Ejemplo n.º 1
0
// single invocation for matops and lapack functions
func runCheck(A *matrix.FloatMatrix, LB int) (bool, time.Duration, time.Duration) {

	var flags matops.Flags
	N := A.Rows()
	ipiv := make([]int, N, N)
	ipiv0 := make([]int32, N, N)
	flags = matops.LOWER
	lopt := linalg.OptLower
	if testUpper {
		flags = matops.UPPER
		lopt = linalg.OptUpper
	}
	W := matrix.FloatZeros(A.Rows(), LB+2)
	fnc := func() {
		_, ERRmatops = matops.DecomposeBK(A, W, ipiv, flags, LB)
	}

	if verbose && N < 10 {
		fmt.Fprintf(os.Stderr, "A start:\n%v\n", A)
	}
	A0 := A.Copy()
	mperf.FlushCache()
	time0 := mperf.Timeit(fnc)
	if verbose && N < 10 {
		fmt.Fprintf(os.Stderr, "ipiv:%v\n", ipiv)
		fmt.Fprintf(os.Stderr, "A end:\n%v\n", A)
	}

	fn2 := func() {
		ERRlapack = lapack.Sytrf(A0, ipiv0, lopt)
	}
	if verbose && N < 10 {
		fmt.Fprintf(os.Stderr, "A0 start:\n%v\n", A0)
	}
	mperf.FlushCache()
	time2 := mperf.Timeit(fn2)
	if verbose && N < 10 {
		fmt.Fprintf(os.Stderr, "ipiv0:%v\n", ipiv0)
		fmt.Fprintf(os.Stderr, "A0 end:\n%v\n", A0)
	}
	// now A == A0 && ipiv == ipiv0

	ok := A.AllClose(A0)
	okip := checkIPIV(ipiv, ipiv0)
	if !ok || !okip {
		// save result to globals
		Rlapack = A0
		Rmatops = A
		IPIVlapack = ipiv0
		IPIVmatops = ipiv
	}
	return ok && okip, time0, time2
}
Ejemplo n.º 2
0
// single invocation for matops and lapack functions
func runCheck(A *matrix.FloatMatrix, LB int) (bool, time.Duration, time.Duration) {

	M := A.Rows()
	N := A.Cols()
	nN := N
	if M < N {
		nN = M
	}
	ipiv := make([]int, nN, nN)
	ipiv0 := make([]int32, nN, nN)
	fnc := func() {
		_, ERRmatops = matops.DecomposeLU(A, ipiv, LB)
	}

	if verbose && N < 10 {
		fmt.Fprintf(os.Stderr, "A start:\n%v\n", A)
	}
	A0 := A.Copy()
	mperf.FlushCache()
	time0 := mperf.Timeit(fnc)
	if verbose && N < 10 {
		fmt.Fprintf(os.Stderr, "A end:\n%v\n", A)
		fmt.Fprintf(os.Stderr, "ipiv:%v\n", ipiv)
	}

	fn2 := func() {
		ERRlapack = lapack.Getrf(A0, ipiv0)
	}
	if verbose && N < 10 {
		fmt.Fprintf(os.Stderr, "A0 start:\n%v\n", A0)
	}
	mperf.FlushCache()
	time2 := mperf.Timeit(fn2)
	if verbose && N < 10 {
		fmt.Fprintf(os.Stderr, "A0 end:\n%v\n", A0)
		fmt.Fprintf(os.Stderr, "ipiv0:%v\n", ipiv0)
	}
	// now A == A0 && ipiv == ipiv0

	ok := A.AllClose(A0)
	okip := checkIPIV(ipiv, ipiv0)
	_ = okip
	if !ok || !okip {
		// save result to globals
		Rlapack = A0
		Rmatops = A
		IPIVlapack = ipiv0
		IPIVmatops = ipiv
	}
	return ok && okip, time0, time2
}
Ejemplo n.º 3
0
func trmmTest(t *testing.T, A *matrix.FloatMatrix, flags Flags, nb int) bool {
	var B0 *matrix.FloatMatrix
	N := A.Cols()
	S := 0
	E := A.Cols()
	side := linalg.OptLeft
	if flags&RIGHT != 0 {
		B0 = matrix.FloatWithValue(2, A.Rows(), 2.0)
		side = linalg.OptRight
		E = B0.Rows()
	} else {
		B0 = matrix.FloatWithValue(A.Rows(), 2, 2.0)
		E = B0.Cols()
	}
	B1 := B0.Copy()

	trans := linalg.OptNoTrans
	if flags&TRANSA != 0 {
		trans = linalg.OptTransA
	}
	diag := linalg.OptNonUnit
	if flags&UNIT != 0 {
		diag = linalg.OptUnit
	}
	uplo := linalg.OptUpper
	if flags&LOWER != 0 {
		uplo = linalg.OptLower
	}

	blas.TrmmFloat(A, B0, 1.0, uplo, diag, trans, side)
	if A.Rows() < 8 {
		//t.Logf("..A\n%v\n", A)
		t.Logf("  BLAS B0:\n%v\n", B0)
	}

	Ar := A.FloatArray()
	Br := B1.FloatArray()
	if nb != 0 {
		DTrmmBlk(Br, Ar, 1.0, flags, B1.LeadingIndex(), A.LeadingIndex(),
			N, S, E, nb)
	} else {
		DTrmmUnblk(Br, Ar, 1.0, flags, B1.LeadingIndex(), A.LeadingIndex(),
			N, S, E, 0)
	}
	result := B0.AllClose(B1)
	t.Logf("   B0 == B1: %v\n", result)
	if A.Rows() < 8 {
		t.Logf("  DTrmm B1:\n%v\n", B1)
	}
	return result
}
Ejemplo n.º 4
0
// single invocation for matops and lapack functions
func runCheck(A *matrix.FloatMatrix, LB int) (bool, time.Duration, time.Duration) {

	var W *matrix.FloatMatrix = nil
	N := A.Cols()
	tau := matrix.FloatZeros(N, 1)
	if LB > 0 {
		W = matrix.FloatZeros(A.Rows(), LB)
	}
	fnc := func() {
		_, ERRmatops = matops.DecomposeQR(A, tau, W, LB)
	}

	if verbose && N < 10 {
		fmt.Fprintf(os.Stderr, "A start:\n%v\n", A)
	}
	A0 := A.Copy()
	tau0 := tau.Copy()

	mperf.FlushCache()
	time0 := mperf.Timeit(fnc)
	if verbose && N < 10 {
		fmt.Fprintf(os.Stderr, "A end:\n%v\n", A)
		tau.SetSize(1, N, 1)
		fmt.Fprintf(os.Stderr, "tau: %v\n", tau)
	}

	fn2 := func() {
		ERRlapack = lapack.Geqrf(A0, tau0)
	}

	mperf.FlushCache()
	time2 := mperf.Timeit(fn2)
	if verbose && N < 10 {
		fmt.Fprintf(os.Stderr, "A0 end:\n%v\n", A0)
		tau0.SetSize(1, N, 1) // row vector
		fmt.Fprintf(os.Stderr, "tau0: %v\n", tau0)
	}
	// now A == A0 && tau == tau0

	ok := A.AllClose(A0)
	oktau := tau.AllClose(tau0)
	if !ok || !oktau {
		// save result to globals
		Rlapack = A0
		Rmatops = A
		TAUlapack = tau0
		TAUmatops = tau
	}
	return ok && oktau, time0, time2
}
Ejemplo n.º 5
0
// single invocation for matops and lapack functions
func runCheck(A *matrix.FloatMatrix, LB int) (bool, time.Duration, time.Duration) {

	var flags matops.Flags
	N := A.Rows()
	flags = matops.LOWER
	lopt := linalg.OptLower
	if testUpper {
		flags = matops.UPPER
		lopt = linalg.OptUpper
	}

	fnc := func() {
		_, ERRmatops = matops.DecomposeCHOL(A, flags, LB)
	}

	if verbose && N < 10 {
		fmt.Fprintf(os.Stderr, "A start:\n%v\n", A)
	}
	A0 := A.Copy()
	mperf.FlushCache()
	time0 := mperf.Timeit(fnc)
	if verbose && N < 10 {
		fmt.Fprintf(os.Stderr, "A end:\n%v\n", A)
	}

	fn2 := func() {
		ERRlapack = lapack.Potrf(A0, lopt)
	}
	if verbose && N < 10 {
		fmt.Fprintf(os.Stderr, "A0 start:\n%v\n", A0)
	}
	mperf.FlushCache()
	time2 := mperf.Timeit(fn2)
	if verbose && N < 10 {
		fmt.Fprintf(os.Stderr, "A0 end:\n%v\n", A0)
	}
	// now A == A0 && ipiv == ipiv0

	ok := A.AllClose(A0)
	if !ok {
		// save result to globals
		Rlapack = A0
		Rmatops = A
	}
	return ok, time0, time2
}
Ejemplo n.º 6
0
func TestQRT(t *testing.T) {
	M := 6
	N := 5

	var Tau matrix.FloatMatrix
	A := matrix.FloatUniform(M, N)
	T := matrix.FloatZeros(A.Cols(), A.Cols())
	T0 := T.Copy()

	X, _ := DecomposeQRT(A.Copy(), T, nil, 0)
	Tau.DiagOf(T)

	Tau0 := matrix.FloatZeros(M, 1)
	A0 := A.Copy()
	lapack.Geqrf(A0, Tau0)
	ok := X.AllClose(A0)
	okt := Tau.AllClose(Tau0)
	t.Logf("lapack QR == DecomposeQR: %v\n", ok && okt)
	if !ok || !okt {
		t.Logf("A0: %d, %d, %d\n", A0.Rows(), A0.Cols(), A0.LeadingIndex())
		t.Logf("A\n%v\n", A)
		t.Logf("X\n%v\n", X)
		t.Logf("Tau\n%v\n", &Tau)
		t.Logf("lapack X\n%v\n", A0)
		t.Logf("lapack Tau\n%v\n", Tau0)
	}

	// build block reflectors
	//unblkQRBlockReflector(X, Tau, T)
	V := TriLU(A0.Copy())
	lapack.LarftFloat(V, Tau0, T0)

	ok = T0.AllClose(T)
	t.Logf("lapack.dlarft == QRBlockReflector: %v\n", ok)
	if !ok {
		t.Logf("T:\n%v\n", T)
		t.Logf("lapack T0:\n%v\n", T0)
	}
}