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// -*- mode: C++; c-indent-level: 4; c-basic-offset: 4; indent-tabs-mode: nil; -*-
//
// Rlapack.cpp: RcppArmadillo unit tests for borked Lapack
//
// Copyright (C) 2018 Keith O'Hara and Dirk Eddelbuettel
//
// This file is part of RcppArmadillo.
//
// RcppArmadillo is free software: you can redistribute it and/or modify it
// under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 2 of the License, or
// (at your option) any later version.
//
// RcppArmadillo is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with RcppArmadillo. If not, see <http://www.gnu.org/licenses/>.
// #define ARMA_EXTRA_DEBUG
#include <RcppArmadillo.h>
using namespace Rcpp;
// [[Rcpp::depends(RcppArmadillo)]]
// [[Rcpp::export]]
arma::cx_mat cx_eig_pair_test(const int n)
{
arma::cx_mat A = arma::randu<arma::cx_mat>(n,n);
arma::cx_mat B = arma::randu<arma::cx_mat>(n,n);
arma::cx_vec eigval;
arma::cx_mat eigvec;
arma::eig_pair(eigval, eigvec, A, B);
return A*eigvec - B*eigvec*arma::diagmat(eigval);
}
// [[Rcpp::export]]
arma::cx_mat cx_qz_test(const int n)
{
// test qz in complex matrix case
arma::cx_mat A = arma::randu<arma::cx_mat>(n,n);
arma::cx_mat B = arma::randu<arma::cx_mat>(n,n);
arma::cx_mat AA;
arma::cx_mat BB;
arma::cx_mat Q;
arma::cx_mat Z;
arma::qz(AA,BB,Q,Z,A,B);
return A - Q.t()*AA*Z.t();
}
// [[Rcpp::export]]
int cx_rank_test(const int n)
{
// test svd_dc
arma::cx_mat A = arma::randu<arma::cx_mat>(n,n+1);
int rA = arma::rank(A);
return rA;
}
// [[Rcpp::export]]
arma::cx_mat cx_pinv_test(const int n)
{
// test svd_dc
arma::cx_mat A = arma::randu<arma::cx_mat>(n,n+1);
arma::cx_mat B = arma::pinv(A);
return A*B;
}
// [[Rcpp::export]]
arma::cx_mat cx_schur_test(const int n)
{
arma::cx_mat A = arma::randu<arma::cx_mat>(n,n);
arma::cx_mat U;
arma::cx_mat S;
arma::schur(U,S,A);
return A - U*S*U.t();
}
// [[Rcpp::export]]
arma::cx_mat cx_solve_test(const int n)
{
arma::cx_mat A = arma::randu<arma::cx_mat>(n,n);
arma::cx_vec b = arma::randu<arma::cx_vec>(n);
arma::cx_mat B = arma::randu<arma::cx_mat>(n,n);
arma::cx_vec x1 = solve(A, b);
arma::cx_vec x2;
solve(x2, A, b);
arma::cx_mat X1 = solve(A, B);
arma::cx_mat X2 = solve(A, B, arma::solve_opts::fast); // enable fast mode
// next for non-square matrices; to test solve_approx_svd
arma::cx_mat C = arma::randu<arma::cx_mat>(n,n+1);
arma::cx_vec x3 = solve(C, b);
return C*x3 - b;
}
// [[Rcpp::export]]
arma::cx_mat cx_solve_band_test(const int n)
{
// trigger solve_tridiag_refine
int n_tri_rows = std::min(34,n);
arma::cx_mat A_tri = arma::zeros<arma::cx_mat>(n_tri_rows,n_tri_rows);
A_tri.diag() = arma::randu<arma::cx_mat>(n_tri_rows,1);
A_tri.diag(1) = arma::randu<arma::cx_mat>(n_tri_rows-1,1);
A_tri.diag(-1) = arma::randu<arma::cx_mat>(n_tri_rows-1,1);
arma::cx_vec b_tri = arma::randu<arma::cx_vec>(n_tri_rows);
arma::cx_vec x_tri = solve(A_tri, b_tri);
return A_tri*x_tri - b_tri;
}
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