1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212
|
// 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"
"gonum.org/v1/gonum/blas/blas64"
)
type Dgehrder interface {
Dgehrd(n, ilo, ihi int, a []float64, lda int, tau, work []float64, lwork int)
Dorgqr(m, n, k int, a []float64, lda int, tau, work []float64, lwork int)
}
func DgehrdTest(t *testing.T, impl Dgehrder) {
rnd := rand.New(rand.NewSource(1))
// Randomized tests for small matrix sizes that will most likely
// use the unblocked algorithm.
for _, n := range []int{1, 2, 3, 4, 5, 10, 34} {
for _, extra := range []int{0, 13} {
for _, optwork := range []bool{true, false} {
for cas := 0; cas < 10; cas++ {
ilo := rnd.Intn(n)
ihi := rnd.Intn(n)
if ilo > ihi {
ilo, ihi = ihi, ilo
}
testDgehrd(t, impl, n, ilo, ihi, extra, optwork, rnd)
}
}
}
}
// These are selected tests for larger matrix sizes to test the blocked
// algorithm. Use sizes around several powers of two because that is
// where the blocked path will most likely start to be taken. For
// example, at present the blocked algorithm is used for sizes larger
// than 129.
for _, test := range []struct {
n, ilo, ihi int
}{
{0, 0, -1},
{68, 0, 63},
{68, 0, 64},
{68, 0, 65},
{68, 0, 66},
{68, 0, 67},
{132, 2, 129},
{132, 1, 129}, // Size = 129, unblocked.
{132, 0, 129}, // Size = 130, blocked.
{132, 1, 130},
{132, 0, 130},
{132, 1, 131},
{132, 0, 131},
{260, 2, 257},
{260, 1, 257},
{260, 0, 257},
{260, 0, 258},
{260, 0, 259},
} {
for _, extra := range []int{0, 13} {
for _, optwork := range []bool{true, false} {
testDgehrd(t, impl, test.n, test.ilo, test.ihi, extra, optwork, rnd)
}
}
}
}
func testDgehrd(t *testing.T, impl Dgehrder, n, ilo, ihi, extra int, optwork bool, rnd *rand.Rand) {
const tol = 1e-13
a := randomGeneral(n, n, n+extra, rnd)
aCopy := a
aCopy.Data = make([]float64, len(a.Data))
copy(aCopy.Data, a.Data)
var tau []float64
if n > 1 {
tau = nanSlice(n - 1)
}
var work []float64
if optwork {
work = nanSlice(1)
impl.Dgehrd(n, ilo, ihi, a.Data, a.Stride, tau, work, -1)
work = nanSlice(int(work[0]))
} else {
work = nanSlice(max(1, n))
}
impl.Dgehrd(n, ilo, ihi, a.Data, a.Stride, tau, work, len(work))
if n == 0 {
// Just make sure there is no panic.
return
}
prefix := fmt.Sprintf("Case n=%v, ilo=%v, ihi=%v, extra=%v", n, ilo, ihi, extra)
// Check any invalid modifications of a.
if !generalOutsideAllNaN(a) {
t.Errorf("%v: out-of-range write to A\n%v", prefix, a.Data)
}
for i := ilo; i <= ihi; i++ {
for j := 0; j < min(ilo, i); j++ {
if a.Data[i*a.Stride+j] != aCopy.Data[i*aCopy.Stride+j] {
t.Errorf("%v: unexpected modification of A[%v,%v]", prefix, i, j)
}
}
}
for i := ihi + 1; i < n; i++ {
for j := 0; j < i; j++ {
if a.Data[i*a.Stride+j] != aCopy.Data[i*aCopy.Stride+j] {
t.Errorf("%v: unexpected modification of A[%v,%v]", prefix, i, j)
}
}
}
for i := 0; i <= ilo; i++ {
for j := i; j < ilo+1; j++ {
if a.Data[i*a.Stride+j] != aCopy.Data[i*aCopy.Stride+j] {
t.Errorf("%v: unexpected modification at A[%v,%v]", prefix, i, j)
}
}
for j := ihi + 1; j < n; j++ {
if a.Data[i*a.Stride+j] != aCopy.Data[i*aCopy.Stride+j] {
t.Errorf("%v: unexpected modification at A[%v,%v]", prefix, i, j)
}
}
}
for i := ihi + 1; i < n; i++ {
for j := i; j < n; j++ {
if a.Data[i*a.Stride+j] != aCopy.Data[i*aCopy.Stride+j] {
t.Errorf("%v: unexpected modification at A[%v,%v]", prefix, i, j)
}
}
}
// Check that tau has been assigned properly.
for i, v := range tau {
if math.IsNaN(v) {
t.Errorf("%v: unexpected NaN at tau[%v]", prefix, i)
}
}
// Extract Q and check that it is orthogonal.
q := eye(n, n)
if ilo != ihi {
for i := ilo + 2; i <= ihi; i++ {
for j := ilo + 1; j < ihi; j++ {
q.Data[i*q.Stride+j] = a.Data[i*a.Stride+j-1]
}
}
nh := ihi - ilo
impl.Dorgqr(nh, nh, nh, q.Data[(ilo+1)*q.Stride+ilo+1:], q.Stride, tau[ilo:ihi], work, len(work))
}
if resid := residualOrthogonal(q, false); resid > tol {
t.Errorf("%v: Q is not orthogonal; resid=%v, want<=%v", prefix, resid, tol)
}
// Construct Qᵀ * AOrig * Q and check that it is upper Hessenberg.
aq := blas64.General{
Rows: n,
Cols: n,
Stride: n,
Data: make([]float64, n*n),
}
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, aCopy, q, 0, aq)
qaq := blas64.General{
Rows: n,
Cols: n,
Stride: n,
Data: make([]float64, n*n),
}
blas64.Gemm(blas.Trans, blas.NoTrans, 1, q, aq, 0, qaq)
for i := 0; i <= ilo; i++ {
for j := ilo + 1; j <= ihi; j++ {
qaqij := qaq.Data[i*qaq.Stride+j]
diff := qaqij - a.Data[i*a.Stride+j]
if math.Abs(diff) > tol {
t.Errorf("%v: Qᵀ*AOrig*Q and A are not equal, diff at [%v,%v]=%v", prefix, i, j, diff)
}
}
}
for i := ilo + 1; i <= ihi; i++ {
for j := ilo; j < n; j++ {
qaqij := qaq.Data[i*qaq.Stride+j]
if j < i-1 {
if math.Abs(qaqij) > tol {
t.Errorf("%v: Qᵀ*AOrig*Q is not upper Hessenberg, [%v,%v]=%v", prefix, i, j, qaqij)
}
continue
}
diff := qaqij - a.Data[i*a.Stride+j]
if math.Abs(diff) > tol {
t.Errorf("%v: Qᵀ*AOrig*Q and A are not equal, diff at [%v,%v]=%v", prefix, i, j, diff)
}
}
}
}
|