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/
dggsvd3.go
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/
dggsvd3.go
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// Copyright ©2017 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 (
"testing"
"golang.org/x/exp/rand"
"gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/floats"
"gonum.org/v1/gonum/lapack"
)
type Dggsvd3er interface {
Dggsvd3(jobU, jobV, jobQ lapack.GSVDJob, m, n, p int, a []float64, lda int, b []float64, ldb int, alpha, beta, u []float64, ldu int, v []float64, ldv int, q []float64, ldq int, work []float64, lwork int, iwork []int) (k, l int, ok bool)
}
func Dggsvd3Test(t *testing.T, impl Dggsvd3er) {
rnd := rand.New(rand.NewSource(1))
for cas, test := range []struct {
m, p, n, lda, ldb, ldu, ldv, ldq int
ok bool
}{
{m: 3, p: 3, n: 5, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 5, p: 5, n: 5, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 5, p: 5, n: 5, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 5, p: 5, n: 10, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 5, p: 5, n: 10, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 5, p: 5, n: 10, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 10, p: 5, n: 5, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 10, p: 5, n: 5, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 10, p: 10, n: 10, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 10, p: 10, n: 10, lda: 0, ldb: 0, ldu: 0, ldv: 0, ldq: 0, ok: true},
{m: 5, p: 5, n: 5, lda: 10, ldb: 10, ldu: 10, ldv: 10, ldq: 10, ok: true},
{m: 5, p: 5, n: 5, lda: 10, ldb: 10, ldu: 10, ldv: 10, ldq: 10, ok: true},
{m: 5, p: 5, n: 10, lda: 20, ldb: 20, ldu: 10, ldv: 10, ldq: 20, ok: true},
{m: 5, p: 5, n: 10, lda: 20, ldb: 20, ldu: 10, ldv: 10, ldq: 20, ok: true},
{m: 5, p: 5, n: 10, lda: 20, ldb: 20, ldu: 10, ldv: 10, ldq: 20, ok: true},
{m: 10, p: 5, n: 5, lda: 10, ldb: 10, ldu: 20, ldv: 10, ldq: 10, ok: true},
{m: 10, p: 5, n: 5, lda: 10, ldb: 10, ldu: 20, ldv: 10, ldq: 10, ok: true},
{m: 10, p: 10, n: 10, lda: 20, ldb: 20, ldu: 20, ldv: 20, ldq: 20, ok: true},
{m: 10, p: 10, n: 10, lda: 20, ldb: 20, ldu: 20, ldv: 20, ldq: 20, ok: true},
} {
m := test.m
p := test.p
n := test.n
lda := test.lda
if lda == 0 {
lda = n
}
ldb := test.ldb
if ldb == 0 {
ldb = n
}
ldu := test.ldu
if ldu == 0 {
ldu = m
}
ldv := test.ldv
if ldv == 0 {
ldv = p
}
ldq := test.ldq
if ldq == 0 {
ldq = n
}
a := randomGeneral(m, n, lda, rnd)
aCopy := cloneGeneral(a)
b := randomGeneral(p, n, ldb, rnd)
bCopy := cloneGeneral(b)
alpha := make([]float64, n)
beta := make([]float64, n)
u := nanGeneral(m, m, ldu)
v := nanGeneral(p, p, ldv)
q := nanGeneral(n, n, ldq)
iwork := make([]int, n)
work := []float64{0}
impl.Dggsvd3(lapack.GSVDU, lapack.GSVDV, lapack.GSVDQ,
m, n, p,
a.Data, a.Stride,
b.Data, b.Stride,
alpha, beta,
u.Data, u.Stride,
v.Data, v.Stride,
q.Data, q.Stride,
work, -1, iwork)
lwork := int(work[0])
work = make([]float64, lwork)
k, l, ok := impl.Dggsvd3(lapack.GSVDU, lapack.GSVDV, lapack.GSVDQ,
m, n, p,
a.Data, a.Stride,
b.Data, b.Stride,
alpha, beta,
u.Data, u.Stride,
v.Data, v.Stride,
q.Data, q.Stride,
work, lwork, iwork)
if !ok {
if test.ok {
t.Errorf("test %d unexpectedly did not converge", cas)
}
continue
}
// Check orthogonality of U, V and Q.
if !isOrthogonal(u) {
t.Errorf("test %d: U is not orthogonal\n%+v", cas, u)
}
if !isOrthogonal(v) {
t.Errorf("test %d: V is not orthogonal\n%+v", cas, v)
}
if !isOrthogonal(q) {
t.Errorf("test %d: Q is not orthogonal\n%+v", cas, q)
}
// Check C^2 + S^2 = I.
var elements []float64
if m-k-l >= 0 {
elements = alpha[k : k+l]
} else {
elements = alpha[k:m]
}
for i := range elements {
i += k
d := alpha[i]*alpha[i] + beta[i]*beta[i]
if !floats.EqualWithinAbsOrRel(d, 1, 1e-14, 1e-14) {
t.Errorf("test %d: alpha_%d^2 + beta_%d^2 != 1: got: %v", cas, i, i, d)
}
}
zeroR, d1, d2 := constructGSVDresults(n, p, m, k, l, a, b, alpha, beta)
// Check Uᵀ*A*Q = D1*[ 0 R ].
uTmp := nanGeneral(m, n, n)
blas64.Gemm(blas.Trans, blas.NoTrans, 1, u, aCopy, 0, uTmp)
uAns := nanGeneral(m, n, n)
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, uTmp, q, 0, uAns)
d10r := nanGeneral(m, n, n)
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, d1, zeroR, 0, d10r)
if !equalApproxGeneral(uAns, d10r, 1e-14) {
t.Errorf("test %d: Uᵀ*A*Q != D1*[ 0 R ]\nUᵀ*A*Q:\n%+v\nD1*[ 0 R ]:\n%+v",
cas, uAns, d10r)
}
// Check Vᵀ*B*Q = D2*[ 0 R ].
vTmp := nanGeneral(p, n, n)
blas64.Gemm(blas.Trans, blas.NoTrans, 1, v, bCopy, 0, vTmp)
vAns := nanGeneral(p, n, n)
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, vTmp, q, 0, vAns)
d20r := nanGeneral(p, n, n)
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, d2, zeroR, 0, d20r)
if !equalApproxGeneral(vAns, d20r, 1e-13) {
t.Errorf("test %d: Vᵀ*B*Q != D2*[ 0 R ]\nVᵀ*B*Q:\n%+v\nD2*[ 0 R ]:\n%+v",
cas, vAns, d20r)
}
}
}