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// Copyright ©2013 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 mat
import (
"math"
"sort"
"testing"
"golang.org/x/exp/rand"
"gonum.org/v1/gonum/floats"
)
func TestEigen(t *testing.T) {
t.Parallel()
for i, test := range []struct {
a *Dense
values []complex128
left *CDense
right *CDense
}{
{
a: NewDense(3, 3, []float64{
1, 0, 0,
0, 1, 0,
0, 0, 1,
}),
values: []complex128{1, 1, 1},
left: NewCDense(3, 3, []complex128{
1, 0, 0,
0, 1, 0,
0, 0, 1,
}),
right: NewCDense(3, 3, []complex128{
1, 0, 0,
0, 1, 0,
0, 0, 1,
}),
},
{
// Values compared with numpy.
a: NewDense(4, 4, []float64{
0.9025, 0.025, 0.475, 0.0475,
0.0475, 0.475, 0.475, 0.0025,
0.0475, 0.025, 0.025, 0.9025,
0.0025, 0.475, 0.025, 0.0475,
}),
values: []complex128{1, 0.7300317046114154, -0.1400158523057075 + 0.452854925738716i, -0.1400158523057075 - 0.452854925738716i},
left: NewCDense(4, 4, []complex128{
0.5, -0.3135167160788313, -0.02058121780136903 + 0.004580939300127051i, -0.02058121780136903 - 0.004580939300127051i,
0.5, 0.7842199280224781, 0.37551026954193356 - 0.2924634904103879i, 0.37551026954193356 + 0.2924634904103879i,
0.5, 0.33202200780783525, 0.16052616322784943 + 0.3881393645202527i, 0.16052616322784943 - 0.3881393645202527i,
0.5, 0.42008065840123954, -0.7723935249234155, -0.7723935249234155,
}),
right: NewCDense(4, 4, []complex128{
0.9476399565969628, -0.8637347682162745, -0.2688989440320280 - 0.1282234938321029i, -0.2688989440320280 + 0.1282234938321029i,
0.2394935907064427, 0.3457075153704627, -0.3621360383713332 - 0.2583198964498771i, -0.3621360383713332 + 0.2583198964498771i,
0.1692743801716332, 0.2706851011641580, 0.7426369401030960, 0.7426369401030960,
0.1263626404003607, 0.2473421516816520, -0.1116019576997347 + 0.3865433902819795i, -0.1116019576997347 - 0.3865433902819795i,
}),
},
} {
var e1, e2, e3, e4 Eigen
ok := e1.Factorize(test.a, EigenBoth)
if !ok {
panic("bad factorization")
}
e2.Factorize(test.a, EigenRight)
e3.Factorize(test.a, EigenLeft)
e4.Factorize(test.a, EigenNone)
v1 := e1.Values(nil)
if !cmplxEqualTol(v1, test.values, 1e-14) {
t.Errorf("eigenvalue mismatch. Case %v", i)
}
var left CDense
e1.LeftVectorsTo(&left)
if !CEqualApprox(&left, test.left, 1e-14) {
t.Errorf("left eigenvector mismatch. Case %v", i)
}
var right CDense
e1.VectorsTo(&right)
if !CEqualApprox(&right, test.right, 1e-14) {
t.Errorf("right eigenvector mismatch. Case %v", i)
}
// Check that the eigenvectors and values are the same in all combinations.
if !cmplxEqual(v1, e2.Values(nil)) {
t.Errorf("eigenvector mismatch. Case %v", i)
}
if !cmplxEqual(v1, e3.Values(nil)) {
t.Errorf("eigenvector mismatch. Case %v", i)
}
if !cmplxEqual(v1, e4.Values(nil)) {
t.Errorf("eigenvector mismatch. Case %v", i)
}
var right2 CDense
e2.VectorsTo(&right2)
if !CEqual(&right, &right2) {
t.Errorf("right eigenvector mismatch. Case %v", i)
}
var left3 CDense
e3.LeftVectorsTo(&left3)
if !CEqual(&left, &left3) {
t.Errorf("left eigenvector mismatch. Case %v", i)
}
// TODO(btracey): Also add in a test for correctness when #308 is
// resolved and we have a CMat.Mul().
}
}
func cmplxEqual(v1, v2 []complex128) bool {
for i, v := range v1 {
if v != v2[i] {
return false
}
}
return true
}
func cmplxEqualTol(v1, v2 []complex128, tol float64) bool {
for i, v := range v1 {
if !cEqualWithinAbsOrRel(v, v2[i], tol, tol) {
return false
}
}
return true
}
func TestEigenSym(t *testing.T) {
t.Parallel()
const tol = 1e-14
// Hand coded tests with results from lapack.
for cas, test := range []struct {
mat *SymDense
values []float64
vectors *Dense
}{
{
mat: NewSymDense(3, []float64{8, 2, 4, 2, 6, 10, 4, 10, 5}),
values: []float64{-4.707679201365891, 6.294580208480216, 17.413098992885672},
vectors: NewDense(3, 3, []float64{
-0.127343483135656, -0.902414161226903, -0.411621572466779,
-0.664177720955769, 0.385801900032553, -0.640331827193739,
0.736648893495999, 0.191847792659746, -0.648492738712395,
}),
},
} {
var es EigenSym
ok := es.Factorize(test.mat, true)
if !ok {
t.Errorf("case %d: bad test", cas)
continue
}
if !floats.EqualApprox(test.values, es.values, tol) {
t.Errorf("case %d: eigenvalue mismatch", cas)
}
if !EqualApprox(test.vectors, es.vectors, tol) {
t.Errorf("case %d: eigenvector mismatch", cas)
}
var es2 EigenSym
es2.Factorize(test.mat, false)
if !floats.EqualApprox(es2.values, es.values, tol) {
t.Errorf("case %d: eigenvalue mismatch when no vectors computed", cas)
}
}
// Randomized tests
rnd := rand.New(rand.NewSource(1))
for _, n := range []int{1, 2, 3, 5, 10, 70} {
for cas := 0; cas < 10; cas++ {
a := make([]float64, n*n)
for i := range a {
a[i] = rnd.NormFloat64()
}
s := NewSymDense(n, a)
var es EigenSym
ok := es.Factorize(s, true)
if !ok {
t.Errorf("n=%d,cas=%d: bad test", n, cas)
continue
}
// Check that A and EigenSym are equal as Matrix.
if !EqualApprox(s, &es, tol*float64(n)) {
t.Errorf("n=%d,cas=%d: A and EigenSym are not equal as Matrix", n, cas)
}
if !EqualApprox(s.T(), es.T(), tol*float64(n)) {
t.Errorf("n=%d,cas=%d: Aᵀ and EigenSymᵀ are not equal as Matrix", n, cas)
}
// Check that the eigenvectors are orthonormal.
if !isOrthonormal(es.vectors, 1e-8) {
t.Errorf("n=%d,cas=%d: eigenvectors not orthonormal", n, cas)
}
// Check that the eigenvalues are actually eigenvalues.
for i := 0; i < n; i++ {
v := NewVecDense(n, Col(nil, i, es.vectors))
var m VecDense
m.MulVec(s, v)
var scal VecDense
scal.ScaleVec(es.values[i], v)
if !EqualApprox(&m, &scal, 1e-8) {
t.Errorf("n=%d,cas=%d: eigenvalue %d does not match", n, cas, i)
}
}
// Check that A = Q * D * Qᵀ using the Raw methods.
var got Dense
got.Product(es.RawQ(), NewDiagDense(n, es.RawValues()), es.RawQ().T())
if !EqualApprox(s, &got, tol*float64(n)) {
var diff Dense
diff.Sub(s, &got)
diff.Apply(func(i, j int, v float64) float64 { return math.Abs(diff.At(i, j)) }, &diff)
t.Errorf("n=%d,cas=%d: A not reconstructed from Q*D*Qᵀ\n|diff|=%v", n, cas,
Formatted(&diff, Prefix(" ")))
}
// Check that the eigenvalues are in ascending order.
if !sort.Float64sAreSorted(es.values) {
t.Errorf("n=%d,cas=%d: eigenvalues not ascending", n, cas)
}
}
}
}
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