File: dgerqf.go

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// 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 (
	"fmt"
	"testing"

	"golang.org/x/exp/rand"

	"gonum.org/v1/gonum/blas"
	"gonum.org/v1/gonum/blas/blas64"
	"gonum.org/v1/gonum/lapack"
)

type Dgerqfer interface {
	Dgerqf(m, n int, a []float64, lda int, tau, work []float64, lwork int)
}

func DgerqfTest(t *testing.T, impl Dgerqfer) {
	rnd := rand.New(rand.NewSource(1))
	for _, m := range []int{0, 1, 2, 3, 4, 5, 6, 12, 129, 160} {
		for _, n := range []int{0, 1, 2, 3, 4, 5, 6, 12, 129, 160} {
			for _, lda := range []int{max(1, n), n + 4} {
				dgerqfTest(t, impl, rnd, m, n, lda)
			}
		}
	}
}

func dgerqfTest(t *testing.T, impl Dgerqfer, rnd *rand.Rand, m, n, lda int) {
	const tol = 1e-14

	a := randomGeneral(m, n, lda, rnd)
	aCopy := cloneGeneral(a)

	k := min(m, n)
	tau := make([]float64, k)
	for i := range tau {
		tau[i] = rnd.Float64()
	}

	work := []float64{0}
	impl.Dgerqf(m, n, a.Data, a.Stride, tau, work, -1)
	lwkopt := int(work[0])
	for _, wk := range []struct {
		name   string
		length int
	}{
		{name: "short", length: m},
		{name: "medium", length: lwkopt - 1},
		{name: "long", length: lwkopt},
	} {
		name := fmt.Sprintf("m=%d,n=%d,lda=%d,work=%v", m, n, lda, wk.name)

		lwork := max(max(1, m), wk.length)
		work = make([]float64, lwork)
		for i := range work {
			work[i] = rnd.Float64()
		}

		copyGeneral(a, aCopy)
		impl.Dgerqf(m, n, a.Data, a.Stride, tau, work, lwork)

		// Test that the RQ factorization has completed successfully. Compute
		// Q based on the vectors.
		q := constructQ("RQ", m, n, a.Data, a.Stride, tau)

		// Check that Q is orthogonal.
		if resid := residualOrthogonal(q, false); resid > tol*float64(m) {
			t.Errorf("Case %v: Q not orthogonal; resid=%v, want<=%v", name, resid, tol*float64(m))
		}

		// Check that A = R * Q
		r := zeros(m, n, n)
		for i := 0; i < m; i++ {
			off := m - n
			for j := max(0, i-off); j < n; j++ {
				r.Data[i*r.Stride+j] = a.Data[i*a.Stride+j]
			}
		}
		qra := cloneGeneral(aCopy)
		blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, r, q, -1, qra)
		resid := dlange(lapack.MaxColumnSum, qra.Rows, qra.Cols, qra.Data, qra.Stride)
		if resid > tol*float64(m) {
			t.Errorf("Case %v: |R*Q - A|=%v, want<=%v", name, resid, tol*float64(m))
		}
	}
}