func _TestBlkCHOLUpLo(t *testing.T) {
N := 10
nb := 4
L := matrix.FloatUniformSymmetric(N, matrix.Lower)
A := matrix.Times(L, L.Transpose())
DecomposeCHOL(A, LOWER, nb)
Ld := TriL(A)
ok := L.AllClose(Ld)
t.Logf("result L == Ld: %v\n", ok)
if !ok {
t.Logf("L:\n%v\n", L)
t.Logf("Ld:\n%v\n", Ld)
}
U := matrix.FloatUniformSymmetric(N, matrix.Upper)
A = matrix.Times(U.Transpose(), U)
DecomposeCHOL(A, UPPER, nb)
Ud := TriU(A)
ok = U.AllClose(Ud)
t.Logf("result U == Ud: %v\n", ok)
//lapack.Potrf(A0)
//t.Logf("lapack result:\n%v\n", A0)
//t.Logf("A == A0: %v\n", A0.AllClose(A))
}
func _TestCHOLUpLo(t *testing.T) {
N := 10
L := matrix.FloatUniformSymmetric(N, matrix.Lower)
A := matrix.Times(L, L.Transpose())
DecomposeCHOL(A, LOWER, 0)
Ld := TriL(A)
t.Logf("result L == Ld: %v\n", L.AllClose(Ld))
U := matrix.FloatUniformSymmetric(N, matrix.Upper)
A = matrix.Times(U.Transpose(), U)
DecomposeCHOL(A, UPPER, 0)
Ud := TriU(A)
t.Logf("result U == Ud: %v\n", U.AllClose(Ud))
}
func _TestUnblkLUnoPiv(t *testing.T) {
N := 6
L := matrix.FloatUniformSymmetric(N, matrix.Lower)
U := matrix.FloatUniformSymmetric(N, matrix.Upper)
// Set L diagonal to 1.0
L.Diag().SetIndexes(1.0)
A := matrix.Times(L, U)
t.Logf("A\n%v\n", A)
DecomposeBlockSize(0)
R, _ := DecomposeLUnoPiv(A.Copy(), 0)
Ld := TriLU(R.Copy())
Ud := TriU(R)
t.Logf("A == L*U: %v\n", A.AllClose(matrix.Times(Ld, Ud)))
}
func _TestBlkLUPiv(t *testing.T) {
N := 10
nb := 4
L := matrix.FloatUniformSymmetric(N, matrix.Lower)
U := matrix.FloatUniformSymmetric(N, matrix.Upper)
// Set L diagonal to 1.0
L.Diag().SetIndexes(1.0)
A := matrix.Times(L, U)
A0 := A.Copy()
piv := make([]int, N, N)
DecomposeBlockSize(nb)
R, _ := DecomposeLU(A.Copy(), piv, 0)
t.Logf("piv: %v\n", piv)
piv0 := make([]int32, N, N)
lapack.Getrf(A0, piv0)
t.Logf("lapack result: piv0 %v\n", piv0)
t.Logf("R == A0: %v\n", A0.AllClose(R))
}
func TestInvLower(t *testing.T) {
N := 36
nb := 12
A := matrix.FloatUniformSymmetric(N, matrix.Lower)
I := matrix.FloatDiagonal(N, 1.0)
I0 := matrix.FloatZeros(N, N)
A0 := A.Copy()
// A0 = A.-1
InverseTrm(A0, LOWER, 0)
Mult(I0, A, A0, 1.0, 0.0, NOTRANS)
I0.Minus(I)
nrm := NormP(I0, NORM_ONE)
t.Logf("unblk: ||I - A*A.-1||_1 : %e\n", nrm)
A0 = A.Copy()
// A0 = A.-1
InverseTrm(A0, LOWER, nb)
Mult(I0, A, A0, 1.0, 0.0, NOTRANS)
I0.Minus(I)
nrm = NormP(I0, NORM_ONE)
t.Logf("blk: ||I - A*A.-1||_1 : %e\n", nrm)
}