func runRefTest(A *matrix.FloatMatrix, ntest, LB int) time.Duration {
var mintime time.Duration
N := A.Cols()
tau := matrix.FloatZeros(N, 1)
fnc := func() {
ERRlapack = lapack.Geqrf(A, tau)
}
A0 := A.Copy()
for n := 0; n < ntest; n++ {
if n > 0 {
// restore original A
A0.CopyTo(A)
tau.Scale(0.0)
}
mperf.FlushCache()
time0 := mperf.Timeit(fnc)
if n == 0 || time0 < mintime {
mintime = time0
}
}
return mintime
}
func TestQRSmal(t *testing.T) {
data := [][]float64{
[]float64{12.0, -51.0, 4.0},
[]float64{6.0, 167.0, -68.0},
[]float64{-4.0, 24.0, -41.0}}
A := matrix.FloatMatrixFromTable(data, matrix.RowOrder)
T := matrix.FloatZeros(A.Cols(), A.Cols())
T0 := T.Copy()
M := A.Rows()
//N := A.Cols()
Tau := matrix.FloatZeros(M, 1)
X, _ := DecomposeQR(A.Copy(), Tau, nil, 0)
t.Logf("A\n%v\n", A)
t.Logf("X\n%v\n", X)
t.Logf("Tau\n%v\n", Tau)
Tau0 := matrix.FloatZeros(M, 1)
lapack.Geqrf(A, Tau0)
t.Logf("lapack X\n%v\n", A)
t.Logf("lapack Tau\n%v\n", Tau0)
unblkQRBlockReflector(X, Tau, T)
t.Logf("T:\n%v\n", T)
V := TriLU(X.Copy())
lapack.LarftFloat(V, Tau, T0)
t.Logf("T0:\n%v\n", T0)
}
// single invocation for matops and lapack functions
func runCheck(A *matrix.FloatMatrix, LB int) (bool, time.Duration, time.Duration) {
var W *matrix.FloatMatrix = nil
N := A.Cols()
tau := matrix.FloatZeros(N, 1)
if LB > 0 {
W = matrix.FloatZeros(A.Rows(), LB)
}
fnc := func() {
_, ERRmatops = matops.DecomposeQR(A, tau, W, LB)
}
if verbose && N < 10 {
fmt.Fprintf(os.Stderr, "A start:\n%v\n", A)
}
A0 := A.Copy()
tau0 := tau.Copy()
mperf.FlushCache()
time0 := mperf.Timeit(fnc)
if verbose && N < 10 {
fmt.Fprintf(os.Stderr, "A end:\n%v\n", A)
tau.SetSize(1, N, 1)
fmt.Fprintf(os.Stderr, "tau: %v\n", tau)
}
fn2 := func() {
ERRlapack = lapack.Geqrf(A0, tau0)
}
mperf.FlushCache()
time2 := mperf.Timeit(fn2)
if verbose && N < 10 {
fmt.Fprintf(os.Stderr, "A0 end:\n%v\n", A0)
tau0.SetSize(1, N, 1) // row vector
fmt.Fprintf(os.Stderr, "tau0: %v\n", tau0)
}
// now A == A0 && tau == tau0
ok := A.AllClose(A0)
oktau := tau.AllClose(tau0)
if !ok || !oktau {
// save result to globals
Rlapack = A0
Rmatops = A
TAUlapack = tau0
TAUmatops = tau
}
return ok && oktau, time0, time2
}
func TestQRBlk(t *testing.T) {
M := 8
N := 6
nb := 2
A := matrix.FloatUniform(M, N)
Tau := matrix.FloatZeros(M, 1)
Tz := matrix.FloatZeros(N, N)
Tx := matrix.FloatZeros(N, N)
DecomposeBlockSize(0)
Z, _ := DecomposeQRT(A.Copy(), Tz, nil, 0)
_ = Z
DecomposeBlockSize(nb)
//X, _ := DecomposeQR(A.Copy(), Tau, nil)
X, _ := DecomposeQRT(A.Copy(), Tx, nil, nb)
Tau0 := matrix.FloatZeros(M, 1)
A0 := A.Copy()
lapack.Geqrf(A0, Tau0)
ok := X.AllClose(A0)
var dx matrix.FloatMatrix
dx.DiagOf(Tx)
//okt := Tau.AllClose(Tau0)
okt := true
_ = Tau
t.Logf("lapack QR == DecomposeQR: %v\n", ok && okt)
if !ok || !okt || true {
t.Logf("A0: %d, %d, %d\n", A0.Rows(), A0.Cols(), A0.LeadingIndex())
t.Logf("A\n%v\n", A)
t.Logf("X\n%v\n", X)
t.Logf("Tz\n%v\n", Tz)
t.Logf("Tx\n%v\n", Tx)
t.Logf("Tau\n%v\n", &dx)
t.Logf("lapack X\n%v\n", A0)
t.Logf("lapack Tau\n%v\n", Tau0)
}
}
func TestQRT(t *testing.T) {
M := 6
N := 5
var Tau matrix.FloatMatrix
A := matrix.FloatUniform(M, N)
T := matrix.FloatZeros(A.Cols(), A.Cols())
T0 := T.Copy()
X, _ := DecomposeQRT(A.Copy(), T, nil, 0)
Tau.DiagOf(T)
Tau0 := matrix.FloatZeros(M, 1)
A0 := A.Copy()
lapack.Geqrf(A0, Tau0)
ok := X.AllClose(A0)
okt := Tau.AllClose(Tau0)
t.Logf("lapack QR == DecomposeQR: %v\n", ok && okt)
if !ok || !okt {
t.Logf("A0: %d, %d, %d\n", A0.Rows(), A0.Cols(), A0.LeadingIndex())
t.Logf("A\n%v\n", A)
t.Logf("X\n%v\n", X)
t.Logf("Tau\n%v\n", &Tau)
t.Logf("lapack X\n%v\n", A0)
t.Logf("lapack Tau\n%v\n", Tau0)
}
// build block reflectors
//unblkQRBlockReflector(X, Tau, T)
V := TriLU(A0.Copy())
lapack.LarftFloat(V, Tau0, T0)
ok = T0.AllClose(T)
t.Logf("lapack.dlarft == QRBlockReflector: %v\n", ok)
if !ok {
t.Logf("T:\n%v\n", T)
t.Logf("lapack T0:\n%v\n", T0)
}
}