas/blas64"
+       "gonum.org/v1/gonum/floats"
+       "gonum.org/v1/gonum/lapack"
+)
+
+type Dtrevc3er interface {
+       Dtrevc3(side lapack.EVSide, howmny lapack.HowMany, selected []bool, n int, t []float64, ldt int, vl []float64, ldvl int, vr []float64, ldvr int, mm int, work []float64, lwork int) int
+}
+
+func Dtrevc3Test(t *testing.T, impl Dtrevc3er) {
+       rnd := rand.New(rand.NewSource(1))
+       for _, side := range []lapack.EVSide{lapack.RightEV, lapack.LeftEV, lapack.RightLeftEV} {
+               for _, howmny := range []lapack.HowMany{lapack.AllEV, lapack.AllEVMulQ, lapack.SelectedEV} {
+                       for _, n := range []int{0, 1, 2, 3, 4, 5, 10, 34, 100} {
+                               for _, extra := range []int{0, 11} {
+                                       for _, optwork := range []bool{true, false} {
+                                               for cas := 0; cas < 10; cas++ {
+                                                       tmat := randomSchurCanonical(n, n+extra, rnd)
+                                                       testDtrevc3(t, impl, side, howmny, tmat, optwork, rnd)
+                                               }
+                                       }
+                               }
+                       }
+               }
+       }
+}
+
+func testDtrevc3(t *testing.T, impl Dtrevc3er, side lapack.EVSide, howmny lapack.HowMany, tmat blas64.General, optwork bool, rnd *rand.Rand) {
+       const tol = 1e-14
+
+       n := tmat.Rows
+       extra := tmat.Stride - tmat.Cols
+       right := side != lapack.LeftEV
+       left := side != lapack.RightEV
+
+       var selected, selectedWant []bool
+       var mWant int // How many columns will the eigenvectors occupy.
+       if howmny == lapack.SelectedEV {
+               selected = make([]bool, n)
+               selectedWant = make([]bool, n)
+               // Dtrevc3 will compute only selected eigenvectors. Pick them
+               // randomly disregarding whether they are real or complex.
+               for i := range selected {
+                       if rnd.Float64() < 0.5 {
+                               selected[i] = true
+                       }
+               }
+               // Dtrevc3 will modify (standardize) the slice selected based on
+               // whether the corresponding eigenvalues are real or complex. Do
+               // the same process here to fill selectedWant.
+               for i := 0; i < n; {
+                       if i == n-1 || tmat.Data[(i+1)*tmat.Stride+i] == 0 {
+                               // Real eigenvalue.
+                               if selected[i] {
+                                       selectedWant[i] = true
+                                       mWant++ // Real eigenvectors occupy one column.
+                               }
+                               i++
+                       } else {
+                               // Complex eigenvalue.
+                               if selected[i] || selected[i+1] {
+                                       // Dtrevc3 will modify selected so that
+                                       // only the first element of the pair is
+                                       // true.
+                                       selectedWant[i] = true
+                                       mWant += 2 // Complex eigenvectors occupy two columns.
+                               }
+                               i += 2
+                       }
+               }
+       } else {
+               // All eigenvectors occupy n columns.
+               mWant = n
+       }
+
+       var vr blas64.General
+       if right {
+               if howmny == lapack.AllEVMulQ {
+                       vr = eye(n, n+extra)
+               } else {
+                       // VR will be overwritten.
+                       vr = nanGeneral(n, mWant, n+extra)
+               }
+       }
+
+       var vl blas64.General
+       if left {
+               if howmny == lapack.AllEVMulQ {
+                       vl = eye(n, n+extra)
+               } else {
+                       // VL will be overwritten.
+                       vl = nanGeneral(n, mWant, n+extra)
+               }
+       }
+
+       work := make([]float64, max(1, 3*n))
+       if optwork {
+               impl.Dtrevc3(side, howmny, nil, n, nil, 1, nil, 1, nil, 1, mWant, work, -1)
+               work = make([]float64, int(work[0]))
+       }
+
+       m := impl.Dtrevc3(side, howmny, selected, n, tmat.Data, tmat.Stride,
+               vl.Data, vl.Stride, vr.Data, vr.Stride, mWant, work, len(work))
+
+       prefix := fmt.Sprintf("Case side=%v, howmny=%v, n=%v, extra=%v, optwk=%v",
+               side, howmny, n, extra, optwork)
+
+       if !generalOutsideAllNaN(tmat) {
+               t.Errorf("%v: out-of-range write to T", prefix)
+       }
+       if !generalOutsideAllNaN(vl) {
+               t.Errorf("%v: out-of-range write to VL", prefix)
+       }
+       if !generalOutsideAllNaN(vr) {
+               t.Errorf("%v: out-of-range write to VR", prefix)
+       }
+
+       if m != mWant {
+               t.Errorf("%v: unexpected value of m. Want %v, got %v", prefix, mWant, m)
+       }
+
+       if howmny == lapack.SelectedEV {
+               for i := range selected {
+                       if selected[i] != selectedWant[i] {
+                               t.Errorf("%v: unexpected selected[%v]", prefix, i)
+                       }
+               }
+       }
+
+       // Check that the columns of VR and VL are actually eigenvectors and
+       // that the magnitude of their largest element is 1.
+       var k int
+       for j := 0; j < n; {
+               re := tmat.Data[j*tmat.Stride+j]
+               if j == n-1 || tmat.Data[(j+1)*tmat.Stride+j] == 0 {
+                       if howmny == lapack.SelectedEV && !selected[j] {
+                               j++
+                               continue
+                       }
+                       if right {
+                               ev := columnOf(vr, k)
+                               norm := floats.Norm(ev, math.Inf(1))
+                               if math.Abs(norm-1) > tol {
+                                       t.Errorf("%v: magnitude of largest element of VR[:,%v] not 1", prefix, k)
+                               }
+                               if !isRightEigenvectorOf(tmat, ev, nil, complex(re, 0), tol) {
+                                       t.Errorf("%v: VR[:,%v] is not real right eigenvector", prefix, k)
+                               }
+                       }
+                       if left {
+                               ev := columnOf(vl, k)
+                               norm := floats.Norm(ev, math.Inf(1))
+                               if math.Abs(norm-1) > tol {
+                                       t.Errorf("%v: magnitude of largest element of VL[:,%v] not 1", prefix, k)
+                               }
+                               if !isLeftEigenvectorOf(tmat, ev, nil, complex(re, 0), tol) {
+                                       t.Errorf("%v: VL[:,%v] is not real left eigenvector", prefix, k)
+                               }
+                       }
+                       k++
+                       j++
+                       continue
+               }
+               if howmny == lapack.SelectedEV && !selected[j] {
+                       j += 2
+                       continue
+               }
+               im := math.Sqrt(math.Abs(tmat.Data[(j+1)*tmat.Stride+j])) *
+                       math.Sqrt(math.Abs(tmat.Data[j*tmat.Stride+j+1]))
+               if right {
+                       evre := columnOf(vr, k)
+                       evim := columnOf(vr, k+1)
+                       var evmax float64
+                       for i, v := range evre {
+                               evmax = math.Max(evmax, math.Abs(v)+math.Abs(evim[i]))
+                       }
+                       if math.Abs(evmax-1) > tol {
+                               t.Errorf("%v: magnitude of largest element of VR[:,%v] not 1", prefix, k)
+                       }
+                       if !isRightEigenvectorOf(tmat, evre, evim, complex(re, im), tol) {
+                               t.Errorf("%v: VR[:,%v:%v] is not complex right eigenvector", prefix, k, k+1)
+                       }
+                       floats.Scale(-1, evim)
+                       if !isRightEigenvectorOf(tmat, evre, evim, complex(re, -im), tol) {
+                               t.Errorf("%v: VR[:,%v:%v] is not complex right eigenvector", prefix, k, k+1)
+                       }
+               }
+               if left {
+                       evre := columnOf(vl, k)
+                       evim := columnOf(vl, k+1)
+                       var evmax float64
+                       for i, v := range evre {
+                               evmax = math.Max(evmax, math.Abs(v)+math.Abs(evim[i]))
+                       }
+                       if math.Abs(evmax-1) > tol {
+                               t.Errorf("%v: magnitude of largest element of VL[:,%v] not 1", prefix, k)
+                       }
+                       if !isLeftEigenvectorOf(tmat, evre, evim, complex(re, im), tol) {
+                               t.Errorf("%v: VL[:,%v:%v] is not complex left eigenvector", prefix, k, k+1)
+                       }
+                       floats.Scale(-1, evim)
+                       if !isLeftEigenvectorOf(tmat, evre, evim, complex(re, -im), tol) {
+                               t.Errorf("%v: VL[:,%v:%v] is not complex left eigenvector", prefix, k, k+1)
+                       }
+               }
+               k += 2
+               j += 2
+       }
+}