// test that unblocked and blocked QRT are equal func TestDecomposeQRT(t *testing.T) { M := 615 N := 591 nb := 16 conf := gomas.NewConf() conf.LB = nb A := cmat.NewMatrix(M, N) T := cmat.NewMatrix(nb, N) zeromean := cmat.NewFloatNormSource() A.SetFrom(zeromean) A0 := cmat.NewCopy(A) T0 := cmat.NewMatrix(N, N) // blocked: QR = A = Q*R W := lapackd.Workspace(lapackd.QRTFactorWork(A, conf)) lapackd.QRTFactor(A, T, W, conf) conf.LB = 0 lapackd.QRTFactor(A0, T0, W, conf) ok := A.AllClose(A0) t.Logf("blk.DecomposeQRT(A) == unblk.DecomposeQRT(A): %v\n", ok) }
// 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) }
// 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) }
// 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) }