Beispiel #1
0
// test: unblk.ReduceHess(A) == blk.ReduceHess(A)
func TestReduceHess(t *testing.T) {
	N := 375
	nb := 16

	conf := gomas.NewConf()
	conf.LB = nb

	A := cmat.NewMatrix(N, N)
	tau := cmat.NewMatrix(N, 1)
	zeromean := cmat.NewFloatNormSource()
	A.SetFrom(zeromean)

	A0 := cmat.NewCopy(A)
	tau0 := cmat.NewCopy(tau)

	// blocked reduction
	W := lapackd.Workspace(lapackd.HessReduceWork(A, conf))
	lapackd.HessReduce(A, tau, W, conf)

	// unblocked reduction
	conf.LB = 0
	lapackd.HessReduce(A0, tau0, W, conf)

	ok := A.AllClose(A0)
	t.Logf("blk.ReduceHess(A) == unblk.ReduceHess(A): %v\n", ok)

	ok = tau0.AllClose(tau)
	t.Logf("blk HessQ.tau == unblk HessQ.tau: %v\n", ok)

	// ||A - A0||_1
	blasd.Plus(A, A0, 1.0, -1.0, gomas.NONE)
	nrm := lapackd.NormP(A, lapackd.NORM_ONE)
	t.Logf("||H - H0||_1: %e\n", nrm)
}
Beispiel #2
0
// test: A - Q*Hess(A)*Q.T  == 0
func TestMultHess(t *testing.T) {
	N := 377
	nb := 16

	conf := gomas.NewConf()
	conf.LB = nb

	A := cmat.NewMatrix(N, N)
	tau := cmat.NewMatrix(N, 1)
	zeromean := cmat.NewFloatNormSource()
	A.SetFrom(zeromean)
	A0 := cmat.NewCopy(A)

	// reduction
	W := lapackd.Workspace(lapackd.HessReduceWork(A, conf))
	lapackd.HessReduce(A, tau, W, conf)

	var Hlow cmat.FloatMatrix
	H := cmat.NewCopy(A)

	// set triangular part below first subdiagonal to zeros
	zeros := cmat.NewFloatConstSource(0.0)
	Hlow.SubMatrix(H, 1, 0, N-1, N-1)
	Hlow.SetFrom(zeros, cmat.LOWER|cmat.UNIT)
	H1 := cmat.NewCopy(H)

	// H := Q*H*Q.T
	conf.LB = nb
	lapackd.HessMult(H, A, tau, W, gomas.LEFT, conf)
	lapackd.HessMult(H, A, tau, W, gomas.RIGHT|gomas.TRANS, conf)

	// H := Q*H*Q.T
	conf.LB = 0
	lapackd.HessMult(H1, A, tau, W, gomas.LEFT, conf)
	lapackd.HessMult(H1, A, tau, W, gomas.RIGHT|gomas.TRANS, conf)

	// compute ||Q*Hess(A)*Q.T - A||_1
	blasd.Plus(H, A0, 1.0, -1.0, gomas.NONE)
	nrm := lapackd.NormP(H, lapackd.NORM_ONE)
	t.Logf("  blk.|| Q*Hess(A)*Q.T - A ||_1 : %e\n", nrm)

	blasd.Plus(H1, A0, 1.0, -1.0, gomas.NONE)
	nrm = lapackd.NormP(H1, lapackd.NORM_ONE)
	t.Logf("unblk.|| Q*Hess(A)*Q.T - A ||_1 : %e\n", nrm)
}