github.com/gonum/lapack@v0.0.0-20181123203213-e4cdc5a0bff9/testlapack/dggsvp3.go (about)

     1  // Copyright ©2017 The gonum Authors. All rights reserved.
     2  // Use of this source code is governed by a BSD-style
     3  // license that can be found in the LICENSE file.
     4  
     5  package testlapack
     6  
     7  import (
     8  	"math/rand"
     9  	"testing"
    10  
    11  	"github.com/gonum/blas"
    12  	"github.com/gonum/blas/blas64"
    13  	"github.com/gonum/lapack"
    14  )
    15  
    16  type Dggsvp3er interface {
    17  	Dlanger
    18  	Dggsvp3(jobU, jobV, jobQ lapack.GSVDJob, m, p, n int, a []float64, lda int, b []float64, ldb int, tola, tolb float64, u []float64, ldu int, v []float64, ldv int, q []float64, ldq int, iwork []int, tau, work []float64, lwork int) (k, l int)
    19  }
    20  
    21  func Dggsvp3Test(t *testing.T, impl Dggsvp3er) {
    22  	rnd := rand.New(rand.NewSource(1))
    23  	for cas, test := range []struct {
    24  		m, p, n, lda, ldb, ldu, ldv, ldq int
    25  	}{
    26  		{m: 3, p: 3, n: 5, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0},
    27  		{m: 5, p: 5, n: 5, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0},
    28  		{m: 5, p: 5, n: 5, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0},
    29  		{m: 5, p: 5, n: 10, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0},
    30  		{m: 5, p: 5, n: 10, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0},
    31  		{m: 5, p: 5, n: 10, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0},
    32  		{m: 10, p: 5, n: 5, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0},
    33  		{m: 10, p: 5, n: 5, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0},
    34  		{m: 10, p: 10, n: 10, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0},
    35  		{m: 10, p: 10, n: 10, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0},
    36  		{m: 5, p: 5, n: 5, lda: 10, ldb: 10, ldu: 10, ldv: 10, ldq: 10},
    37  		{m: 5, p: 5, n: 5, lda: 10, ldb: 10, ldu: 10, ldv: 10, ldq: 10},
    38  		{m: 5, p: 5, n: 10, lda: 20, ldb: 20, ldu: 10, ldv: 10, ldq: 20},
    39  		{m: 5, p: 5, n: 10, lda: 20, ldb: 20, ldu: 10, ldv: 10, ldq: 20},
    40  		{m: 5, p: 5, n: 10, lda: 20, ldb: 20, ldu: 10, ldv: 10, ldq: 20},
    41  		{m: 10, p: 5, n: 5, lda: 10, ldb: 10, ldu: 20, ldv: 10, ldq: 10},
    42  		{m: 10, p: 5, n: 5, lda: 10, ldb: 10, ldu: 20, ldv: 10, ldq: 10},
    43  		{m: 10, p: 10, n: 10, lda: 20, ldb: 20, ldu: 20, ldv: 20, ldq: 20},
    44  		{m: 10, p: 10, n: 10, lda: 20, ldb: 20, ldu: 20, ldv: 20, ldq: 20},
    45  	} {
    46  		m := test.m
    47  		p := test.p
    48  		n := test.n
    49  		lda := test.lda
    50  		if lda == 0 {
    51  			lda = n
    52  		}
    53  		ldb := test.ldb
    54  		if ldb == 0 {
    55  			ldb = n
    56  		}
    57  		ldu := test.ldu
    58  		if ldu == 0 {
    59  			ldu = m
    60  		}
    61  		ldv := test.ldv
    62  		if ldv == 0 {
    63  			ldv = p
    64  		}
    65  		ldq := test.ldq
    66  		if ldq == 0 {
    67  			ldq = n
    68  		}
    69  
    70  		a := randomGeneral(m, n, lda, rnd)
    71  		aCopy := cloneGeneral(a)
    72  		b := randomGeneral(p, n, ldb, rnd)
    73  		bCopy := cloneGeneral(b)
    74  
    75  		tola := float64(max(m, n)) * impl.Dlange(lapack.NormFrob, m, n, a.Data, a.Stride, nil) * dlamchE
    76  		tolb := float64(max(p, n)) * impl.Dlange(lapack.NormFrob, p, n, b.Data, b.Stride, nil) * dlamchE
    77  
    78  		u := nanGeneral(m, m, ldu)
    79  		v := nanGeneral(p, p, ldv)
    80  		q := nanGeneral(n, n, ldq)
    81  
    82  		iwork := make([]int, n)
    83  		tau := make([]float64, n)
    84  
    85  		work := []float64{0}
    86  		impl.Dggsvp3(lapack.GSVDU, lapack.GSVDV, lapack.GSVDQ,
    87  			m, p, n,
    88  			a.Data, a.Stride,
    89  			b.Data, b.Stride,
    90  			tola, tolb,
    91  			u.Data, u.Stride,
    92  			v.Data, v.Stride,
    93  			q.Data, q.Stride,
    94  			iwork, tau,
    95  			work, -1)
    96  
    97  		lwork := int(work[0])
    98  		work = make([]float64, lwork)
    99  
   100  		k, l := impl.Dggsvp3(lapack.GSVDU, lapack.GSVDV, lapack.GSVDQ,
   101  			m, p, n,
   102  			a.Data, a.Stride,
   103  			b.Data, b.Stride,
   104  			tola, tolb,
   105  			u.Data, u.Stride,
   106  			v.Data, v.Stride,
   107  			q.Data, q.Stride,
   108  			iwork, tau,
   109  			work, lwork)
   110  
   111  		// Check orthogonality of U, V and Q.
   112  		if !isOrthonormal(u) {
   113  			t.Errorf("test %d: U is not orthogonal\n%+v", cas, u)
   114  		}
   115  		if !isOrthonormal(v) {
   116  			t.Errorf("test %d: V is not orthogonal\n%+v", cas, v)
   117  		}
   118  		if !isOrthonormal(q) {
   119  			t.Errorf("test %d: Q is not orthogonal\n%+v", cas, q)
   120  		}
   121  
   122  		zeroA, zeroB := constructGSVPresults(n, p, m, k, l, a, b)
   123  
   124  		// Check U^T*A*Q = [ 0 RA ].
   125  		uTmp := nanGeneral(m, n, n)
   126  		blas64.Gemm(blas.Trans, blas.NoTrans, 1, u, aCopy, 0, uTmp)
   127  		uAns := nanGeneral(m, n, n)
   128  		blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, uTmp, q, 0, uAns)
   129  
   130  		if !equalApproxGeneral(uAns, zeroA, 1e-14) {
   131  			t.Errorf("test %d: U^T*A*Q != [ 0 RA ]\nU^T*A*Q:\n%+v\n[ 0 RA ]:\n%+v",
   132  				cas, uAns, zeroA)
   133  		}
   134  
   135  		// Check V^T*B*Q = [ 0 RB ].
   136  		vTmp := nanGeneral(p, n, n)
   137  		blas64.Gemm(blas.Trans, blas.NoTrans, 1, v, bCopy, 0, vTmp)
   138  		vAns := nanGeneral(p, n, n)
   139  		blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, vTmp, q, 0, vAns)
   140  
   141  		if !equalApproxGeneral(vAns, zeroB, 1e-14) {
   142  			t.Errorf("test %d: V^T*B*Q != [ 0 RB ]\nV^T*B*Q:\n%+v\n[ 0 RB ]:\n%+v",
   143  				cas, vAns, zeroB)
   144  		}
   145  	}
   146  }