github.com/jingcheng-WU/gonum@v0.9.1-0.20210323123734-f1a2a11a8f7b/lapack/testlapack/dgeqr2.go (about)

     1  // Copyright ©2015 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  	"fmt"
     9  	"testing"
    10  
    11  	"golang.org/x/exp/rand"
    12  
    13  	"github.com/jingcheng-WU/gonum/blas"
    14  	"github.com/jingcheng-WU/gonum/blas/blas64"
    15  	"github.com/jingcheng-WU/gonum/lapack"
    16  )
    17  
    18  type Dgeqr2er interface {
    19  	Dgeqr2(m, n int, a []float64, lda int, tau []float64, work []float64)
    20  }
    21  
    22  func Dgeqr2Test(t *testing.T, impl Dgeqr2er) {
    23  	rnd := rand.New(rand.NewSource(1))
    24  	for _, m := range []int{0, 1, 2, 3, 4, 5, 6, 12, 23} {
    25  		for _, n := range []int{0, 1, 2, 3, 4, 5, 6, 12, 23} {
    26  			for _, lda := range []int{max(1, n), n + 4} {
    27  				dgeqr2Test(t, impl, rnd, m, n, lda)
    28  			}
    29  		}
    30  	}
    31  }
    32  
    33  func dgeqr2Test(t *testing.T, impl Dgeqr2er, rnd *rand.Rand, m, n, lda int) {
    34  	const tol = 1e-14
    35  
    36  	name := fmt.Sprintf("m=%d,n=%d,lda=%d", m, n, lda)
    37  
    38  	a := randomGeneral(m, n, lda, rnd)
    39  	aCopy := cloneGeneral(a)
    40  
    41  	k := min(m, n)
    42  	tau := make([]float64, k)
    43  	for i := range tau {
    44  		tau[i] = rnd.Float64()
    45  	}
    46  
    47  	work := make([]float64, n)
    48  	for i := range work {
    49  		work[i] = rnd.Float64()
    50  	}
    51  
    52  	impl.Dgeqr2(m, n, a.Data, a.Stride, tau, work)
    53  
    54  	// Test that the QR factorization has completed successfully. Compute
    55  	// Q based on the vectors.
    56  	q := constructQ("QR", m, n, a.Data, a.Stride, tau)
    57  
    58  	// Check that Q is orthogonal.
    59  	if resid := residualOrthogonal(q, false); resid > tol {
    60  		t.Errorf("Case %v: Q not orthogonal; resid=%v, want<=%v", name, resid, tol)
    61  	}
    62  
    63  	// Check that |Q*R - A| is small.
    64  	r := zeros(m, n, n)
    65  	for i := 0; i < m; i++ {
    66  		for j := i; j < n; j++ {
    67  			r.Data[i*r.Stride+j] = a.Data[i*a.Stride+j]
    68  		}
    69  	}
    70  	qra := cloneGeneral(aCopy)
    71  	blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, q, r, -1, qra)
    72  	resid := dlange(lapack.MaxColumnSum, qra.Rows, qra.Cols, qra.Data, qra.Stride)
    73  	if resid > tol*float64(m) {
    74  		t.Errorf("Case %v: |Q*R - A|=%v, want<=%v", name, resid, tol*float64(m))
    75  	}
    76  }