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// Copyright (c) 2017-2023, University of Tennessee. All rights reserved.
// SPDX-License-Identifier: BSD-3-Clause
// This program is free software: you can redistribute it and/or modify it under
// the terms of the BSD 3-Clause license. See the accompanying LICENSE file.
#include <exception>
#include <string>
#include <vector>
#include <limits>
#include <complex>
#include "matrix_params.hh"
#include "matrix_generator.hh"
// -----------------------------------------------------------------------------
// ANSI color codes
using testsweeper::ansi_esc;
using testsweeper::ansi_red;
using testsweeper::ansi_bold;
using testsweeper::ansi_normal;
// -----------------------------------------------------------------------------
/// Splits a string by any of the delimiters.
/// Adjacent delimiters will give empty tokens.
/// See https://stackoverflow.com/questions/53849
/// @ingroup util
std::vector< std::string >
split( const std::string& str, const std::string& delims );
std::vector< std::string >
split( const std::string& str, const std::string& delims )
{
size_t npos = std::string::npos;
std::vector< std::string > tokens;
size_t start = (str.size() > 0 ? 0 : npos);
while (start != npos) {
size_t end = str.find_first_of( delims, start );
tokens.push_back( str.substr( start, end - start ));
start = (end == npos ? npos : end + 1);
}
return tokens;
}
// =============================================================================
namespace lapack {
// -----------------------------------------------------------------------------
/// Generates sigma vector of singular or eigenvalues, according to distribution.
///
/// Internal function, called from generate_matrix().
///
/// @ingroup generate_matrix
template< typename scalar_t >
void generate_sigma(
MatrixParams& params,
Dist dist, bool rand_sign,
blas::real_type<scalar_t> cond,
blas::real_type<scalar_t> sigma_max,
Matrix<scalar_t>& A,
Vector< blas::real_type<scalar_t> >& sigma )
{
using real_t = blas::real_type<scalar_t>;
// constants
const scalar_t c_zero = 0;
// locals
int64_t minmn = std::min( A.m, A.n );
require( minmn == sigma.n );
switch (dist) {
case Dist::arith:
for (int64_t i = 0; i < minmn; ++i) {
sigma[i] = 1 - i / real_t(minmn - 1) * (1 - 1/cond);
}
break;
case Dist::rarith:
for (int64_t i = 0; i < minmn; ++i) {
sigma[i] = 1 - (minmn - 1 - i) / real_t(minmn - 1) * (1 - 1/cond);
}
break;
case Dist::geo:
for (int64_t i = 0; i < minmn; ++i) {
sigma[i] = pow( cond, -i / real_t(minmn - 1) );
}
break;
case Dist::rgeo:
for (int64_t i = 0; i < minmn; ++i) {
sigma[i] = pow( cond, -(minmn - 1 - i) / real_t(minmn - 1) );
}
break;
case Dist::cluster0:
sigma[0] = 1;
for (int64_t i = 1; i < minmn; ++i) {
sigma[i] = 1/cond;
}
break;
case Dist::rcluster0:
for (int64_t i = 0; i < minmn-1; ++i) {
sigma[i] = 1/cond;
}
sigma[minmn-1] = 1;
break;
case Dist::cluster1:
for (int64_t i = 0; i < minmn-1; ++i) {
sigma[i] = 1;
}
sigma[minmn-1] = 1/cond;
break;
case Dist::rcluster1:
sigma[0] = 1/cond;
for (int64_t i = 1; i < minmn; ++i) {
sigma[i] = 1;
}
break;
case Dist::logrand: {
real_t range = log( 1/cond );
lapack::larnv( idist_rand, params.iseed, sigma.n, sigma(0) );
for (int64_t i = 0; i < minmn; ++i) {
sigma[i] = exp( sigma[i] * range );
}
// make cond exact
if (minmn >= 2) {
sigma[0] = 1;
sigma[1] = 1/cond;
}
break;
}
case Dist::randn:
case Dist::rands:
case Dist::rand: {
int64_t idist = (int64_t) dist;
lapack::larnv( idist, params.iseed, sigma.n, sigma(0) );
break;
}
case Dist::specified:
// user-specified sigma values; don't modify
sigma_max = 1;
rand_sign = false;
break;
case Dist::none:
throw lapack::Error();
break;
}
if (sigma_max != 1) {
blas::scal( sigma.n, sigma_max, sigma(0), 1 );
}
if (rand_sign) {
// apply random signs
for (int64_t i = 0; i < minmn; ++i) {
if (rand() > RAND_MAX/2) {
sigma[i] = -sigma[i];
}
}
}
// copy sigma => A
lapack::laset( lapack::MatrixType::General, A.m, A.n, c_zero, c_zero, A(0,0), A.ld );
for (int64_t i = 0; i < minmn; ++i) {
*A(i,i) = sigma[i];
}
}
// -----------------------------------------------------------------------------
/// Given matrix A with singular values such that sum(sigma_i^2) = n,
/// returns A with columns of unit norm, with the same condition number.
/// see: Davies and Higham, 2000, Numerically stable generation of correlation
/// matrices and their factors.
///
/// Internal function, called from generate_matrix().
///
/// @ingroup generate_matrix
template< typename scalar_t >
void generate_correlation_factor( Matrix<scalar_t>& A )
{
//const scalar_t eps = std::numeric_limits<scalar_t>::epsilon();
Vector<scalar_t> x( A.n );
for (int64_t j = 0; j < A.n; ++j) {
x[j] = blas::dot( A.m, A(0,j), 1, A(0,j), 1 );
}
for (int64_t i = 0; i < A.n; ++i) {
for (int64_t j = 0; j < A.n; ++j) {
if ((x[i] < 1 && 1 < x[j]) || (x[i] > 1 && 1 > x[j])) {
scalar_t xij, d, t, c, s;
xij = blas::dot( A.m, A(0,i), 1, A(0,j), 1 );
d = sqrt( xij*xij - (x[i] - 1)*(x[j] - 1) );
t = (xij + std::copysign( d, xij )) / (x[j] - 1);
c = 1 / sqrt(1 + t*t);
s = c*t;
blas::rot( A.m, A(0,i), 1, A(0,j), 1, c, -s );
x[i] = blas::dot( A.m, A(0,i), 1, A(0,i), 1 );
//if (x[i] - 1 > 30*eps) {
// printf( "i %d, x[i] %.6f, x[i] - 1 %.6e, 30*eps %.6e\n",
// i, x[i], x[i] - 1, 30*eps );
//}
//assert( x[i] - 1 < 30*eps );
x[i] = 1;
x[j] = blas::dot( A.m, A(0,j), 1, A(0,j), 1 );
break;
}
}
}
}
// -----------------------------------------------------------------------------
// specialization to complex
// can't use Higham's algorithm in complex
template<>
void generate_correlation_factor( Matrix<std::complex<float>>& A )
{
throw lapack::Error( "not implemented" );
}
template<>
void generate_correlation_factor( Matrix<std::complex<double>>& A )
{
throw lapack::Error( "not implemented" );
}
// -----------------------------------------------------------------------------
/// Generates matrix using SVD, $A = U Sigma V^H$.
///
/// Internal function, called from generate_matrix().
///
/// @ingroup generate_matrix
template< typename scalar_t >
void generate_svd(
MatrixParams& params,
Dist dist,
blas::real_type<scalar_t> cond,
blas::real_type<scalar_t> condD,
blas::real_type<scalar_t> sigma_max,
Matrix<scalar_t>& A,
Vector< blas::real_type<scalar_t> >& sigma )
{
using real_t = blas::real_type<scalar_t>;
// locals
int64_t m = A.m;
int64_t n = A.n;
int64_t maxmn = std::max( m, n );
int64_t minmn = std::min( m, n );
int64_t sizeU;
int64_t info = 0;
Matrix<scalar_t> U( maxmn, minmn );
Vector<scalar_t> tau( minmn );
// ----------
generate_sigma( params, dist, false, cond, sigma_max, A, sigma );
// for generate correlation factor, need sum sigma_i^2 = n
// scaling doesn't change cond
if (condD != 1) {
real_t sum_sq = blas::dot( sigma.n, sigma(0), 1, sigma(0), 1 );
real_t scale = sqrt( sigma.n / sum_sq );
blas::scal( sigma.n, scale, sigma(0), 1 );
// copy sigma to diag(A)
for (int64_t i = 0; i < sigma.n; ++i) {
*A(i,i) = *sigma(i);
}
}
// random U, m-by-minmn
// just make each random column into a Householder vector;
// no need to update subsequent columns (as in geqrf).
sizeU = U.size();
lapack::larnv( idist_randn, params.iseed, sizeU, U(0,0) );
for (int64_t j = 0; j < minmn; ++j) {
int64_t mj = m - j;
lapack::larfg( mj, U(j,j), U(j+1,j), 1, tau(j) );
}
// A = U*A
lapack::unmqr( lapack::Side::Left, lapack::Op::NoTrans, A.m, A.n, minmn,
U(0,0), U.ld, tau(0), A(0,0), A.ld );
require( info == 0 );
// random V, n-by-minmn (stored column-wise in U)
lapack::larnv( idist_randn, params.iseed, sizeU, U(0,0) );
for (int64_t j = 0; j < minmn; ++j) {
int64_t nj = n - j;
lapack::larfg( nj, U(j,j), U(j+1,j), 1, tau(j) );
}
// A = A*V^H
lapack::unmqr( lapack::Side::Right, lapack::Op::ConjTrans, A.m, A.n, minmn,
U(0,0), U.ld, tau(0), A(0,0), A.ld );
require( info == 0 );
if (condD != 1) {
// A = A*W, W orthogonal, such that A has unit column norms
// i.e., A'*A is a correlation matrix with unit diagonal
generate_correlation_factor( A );
// A = A*D col scaling
Vector<real_t> D( A.n );
real_t range = log( condD );
lapack::larnv( idist_rand, params.iseed, D.n, D(0) );
for (int64_t i = 0; i < D.n; ++i) {
D[i] = exp( D[i] * range );
}
// TODO: add argument to return D to caller?
if (params.verbose) {
printf( "D = [" );
for (int64_t i = 0; i < D.n; ++i) {
printf( " %11.8g", D[i] );
}
printf( " ];\n" );
}
for (int64_t j = 0; j < A.n; ++j) {
for (int64_t i = 0; i < A.m; ++i) {
*A(i,j) *= D[j];
}
}
}
}
// -----------------------------------------------------------------------------
/// Generates matrix using Hermitian eigenvalue decomposition, $A = U Sigma U^H$.
///
/// Internal function, called from generate_matrix().
///
/// @ingroup generate_matrix
template< typename scalar_t >
void generate_heev(
MatrixParams& params,
Dist dist, bool rand_sign,
blas::real_type<scalar_t> cond,
blas::real_type<scalar_t> condD,
blas::real_type<scalar_t> sigma_max,
Matrix<scalar_t>& A,
Vector< blas::real_type<scalar_t> >& sigma )
{
using real_t = blas::real_type<scalar_t>;
// check inputs
require( A.m == A.n );
// locals
int64_t n = A.n;
int64_t sizeU;
int64_t info = 0;
Matrix<scalar_t> U( n, n );
Vector<scalar_t> tau( n );
// ----------
generate_sigma( params, dist, rand_sign, cond, sigma_max, A, sigma );
// random U, n-by-n
// just make each random column into a Householder vector;
// no need to update subsequent columns (as in geqrf).
sizeU = U.size();
lapack::larnv( idist_randn, params.iseed, sizeU, U(0,0) );
for (int64_t j = 0; j < n; ++j) {
int64_t nj = n - j;
lapack::larfg( nj, U(j,j), U(j+1,j), 1, tau(j) );
}
// A = U*A
lapack::unmqr( lapack::Side::Left, lapack::Op::NoTrans, n, n, n,
U(0,0), U.ld, tau(0), A(0,0), A.ld );
require( info == 0 );
// A = A*U^H
lapack::unmqr( lapack::Side::Right, lapack::Op::ConjTrans, n, n, n,
U(0,0), U.ld, tau(0), A(0,0), A.ld );
require( info == 0 );
// make diagonal real
// usually LAPACK ignores imaginary part anyway, but Matlab doesn't
for (int i = 0; i < n; ++i) {
*A(i,i) = std::real( *A(i,i) );
}
if (condD != 1) {
// A = D*A*D row & column scaling
Vector<real_t> D( n );
real_t range = log( condD );
lapack::larnv( idist_rand, params.iseed, n, D(0) );
for (int64_t i = 0; i < n; ++i) {
D[i] = exp( D[i] * range );
}
for (int64_t j = 0; j < n; ++j) {
for (int64_t i = 0; i < n; ++i) {
*A(i,j) *= D[i] * D[j];
}
}
}
}
// -----------------------------------------------------------------------------
/// Generates matrix using general eigenvalue decomposition, $A = V T V^H$,
/// with orthogonal eigenvectors.
/// Not yet implemented.
///
/// Internal function, called from generate_matrix().
///
/// @ingroup generate_matrix
template< typename scalar_t >
void generate_geev(
MatrixParams& params,
Dist dist,
blas::real_type<scalar_t> cond,
blas::real_type<scalar_t> sigma_max,
Matrix<scalar_t>& A,
Vector< blas::real_type<scalar_t> >& sigma )
{
throw std::exception(); // not implemented
}
// -----------------------------------------------------------------------------
/// Generates matrix using general eigenvalue decomposition, $A = X T X^{-1}$,
/// with random eigenvectors.
/// Not yet implemented.
///
/// Internal function, called from generate_matrix().
///
/// @ingroup generate_matrix
template< typename scalar_t >
void generate_geevx(
MatrixParams& params,
Dist dist,
blas::real_type<scalar_t> cond,
blas::real_type<scalar_t> sigma_max,
Matrix<scalar_t>& A,
Vector< blas::real_type<scalar_t> >& sigma )
{
throw std::exception(); // not implemented
}
// -----------------------------------------------------------------------------
void generate_matrix_usage()
{
printf(
"The --matrix, --cond, and --condD parameters specify a test matrix.\n"
"See Test routines: generate_matrix in the HTML documentation for a\n"
"complete description.\n"
"\n"
"%s--matrix%s is one of following:\n"
"\n"
"%sMatrix%s | %sDescription%s\n"
"----------|-------------\n"
"zero | all zero\n"
"identity | ones on diagonal, rest zero\n"
"jordan | ones on diagonal and first subdiagonal, rest zero\n"
" | \n"
"rand@ | matrix entries random uniform on (0, 1)\n"
"rands@ | matrix entries random uniform on (-1, 1)\n"
"randn@ | matrix entries random normal with mean 0, std 1\n"
" | \n"
"diag^@ | A = Sigma\n"
"svd^@ | A = U Sigma V^H\n"
"poev^@ | A = V Sigma V^H (eigenvalues positive, i.e., matrix SPD)\n"
"spd^@ | alias for poev\n"
"heev^@ | A = V Lambda V^H (eigenvalues mixed signs)\n"
"syev^@ | alias for heev\n"
"geev^@ | A = V T V^H, Schur-form T [not yet implemented]\n"
"geevx^@ | A = X T X^{-1}, Schur-form T, X ill-conditioned [not yet implemented]\n"
"\n"
"^ and @ denote optional suffixes described below.\n"
"\n"
"%s^ Distribution%s | %sDescription%s\n"
"----------------|-------------\n"
"_logrand | log(sigma_i) random uniform on [ log(1/cond), log(1) ]; default\n"
"_arith | sigma_i = 1 - frac{i - 1}{n - 1} (1 - 1/cond); arithmetic: sigma_{i+1} - sigma_i is constant\n"
"_geo | sigma_i = (cond)^{ -(i-1)/(n-1) }; geometric: sigma_{i+1} / sigma_i is constant\n"
"_cluster0 | sigma = [ 1, 1/cond, ..., 1/cond ]; 1 unit value, n-1 small values\n"
"_cluster1 | sigma = [ 1, ..., 1, 1/cond ]; n-1 unit values, 1 small value\n"
"_rarith | _arith, reversed order\n"
"_rgeo | _geo, reversed order\n"
"_rcluster0 | _cluster0, reversed order\n"
"_rcluster1 | _cluster1, reversed order\n"
"_specified | user specified sigma on input\n"
" | \n"
"_rand | sigma_i random uniform on (0, 1)\n"
"_rands | sigma_i random uniform on (-1, 1)\n"
"_randn | sigma_i random normal with mean 0, std 1\n"
"\n"
"%s@ Scaling%s | %sDescription%s\n"
"----------------|-------------\n"
"_ufl | scale near underflow = 1e-308 for double\n"
"_ofl | scale near overflow = 2e+308 for double\n"
"_small | scale near sqrt( underflow ) = 1e-154 for double\n"
"_large | scale near sqrt( overflow ) = 6e+153 for double\n"
"\n"
"%s@ Modifier%s | %sDescription%s\n"
"----------------|-------------\n"
"_dominant | make matrix diagonally dominant\n"
"\n",
ansi_bold, ansi_normal,
ansi_bold, ansi_normal,
ansi_bold, ansi_normal,
ansi_bold, ansi_normal,
ansi_bold, ansi_normal,
ansi_bold, ansi_normal,
ansi_bold, ansi_normal,
ansi_bold, ansi_normal,
ansi_bold, ansi_normal
);
}
// -----------------------------------------------------------------------------
/// Generates an m-by-n test matrix.
/// Similar to LAPACK's libtmg functionality, but a level 3 BLAS implementation.
///
/// @param[in] params
/// Test matrix parameters. Uses matrix, cond, condD parameters;
/// see further details.
///
/// @param[out] A
/// Complex array, dimension (lda, n).
/// On output, the m-by-n test matrix A in an lda-by-n array.
///
/// @param[in,out] sigma
/// Real array, dimension (min(m,n))
/// - On input with matrix distribution "_specified",
/// contains user-specified singular or eigenvalues.
/// - On output, contains singular or eigenvalues, if known,
/// else set to NaN. sigma is not necesarily sorted.
///
/// ### Further Details
///
/// The **matrix** parameter specifies the matrix kind according to the
/// tables below. As indicated, kinds take an optional distribution suffix (^)
/// and an optional scaling and modifier suffix (@).
/// The default distribution is logrand.
/// Examples: rand, rand_small, svd_arith, heev_geo_small.
///
/// The **cond** parameter specifies the condition number $cond(S)$, where $S$ is either
/// the singular values $\Sigma$ or the eigenvalues $\Lambda$, as described by the
/// distributions below. It does not apply to some matrices and distributions.
/// For geev and geevx, cond(A) is generally much worse than cond(S).
/// If _dominant is applied, cond(A) generally improves.
/// By default, cond(S) = sqrt( 1/eps ) = 6.7e7 for double, 2.9e3 for single.
///
/// The **condD** parameter specifies the condition number cond(D), where D is
/// a diagonal scaling matrix [1]. By default, condD = 1. If condD != 1, then:
/// - For matrix = svd, set $A = A_0 K D$, where $A_0 = U \Sigma V^H$,
/// $D$ has log-random entries in $[ \log(1/condD), \log(1) ]$, and
/// $K$ is diagonal such that columns of $B = A_0 K$ have unit norm,
/// hence $B^T B$ has unit diagonal.
///
/// - For matrix = heev, set $A = D A_0 D$, where $A_0 = U \Lambda U^H$,
/// $D$ has log-random entries in $[ \log(1/condD), \log(1) ]$.
/// TODO: set $A = D K A_0 K D$ where
/// $K$ is diagonal such that $B = K A_0 K$ has unit diagonal.
///
/// Note using condD changes the singular or eigenvalues of $A$;
/// on output, sigma contains the singular or eigenvalues of $A_0$, not of $A$.
///
/// Notation used below:
/// $\Sigma$ is a diagonal matrix with entries $\sigma_i$ for $i = 1, \dots, n$;
/// $\Lambda$ is a diagonal matrix with entries $\lambda_i = \pm \sigma_i$,
/// with random sign;
/// $U$ and $V$ are random orthogonal matrices from the Haar distribution [2],
/// $X$ is a random matrix.
///
/// See LAPACK Working Note (LAWN) 41:\n
/// Table 5 (Test matrices for the nonsymmetric eigenvalue problem)\n
/// Table 10 (Test matrices for the symmetric eigenvalue problem)\n
/// Table 11 (Test matrices for the singular value decomposition)
///
/// Matrix | Description
/// ---------|------------
/// zero | all zero
/// identity | ones on diagonal, rest zero
/// jordan | ones on diagonal and first subdiagonal, rest zero
/// -- | --
/// rand@ | matrix entries random uniform on (0, 1)
/// rands@ | matrix entries random uniform on (-1, 1)
/// randn@ | matrix entries random normal with mean 0, std 1
/// -- | --
/// diag^@ | $A = \Sigma$
/// svd^@ | $A = U \Sigma V^H$
/// poev^@ | $A = V \Sigma V^H$ (eigenvalues positive, i.e., matrix SPD)
/// spd^@ | alias for poev
/// heev^@ | $A = V \Lambda V^H$ (eigenvalues mixed signs)
/// syev^@ | alias for heev
/// geev^@ | $A = V T V^H$, Schur-form $T$ [not yet implemented]
/// geevx^@ | $A = X T X^{-1}$, Schur-form $T$, $X$ ill-conditioned [not yet implemented]
///
/// Note for geev that $cond(\Lambda)$ is specified, where $\Lambda = diag(T)$;
/// while $cond(T)$ and $cond(A)$ are usually much worse.
///
/// ^ and @ denote optional suffixes described below.
///
/// ^ Distribution | Description
/// ----------------|--------------
/// _logrand | $\log(\sigma_i)$ random uniform on $[ \log(1/cond), \log(1) ]$; default
/// _arith | $\sigma_i = 1 - \frac{i - 1}{n - 1} (1 - 1/cond)$; arithmetic: $\sigma_{i+1} - \sigma_i$ is constant
/// _geo | $\sigma_i = (cond)^{ -(i-1)/(n-1) }$; geometric: $\sigma_{i+1} / \sigma_i$ is constant
/// _cluster0 | $\Sigma = [ 1, 1/cond, ..., 1/cond ]$; 1 unit value, $n-1$ small values
/// _cluster1 | $\Sigma = [ 1, ..., 1, 1/cond ]$; $n-1$ unit values, 1 small value
/// _rarith | _arith, reversed order
/// _rgeo | _geo, reversed order
/// _rcluster0 | _cluster0, reversed order
/// _rcluster1 | _cluster1, reversed order
/// _specified | user specified sigma on input
/// -- | --
/// _rand | $\sigma_i$ random uniform on (0, 1)
/// _rands | $\sigma_i$ random uniform on (-1, 1)
/// _randn | $\sigma_i$ random normal with mean 0, std 1
///
/// Note _rand, _rands, _randn do not use cond; the condition number is random.
/// For randn, Expected( log( cond ) ) = log( 4.65 n ) [Edelman, 1988].
///
/// Note for _rands and _randn, $\Sigma$ contains negative values.
/// This means poev_rands and poev_randn will not generate an SPD matrix.
///
/// @ Scaling | Description
/// ----------------|-------------
/// _ufl | scale near underflow = 1e-308 for double
/// _ofl | scale near overflow = 2e+308 for double
/// _small | scale near sqrt( underflow ) = 1e-154 for double
/// _large | scale near sqrt( overflow ) = 6e+153 for double
///
/// Note scaling changes the singular or eigenvalues, but not the condition number.
///
/// @ Modifier | Description
/// ----------------|-------------
/// _dominant | diagonally dominant: set $A_{i,i} = \pm \max_i( \sum_j |A_{i,j}|, \sum_j |A_{j,i}| )$.
///
/// Note _dominant changes the singular or eigenvalues, and the condition number.
///
/// ### References
///
/// [1] Demmel and Veselic, Jacobi's method is more accurate than QR, 1992.
///
/// [2] Stewart, The efficient generation of random orthogonal matrices
/// with an application to condition estimators, 1980.
///
/// @ingroup generate_matrix
template< typename scalar_t >
void generate_matrix(
MatrixParams& params,
Matrix<scalar_t>& A,
Vector< blas::real_type<scalar_t> >& sigma )
{
using real_t = blas::real_type<scalar_t>;
// constants
const real_t nan = std::numeric_limits<real_t>::quiet_NaN();
const real_t d_zero = 0;
const real_t d_one = 1;
const real_t ufl = std::numeric_limits< real_t >::min(); // == lamch("safe min") == 1e-38 or 2e-308
const real_t ofl = 1 / ufl; // 8e37 or 4e307
const real_t eps = std::numeric_limits< real_t >::epsilon(); // == lamch("precision") == 1.2e-7 or 2.2e-16
const scalar_t c_zero = 0;
const scalar_t c_one = 1;
// locals
std::string kind = params.kind();
std::vector< std::string > tokens = split( kind, "-_" );
real_t cond = params.cond();
bool cond_default = std::isnan( cond );
if (cond_default) {
cond = 1 / sqrt( eps );
}
real_t condD = params.condD();
bool condD_default = std::isnan( condD );
if (condD_default) {
condD = 1;
}
real_t sigma_max = 1;
int64_t minmn = std::min( A.m, A.n );
// ----------
// set sigma to unknown (nan)
lapack::laset( lapack::MatrixType::General, sigma.n, 1, nan, nan, sigma(0), sigma.n );
// ----- decode matrix type
auto token = tokens.begin();
if (token == tokens.end()) {
throw std::runtime_error( "Error: empty matrix kind\n" );
}
std::string base = *token;
++token;
TestMatrixType type = TestMatrixType::identity;
if (base == "zero" ) { type = TestMatrixType::zero; }
else if (base == "identity") { type = TestMatrixType::identity; }
else if (base == "jordan" ) { type = TestMatrixType::jordan; }
else if (base == "randn" ) { type = TestMatrixType::randn; }
else if (base == "rands" ) { type = TestMatrixType::rands; }
else if (base == "rand" ) { type = TestMatrixType::rand; }
else if (base == "diag" ) { type = TestMatrixType::diag; }
else if (base == "svd" ) { type = TestMatrixType::svd; }
else if (base == "poev" ||
base == "spd" ) { type = TestMatrixType::poev; }
else if (base == "heev" ||
base == "syev" ) { type = TestMatrixType::heev; }
else if (base == "geevx" ) { type = TestMatrixType::geevx; }
else if (base == "geev" ) { type = TestMatrixType::geev; }
else {
fprintf( stderr, "%sUnrecognized matrix '%s'%s\n",
ansi_red, kind.c_str(), ansi_normal );
throw std::exception();
}
// ----- decode distribution
std::string suffix;
Dist dist = Dist::none;
if (token != tokens.end()) {
suffix = *token;
if (suffix == "randn" ) { dist = Dist::randn; }
else if (suffix == "rands" ) { dist = Dist::rands; }
else if (suffix == "rand" ) { dist = Dist::rand; }
else if (suffix == "logrand" ) { dist = Dist::logrand; }
else if (suffix == "arith" ) { dist = Dist::arith; }
else if (suffix == "geo" ) { dist = Dist::geo; }
else if (suffix == "cluster1" ) { dist = Dist::cluster1; }
else if (suffix == "cluster0" ) { dist = Dist::cluster0; }
else if (suffix == "rarith" ) { dist = Dist::rarith; }
else if (suffix == "rgeo" ) { dist = Dist::rgeo; }
else if (suffix == "rcluster1") { dist = Dist::rcluster1; }
else if (suffix == "rcluster0") { dist = Dist::rcluster0; }
else if (suffix == "specified") { dist = Dist::specified; }
// if found, move to next token
if (dist != Dist::none) {
++token;
// error if matrix type doesn't support it
if (! (type == TestMatrixType::diag ||
type == TestMatrixType::svd ||
type == TestMatrixType::poev ||
type == TestMatrixType::heev ||
type == TestMatrixType::geev ||
type == TestMatrixType::geevx))
{
fprintf( stderr, "%sError in '%s': matrix '%s' doesn't support"
" distribution suffix.%s\n",
ansi_red, kind.c_str(), base.c_str(), ansi_normal );
throw std::exception();
}
}
}
if (dist == Dist::none)
dist = Dist::logrand; // default
// ----- decode scaling
sigma_max = 1;
if (token != tokens.end()) {
suffix = *token;
if (suffix == "small") { sigma_max = sqrt( ufl ); }
else if (suffix == "large") { sigma_max = sqrt( ofl ); }
else if (suffix == "ufl" ) { sigma_max = ufl; }
else if (suffix == "ofl" ) { sigma_max = ofl; }
// if found, move to next token
if (sigma_max != 1) {
++token;
// error if matrix type doesn't support it
if (! (type == TestMatrixType::rand ||
type == TestMatrixType::rands ||
type == TestMatrixType::randn ||
type == TestMatrixType::svd ||
type == TestMatrixType::poev ||
type == TestMatrixType::heev ||
type == TestMatrixType::geev ||
type == TestMatrixType::geevx))
{
fprintf( stderr, "%sError in '%s': matrix '%s' doesn't support"
" scaling suffix.%s\n",
ansi_red, kind.c_str(), base.c_str(), ansi_normal );
throw std::exception();
}
}
}
// ----- decode modifier
bool dominant = false;
if (token != tokens.end()) {
suffix = *token;
if (suffix == "dominant") {
dominant = true;
// move to next token
++token;
// error if matrix type doesn't support it
if (! (type == TestMatrixType::rand ||
type == TestMatrixType::rands ||
type == TestMatrixType::randn ||
type == TestMatrixType::svd ||
type == TestMatrixType::poev ||
type == TestMatrixType::heev ||
type == TestMatrixType::geev ||
type == TestMatrixType::geevx))
{
fprintf( stderr, "%sError in '%s': matrix '%s' doesn't support"
" modifier suffix.%s\n",
ansi_red, kind.c_str(), base.c_str(), ansi_normal );
throw std::exception();
}
}
}
if (token != tokens.end()) {
fprintf( stderr, "%sError in '%s': unknown suffix '%s'.%s\n",
ansi_red, kind.c_str(), token->c_str(), ansi_normal );
throw std::exception();
}
// ----- check compatability of options
if (A.m != A.n &&
(type == TestMatrixType::jordan ||
type == TestMatrixType::poev ||
type == TestMatrixType::heev ||
type == TestMatrixType::geev ||
type == TestMatrixType::geevx))
{
fprintf( stderr, "%sError: matrix '%s' requires m == n.%s\n",
ansi_red, kind.c_str(), ansi_normal );
throw std::exception();
}
if (type == TestMatrixType::zero ||
type == TestMatrixType::identity ||
type == TestMatrixType::jordan ||
type == TestMatrixType::randn ||
type == TestMatrixType::rands ||
type == TestMatrixType::rand)
{
// warn first time if user set cond and matrix doesn't use it
static std::string last;
if (! cond_default && last != kind) {
last = kind;
fprintf( stderr, "%sWarning: matrix '%s' ignores cond %.2e.%s\n",
ansi_red, kind.c_str(), params.cond(), ansi_normal );
}
params.cond_used() = testsweeper::no_data_flag;
}
else if (dist == Dist::randn ||
dist == Dist::rands ||
dist == Dist::rand)
{
// warn first time if user set cond and distribution doesn't use it
static std::string last;
if (! cond_default && last != kind) {
last = kind;
fprintf( stderr, "%sWarning: matrix '%s': rand, randn, and rands "
"singular/eigenvalue distributions ignore cond %.2e.%s\n",
ansi_red, kind.c_str(), params.cond(), ansi_normal );
}
params.cond_used() = testsweeper::no_data_flag;
}
else {
params.cond_used() = cond;
}
if (! (type == TestMatrixType::svd ||
type == TestMatrixType::heev ||
type == TestMatrixType::poev))
{
// warn first time if user set condD and matrix doesn't use it
static std::string last;
if (! condD_default && last != kind) {
last = kind;
fprintf( stderr, "%sWarning: matrix '%s' ignores condD %.2e.%s\n",
ansi_red, kind.c_str(), params.condD(), ansi_normal );
}
}
if (type == TestMatrixType::poev &&
(dist == Dist::rands ||
dist == Dist::randn))
{
fprintf( stderr, "%sWarning: matrix '%s' using rands or randn "
"will not generate SPD matrix; use rand instead.%s\n",
ansi_red, kind.c_str(), ansi_normal );
}
// ----- generate matrix
switch (type) {
case TestMatrixType::zero:
lapack::laset( lapack::MatrixType::General, A.m, A.n, c_zero, c_zero, A(0,0), A.ld );
lapack::laset( lapack::MatrixType::General, sigma.n, 1, d_zero, d_zero, sigma(0), sigma.n );
break;
case TestMatrixType::identity:
lapack::laset( lapack::MatrixType::General, A.m, A.n, c_zero, c_one, A(0,0), A.ld );
lapack::laset( lapack::MatrixType::General, sigma.n, 1, d_one, d_one, sigma(0), sigma.n );
break;
case TestMatrixType::jordan: {
int64_t n1 = A.n - 1;
lapack::laset( lapack::MatrixType::Upper, A.n, A.n, c_zero, c_one, A(0,0), A.ld ); // ones on diagonal
lapack::laset( lapack::MatrixType::Lower, n1, n1, c_zero, c_one, A(1,0), A.ld ); // ones on sub-diagonal
break;
}
case TestMatrixType::rand:
case TestMatrixType::rands:
case TestMatrixType::randn: {
//int64_t idist = (int64_t) type;
int64_t idist = 1;
int64_t sizeA = A.ld * A.n;
lapack::larnv( idist, params.iseed, sizeA, A(0,0) );
if (sigma_max != 1) {
scalar_t scale = sigma_max;
blas::scal( sizeA, scale, A(0,0), 1 );
}
break;
}
case TestMatrixType::diag:
generate_sigma( params, dist, false, cond, sigma_max, A, sigma );
break;
case TestMatrixType::svd:
generate_svd( params, dist, cond, condD, sigma_max, A, sigma );
break;
case TestMatrixType::poev:
generate_heev( params, dist, false, cond, condD, sigma_max, A, sigma );
break;
case TestMatrixType::heev:
generate_heev( params, dist, true, cond, condD, sigma_max, A, sigma );
break;
case TestMatrixType::geev:
generate_geev( params, dist, cond, sigma_max, A, sigma );
break;
case TestMatrixType::geevx:
generate_geevx( params, dist, cond, sigma_max, A, sigma );
break;
}
if (dominant) {
// make diagonally dominant; strict unless diagonal has zeros
for (int i = 0; i < minmn; ++i) {
real_t sum = std::max( blas::asum( A.m, A(0,i), 1 ), // i-th col
blas::asum( A.n, A(i,0), A.ld ) ); // i-th row
*A(i,i) = sum;
}
// reset sigma to unknown (nan)
lapack::laset( lapack::MatrixType::General, sigma.n, 1, nan, nan, sigma(0), sigma.n );
}
}
// -----------------------------------------------------------------------------
/// Generates an m-by-n test matrix.
/// Traditional interface with m, n, lda instead of Matrix object.
///
/// @see generate_matrix()
///
/// @ingroup generate_matrix
template< typename scalar_t >
void generate_matrix(
MatrixParams& params,
int64_t m, int64_t n,
scalar_t* A_ptr, int64_t lda,
blas::real_type<scalar_t>* sigma_ptr )
{
using real_t = blas::real_type<scalar_t>;
// vector & matrix wrappers
// if sigma is null, create new vector; data is discarded later
Vector<real_t> sigma( sigma_ptr, std::min( m, n ) );
if (sigma_ptr == nullptr) {
sigma = Vector<real_t>( std::min( m, n ) );
}
Matrix<scalar_t> A( A_ptr, m, n, lda );
generate_matrix( params, A, sigma );
}
// -----------------------------------------------------------------------------
// explicit instantiations
template
void generate_matrix(
MatrixParams& params,
int64_t m, int64_t n,
float* A_ptr, int64_t lda,
float* sigma_ptr );
template
void generate_matrix(
MatrixParams& params,
int64_t m, int64_t n,
double* A_ptr, int64_t lda,
double* sigma_ptr );
template
void generate_matrix(
MatrixParams& params,
int64_t m, int64_t n,
std::complex<float>* A_ptr, int64_t lda,
float* sigma_ptr );
template
void generate_matrix(
MatrixParams& params,
int64_t m, int64_t n,
std::complex<double>* A_ptr, int64_t lda,
double* sigma_ptr );
} // namespace lapack
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