Exemplo n.º 1
0
func TestSolveLeastSquaresQRT(t *testing.T) {
	M := 60
	N := 40
	K := 30
	nb := 12

	A := matrix.FloatUniform(M, N)
	B := matrix.FloatZeros(M, K)
	X0 := matrix.FloatUniform(N, K)

	// B = A*X0
	Mult(B, A, X0, 1.0, 0.0, NOTRANS)
	W := matrix.FloatZeros(N, nb)
	T := matrix.FloatZeros(N, N)

	QR, err := DecomposeQRT(A, T, W, nb)
	if err != nil {
		t.Logf("decompose error: %v\n", err)
	}
	// B' = A.-1*B
	err = SolveQRT(B, QR, T, W, NOTRANS, nb)

	// expect B[0:N, 0:K] == X0, B[N:M, 0:K] == 0.0
	var Xref matrix.FloatMatrix
	Bref := matrix.FloatZeros(M, K)
	Bref.SubMatrix(&Xref, 0, 0, N, K)
	Xref.Plus(X0)
	Bref.Minus(B)
	t.Logf("\nmin ||B - A*X0||\n\twhere B = A*X0\n")
	t.Logf("||B - A*X0||_1 ~~ 0.0: %e\n", NormP(Bref, NORM_ONE))
}