X-Git-Url: http://git.osdn.net/view?p=bytom%2Fvapor.git;a=blobdiff_plain;f=vendor%2Fgonum.org%2Fv1%2Fgonum%2Flapack%2Ftestlapack%2Fdpocon.go;fp=vendor%2Fgonum.org%2Fv1%2Fgonum%2Flapack%2Ftestlapack%2Fdpocon.go;h=7665cd27a1680b78850f36af5341e55a377dd51e;hp=0000000000000000000000000000000000000000;hb=db158dcf09436b003defd333f1a665e7e051d820;hpb=d09b7a78d44dc259725902b8141cdba0d716b121 diff --git a/vendor/gonum.org/v1/gonum/lapack/testlapack/dpocon.go b/vendor/gonum.org/v1/gonum/lapack/testlapack/dpocon.go new file mode 100644 index 00000000..7665cd27 --- /dev/null +++ b/vendor/gonum.org/v1/gonum/lapack/testlapack/dpocon.go @@ -0,0 +1,158 @@ +// 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) + } + } + } + } +}