func TestDSyr1(t *testing.T) {
const N = 911
A := cmat.NewMatrix(N, N)
X := cmat.NewMatrix(N, 1)
B := cmat.NewMatrix(N, N)
//ones := cmat.NewFloatConstSource(1.0)
zeromean := cmat.NewFloatUniformSource(0.5, 2.0)
A.SetFrom(zeromean, cmat.LOWER)
X.SetFrom(zeromean)
B.Copy(A)
// B = A*B
blasd.MVUpdate(B, X, X, 1.0)
cmat.TriL(B, cmat.NONE)
blasd.MVUpdateSym(A, X, 1.0, gomas.LOWER)
ok := B.AllClose(A)
t.Logf("MVUpdateSym(A, X, L) == TriL(MVUpdate(A, X, X)) : %v\n", ok)
A.SetFrom(zeromean, cmat.UPPER)
cmat.TriU(A, cmat.NONE)
B.Copy(A)
blasd.MVUpdate(B, X, X, 1.0)
cmat.TriU(B, cmat.NONE)
blasd.MVUpdateSym(A, X, 1.0, gomas.UPPER)
ok = B.AllClose(A)
t.Logf("MVUpdateSym(A, X, U) == TriU(MVUpdate(A, X, X)) : %v\n", ok)
}
func TestDSyrOther(t *testing.T) {
const N = 911
var vec, As, Bs cmat.FloatMatrix
P := N / 3
A := cmat.NewMatrix(P, P)
X := cmat.NewMatrix(P, 1)
B := cmat.NewMatrix(P, P)
//ones := cmat.NewFloatConstSource(1.0)
zeromean := cmat.NewFloatUniformSource(0.5, 2.0)
A.SetFrom(zeromean, cmat.UPPER)
X.SetFrom(zeromean)
B.Copy(A)
// update submatrices
for i := 1; i < P; i++ {
vec.SubMatrix(A, i-1, i, 1, P-i)
As.SubMatrix(A, i, i)
Bs.SubMatrix(B, i, i)
// update with normal and symmetric
blasd.MVUpdate(&Bs, &vec, &vec, 1.0)
blasd.MVUpdateSym(&As, &vec, 1.0, gomas.UPPER)
}
// make normal update triangular and compare
cmat.TriU(B, cmat.NONE)
ok := B.AllClose(A)
t.Logf("submatrix updates on upper triangular : %v\n", ok)
A.SetFrom(zeromean, cmat.LOWER)
cmat.TriL(A, cmat.NONE)
B.Copy(A)
// update submatrices
for i := 1; i < P; i++ {
vec.SubMatrix(A, i-1, i, 1, P-i)
As.SubMatrix(A, i, i)
Bs.SubMatrix(B, i, i)
// update with normal and symmetric
blasd.MVUpdate(&Bs, &vec, &vec, 1.0)
blasd.MVUpdateSym(&As, &vec, 1.0, gomas.LOWER)
}
// make normal update triangular and compare
cmat.TriL(B, cmat.NONE)
ok = B.AllClose(A)
t.Logf("submatrix updates on lower triangular : %v\n", ok)
}
func unblockedLowerCHOL(A *cmat.FloatMatrix, flags int, nr int) (err *gomas.Error) {
var ATL, ATR, ABL, ABR cmat.FloatMatrix
var A00, a10, a11, A20, a21, A22 cmat.FloatMatrix
err = nil
util.Partition2x2(
&ATL, &ATR,
&ABL, &ABR, A, 0, 0, util.PTOPLEFT)
for m(&ATL) < m(A) {
util.Repartition2x2to3x3(&ATL,
&A00, nil, nil,
&a10, &a11, nil,
&A20, &a21, &A22, A, 1, util.PBOTTOMRIGHT)
// a11 = sqrt(a11)
aval := a11.Get(0, 0)
if aval < 0.0 {
if err == nil {
err = gomas.NewError(gomas.ENEGATIVE, "DecomposeCHOL", m(&ATL)+nr)
}
} else {
a11.Set(0, 0, math.Sqrt(aval))
}
// a21 = a21/a11
blasd.InvScale(&a21, a11.Get(0, 0))
// A22 = A22 - a21*a21' (SYR)
blasd.MVUpdateSym(&A22, &a21, -1.0, gomas.LOWER)
util.Continue3x3to2x2(
&ATL, &ATR,
&ABL, &ABR, &A00, &a11, &A22, A, util.PBOTTOMRIGHT)
}
return
}