Ejemplo n.º 1
0
Archivo: rq.go Proyecto: hrautila/gomas
// compute:
//      Q.T*C = (I -Y*T*Y.T).T*C ==  C - Y*(C.T*Y*T).T
// or
//      Q*C   = (I -Y*T*Y.T)*C   ==  C - Y*(C.T*Y*T.T).T
//
//
// where  C = ( C2 )   Y = ( Y2 Y1 )
//            ( C1 )
//
// C1 is nb*K, C2 is P*K, Y1 is nb*nb triuu, Y2 is nb*P, T is nb*nb
// W = K*nb
func updateLeftRQ(C1, C2, Y1t, Y2t, T, W *cmat.FloatMatrix, transpose bool, conf *gomas.Config) {

	// W = C1.T
	blasd.Plus(W, C1, 0.0, 1.0, gomas.TRANSB)
	// W = C1.T*Y1.T
	blasd.MultTrm(W, Y1t, 1.0, gomas.RIGHT|gomas.LOWER|gomas.UNIT|gomas.TRANSA, conf)
	// W = W + C2.T*Y2.T
	blasd.Mult(W, C2, Y2t, 1.0, 1.0, gomas.TRANSA|gomas.TRANSB, conf)
	// --- here: W == C.T*Y == C1.T*Y1.T + C2.T*Y2.T ---

	tflags := gomas.RIGHT | gomas.LOWER
	if !transpose {
		tflags |= gomas.TRANSA
	}
	// W = W*T or W*T.T
	blasd.MultTrm(W, T, 1.0, tflags, conf)
	// --- here: W == C.T*Y*T or C.T*Y*T.T ---

	// C2 = C2 - Y2*W.T
	blasd.Mult(C2, Y2t, W, -1.0, 1.0, gomas.TRANSA|gomas.TRANSB, conf)

	//  W = Y1*W.T ==> W.T = W*Y1
	blasd.MultTrm(W, Y1t, 1.0, gomas.RIGHT|gomas.LOWER|gomas.UNIT, conf)
	// C1 = C1 - W.T
	blasd.Plus(C1, W, 1.0, -1.0, gomas.TRANSB)
	// --- here: C = (I - Y*T*Y.T).T * C ---
}
Ejemplo n.º 2
0
Archivo: rq.go Proyecto: hrautila/gomas
// compute:
//      C*Q.T = C*(I -Y*T*Y.T).T ==  C - C*Y*T.T*Y.T
// or
//      C*Q   = (I -Y*T*Y.T)*C   ==  C - C*Y*T*Y.T
//
//
// where  C = ( C2 C1 ), Y = ( Y2 Y1 )
//
// C1 is K*nb, C2 is K*P, Y1 is nb*nb triuu, Y2 is nb*P, T is nb*nb
// W = K*nb
func updateRightRQ(C1, C2, Y1t, Y2t, T, W *cmat.FloatMatrix, transpose bool, conf *gomas.Config) {
	// -- compute: W = C*Y = C1*Y1 + C2*Y2

	// W = C1
	blasd.Plus(W, C1, 0.0, 1.0, gomas.NONE)
	// W = C1*Y1t.T
	blasd.MultTrm(W, Y1t, 1.0, gomas.RIGHT|gomas.LOWER|gomas.UNIT|gomas.TRANSA, conf)
	// W = W + C2*Y2t.T
	blasd.Mult(W, C2, Y2t, 1.0, 1.0, gomas.TRANSB, conf)
	// --- here: W == C*Y ---

	tflags := gomas.RIGHT | gomas.LOWER
	if transpose {
		tflags |= gomas.TRANSA
	}

	// W = W*T or W*T.T
	blasd.MultTrm(W, T, 1.0, tflags, conf)
	// --- here: W == C*Y*T or C*Y*T.T ---

	// C2 = C2 - W*Y2t
	blasd.Mult(C2, W, Y2t, -1.0, 1.0, gomas.NONE, conf)
	// C1 = C1 - W*Y1t
	//  W = W*Y1
	blasd.MultTrm(W, Y1t, 1.0, gomas.RIGHT|gomas.LOWER|gomas.UNIT, conf)
	// C1 = C1 - W
	blasd.Plus(C1, W, 1.0, -1.0, gomas.NONE)
	// --- here: C = (I - Y*T*Y.T).T * C ---
}
Ejemplo n.º 3
0
func TestTrdMultUpper(t *testing.T) {
	var dt, et, da, ea cmat.FloatMatrix
	N := 843
	nb := 48
	conf := gomas.NewConf()
	conf.LB = nb

	A := cmat.NewMatrix(N, N)
	tau := cmat.NewMatrix(N, 1)
	src := cmat.NewFloatNormSource()
	// create symmetric matrix
	A.SetFrom(src, cmat.SYMM)
	A0 := cmat.NewCopy(A)

	W := lapackd.Workspace(lapackd.TRDReduceWork(A, conf))
	lapackd.TRDReduce(A, tau, W, gomas.UPPER, conf)

	// make tridiagonal matrix T
	T0 := cmat.NewMatrix(N, N)
	dt.Diag(T0)
	da.Diag(A)
	blasd.Copy(&dt, &da)

	ea.Diag(A, 1)
	et.Diag(T0, 1)
	blasd.Copy(&et, &ea)
	et.Diag(T0, -1)
	blasd.Copy(&et, &ea)
	T1 := cmat.NewCopy(T0)

	// compute Q*T*Q.T (unblocked)
	conf.LB = 0
	lapackd.TRDMult(T0, A, tau, W, gomas.LEFT|gomas.UPPER, conf)
	lapackd.TRDMult(T0, A, tau, W, gomas.RIGHT|gomas.TRANS|gomas.UPPER, conf)

	blasd.Plus(T0, A0, 1.0, -1.0, gomas.NONE)
	nrm := lapackd.NormP(T0, lapackd.NORM_ONE)
	t.Logf("N=%d, unblk.||A - Q*T*Q.T||_1: %e\n", N, nrm)

	// compute Q*T*Q.T (blocked)
	conf.LB = nb
	W = lapackd.Workspace(lapackd.TRDMultWork(A, gomas.LEFT|gomas.UPPER, conf))
	lapackd.TRDMult(T1, A, tau, W, gomas.LEFT|gomas.UPPER, conf)
	lapackd.TRDMult(T1, A, tau, W, gomas.RIGHT|gomas.TRANS|gomas.UPPER, conf)

	blasd.Plus(T1, A0, 1.0, -1.0, gomas.NONE)
	nrm = lapackd.NormP(T1, lapackd.NORM_ONE)
	t.Logf("N=%d,   blk.||A - Q*T*Q.T||_1: %e\n", N, nrm)
}
Ejemplo n.º 4
0
func TestBidiagReduceUnblocked(t *testing.T) {

	N := 217
	M := 269
	conf := gomas.NewConf()
	conf.LB = 0

	zeromean := cmat.NewFloatNormSource()
	A := cmat.NewMatrix(M, N)
	A.SetFrom(zeromean)
	tauq := cmat.NewMatrix(N, 1)
	taup := cmat.NewMatrix(N, 1)

	At := cmat.NewMatrix(N, M)
	blasd.Transpose(At, A)
	tauqt := cmat.NewMatrix(N, 1)
	taupt := cmat.NewMatrix(N, 1)

	W := lapackd.Workspace(M + N)

	lapackd.BDReduce(A, tauq, taup, W, conf)
	lapackd.BDReduce(At, tauqt, taupt, W, conf)

	// BiRed(A) == BiRed(A.T).T
	blasd.Plus(At, A, 1.0, -1.0, gomas.TRANSB)
	blasd.Axpy(tauqt, taup, -1.0)
	blasd.Axpy(taupt, tauq, -1.0)

	nrm := lapackd.NormP(At, lapackd.NORM_ONE)
	t.Logf("M=%d, N=%d || BiRed(A) - BiRed(A.T).T||_1 : %e\n", M, N, nrm)
	nrm = lapackd.NormP(taupt, lapackd.NORM_ONE)
	t.Logf("  || BiRed(A).tauq - BiRed(A.T).taup||_1 : %e\n", nrm)
	nrm = lapackd.NormP(tauqt, lapackd.NORM_ONE)
	t.Logf("  || BiRed(A).taup - BiRed(A.T).tauq||_1 : %e\n", nrm)
}
Ejemplo n.º 5
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)
}
Ejemplo n.º 6
0
// test: min || B - A.T*X ||
func TestLeastSquaresLQ(t *testing.T) {
	M := 723
	N := 811
	K := 273
	nb := 32
	conf := gomas.NewConf()
	conf.LB = nb

	tau := cmat.NewMatrix(M, 1)
	A := cmat.NewMatrix(M, N)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	B0 := cmat.NewMatrix(M, K)
	B0.SetFrom(src)
	B := cmat.NewMatrix(N, K)

	// B = A.T*B0
	blasd.Mult(B, A, B0, 1.0, 0.0, gomas.TRANSA, conf)

	W := lapackd.Workspace(lapackd.LQFactorWork(A, conf))
	lapackd.LQFactor(A, tau, W, conf)

	// B' = A.-1*B
	lapackd.LQSolve(B, A, tau, W, gomas.TRANS, conf)

	// expect B[0:M,0:K] == B0[0:M,0:K], B[M:N,0:K] == 0
	var X cmat.FloatMatrix

	X.SubMatrix(B, 0, 0, M, K)
	blasd.Plus(&X, B0, 1.0, -1.0, gomas.NONE)
	nrm := lapackd.NormP(&X, lapackd.NORM_ONE)

	t.Logf("M=%d, N=%d  ||B0 - min( ||A.T*X - B0|| ) ||_1: %e\n", M, N, nrm)
}
Ejemplo n.º 7
0
func TestLQFactor(t *testing.T) {
	M := 611
	N := 715
	nb := 32
	conf := gomas.NewConf()

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

	A1 := cmat.NewCopy(A)
	tau1 := cmat.NewCopy(tau)

	conf.LB = 0
	W := cmat.NewMatrix(M+N, 1)
	lapackd.LQFactor(A, tau, W, conf)

	conf.LB = nb
	W1 := lapackd.Workspace(lapackd.LQFactorWork(A1, conf))
	lapackd.LQFactor(A1, tau1, W1, conf)

	blasd.Plus(A1, A, 1.0, -1.0, gomas.NONE)
	nrm := lapackd.NormP(A1, lapackd.NORM_ONE)
	t.Logf("M=%d, N=%d ||blk.LQ(A) - unblk.LQ(A)||_1: %e\n", M, N, nrm)
}
Ejemplo n.º 8
0
// QR decompose A, then compute ||A - Q*R||_1, should be small
func TestUnblkQRMultLeft(t *testing.T) {
	M := 711
	N := 593
	A := cmat.NewMatrix(M, N)
	tau := cmat.NewMatrix(N, 1)

	zeromean := cmat.NewFloatNormSource()
	A.SetFrom(zeromean)
	A0 := cmat.NewCopy(A)

	conf := gomas.NewConf()
	conf.LB = 0

	// QR = A = Q*R
	W := lapackd.Workspace(lapackd.QRFactorWork(A, conf))
	lapackd.QRFactor(A, tau, W, conf)

	// C = TriU(QR) = R
	C := cmat.TriU(cmat.NewCopy(A), cmat.NONE)

	// C = Q*C
	W = lapackd.Workspace(lapackd.QRMultWork(C, gomas.LEFT, conf))
	err := lapackd.QRMult(C, A, tau, W, gomas.LEFT, conf)
	if err != nil {
		t.Logf("err: %v\n", err)
	}

	// A = A - QR
	blasd.Plus(A0, C, 1.0, -1.0, gomas.NONE)
	// ||A - Q*R||_1
	nrm := lapackd.NormP(A0, lapackd.NORM_ONE)
	t.Logf("M=%d,N=%d  ||A - Q*R||_1: %e\n", M, N, nrm)
}
Ejemplo n.º 9
0
// m > n: A[m,n], I[m,m] --> A == I*A == Q*Q.T*A
func TestQRTMultLeftIdent(t *testing.T) {
	M := 411
	N := 399
	nb := 16
	A := cmat.NewMatrix(M, N)
	T := cmat.NewMatrix(nb, N)

	zeromean := cmat.NewFloatNormSource()
	A.SetFrom(zeromean)
	A0 := cmat.NewCopy(A)
	C := cmat.NewCopy(A)
	conf := gomas.NewConf()
	conf.LB = nb
	//t.Logf("A0:\n%v\n", A0)

	// QR = A = Q*R
	W := lapackd.Workspace(lapackd.QRTFactorWork(A, conf))
	lapackd.QRTFactor(A, T, W, conf)
	//t.Logf("T:\n%v\n", T)

	// C = Q.T*A
	W = lapackd.Workspace(lapackd.QRTMultWork(C, T, gomas.LEFT, conf))
	lapackd.QRTMult(C, A, T, W, gomas.LEFT|gomas.TRANS, conf)

	// C = Q*C == Q*Q.T*A
	lapackd.QRTMult(C, A, T, W, gomas.LEFT, conf)
	//t.Logf("A*Q*Q.T:\n%v\n", C)

	// A = A - Q*Q.T*A
	blasd.Plus(A0, C, 1.0, -1.0, gomas.NONE)
	// ||A - Q*Q.T*A||_1
	nrm := lapackd.NormP(A0, lapackd.NORM_ONE)
	t.Logf("M=%d,N=%d  ||A - Q*Q.T*A||_1: %e\n", M, N, nrm)
}
Ejemplo n.º 10
0
// QR decompose A, then compute ||A - (R.T*Q.T).T||_1, should be small
func TestUnblkQRMultRight(t *testing.T) {
	M := 711
	N := 593
	A := cmat.NewMatrix(M, N)
	C := cmat.NewMatrix(N, M)
	tau := cmat.NewMatrix(N, 1)

	zeromean := cmat.NewFloatNormSource()
	A.SetFrom(zeromean)
	A0 := cmat.NewCopy(A)

	conf := gomas.NewConf()
	conf.LB = 0

	// QR = A = Q*R
	W := lapackd.Workspace(lapackd.QRFactorWork(A, conf))
	lapackd.QRFactor(A, tau, W, conf)

	// C = transpose(TriU(QR)) = R.T
	C.Transpose(cmat.TriU(cmat.NewCopy(A), cmat.NONE))

	// C = C*Q.T = R.T*Q.T
	W = lapackd.Workspace(lapackd.QRMultWork(C, gomas.RIGHT, conf))
	err := lapackd.QRMult(C, A, tau, W, gomas.RIGHT|gomas.TRANS, conf)
	if err != nil {
		t.Logf("err: %v\n", err)
	}

	// A = A - QR
	blasd.Plus(A0, C, 1.0, -1.0, gomas.TRANSB)
	// ||A - Q*R||_1
	nrm := lapackd.NormP(A0, lapackd.NORM_ONE)
	t.Logf("M=%d,N=%d  ||A - (R.T*Q.T).T||_1: %e\n", M, N, nrm)
}
Ejemplo n.º 11
0
// m > n: A[m,n], I[m,m] --> A.T == A.T*I == A.T*Q*Q.T
func TestBlockedQRMultRightIdent(t *testing.T) {
	M := 511
	N := 489
	A := cmat.NewMatrix(M, N)
	C := cmat.NewMatrix(N, M)
	tau := cmat.NewMatrix(N, 1)

	zeromean := cmat.NewFloatNormSource()
	A.SetFrom(zeromean)
	A0 := cmat.NewCopy(A)
	C.Transpose(A)
	conf := gomas.NewConf()
	conf.LB = 32

	// QR = A = Q*R
	W := lapackd.Workspace(lapackd.QRFactorWork(A, conf))
	lapackd.QRFactor(A, tau, W, conf)

	// C = A.T*Q
	W = lapackd.Workspace(lapackd.QRMultWork(C, gomas.RIGHT, conf))
	lapackd.QRMult(C, A, tau, W, gomas.RIGHT, conf)

	// C = C*Q.T == A.T*Q*Q.T
	lapackd.QRMult(C, A, tau, W, gomas.RIGHT|gomas.TRANS, conf)
	//t.Logf("A*Q*Q.T:\n%v\n", C)

	// A = A - (A.T*Q*Q.T).T
	blasd.Plus(A0, C, 1.0, -1.0, gomas.TRANSB)
	// ||A - (A.T*Q*Q.T).T||_1
	nrm := lapackd.NormP(A0, lapackd.NORM_ONE)
	t.Logf("M=%d,N=%d  ||A - (A.T*Q*Q.T).T||_1: %e\n", M, N, nrm)
}
Ejemplo n.º 12
0
// Simple and slow LQ decomposition with Givens rotations
func TestGivensLQ(t *testing.T) {
	var d cmat.FloatMatrix
	M := 149
	N := 167
	A := cmat.NewMatrix(M, N)
	A1 := cmat.NewCopy(A)

	ones := cmat.NewFloatConstSource(1.0)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	A0 := cmat.NewCopy(A)

	Qt := cmat.NewMatrix(N, N)
	d.Diag(Qt)
	d.SetFrom(ones)

	// R = G(n)...G(2)G(1)*A; Q = G(1).T*G(2).T...G(n).T ;  Q.T = G(n)...G(2)G(1)
	for i := 0; i < M; i++ {
		// zero elements right of diagonal
		for j := N - 2; j >= i; j-- {
			c, s, r := lapackd.ComputeGivens(A.Get(i, j), A.Get(i, j+1))
			A.Set(i, j, r)
			A.Set(i, j+1, 0.0)
			// apply rotation to this column starting from row i+1
			lapackd.ApplyGivensRight(A, j, j+1, i+1, M-i-1, c, s)
			// update Qt = G(k)*Qt
			lapackd.ApplyGivensRight(Qt, j, j+1, 0, N, c, s)
		}
	}
	// A = L*Q
	blasd.Mult(A1, A, Qt, 1.0, 0.0, gomas.TRANSB)
	blasd.Plus(A0, A1, 1.0, -1.0, gomas.NONE)
	nrm := lapackd.NormP(A0, lapackd.NORM_ONE)
	t.Logf("M=%d, N=%d ||A - L*G(1)..G(n)||_1: %e\n", M, N, nrm)
}
Ejemplo n.º 13
0
func TestTriRedUpper(t *testing.T) {
	N := 843
	nb := 48
	conf := gomas.NewConf()
	conf.LB = 0

	A := cmat.NewMatrix(N, N)
	tau := cmat.NewMatrix(N, 1)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src, cmat.UPPER)
	A1 := cmat.NewCopy(A)
	tau1 := cmat.NewCopy(tau)
	_ = A1

	W := lapackd.Workspace(N)
	W1 := lapackd.Workspace(N * nb)

	lapackd.TRDReduce(A, tau, W, gomas.UPPER, conf)

	conf.LB = nb
	lapackd.TRDReduce(A1, tau1, W1, gomas.UPPER, conf)

	blasd.Plus(A, A1, -1.0, 1.0, gomas.NONE)
	nrm := lapackd.NormP(A, lapackd.NORM_ONE)
	t.Logf("N=%d, ||unblk.Trired(A) - blk.Trired(A)||_1: %e\n", N, nrm)
	blasd.Axpy(tau, tau1, -1.0)
	nrm = blasd.Nrm2(tau)
	t.Logf("   ||unblk.Trired(tau) - blk.Trired(tau)||_1: %e\n", nrm)
}
Ejemplo n.º 14
0
func TestSolveBKLowerBig(t *testing.T) {
	N := 427
	normsrc := cmat.NewFloatNormSource(5.0, 10.0)
	A := cmat.NewMatrix(N, N)
	A.SetFrom(normsrc, cmat.LOWER)

	X := cmat.NewMatrix(N, 2)
	X.SetFrom(normsrc)
	B := cmat.NewCopy(X)
	blasd.MultSym(B, A, X, 1.0, 0.0, gomas.LOWER|gomas.LEFT)

	ipiv := lapackd.NewPivots(N)

	conf := gomas.NewConf()
	conf.LB = 16
	W := lapackd.Workspace(lapackd.BKFactorWork(A, conf))
	lapackd.BKFactor(A, W, ipiv, gomas.LOWER, conf)

	lapackd.BKSolve(B, A, ipiv, gomas.LOWER, conf)
	ok := B.AllClose(X)
	t.Logf("N=%d unblk.BK(X) == A.-1*B : %v\n", N, ok)
	blasd.Plus(B, X, 1.0, -1.0, gomas.NONE)
	nrm := lapackd.NormP(B, lapackd.NORM_ONE)
	t.Logf("  ||X - A.-1*B||_1: %.4e\n", nrm)

}
Ejemplo n.º 15
0
func TestBiredWide(t *testing.T) {
	N := 811
	M := 693
	nb := 32
	conf := gomas.NewConf()
	conf.LB = 0
	ediag := -1

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

	tauq := cmat.NewMatrix(N, 1)
	taup := cmat.NewMatrix(N, 1)

	W := lapackd.Workspace(M + N)
	lapackd.BDReduce(A, tauq, taup, W, conf)

	var D, E, Bd, Be cmat.FloatMatrix
	D.Diag(A)
	E.Diag(A, ediag)

	B := cmat.NewMatrix(M, N)
	Bd.Diag(B)
	Be.Diag(B, ediag)
	blasd.Copy(&Bd, &D)
	blasd.Copy(&Be, &E)

	Bt := cmat.NewMatrix(N, M)
	blasd.Transpose(Bt, B)

	conf.LB = nb
	W0 := lapackd.Workspace(lapackd.BDMultWork(B, conf))
	lapackd.BDMult(B, A, tauq, W0, gomas.MULTQ|gomas.LEFT, conf)
	lapackd.BDMult(Bt, A, tauq, W0, gomas.MULTQ|gomas.RIGHT|gomas.TRANS, conf)

	lapackd.BDMult(B, A, taup, W0, gomas.MULTP|gomas.RIGHT|gomas.TRANS, conf)
	lapackd.BDMult(Bt, A, taup, W0, gomas.MULTP|gomas.LEFT, conf)

	blasd.Plus(B, A0, 1.0, -1.0, gomas.NONE)
	nrm := lapackd.NormP(B, lapackd.NORM_ONE)
	t.Logf("M=%d, N=%d ||A - Q*B*P.T||_1   : %e\n", M, N, nrm)
	blasd.Plus(Bt, A0, 1.0, -1.0, gomas.TRANSB)
	nrm = lapackd.NormP(Bt, lapackd.NORM_ONE)
	t.Logf("M=%d, N=%d ||A.T - P*B.T*Q.T||_1 : %e\n", M, N, nrm)
}
Ejemplo n.º 16
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)
}
Ejemplo n.º 17
0
// test: C = C*Q.T
func TestQLMultRightTrans(t *testing.T) {
	var d, di0, di1 cmat.FloatMatrix
	M := 891
	N := 853
	lb := 36
	conf := gomas.NewConf()

	A := cmat.NewMatrix(M, N)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)

	C0 := cmat.NewMatrix(N, M)
	d.Diag(C0, M-N)
	ones := cmat.NewFloatConstSource(1.0)
	d.SetFrom(ones)
	C1 := cmat.NewCopy(C0)

	I0 := cmat.NewMatrix(N, N)
	I1 := cmat.NewCopy(I0)
	di0.Diag(I0)
	di1.Diag(I1)

	tau := cmat.NewMatrix(N, 1)
	W := cmat.NewMatrix(lb*(M+N), 1)

	conf.LB = lb
	lapackd.QLFactor(A, tau, W, conf)

	conf.LB = 0
	lapackd.QLMult(C0, A, tau, W, gomas.RIGHT|gomas.TRANS, conf)
	// I = Q*Q.T - I
	blasd.Mult(I0, C0, C0, 1.0, 0.0, gomas.TRANSB, conf)
	blasd.Add(&di0, -1.0)
	n0 := lapackd.NormP(I0, lapackd.NORM_ONE)

	conf.LB = lb
	lapackd.QLMult(C1, A, tau, W, gomas.RIGHT|gomas.TRANS, conf)
	// I = Q*Q.T - I
	blasd.Mult(I1, C1, C1, 1.0, 0.0, gomas.TRANSB, conf)
	blasd.Add(&di1, -1.0)
	n1 := lapackd.NormP(I1, lapackd.NORM_ONE)

	if N < 10 {
		t.Logf("unblk C0*Q:\n%v\n", C0)
		t.Logf("blk. C2*Q:\n%v\n", C1)
	}
	blasd.Plus(C0, C1, 1.0, -1.0, gomas.NONE)
	n2 := lapackd.NormP(C0, lapackd.NORM_ONE)

	t.Logf("M=%d, N=%d ||unblk.QLMult(C) - blk.QLMult(C)||_1: %e\n", M, N, n2)
	t.Logf("unblk M=%d, N=%d ||I - Q*Q.T||_1: %e\n", M, N, n0)
	t.Logf("blk   M=%d, N=%d ||I - Q*Q.T||_1: %e\n", M, N, n1)
}
Ejemplo n.º 18
0
// test: ||A - A*Q*Q.T||_1 ~= 0
func TestLQMultRight(t *testing.T) {
	M := 511
	N := 627
	nb := 24
	conf := gomas.NewConf()

	A := cmat.NewMatrix(M, N)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	tau := cmat.NewMatrix(M, 1)
	W := cmat.NewMatrix(M+N, 1)

	A0 := cmat.NewCopy(A)
	A1 := cmat.NewCopy(A)
	A2 := cmat.NewCopy(A)

	conf.LB = 0
	lapackd.LQFactor(A, tau, W, conf)

	// unblocked A1 := A1*Q*Q.T
	conf.LB = 0
	lapackd.LQMult(A1, A, tau, W, gomas.RIGHT, conf)
	lapackd.LQMult(A1, A, tau, W, gomas.RIGHT|gomas.TRANS, conf)

	// blocked A2 := A2*Q*Q.T
	conf.LB = nb
	W = lapackd.Workspace(lapackd.LQMultWork(A2, gomas.RIGHT, conf))
	lapackd.LQMult(A2, A, tau, W, gomas.RIGHT, conf)
	lapackd.LQMult(A2, A, tau, W, gomas.RIGHT|gomas.TRANS, conf)

	// A1 - A0 == 0
	blasd.Plus(A1, A0, 1.0, -1.0, gomas.NONE)
	nrm := lapackd.NormP(A1, lapackd.NORM_ONE)
	t.Logf("M=%d, N=%d, unblk.||A - A*Q*Q.T||_1: %e\n", M, N, nrm)

	// A2 - A0 == 0
	blasd.Plus(A2, A0, 1.0, -1.0, gomas.NONE)
	nrm = lapackd.NormP(A2, lapackd.NORM_ONE)
	t.Logf("M=%d, N=%d, nb=%d blk.||A - A*Q*Q.T||_1: %e\n", M, N, nb, nrm)
}
Ejemplo n.º 19
0
// test: ||C - Q*Q.T*C||_1 ~= 0;
//   multipling from left requires: m(C) == n(A) [n(Q)]
func TestLQMultLeft(t *testing.T) {
	M := 771
	N := 813
	nb := 16
	conf := gomas.NewConf()

	A := cmat.NewMatrix(M, N)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	// C0 := A
	C0 := cmat.NewCopy(A)
	C1t := cmat.NewMatrix(N, M)
	blasd.Transpose(C1t, C0)
	C2t := cmat.NewCopy(C1t)

	tau := cmat.NewMatrix(M, 1)
	W := cmat.NewMatrix(M+N, 1)

	conf.LB = 0
	lapackd.LQFactor(A, tau, W, conf)

	// A0 := Q.T*A0
	conf.LB = 0
	lapackd.LQMult(C2t, A, tau, W, gomas.LEFT, conf)
	lapackd.LQMult(C2t, A, tau, W, gomas.LEFT|gomas.TRANS, conf)

	// A0 := Q.T*A0
	conf.LB = nb
	W1 := lapackd.Workspace(lapackd.LQMultWork(C1t, gomas.LEFT, conf))
	lapackd.LQMult(C1t, A, tau, W1, gomas.LEFT, conf)
	lapackd.LQMult(C1t, A, tau, W1, gomas.LEFT|gomas.TRANS, conf)

	blasd.Plus(C0, C1t, 1.0, -1.0, gomas.TRANSB)
	nrm := lapackd.NormP(C0, lapackd.NORM_ONE)
	t.Logf("M=%d, N=%d, ||C - Q*Q*T*C||_1: %e\n", M, N, nrm)

	blasd.Plus(C1t, C2t, 1.0, -1.0, gomas.NONE)
	nrm = lapackd.NormP(C1t, lapackd.NORM_ONE)
	t.Logf("M=%d, N=%d, ||unblk(Q*Q.T*C) - blk(Q*Q*T*C)||_1: %e\n", M, N, nrm)
}
Ejemplo n.º 20
0
func TestQLBuildwithK(t *testing.T) {
	var dc cmat.FloatMatrix
	M := 711
	N := 707
	K := 691
	lb := 36
	conf := gomas.NewConf()

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

	W := cmat.NewMatrix(M+N, 1)
	C := cmat.NewMatrix(N, N)

	conf.LB = lb
	lapackd.QLFactor(A, tau, W, conf)
	A1 := cmat.NewCopy(A)

	conf.LB = 0
	lapackd.QLBuild(A, tau, W, K, conf)
	blasd.Mult(C, A, A, 1.0, 0.0, gomas.TRANSA, conf)
	dc.Diag(C)
	blasd.Add(&dc, -1.0)
	if N < 10 {
		t.Logf("unblk.QLBuild Q:\n%v\n", A)
		t.Logf("unblk.QLBuild Q.T*Q:\n%v\n", C)
	}
	n0 := lapackd.NormP(C, lapackd.NORM_ONE)

	conf.LB = lb
	W1 := lapackd.Workspace(lapackd.QLBuildWork(A1, conf))
	lapackd.QLBuild(A1, tau, W1, K, conf)
	if N < 10 {
		t.Logf("blk.QLBuild Q:\n%v\n", A1)
	}
	// compute: I - Q.T*Q
	blasd.Mult(C, A1, A1, 1.0, 0.0, gomas.TRANSA, conf)
	blasd.Add(&dc, -1.0)
	n1 := lapackd.NormP(C, lapackd.NORM_ONE)

	blasd.Plus(A, A1, 1.0, -1.0, gomas.NONE)
	n2 := lapackd.NormP(A, lapackd.NORM_ONE)

	t.Logf("M=%d, N=%d, K=%d ||unblk.QLBuild(A) - blk.QLBuild(A)||_1 :%e\n", M, N, K, n2)
	t.Logf("unblk M=%d, N=%d, K=%d ||Q.T*Q - I||_1 : %e\n", M, N, K, n0)
	t.Logf("blk   M=%d, N=%d, K=%d ||Q.T*Q - I||_1 : %e\n", M, N, K, n1)
}
Ejemplo n.º 21
0
func TestLQBuild(t *testing.T) {
	var dc cmat.FloatMatrix

	M := 877
	N := 913
	K := 831
	lb := 48
	conf := gomas.NewConf()
	_ = lb

	A := cmat.NewMatrix(M, N)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	tau := cmat.NewMatrix(M, 1)
	W := cmat.NewMatrix(M, 1)
	C := cmat.NewMatrix(M, M)
	dc.Diag(C)

	conf.LB = lb
	lapackd.LQFactor(A, tau, W, conf)
	A1 := cmat.NewCopy(A)

	conf.LB = 0
	lapackd.LQBuild(A, tau, W, K, conf)
	if N < 10 {
		t.Logf("unblk.LQBuild Q:\n%v\n", A)
	}
	blasd.Mult(C, A, A, 1.0, 0.0, gomas.TRANSB, conf)
	blasd.Add(&dc, -1.0)
	n0 := lapackd.NormP(C, lapackd.NORM_ONE)

	conf.LB = lb
	W2 := lapackd.Workspace(lapackd.LQBuildWork(A, conf))
	lapackd.LQBuild(A1, tau, W2, K, conf)
	if N < 10 {
		t.Logf("blk.LQBuild Q:\n%v\n", A1)
	}
	blasd.Mult(C, A1, A1, 1.0, 0.0, gomas.TRANSB, conf)
	blasd.Add(&dc, -1.0)
	n1 := lapackd.NormP(C, lapackd.NORM_ONE)

	blasd.Plus(A, A1, 1.0, -1.0, gomas.NONE)
	n2 := lapackd.NormP(A, lapackd.NORM_ONE)

	t.Logf("M=%d, N=%d, K=%d ||unblk.LQBuild(A) - blk.LQBuild(A)||_1 :%e\n", M, N, K, n2)
	t.Logf("unblk M=%d, N=%d, K=%d ||I - Q*Q.T||_1 : %e\n", M, N, K, n0)
	t.Logf("  blk M=%d, N=%d, K=%d ||I - Q*Q.T||_1 : %e\n", M, N, K, n1)
}
Ejemplo n.º 22
0
// update T: T = -T1*Y1.T*Y2*T2
//  Y1 = /Y10\   Y2 = /Y11\
//       \Y20/        \Y21/
//
//  T = -T1 * [Y10.T*Y11 + Y20.T*Y21]*T2
//
//  T1 is K*K triangular upper matrix
//  T2 is nb*nb triangular upper matrix
//  T  is K*nb block matrix
//  Y10 is nb*K block matrix
//  Y20 is M-K-nb*K block matrix
//  Y11 is nb*nb triangular lower unit diagonal matrix
//  Y21 is M-K-nb*nb block matrix
//
func updateQRTReflector(T, Y10, Y20, Y11, Y21, T1, T2 *cmat.FloatMatrix, conf *gomas.Config) {
	// T = Y10.T
	if n(Y10) == 0 {
		return
	}
	// T = Y10.T
	blasd.Plus(T, Y10, 0.0, 1.0, gomas.TRANSB)
	// T = Y10.T*Y11
	blasd.MultTrm(T, Y11, 1.0, gomas.LOWER|gomas.UNIT|gomas.RIGHT, conf)
	// T = T + Y20.T*Y21
	blasd.Mult(T, Y20, Y21, 1.0, 1.0, gomas.TRANSA, conf)
	// -- here: T == Y1.T*Y2

	// T = -T1*T
	blasd.MultTrm(T, T1, -1.0, gomas.UPPER, conf)
	// T = T*T2
	blasd.MultTrm(T, T2, 1.0, gomas.UPPER|gomas.RIGHT, conf)
}
Ejemplo n.º 23
0
func TestQRBuild(t *testing.T) {
	var d cmat.FloatMatrix

	M := 911
	N := 899
	K := 873
	lb := 36
	conf := gomas.NewConf()

	A := cmat.NewMatrix(M, N)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	tau := cmat.NewMatrix(N, 1)
	W := cmat.NewMatrix(N+M, 1)

	C := cmat.NewMatrix(N, N)
	d.Diag(C)

	conf.LB = lb
	lapackd.QRFactor(A, tau, W, conf)
	A1 := cmat.NewCopy(A)

	conf.LB = 0
	lapackd.QRBuild(A, tau, W, K, conf)

	blasd.Mult(C, A, A, 1.0, 0.0, gomas.TRANSA, conf)
	blasd.Add(&d, -1.0)
	n0 := lapackd.NormP(C, lapackd.NORM_ONE)

	conf.LB = lb
	W2 := lapackd.Workspace(lapackd.QRBuildWork(A, conf))
	lapackd.QRBuild(A1, tau, W2, K, conf)

	blasd.Mult(C, A1, A1, 1.0, 0.0, gomas.TRANSA, conf)
	blasd.Add(&d, -1.0)
	n1 := lapackd.NormP(C, lapackd.NORM_ONE)

	blasd.Plus(A, A1, 1.0, -1.0, gomas.NONE)
	n2 := lapackd.NormP(A, lapackd.NORM_ONE)

	t.Logf("M=%d, N=%d, K=%d ||unblk.QRBuild(A) - blk.QRBuild(A)||_1 :%e\n", M, N, K, n2)
	t.Logf("unblk M=%d, N=%d, K=%d ||I - Q.T*Q||_1: %e\n", M, N, K, n0)
	t.Logf("  blk M=%d, N=%d, K=%d ||I - Q.T*Q||_1: %e\n", M, N, K, n1)
}
Ejemplo n.º 24
0
// test: unblk.QLFactor == blk.QLFactor
func TestQLFactor(t *testing.T) {
	var t0 cmat.FloatMatrix
	M := 911
	N := 835
	nb := 32
	conf := gomas.NewConf()

	A := cmat.NewMatrix(M, N)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	tau := cmat.NewMatrix(M, 1)
	W := cmat.NewMatrix(M+N, 1)

	A1 := cmat.NewCopy(A)
	tau1 := cmat.NewCopy(tau)

	conf.LB = 0
	lapackd.QLFactor(A, tau, W, conf)

	conf.LB = nb
	W1 := lapackd.Workspace(lapackd.QLFactorWork(A1, conf))
	lapackd.QLFactor(A1, tau1, W1, conf)

	if N < 10 {
		t.Logf("unblkQL(A):\n%v\n", A)
		t0.SetBuf(1, tau.Len(), 1, tau.Data())
		t.Logf("unblkQL.tau:\n%v\n", &t0)
		t.Logf("blkQL(A):\n%v\n", A1)
		t0.SetBuf(1, tau1.Len(), 1, tau1.Data())
		t.Logf("blkQL.tau:\n%v\n", &t0)
	}

	blasd.Plus(A1, A, 1.0, -1.0, gomas.NONE)
	nrm := lapackd.NormP(A1, lapackd.NORM_ONE)
	t.Logf("M=%d, N=%d ||blkQL(A) - unblkQL(A)||_1: %e\n", M, N, nrm)

	blasd.Axpy(tau1, tau, -1.0)
	nrm = blasd.Nrm2(tau1)
	t.Logf("     ||blkQL.tau - unblkQL.tau||_1: %e\n", nrm)

}
Ejemplo n.º 25
0
// test: min || B - A*X ||
func TestLeastSquaresQR(t *testing.T) {
	M := 811
	N := 723
	K := 311
	nb := 32
	conf := gomas.NewConf()
	conf.LB = nb

	tau := cmat.NewMatrix(N, 1)
	A := cmat.NewMatrix(M, N)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	B0 := cmat.NewMatrix(N, K)
	B0.SetFrom(src)
	B := cmat.NewMatrix(M, K)

	// B = A*B0
	blasd.Mult(B, A, B0, 1.0, 0.0, gomas.NONE, conf)

	W := lapackd.Workspace(lapackd.QRFactorWork(A, conf))
	err := lapackd.QRFactor(A, tau, W, conf)
	if err != nil {
		t.Logf("DecomposeQR: %v\n", err)
	}

	// B' = A.-1*B
	err = lapackd.QRSolve(B, A, tau, W, gomas.NONE, conf)
	if err != nil {
		t.Logf("SolveQR: %v\n", err)
	}

	// expect B[0:N,0:K] == B0[0:N,0:K], B[N:M,0:K] == 0
	var X cmat.FloatMatrix

	X.SubMatrix(B, 0, 0, N, K)
	blasd.Plus(&X, B0, 1.0, -1.0, gomas.NONE)
	nrm := lapackd.NormP(&X, lapackd.NORM_ONE)

	t.Logf("M=%d, N=%d  ||B0 - min( ||A*X - B0|| ) ||_1: %e\n", M, N, nrm)
}
Ejemplo n.º 26
0
// m > n: A[m,n], I[m,m] --> A.T == A.T*I == A.T*Q*Q.T
func TestQRTMultRightIdent(t *testing.T) {
	M := 511
	N := 399
	nb := 16
	A := cmat.NewMatrix(M, N)
	C := cmat.NewMatrix(N, M)
	T := cmat.NewMatrix(nb, N)

	zeromean := cmat.NewFloatNormSource()
	A.SetFrom(zeromean)
	A0 := cmat.NewCopy(A)
	C.Transpose(A)

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

	// QR = A = Q*R
	W := lapackd.Workspace(lapackd.QRTFactorWork(A, conf))
	lapackd.QRTFactor(A, T, W, conf)

	// C = A*Q
	W = lapackd.Workspace(lapackd.QRTMultWork(C, T, gomas.RIGHT, conf))
	err := lapackd.QRTMult(C, A, T, W, gomas.RIGHT, conf)
	if err != nil {
		t.Logf("err: %v\n", err)
	}
	// C = C*Q.T == A*Q*Q.T
	err = lapackd.QRTMult(C, A, T, W, gomas.RIGHT|gomas.TRANS, conf)
	if err != nil {
		t.Logf("err: %v\n", err)
	}

	// A = A - (A.T*Q*Q.T).T
	blasd.Plus(A0, C, 1.0, -1.0, gomas.TRANSB)
	// ||A - Q*R||_1
	nrm := lapackd.NormP(A0, lapackd.NORM_ONE)
	t.Logf("M=%d,N=%d  ||A - (A.T*Q*Q.T).T||_1: %e\n", M, N, nrm)
}
Ejemplo n.º 27
0
func TestBidiagReduceBlockedTall(t *testing.T) {

	N := 711
	M := 883
	nb := 64
	conf := gomas.NewConf()
	conf.LB = 0

	zeromean := cmat.NewFloatNormSource()
	A := cmat.NewMatrix(M, N)
	A.SetFrom(zeromean)
	tauq := cmat.NewMatrix(N, 1)
	taup := cmat.NewMatrix(N, 1)

	A1 := cmat.NewCopy(A)
	tauq1 := cmat.NewMatrix(N, 1)
	taup1 := cmat.NewMatrix(N, 1)

	W := lapackd.Workspace(M + N)
	W1 := lapackd.Workspace(nb * (M + N + 1))

	lapackd.BDReduce(A, tauq, taup, W, conf)
	conf.LB = nb
	lapackd.BDReduce(A1, tauq1, taup1, W1, conf)

	// unblk.BiRed(A) == blk.BiRed(A)
	blasd.Plus(A1, A, 1.0, -1.0, gomas.NONE)
	blasd.Axpy(tauq1, tauq, -1.0)
	blasd.Axpy(taup1, taup, -1.0)

	nrm := lapackd.NormP(A1, lapackd.NORM_ONE)
	t.Logf("M=%d, N=%d || unblk.BiRed(A) - blk.BiRed(A)||_1 : %e\n", M, N, nrm)
	nrm = lapackd.NormP(taup1, lapackd.NORM_ONE)
	t.Logf("  || unblk.BiRed(A).tauq - blk.BiRed(A).taup||_1 : %e\n", nrm)
	nrm = lapackd.NormP(tauq1, lapackd.NORM_ONE)
	t.Logf("  || unblk.BiRed(A).taup - blk.BiRed(A).tauq||_1 : %e\n", nrm)
}
Ejemplo n.º 28
0
func TestReduceBidiagBlkWide(t *testing.T) {

	N := 911
	M := 823
	nb := 48
	conf := gomas.NewConf()
	conf.LB = 0

	zeromean := cmat.NewFloatNormSource()
	A := cmat.NewMatrix(M, N)
	A.SetFrom(zeromean)
	tauq := cmat.NewMatrix(N, 1)
	taup := cmat.NewMatrix(N, 1)

	A1 := cmat.NewCopy(A)
	tauq1 := cmat.NewMatrix(N, 1)
	taup1 := cmat.NewMatrix(N, 1)

	W := lapackd.Workspace(M + N)

	lapackd.BDReduce(A, tauq, taup, W, conf)
	conf.LB = nb
	W1 := lapackd.Workspace(lapackd.BDReduceWork(A1, conf))
	lapackd.BDReduce(A1, tauq1, taup1, W1, conf)

	// BiRed(A) == BiRed(A.T).T
	blasd.Plus(A1, A, 1.0, -1.0, gomas.NONE)
	blasd.Axpy(tauq1, tauq, -1.0)
	blasd.Axpy(taup1, taup, -1.0)

	nrm := lapackd.NormP(A1, lapackd.NORM_ONE)
	t.Logf("M=%d, N=%d || BiRed(A) - blk.BiRed(A)||_1 : %e\n", M, N, nrm)
	nrm = lapackd.NormP(taup1, lapackd.NORM_ONE)
	t.Logf("  || BiRed(A).tauq - blk.BiRed(A).taup||_1 : %e\n", nrm)
	nrm = lapackd.NormP(tauq1, lapackd.NORM_ONE)
	t.Logf("  || BiRed(A).taup - blk.BiRed(A).tauq||_1 : %e\n", nrm)
}
Ejemplo n.º 29
0
// Simple and slow QR decomposition with Givens rotations
func TestGivensQR(t *testing.T) {
	var d cmat.FloatMatrix
	M := 181
	N := 159
	A := cmat.NewMatrix(M, N)
	A1 := cmat.NewCopy(A)

	ones := cmat.NewFloatConstSource(1.0)
	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	A0 := cmat.NewCopy(A)

	Qt := cmat.NewMatrix(M, M)
	d.Diag(Qt)
	d.SetFrom(ones)

	// R = G(n)...G(2)G(1)*A; Q = G(1).T*G(2).T...G(n).T ;  Q.T = G(n)...G(2)G(1)

	// for all columns ...
	for j := 0; j < N; j++ {
		// ... zero elements below diagonal, starting from bottom
		for i := M - 2; i >= j; i-- {
			c, s, r := lapackd.ComputeGivens(A.Get(i, j), A.Get(i+1, j))
			A.Set(i, j, r)
			A.Set(i+1, j, 0.0)
			// apply rotations on this row starting from column j, N-j column
			lapackd.ApplyGivensLeft(A, i, i+1, j+1, N-j-1, c, s)
			// update Qt = G(k)*Qt
			lapackd.ApplyGivensLeft(Qt, i, i+1, 0, M, c, s)
		}
	}
	// check: A = Q*R
	blasd.Mult(A1, Qt, A, 1.0, 0.0, gomas.TRANSA)
	blasd.Plus(A0, A1, 1.0, -1.0, gomas.NONE)
	nrm := lapackd.NormP(A0, lapackd.NORM_ONE)
	t.Logf("M=%d, N=%d ||A - G(n)..G(1)*R||_1: %e\n", M, N, nrm)
}
Ejemplo n.º 30
0
// QR decompose A, then compute ||A - Q*R||_1, should be small
func TestMultQTLeft(t *testing.T) {
	M := 513
	N := 477
	nb := 16
	A := cmat.NewMatrix(M, N)
	T := cmat.NewMatrix(nb, N)

	zeromean := cmat.NewFloatNormSource()
	A.SetFrom(zeromean)
	A0 := cmat.NewCopy(A)

	conf := gomas.NewConf()
	conf.LB = nb
	//t.Logf("A0:\n%v\n", A0)

	// QR = A = Q*R
	W := lapackd.Workspace(lapackd.QRTFactorWork(A, conf))
	lapackd.QRTFactor(A, T, W, conf)
	//t.Logf("T:\n%v\n", T)

	// C = TriU(QR) = R
	C := cmat.TriU(cmat.NewCopy(A), cmat.NONE)
	//t.Logf("R:\n%v\n", C)

	// C = Q*C
	W = lapackd.Workspace(lapackd.QRTMultWork(C, T, gomas.LEFT, conf))
	err := lapackd.QRTMult(C, A, T, W, gomas.LEFT, conf)
	if err != nil {
		t.Logf("err: %v\n", err)
	}

	// A = A - QR
	blasd.Plus(A0, C, 1.0, -1.0, gomas.NONE)
	// ||A - Q*R||_1
	nrm := lapackd.NormP(A0, lapackd.NORM_ONE)
	t.Logf("M=%d,N=%d  ||A - Q*R||_1: %e\n", M, N, nrm)
}