示例#1
0
func test_trdevd(N, flags, kind int, verbose bool, t *testing.T) {
	var At, sD, sE, tmp cmat.FloatMatrix

	A0 := cmat.NewMatrix(N, N)
	desc := setTrdDiagonals(A0, kind)
	At.SubMatrix(A0, 0, 0, N, N)
	sD.Diag(A0, 0)
	sE.Diag(A0, 1)
	D := cmat.NewCopy(&sD)
	E := cmat.NewCopy(&sE)

	V := cmat.NewMatrix(N, N)
	sD.Diag(V, 0)
	sD.Add(1.0)

	W := cmat.NewMatrix(4*N, 1)
	C := cmat.NewMatrix(N, N)

	if verbose && N < 10 {
		t.Logf("A0:\n%v\n", A0.ToString("%6.3f"))
		t.Logf("V.pre:\n%v\n", V.ToString("%6.3f"))
	}
	lapackd.TRDEigen(D, E, V, W, flags|gomas.WANTV)
	for k := 0; k < N-1; k++ {
		if E.GetAt(k) != 0.0 {
			t.Logf("E[%d] != 0.0 (%e)\n", k, E.GetAt(k))
		}
	}

	blasd.Mult(C, V, V, 1.0, 0.0, gomas.TRANSB)
	sD.Diag(C)
	sD.Add(-1.0)
	nrmv := lapackd.NormP(C, lapackd.NORM_ONE)

	blasd.Mult(C, V, A0, 1.0, 0.0, gomas.TRANSA)
	blasd.Mult(&At, C, V, 1.0, 0.0, gomas.NONE)
	if verbose && N < 10 {
		t.Logf("D:\n%v\n", asRow(&tmp, D).ToString("%6.3f"))
		t.Logf("V:\n%v\n", V.ToString("%6.3f"))
		t.Logf("V.T*A*V\n%v\n", At.ToString("%6.3f"))
	}
	sD.Diag(&At)
	blasd.Axpy(&sD, D, -1.0)
	nrma := lapackd.NormP(&At, lapackd.NORM_ONE)

	t.Logf("N=%d [%s] ||V.T*A*V - eigen(A)||_1: %e\n", N, desc, nrma)
	t.Logf("  ||I - V.T*V||_1: %e\n", nrmv)
}
示例#2
0
func test_bdsvd(N, flags, kind int, verbose bool, t *testing.T) {
	var At, sD, sE, tmp cmat.FloatMatrix

	uplo := "upper"
	offdiag := 1
	if flags&gomas.LOWER != 0 {
		offdiag = -1
		uplo = "lower"
	}
	A0 := cmat.NewMatrix(N, N)
	desc := setDiagonals(A0, offdiag, kind)
	At.SubMatrix(A0, 0, 0, N, N)
	sD.Diag(A0, 0)
	sE.Diag(A0, offdiag)
	D := cmat.NewCopy(&sD)
	E := cmat.NewCopy(&sE)

	// unit singular vectors
	U := cmat.NewMatrix(N, N)
	sD.Diag(U, 0)
	sD.Add(1.0)

	V := cmat.NewMatrix(N, N)
	sD.Diag(V, 0)
	sD.Add(1.0)

	W := cmat.NewMatrix(4*N, 1)
	C := cmat.NewMatrix(N, N)

	lapackd.BDSvd(D, E, U, V, W, flags|gomas.WANTU|gomas.WANTV)

	blasd.Mult(C, U, U, 1.0, 0.0, gomas.TRANSA)
	sD.Diag(C)
	sD.Add(-1.0)
	nrmu := lapackd.NormP(C, lapackd.NORM_ONE)

	blasd.Mult(C, V, V, 1.0, 0.0, gomas.TRANSB)
	sD.Add(-1.0)
	nrmv := lapackd.NormP(C, lapackd.NORM_ONE)

	blasd.Mult(C, U, A0, 1.0, 0.0, gomas.TRANSA)
	blasd.Mult(&At, C, V, 1.0, 0.0, gomas.TRANSB)
	if verbose && N < 10 {
		t.Logf("D:\n%v\n", asRow(&tmp, D))
		t.Logf("U:\n%v\n", U)
		t.Logf("V:\n%v\n", V)
		t.Logf("U.T*A*V\n%v\n", &At)
	}
	sD.Diag(&At)
	blasd.Axpy(&sD, D, -1.0)
	nrma := lapackd.NormP(&At, lapackd.NORM_ONE)

	t.Logf("N=%d [%s,%s] ||U.T*A*V - bdsvd(A)||_1: %e\n", N, uplo, desc, nrma)
	t.Logf("  ||I - U.T*U||_1: %e\n", nrmu)
	t.Logf("  ||I - V.T*V||_1: %e\n", nrmv)
}
示例#3
0
func test1(N int, beta float64, t *testing.T) {
	var sI cmat.FloatMatrix

	if N&0x1 != 0 {
		N = N + 1
	}
	D := cmat.NewMatrix(N, 1)
	Z := cmat.NewMatrix(N, 1)
	Y := cmat.NewMatrix(N, 1)
	V := cmat.NewMatrix(N, 1)
	Q := cmat.NewMatrix(N, N)
	I := cmat.NewMatrix(N, N)

	D.SetAt(0, 1.0)
	Z.SetAt(0, 2.0)
	for i := 1; i < N-1; i++ {
		if i < N/2 {
			D.SetAt(i, 2.0-float64(N/2-i)*beta)
		} else {
			D.SetAt(i, 2.0+float64(i+1-N/2)*beta)
		}
		Z.SetAt(i, beta)
	}
	D.SetAt(N-1, 10.0/3.0)
	Z.SetAt(N-1, 2.0)
	w := blasd.Nrm2(Z)
	blasd.InvScale(Z, w)
	rho := 1.0 / (w * w)

	lapackd.TRDSecularSolveAll(Y, V, Q, D, Z, rho)
	lapackd.TRDSecularEigen(Q, V, nil)
	blasd.Mult(I, Q, Q, 1.0, 0.0, gomas.TRANSA)
	sI.Diag(I)
	sI.Add(-1.0)
	nrm := lapackd.NormP(I, lapackd.NORM_ONE)
	t.Logf("N=%d, beta=%e ||I - Q.T*Q||_1: %e\n", N, beta, nrm)
}