Exemplo n.º 1
0
func testEigen(N int, bits int, t *testing.T) {
	var A, A0, W, D, V *cmat.FloatMatrix
	var sD cmat.FloatMatrix
	var s string = "lower"

	if bits&gomas.UPPER != 0 {
		s = "upper"
	}

	wsize := N * N
	if wsize < 100 {
		wsize = 100
	}

	D = cmat.NewMatrix(N, 1)
	A = cmat.NewMatrix(N, N)
	V = cmat.NewMatrix(N, N)

	src := cmat.NewFloatNormSource()
	A.SetFrom(src, cmat.SYMM)
	A0 = cmat.NewCopy(A)
	W = cmat.NewMatrix(wsize, 1)

	if err := lapackd.EigenSym(D, A, W, bits|gomas.WANTV); err != nil {
		t.Errorf("EigenSym error: %v\n", err)
		return
	}

	// ||I - V.T*V||
	sD.Diag(V)
	blasd.Mult(V, A, A, 1.0, 0.0, gomas.TRANSA)
	blasd.Add(&sD, -1.0)
	nrm1 := lapackd.NormP(V, lapackd.NORM_ONE)

	// left vectors are M-by-N
	V.Copy(A)
	lapackd.MultDiag(V, D, gomas.RIGHT)
	blasd.Mult(A0, V, A, -1.0, 1.0, gomas.TRANSB)
	nrm2 := lapackd.NormP(A0, lapackd.NORM_ONE)

	t.Logf("N=%d, [%s] ||A - V*D*V.T||_1 :%e\n", N, s, nrm2)
	t.Logf("  ||I - V.T*V||_1 : %e\n", nrm1)
}
Exemplo n.º 2
0
// test: M < N, U=[m,m] and V=[m,n] or V=[n,n] (square)
func testWide(M, N int, square bool, t *testing.T) {
	var A, A0, W, S, U, Uu, V, Vv *cmat.FloatMatrix
	var sD cmat.FloatMatrix
	var s string

	wsize := M * N
	if wsize < 100 {
		wsize = 100
	}

	S = cmat.NewMatrix(M, 1)
	A = cmat.NewMatrix(M, N)
	U = cmat.NewMatrix(M, M)
	Uu = cmat.NewMatrix(M, M)
	if square {
		V = cmat.NewMatrix(N, N)
		Vv = cmat.NewMatrix(N, N)
	} else {
		V = cmat.NewMatrix(M, N)
		Vv = cmat.NewMatrix(M, M)
	}

	src := cmat.NewFloatNormSource()
	A.SetFrom(src)
	A0 = cmat.NewCopy(A)
	W = cmat.NewMatrix(wsize, 1)

	if err := lapackd.SVD(S, U, V, A, W, gomas.WANTU|gomas.WANTV); err != nil {
		t.Errorf("SVD error: %v\n", err)
		return
	}

	// ||I - U.T*U||
	sD.Diag(Uu)
	blasd.Mult(Uu, U, U, 1.0, 0.0, gomas.TRANSA)
	blasd.Add(&sD, -1.0)
	nrm0 := lapackd.NormP(Uu, lapackd.NORM_ONE)

	// ||I - V*V.T||
	sD.Diag(Vv)
	blasd.Mult(Vv, V, V, 1.0, 0.0, gomas.TRANSB)
	blasd.Add(&sD, -1.0)
	nrm1 := lapackd.NormP(Vv, lapackd.NORM_ONE)

	if square {
		// right vectors are N-by-N
		Sg := cmat.NewMatrix(M, N)
		A1 := cmat.NewMatrix(M, N)
		sD.Diag(Sg)
		blasd.Copy(&sD, S)
		blasd.Mult(A1, Sg, V, 1.0, 0.0, gomas.NONE)
		blasd.Mult(A0, U, A1, -1.0, 1.0, gomas.NONE)
		s = "U=[m,m], V=[n,n]"
	} else {
		// right vectors are M-by-N
		lapackd.MultDiag(V, S, gomas.LEFT)
		blasd.Mult(A0, U, V, -1.0, 1.0, gomas.NONE)
		s = "U=[m,m], V=[m,n]"
	}
	nrm2 := lapackd.NormP(A0, lapackd.NORM_ONE)

	if N < 10 {
		t.Logf("A - U*S*V.T:\n%v\n", A0)
	}
	t.Logf("M=%d, N=%d, %s ||A - U*S*V.T||_1 :%e\n", M, N, s, nrm2)
	t.Logf("  ||I - U.T*U||_1 : %e\n", nrm0)
	t.Logf("  ||I - V*V.T||_1 : %e\n", nrm1)
}