func TestBlockedDecomposeCHOL(t *testing.T) {
N := 119
nb := 16
conf := gomas.NewConf()
conf.LB = nb
Z := cmat.NewMatrix(N, N)
AL := cmat.NewMatrix(N, N)
AU := cmat.NewMatrix(N, N)
unitrand := cmat.NewFloatUniformSource()
Z.SetFrom(unitrand)
blasd.Mult(AL, Z, Z, 1.0, 0.0, gomas.TRANSB)
AU.Copy(AL)
eu := lapackd.CHOLFactor(AU, gomas.UPPER, conf)
el := lapackd.CHOLFactor(AL, gomas.LOWER, conf)
_, _ = eu, el
Z.Transpose(AU)
if N < 10 {
t.Logf("AU.T:\n%v\n", Z)
t.Logf("AL:\n%v\n", AL)
}
ok := AL.AllClose(Z)
t.Logf("Decompose(AL) == Decompose(AU).T: %v\n", ok)
}
func TestUpperCHOL(t *testing.T) {
N := 311
K := 43
nb := 0
conf := gomas.NewConf()
conf.LB = nb
Z := cmat.NewMatrix(N, N)
A := cmat.NewMatrix(N, N)
A0 := cmat.NewMatrix(N, N)
B := cmat.NewMatrix(N, K)
X := cmat.NewMatrix(N, K)
unitrand := cmat.NewFloatUniformSource()
Z.SetFrom(unitrand)
blasd.Mult(A, Z, Z, 1.0, 0.0, gomas.TRANSB)
A0.Copy(A)
B.SetFrom(unitrand)
X.Copy(B)
// A = chol(A) = U.T*U
t.Logf("Unblocked version: nb=%d\n", conf.LB)
lapackd.CHOLFactor(A, gomas.UPPER, conf)
// X = A.-1*B = U.-1*(U.-T*B)
lapackd.CHOLSolve(X, A, gomas.UPPER)
// B = B - A*X
blasd.Mult(B, A0, X, -1.0, 1.0, gomas.NONE)
// ||B - A*X||_1
nrm := lapackd.NormP(B, lapackd.NORM_ONE)
t.Logf("N=%d: ||B - A*X||_1: %e\n", N, nrm)
// A = chol(A) = U.T*U
A.Copy(A0)
B.SetFrom(unitrand)
X.Copy(B)
conf.LB = 16
t.Logf("Blocked version: nb=%d\n", conf.LB)
lapackd.CHOLFactor(A, gomas.UPPER, conf)
// X = A.-1*B = U.-1*(U.-T*B)
lapackd.CHOLSolve(X, A, gomas.UPPER)
// B = B - A*X
blasd.Mult(B, A0, X, -1.0, 1.0, gomas.NONE)
// ||B - A*X||_1
nrm = lapackd.NormP(B, lapackd.NORM_ONE)
t.Logf("N=%d: ||B - A*X||_1: %e\n", N, nrm)
}