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// Copyright ©2017 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 (
"testing"
"golang.org/x/exp/rand"
"gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/floats/scalar"
"gonum.org/v1/gonum/lapack"
)
type Dtgsjaer interface {
Dlanger
Dtgsja(jobU, jobV, jobQ lapack.GSVDJob, m, p, n, k, l int, a []float64, lda int, b []float64, ldb int, tola, tolb float64, alpha, beta, u []float64, ldu int, v []float64, ldv int, q []float64, ldq int, work []float64) (cycles int, ok bool)
}
func DtgsjaTest(t *testing.T, impl Dtgsjaer) {
const tol = 1e-14
rnd := rand.New(rand.NewSource(1))
for cas, test := range []struct {
m, p, n, k, l, lda, ldb, ldu, ldv, ldq int
ok bool
}{
{m: 5, p: 5, n: 5, k: 2, l: 2, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 5, p: 5, n: 5, k: 4, l: 1, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 5, p: 5, n: 10, k: 2, l: 2, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 5, p: 5, n: 10, k: 4, l: 1, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 5, p: 5, n: 10, k: 4, l: 2, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 10, p: 5, n: 5, k: 2, l: 2, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 10, p: 5, n: 5, k: 4, l: 1, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 10, p: 10, n: 10, k: 5, l: 3, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 10, p: 10, n: 10, k: 6, l: 4, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 5, p: 5, n: 5, k: 2, l: 2, lda: 10, ldb: 10, ldu: 10, ldv: 10, ldq: 10, ok: true},
{m: 5, p: 5, n: 5, k: 4, l: 1, lda: 10, ldb: 10, ldu: 10, ldv: 10, ldq: 10, ok: true},
{m: 5, p: 5, n: 10, k: 2, l: 2, lda: 20, ldb: 20, ldu: 10, ldv: 10, ldq: 20, ok: true},
{m: 5, p: 5, n: 10, k: 4, l: 1, lda: 20, ldb: 20, ldu: 10, ldv: 10, ldq: 20, ok: true},
{m: 5, p: 5, n: 10, k: 4, l: 2, lda: 20, ldb: 20, ldu: 10, ldv: 10, ldq: 20, ok: true},
{m: 10, p: 5, n: 5, k: 2, l: 2, lda: 10, ldb: 10, ldu: 20, ldv: 10, ldq: 10, ok: true},
{m: 10, p: 5, n: 5, k: 4, l: 1, lda: 10, ldb: 10, ldu: 20, ldv: 10, ldq: 10, ok: true},
{m: 10, p: 10, n: 10, k: 5, l: 3, lda: 20, ldb: 20, ldu: 20, ldv: 20, ldq: 20, ok: true},
{m: 10, p: 10, n: 10, k: 6, l: 4, lda: 20, ldb: 20, ldu: 20, ldv: 20, ldq: 20, ok: true},
} {
m := test.m
p := test.p
n := test.n
k := test.k
l := test.l
lda := test.lda
if lda == 0 {
lda = n
}
ldb := test.ldb
if ldb == 0 {
ldb = n
}
ldu := test.ldu
if ldu == 0 {
ldu = m
}
ldv := test.ldv
if ldv == 0 {
ldv = p
}
ldq := test.ldq
if ldq == 0 {
ldq = n
}
a := blockedUpperTriGeneral(m, n, k, l, lda, true, rnd)
aCopy := cloneGeneral(a)
b := blockedUpperTriGeneral(p, n, k, l, ldb, false, rnd)
bCopy := cloneGeneral(b)
tola := float64(max(m, n)) * impl.Dlange(lapack.Frobenius, m, n, a.Data, a.Stride, nil) * dlamchE
tolb := float64(max(p, n)) * impl.Dlange(lapack.Frobenius, p, n, b.Data, b.Stride, nil) * dlamchE
alpha := make([]float64, n)
beta := make([]float64, n)
work := make([]float64, 2*n)
u := nanGeneral(m, m, ldu)
v := nanGeneral(p, p, ldv)
q := nanGeneral(n, n, ldq)
_, ok := impl.Dtgsja(lapack.GSVDUnit, lapack.GSVDUnit, lapack.GSVDUnit,
m, p, n, k, l,
a.Data, a.Stride,
b.Data, b.Stride,
tola, tolb,
alpha, beta,
u.Data, u.Stride,
v.Data, v.Stride,
q.Data, q.Stride,
work)
if !ok {
if test.ok {
t.Errorf("test %d unexpectedly did not converge", cas)
}
continue
}
// Check orthogonality of U, V and Q.
if resid := residualOrthogonal(u, false); resid > tol {
t.Errorf("Case %v: U is not orthogonal; resid=%v, want<=%v", cas, resid, tol)
}
if resid := residualOrthogonal(v, false); resid > tol {
t.Errorf("Case %v: V is not orthogonal; resid=%v, want<=%v", cas, resid, tol)
}
if resid := residualOrthogonal(q, false); resid > tol {
t.Errorf("Case %v: Q is not orthogonal; resid=%v, want<=%v", cas, resid, tol)
}
// Check C^2 + S^2 = I.
var elements []float64
if m-k-l >= 0 {
elements = alpha[k : k+l]
} else {
elements = alpha[k:m]
}
for i := range elements {
i += k
d := alpha[i]*alpha[i] + beta[i]*beta[i]
if !scalar.EqualWithinAbsOrRel(d, 1, tol, tol) {
t.Errorf("test %d: alpha_%d^2 + beta_%d^2 != 1: got: %v", cas, i, i, d)
}
}
zeroR, d1, d2 := constructGSVDresults(n, p, m, k, l, a, b, alpha, beta)
// Check Uᵀ*A*Q = D1*[ 0 R ].
uTmp := nanGeneral(m, n, n)
blas64.Gemm(blas.Trans, blas.NoTrans, 1, u, aCopy, 0, uTmp)
uAns := nanGeneral(m, n, n)
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, uTmp, q, 0, uAns)
d10r := nanGeneral(m, n, n)
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, d1, zeroR, 0, d10r)
if !equalApproxGeneral(uAns, d10r, tol) {
t.Errorf("test %d: Uᵀ*A*Q != D1*[ 0 R ]\nUᵀ*A*Q:\n%+v\nD1*[ 0 R ]:\n%+v",
cas, uAns, d10r)
}
// Check Vᵀ*B*Q = D2*[ 0 R ].
vTmp := nanGeneral(p, n, n)
blas64.Gemm(blas.Trans, blas.NoTrans, 1, v, bCopy, 0, vTmp)
vAns := nanGeneral(p, n, n)
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, vTmp, q, 0, vAns)
d20r := nanGeneral(p, n, n)
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, d2, zeroR, 0, d20r)
if !equalApproxGeneral(vAns, d20r, tol) {
t.Errorf("test %d: Vᵀ*B*Q != D2*[ 0 R ]\nVᵀ*B*Q:\n%+v\nD2*[ 0 R ]:\n%+v",
cas, vAns, d20r)
}
}
}
|
