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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274
|
// 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 Dlatrder interface {
Dlatrd(uplo blas.Uplo, n, nb int, a []float64, lda int, e, tau, w []float64, ldw int)
}
func DlatrdTest(t *testing.T, impl Dlatrder) {
const tol = 1e-14
rnd := rand.New(rand.NewSource(1))
for _, uplo := range []blas.Uplo{blas.Upper, blas.Lower} {
for _, test := range []struct {
n, nb, lda, ldw int
}{
{5, 2, 0, 0},
{5, 5, 0, 0},
{5, 3, 10, 11},
{5, 5, 10, 11},
} {
n := test.n
nb := test.nb
lda := test.lda
if lda == 0 {
lda = n
}
ldw := test.ldw
if ldw == 0 {
ldw = nb
}
// Allocate n×n matrix A and fill it with random numbers.
a := make([]float64, n*lda)
for i := range a {
a[i] = rnd.NormFloat64()
}
// Allocate output slices and matrix W and fill them
// with NaN. All their elements should be overwritten by
// Dlatrd.
e := make([]float64, n-1)
for i := range e {
e[i] = math.NaN()
}
tau := make([]float64, n-1)
for i := range tau {
tau[i] = math.NaN()
}
w := make([]float64, n*ldw)
for i := range w {
w[i] = math.NaN()
}
aCopy := make([]float64, len(a))
copy(aCopy, a)
// Reduce nb rows and columns of the symmetric matrix A
// defined by uplo triangle to symmetric tridiagonal
// form.
impl.Dlatrd(uplo, n, nb, a, lda, e, tau, w, ldw)
// Construct Q from elementary reflectors stored in
// columns of A.
q := blas64.General{
Rows: n,
Cols: n,
Stride: n,
Data: make([]float64, n*n),
}
// Initialize Q to the identity matrix.
for i := 0; i < n; i++ {
q.Data[i*q.Stride+i] = 1
}
if uplo == blas.Upper {
for i := n - 1; i >= n-nb; i-- {
if i == 0 {
continue
}
// Extract the elementary reflector v from A.
v := blas64.Vector{
Inc: 1,
Data: make([]float64, n),
}
for j := 0; j < i-1; j++ {
v.Data[j] = a[j*lda+i]
}
v.Data[i-1] = 1
// Compute H = I - tau[i-1] * v * vᵀ.
h := blas64.General{
Rows: n, Cols: n, Stride: n, Data: make([]float64, n*n),
}
for j := 0; j < n; j++ {
h.Data[j*n+j] = 1
}
blas64.Ger(-tau[i-1], v, v, h)
// Update Q <- Q * H.
qTmp := blas64.General{
Rows: n, Cols: n, Stride: n, Data: make([]float64, n*n),
}
copy(qTmp.Data, q.Data)
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, qTmp, h, 0, q)
}
} else {
for i := 0; i < nb; i++ {
if i == n-1 {
continue
}
// Extract the elementary reflector v from A.
v := blas64.Vector{
Inc: 1,
Data: make([]float64, n),
}
v.Data[i+1] = 1
for j := i + 2; j < n; j++ {
v.Data[j] = a[j*lda+i]
}
// Compute H = I - tau[i] * v * vᵀ.
h := blas64.General{
Rows: n, Cols: n, Stride: n, Data: make([]float64, n*n),
}
for j := 0; j < n; j++ {
h.Data[j*n+j] = 1
}
blas64.Ger(-tau[i], v, v, h)
// Update Q <- Q * H.
qTmp := blas64.General{
Rows: n, Cols: n, Stride: n, Data: make([]float64, n*n),
}
copy(qTmp.Data, q.Data)
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, qTmp, h, 0, q)
}
}
name := fmt.Sprintf("uplo=%c,n=%v,nb=%v", uplo, n, nb)
if resid := residualOrthogonal(q, false); resid > tol {
t.Errorf("Case %v: Q is not orthogonal; resid=%v, want<=%v", name, resid, tol)
}
aGen := genFromSym(blas64.Symmetric{N: n, Stride: lda, Uplo: uplo, Data: aCopy})
if !dlatrdCheckDecomposition(t, uplo, n, nb, e, a, lda, aGen, q, tol) {
t.Errorf("Case %v: Decomposition mismatch", name)
}
}
}
}
// dlatrdCheckDecomposition checks that the first nb rows have been successfully
// reduced.
func dlatrdCheckDecomposition(t *testing.T, uplo blas.Uplo, n, nb int, e, a []float64, lda int, aGen, q blas64.General, tol float64) bool {
// Compute ans = Qᵀ * A * Q.
// ans should be a tridiagonal matrix in the first or last nb rows and
// columns, depending on uplo.
tmp := blas64.General{
Rows: n,
Cols: n,
Stride: n,
Data: make([]float64, n*n),
}
ans := blas64.General{
Rows: n,
Cols: n,
Stride: n,
Data: make([]float64, n*n),
}
blas64.Gemm(blas.Trans, blas.NoTrans, 1, q, aGen, 0, tmp)
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, tmp, q, 0, ans)
// Compare the output of Dlatrd (stored in a and e) with the explicit
// reduction to tridiagonal matrix Qᵀ * A * Q (stored in ans).
if uplo == blas.Upper {
for i := n - nb; i < n; i++ {
for j := 0; j < n; j++ {
v := ans.Data[i*ans.Stride+j]
switch {
case i == j:
// Diagonal elements of a and ans should match.
if math.Abs(v-a[i*lda+j]) > tol {
return false
}
case i == j-1:
// Superdiagonal elements in a should be 1.
if math.Abs(a[i*lda+j]-1) > tol {
return false
}
// Superdiagonal elements of ans should match e.
if math.Abs(v-e[i]) > tol {
return false
}
case i == j+1:
default:
// All other elements should be 0.
if math.Abs(v) > tol {
return false
}
}
}
}
} else {
for i := 0; i < nb; i++ {
for j := 0; j < n; j++ {
v := ans.Data[i*ans.Stride+j]
switch {
case i == j:
// Diagonal elements of a and ans should match.
if math.Abs(v-a[i*lda+j]) > tol {
return false
}
case i == j-1:
case i == j+1:
// Subdiagonal elements in a should be 1.
if math.Abs(a[i*lda+j]-1) > tol {
return false
}
// Subdiagonal elements of ans should match e.
if math.Abs(v-e[i-1]) > tol {
return false
}
default:
// All other elements should be 0.
if math.Abs(v) > tol {
return false
}
}
}
}
}
return true
}
// genFromSym constructs a (symmetric) general matrix from the data in the
// symmetric.
// TODO(btracey): Replace other constructions of this with a call to this function.
func genFromSym(a blas64.Symmetric) blas64.General {
n := a.N
lda := a.Stride
uplo := a.Uplo
b := blas64.General{
Rows: n,
Cols: n,
Stride: n,
Data: make([]float64, n*n),
}
for i := 0; i < n; i++ {
for j := i; j < n; j++ {
v := a.Data[i*lda+j]
if uplo == blas.Lower {
v = a.Data[j*lda+i]
}
b.Data[i*n+j] = v
b.Data[j*n+i] = v
}
}
return b
}
|