func TestSolveLeastSquaresQRT(t *testing.T) {
M := 60
N := 40
K := 30
nb := 12
A := matrix.FloatUniform(M, N)
B := matrix.FloatZeros(M, K)
X0 := matrix.FloatUniform(N, K)
// B = A*X0
Mult(B, A, X0, 1.0, 0.0, NOTRANS)
W := matrix.FloatZeros(N, nb)
T := matrix.FloatZeros(N, N)
QR, err := DecomposeQRT(A, T, W, nb)
if err != nil {
t.Logf("decompose error: %v\n", err)
}
// B' = A.-1*B
err = SolveQRT(B, QR, T, W, NOTRANS, nb)
// expect B[0:N, 0:K] == X0, B[N:M, 0:K] == 0.0
var Xref matrix.FloatMatrix
Bref := matrix.FloatZeros(M, K)
Bref.SubMatrix(&Xref, 0, 0, N, K)
Xref.Plus(X0)
Bref.Minus(B)
t.Logf("\nmin ||B - A*X0||\n\twhere B = A*X0\n")
t.Logf("||B - A*X0||_1 ~~ 0.0: %e\n", NormP(Bref, NORM_ONE))
}
