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dlanv2.go
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dlanv2.go
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// Copyright ©2016 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 testlapack
import (
"fmt"
"math"
"testing"
"golang.org/x/exp/rand"
)
type Dlanv2er interface {
Dlanv2(a, b, c, d float64) (aa, bb, cc, dd float64, rt1r, rt1i, rt2r, rt2i float64, cs, sn float64)
}
func Dlanv2Test(t *testing.T, impl Dlanv2er) {
rnd := rand.New(rand.NewSource(1))
t.Run("UpperTriangular", func(t *testing.T) {
for i := 0; i < 10; i++ {
a := rnd.NormFloat64()
b := rnd.NormFloat64()
d := rnd.NormFloat64()
dlanv2Test(t, impl, a, b, 0, d)
}
})
t.Run("LowerTriangular", func(t *testing.T) {
for i := 0; i < 10; i++ {
a := rnd.NormFloat64()
c := rnd.NormFloat64()
d := rnd.NormFloat64()
dlanv2Test(t, impl, a, 0, c, d)
}
})
t.Run("StandardSchur", func(t *testing.T) {
for i := 0; i < 10; i++ {
a := rnd.NormFloat64()
b := rnd.NormFloat64()
c := rnd.NormFloat64()
if math.Signbit(b) == math.Signbit(c) {
c = -c
}
dlanv2Test(t, impl, a, b, c, a)
}
})
t.Run("General", func(t *testing.T) {
for i := 0; i < 100; i++ {
a := rnd.NormFloat64()
b := rnd.NormFloat64()
c := rnd.NormFloat64()
d := rnd.NormFloat64()
dlanv2Test(t, impl, a, b, c, d)
}
// https://github.com/Reference-LAPACK/lapack/issues/263
dlanv2Test(t, impl, 0, 1, -1, math.Nextafter(0, 1))
})
}
func dlanv2Test(t *testing.T, impl Dlanv2er, a, b, c, d float64) {
aa, bb, cc, dd, rt1r, rt1i, rt2r, rt2i, cs, sn := impl.Dlanv2(a, b, c, d)
mat := fmt.Sprintf("[%v %v; %v %v]", a, b, c, d)
if cc == 0 {
// The eigenvalues are real, so check that the imaginary parts
// are zero.
if rt1i != 0 || rt2i != 0 {
t.Errorf("Unexpected complex eigenvalues for %v", mat)
}
} else {
// The eigenvalues are complex, so check that documented
// conditions hold.
if aa != dd {
t.Errorf("Diagonal elements not equal for %v: got [%v %v]", mat, aa, dd)
}
if bb*cc >= 0 {
t.Errorf("Non-diagonal elements have the same sign for %v: got [%v %v]", mat, bb, cc)
} else {
// Compute the absolute value of the imaginary part.
im := math.Sqrt(-bb * cc)
// Check that ±im is close to one of the returned
// imaginary parts.
if math.Abs(rt1i-im) > 1e-14 && math.Abs(rt1i+im) > 1e-14 {
t.Errorf("Unexpected imaginary part of eigenvalue for %v: got %v, want %v or %v", mat, rt1i, im, -im)
}
if math.Abs(rt2i-im) > 1e-14 && math.Abs(rt2i+im) > 1e-14 {
t.Errorf("Unexpected imaginary part of eigenvalue for %v: got %v, want %v or %v", mat, rt2i, im, -im)
}
}
}
// Check that the returned real parts are consistent.
if rt1r != aa && rt1r != dd {
t.Errorf("Unexpected real part of eigenvalue for %v: got %v, want %v or %v", mat, rt1r, aa, dd)
}
if rt2r != aa && rt2r != dd {
t.Errorf("Unexpected real part of eigenvalue for %v: got %v, want %v or %v", mat, rt2r, aa, dd)
}
// Check that the columns of the orthogonal matrix have unit norm.
if math.Abs(math.Hypot(cs, sn)-1) > 1e-14 {
t.Errorf("Unexpected unitary matrix for %v: got cs %v, sn %v", mat, cs, sn)
}
// Re-compute the original matrix [a b; c d] from its factorization.
gota := cs*(aa*cs-bb*sn) - sn*(cc*cs-dd*sn)
gotb := cs*(aa*sn+bb*cs) - sn*(cc*sn+dd*cs)
gotc := sn*(aa*cs-bb*sn) + cs*(cc*cs-dd*sn)
gotd := sn*(aa*sn+bb*cs) + cs*(cc*sn+dd*cs)
if math.Abs(gota-a) > 1e-14 ||
math.Abs(gotb-b) > 1e-14 ||
math.Abs(gotc-c) > 1e-14 ||
math.Abs(gotd-d) > 1e-14 {
t.Errorf("Unexpected factorization: got [%v %v; %v %v], want [%v %v; %v %v]", gota, gotb, gotc, gotd, a, b, c, d)
}
}