func TestGenMatMul(t *testing.T) {
const (
m = 3
k = 4
n = 5
)
alpha, beta := rand.NormFloat64(), rand.NormFloat64()
a, b, c := randMat(m, k), randMat(k, n), randMat(m, n)
want := mat.Plus(mat.Scale(alpha, mat.Mul(a, b)), mat.Scale(beta, c))
// Over-write c with result.
blas.GenMatMul(alpha, a, b, beta, c)
checkEqualMat(t, want, c, 1e-9)
}
func TestEigSymm(t *testing.T) {
n := 100
a := randMat(n, n)
a = mat.Plus(a, mat.T(a))
// Take eigen decomposition.
v, d, err := EigSymm(a)
if err != nil {
t.Fatal(err)
}
got := mat.Mul(mat.Mul(v, mat.NewDiag(d)), mat.T(v))
testMatEq(t, a, got)
}
func TestLDLFact_Solve(t *testing.T) {
n := 100
// Random symmetric matrix.
a := randMat(n, n)
a = mat.Plus(a, mat.T(a))
// Random vector.
want := randVec(n)
b := mat.MulVec(a, want)
ldl, err := LDL(a)
if err != nil {
t.Fatal(err)
}
got, err := ldl.Solve(b)
if err != nil {
t.Fatal(err)
}
testSliceEq(t, want, got)
}
func TestEigSymm_vsTrace(t *testing.T) {
n := 100
a := randMat(n, n)
a = mat.Plus(a, mat.T(a))
// Compute matrix trace.
tr := mat.Tr(a)
// Take eigen decomposition.
_, d, err := EigSymm(a)
if err != nil {
t.Fatal(err)
}
// Sum eigenvalues.
var sum float64
for _, eig := range d {
sum += eig
}
if !epsEq(tr, sum, eps) {
t.Errorf("want %.4g, got %.4g", tr, sum)
}
}