int
main()
{
ptridiag T, Tcopy;
pamatrix A, Acopy, Q, U, Vt;
pavector work;
prealavector sigma, lambda;
real error;
uint rows, cols, mid;
uint i, n, iter;
int info;
/* ------------------------------------------------------------
* Testing symmetric tridiagonal eigenvalue solver
* ------------------------------------------------------------ */
n = 6;
/* Testing symmetric tridiagonal eigenvalue solver */
(void) printf("==================================================\n"
"Testing symmetric tridiagonal eigenvalue solver\n"
"==================================================\n"
"Setting up %u x %u tridiagonal matrix\n", n, n);
T = new_tridiag(n);
for (i = 0; i < n; i++)
T->d[i] = 2.0;
for (i = 0; i < n - 1; i++)
T->l[i] = T->u[i] = -1.0;
Tcopy = new_tridiag(n);
copy_tridiag(T, Tcopy);
A = new_amatrix(n, n);
clear_amatrix(A);
for (i = 0; i < n; i++)
A->a[i + i * A->ld] = T->d[i];
for (i = 0; i < n - 1; i++) {
A->a[(i + 1) + i * A->ld] = T->l[i];
A->a[i + (i + 1) * A->ld] = T->u[i];
}
Acopy = clone_amatrix(A);
Q = new_identity_amatrix(n, n);
U = new_amatrix(n, n);
(void) printf("Performing self-made implicit QR iteration\n");
iter = sb_muleig_tridiag(T, Q, 8 * n);
(void) printf(" %u iterations\n", iter);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, Q);
(void) printf(" Orthogonality Q %g, %sokay\n", error,
(error < tolerance ? "" : " NOT "));
if (error >= tolerance)
problems++;
copy_amatrix(false, Q, U);
diageval_tridiag_amatrix(1.0, true, T, true, U);
addmul_amatrix(-1.0, false, U, true, Q, A);
error = normfrob_amatrix(A);
(void) printf(" Accuracy %g. %sokay\n", error,
(error < tolerance ? "" : " NOT "));
if (error >= tolerance)
problems++;
(void) printf("Performing default implicit QR iteration\n");
identity_amatrix(Q);
i = muleig_tridiag(Tcopy, Q);
if (i == 0)
(void) printf(" Success\n");
else {
(void) printf(" Failure\n");
problems++;
}
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, Q);
(void) printf(" Orthogonality Q %g, %sokay\n", error,
(error < tolerance ? "" : " NOT "));
if (error >= tolerance)
problems++;
copy_amatrix(false, Q, U);
diageval_tridiag_amatrix(1.0, true, Tcopy, true, U);
addmul_amatrix(-1.0, false, U, true, Q, Acopy);
error = normfrob_amatrix(Acopy);
(void) printf(" Accuracy %g. %sokay\n", error,
(error < tolerance ? "" : " NOT "));
if (error >= tolerance)
problems++;
del_amatrix(U);
del_amatrix(Q);
del_amatrix(Acopy);
del_amatrix(A);
del_tridiag(Tcopy);
del_tridiag(T);
(void) printf("--------------------------------------------------\n"
"Setting up random %u x %u tridiagonal matrix\n", n, n);
T = new_tridiag(n);
for (i = 0; i < n; i++)
T->d[i] = 2.0 * rand() / RAND_MAX - 1.0;
for (i = 0; i < n - 1; i++) {
T->l[i] = 2.0 * rand() / RAND_MAX - 1.0;
T->u[i] = CONJ(T->l[i]);
}
A = new_amatrix(n, n);
clear_amatrix(A);
for (i = 0; i < n; i++)
A->a[i + i * A->ld] = T->d[i];
for (i = 0; i < n - 1; i++) {
A->a[(i + 1) + i * A->ld] = T->l[i];
A->a[i + (i + 1) * A->ld] = T->u[i];
}
Tcopy = new_tridiag(n);
copy_tridiag(T, Tcopy);
Acopy = clone_amatrix(A);
Q = new_identity_amatrix(n, n);
U = new_amatrix(n, n);
(void) printf("Performing implicit QR iteration\n");
iter = sb_muleig_tridiag(T, Q, 8 * n);
(void) printf(" %u iterations\n", iter);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, Q);
(void) printf(" Orthogonality Q %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
copy_amatrix(false, Q, U);
diageval_tridiag_amatrix(1.0, true, T, true, U);
addmul_amatrix(-1.0, false, U, true, Q, A);
error = normfrob_amatrix(A);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : " NOT "));
if (error >= tolerance)
problems++;
(void) printf("Using default eigenvalue solver\n");
identity_amatrix(Q);
muleig_tridiag(Tcopy, Q);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, Q);
(void) printf(" Orthogonality Q %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
copy_amatrix(false, Q, U);
diageval_tridiag_amatrix(1.0, true, Tcopy, true, U);
addmul_amatrix(-1.0, false, U, true, Q, Acopy);
error = normfrob_amatrix(Acopy);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : " NOT "));
if (error >= tolerance)
problems++;
del_amatrix(U);
del_amatrix(Q);
del_amatrix(Acopy);
del_amatrix(A);
del_tridiag(Tcopy);
del_tridiag(T);
/* ------------------------------------------------------------
* Testing self-adjoint matrix eigenvalue solver
* ------------------------------------------------------------ */
(void) printf("==================================================\n"
"Testing self-adjoint matrix eigenvalue solver\n"
"==================================================\n"
"Setting up random %u x %u self-adjoint matrix\n", n, n);
A = new_amatrix(n, n);
random_selfadjoint_amatrix(A);
Acopy = new_amatrix(n, n);
copy_amatrix(false, A, Acopy);
lambda = new_realavector(n);
Q = new_identity_amatrix(n, n);
(void) printf("Performing implicit QR iteration\n");
iter = sb_eig_amatrix(A, lambda, Q, 8 * n);
(void) printf(" %u iterations\n", iter);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, Q);
(void) printf(" Orthogonality Q %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
U = new_amatrix(n, n);
copy_amatrix(false, Q, U);
copy_amatrix(false, Acopy, A);
diageval_realavector_amatrix(1.0, true, lambda, true, U);
addmul_amatrix(-1.0, false, U, true, Q, A);
error = normfrob_amatrix(A);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
(void) printf("Using default eigenvalue solver\n");
copy_amatrix(false, Acopy, A);
info = eig_amatrix(A, lambda, Q);
assert(info == 0);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, Q);
(void) printf(" Orthogonality Q %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
copy_amatrix(false, Q, U);
diageval_realavector_amatrix(1.0, true, lambda, true, U);
addmul_amatrix(-1.0, false, U, true, Q, Acopy);
error = normfrob_amatrix(Acopy);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
del_amatrix(U);
del_amatrix(Q);
del_realavector(lambda);
del_amatrix(Acopy);
del_amatrix(A);
/* ------------------------------------------------------------
* Testing bidiagonal SVD solver
* ------------------------------------------------------------ */
(void) printf("==================================================\n"
"Testing bidiagonal SVD solver\n"
"==================================================\n"
"Setting up bidiagonal %u x %u matrix\n", n, n);
T = new_tridiag(n);
for (i = 0; i < n; i++)
T->d[i] = i + 1.0;
for (i = 0; i < n - 1; i++) {
T->l[i] = 1.0;
T->u[i] = 0.0;
}
A = new_amatrix(n, n);
clear_amatrix(A);
for (i = 0; i < n; i++)
A->a[i + i * A->ld] = T->d[i];
for (i = 0; i < n - 1; i++)
A->a[(i + 1) + i * A->ld] = T->l[i];
Tcopy = new_tridiag(n);
copy_tridiag(T, Tcopy);
Acopy = new_amatrix(n, n);
copy_amatrix(false, A, Acopy);
U = new_identity_amatrix(n, n);
Vt = new_identity_amatrix(n, n);
(void) printf("Performing self-made implicit SVD iteration\n");
iter = sb_mulsvd_tridiag(T, U, Vt, 8 * n);
(void) printf(" %u iterations\n", iter);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, U);
(void) printf(" Orthogonality U %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
error = check_ortho_amatrix(true, Vt);
(void) printf(" Orthogonality Vt %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
diageval_tridiag_amatrix(1.0, true, T, true, U);
addmul_amatrix(-1.0, false, U, false, Vt, A);
error = normfrob_amatrix(A);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
(void) printf("Using default SVD solver\n");
copy_tridiag(Tcopy, T);
identity_amatrix(U);
identity_amatrix(Vt);
mulsvd_tridiag(T, U, Vt);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, U);
(void) printf(" Orthogonality U %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
error = check_ortho_amatrix(true, Vt);
(void) printf(" Orthogonality Vt %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
copy_amatrix(false, Acopy, A);
diageval_tridiag_amatrix(1.0, true, T, true, U);
addmul_amatrix(-1.0, false, U, false, Vt, A);
error = normfrob_amatrix(A);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
del_amatrix(Vt);
del_amatrix(U);
del_amatrix(Acopy);
del_tridiag(Tcopy);
del_amatrix(A);
del_tridiag(T);
(void) printf("--------------------------------------------------\n"
"Setting up random bidiagonal %u x %u matrix\n", n, n);
T = new_tridiag(n);
for (i = 0; i < n; i++) {
T->d[i] = 2.0 * rand() / RAND_MAX - 1.0;
}
for (i = 0; i < n - 1; i++) {
T->l[i] = 2.0 * rand() / RAND_MAX - 1.0;
T->u[i] = 0.0;
}
A = new_amatrix(n, n);
clear_amatrix(A);
for (i = 0; i < n; i++)
A->a[i + i * A->ld] = T->d[i];
for (i = 0; i < n - 1; i++)
A->a[(i + 1) + i * A->ld] = T->l[i];
Tcopy = new_tridiag(n);
copy_tridiag(T, Tcopy);
Acopy = clone_amatrix(A);
U = new_identity_amatrix(n, n);
Vt = new_identity_amatrix(n, n);
(void) printf("Performing implicit SVD iteration\n");
iter = sb_mulsvd_tridiag(T, U, Vt, 8 * n);
(void) printf(" %u iterations\n", iter);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, U);
(void) printf(" Orthogonality U %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
error = check_ortho_amatrix(true, Vt);
(void) printf(" Orthogonality Vt %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
diageval_tridiag_amatrix(1.0, true, T, true, U);
addmul_amatrix(-1.0, false, U, false, Vt, A);
error = normfrob_amatrix(A);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
(void) printf("Using default SVD solver\n");
copy_tridiag(Tcopy, T);
copy_amatrix(false, Acopy, A);
identity_amatrix(U);
identity_amatrix(Vt);
mulsvd_tridiag(T, U, Vt);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, U);
(void) printf(" Orthogonality U %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
error = check_ortho_amatrix(true, Vt);
(void) printf(" Orthogonality Vt %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
diageval_tridiag_amatrix(1.0, true, T, true, U);
addmul_amatrix(-1.0, false, U, false, Vt, A);
error = normfrob_amatrix(A);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
del_amatrix(Vt);
del_amatrix(U);
del_amatrix(Acopy);
del_tridiag(Tcopy);
del_amatrix(A);
del_tridiag(T);
/* ------------------------------------------------------------
* Testing Golub-Kahan bidiagonalization
* ------------------------------------------------------------ */
rows = 10;
cols = 7;
mid = UINT_MIN(rows, cols);
(void) printf("==================================================\n"
"Testing Golub-Kahan bidiagonalization\n"
"==================================================\n"
"Setting up random %u x %u matrix\n", rows, cols);
A = new_amatrix(rows, cols);
random_amatrix(A);
Acopy = new_amatrix(rows, cols);
copy_amatrix(false, A, Acopy);
U = new_amatrix(rows, mid);
Vt = new_amatrix(mid, cols);
T = new_tridiag(mid);
(void) printf("Bidiagonalizing\n");
bidiagonalize_amatrix(A, T, U, Vt);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, U);
(void) printf(" Orthogonality U %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
error = check_ortho_amatrix(true, Vt);
(void) printf(" Orthogonality Vt %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
lowereval_tridiag_amatrix(1.0, true, T, true, U);
addmul_amatrix(-1.0, false, U, false, Vt, Acopy);
error = normfrob_amatrix(Acopy);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
del_tridiag(T);
del_amatrix(Vt);
del_amatrix(U);
del_amatrix(Acopy);
del_amatrix(A);
rows = 8;
cols = 15;
mid = UINT_MIN(rows, cols);
(void) printf("--------------------------------------------------\n"
"Setting up %u x %u matrix\n", rows, cols);
A = new_amatrix(rows, cols);
random_amatrix(A);
Acopy = new_amatrix(rows, cols);
copy_amatrix(false, A, Acopy);
U = new_amatrix(rows, mid);
Vt = new_amatrix(mid, cols);
T = new_tridiag(mid);
(void) printf("Bidiagonalizing\n");
bidiagonalize_amatrix(A, T, U, Vt);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, U);
(void) printf(" Orthogonality U %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
error = check_ortho_amatrix(true, Vt);
(void) printf(" Orthogonality Vt %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
lowereval_tridiag_amatrix(1.0, true, T, true, U);
addmul_amatrix(-1.0, false, U, false, Vt, Acopy);
error = normfrob_amatrix(Acopy);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
del_tridiag(T);
del_amatrix(Vt);
del_amatrix(U);
del_amatrix(Acopy);
del_amatrix(A);
/* ------------------------------------------------------------
* Testing general SVD solver
* ------------------------------------------------------------ */
(void) printf("==================================================\n"
"Testing general SVD solver\n"
"==================================================\n"
"Setting up 3 x 4 matrix\n");
A = new_amatrix(3, 4);
setentry_amatrix(A, 0, 0, 1.0);
setentry_amatrix(A, 1, 0, 2.0);
setentry_amatrix(A, 2, 0, 3.0);
setentry_amatrix(A, 0, 1, 2.0);
setentry_amatrix(A, 1, 1, 4.0);
setentry_amatrix(A, 2, 1, 6.0);
setentry_amatrix(A, 0, 2, 2.0);
setentry_amatrix(A, 1, 2, 5.0);
setentry_amatrix(A, 2, 2, 8.0);
setentry_amatrix(A, 0, 3, 1.0);
setentry_amatrix(A, 1, 3, 4.0);
setentry_amatrix(A, 2, 3, 7.0);
Acopy = new_amatrix(A->rows, A->cols);
copy_amatrix(false, A, Acopy);
U = new_identity_amatrix(3, 3);
Vt = new_identity_amatrix(3, 4);
sigma = new_realavector(3);
work = new_avector(3 * 3);
(void) printf("Running self-made SVD solver\n");
iter = sb_svd_amatrix(A, sigma, U, Vt, 24);
(void) printf(" %u iterations\n", iter);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, U);
(void) printf(" Orthogonality U %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
error = check_ortho_amatrix(true, Vt);
(void) printf(" Orthogonality Vt %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
diageval_realavector_amatrix(1.0, true, sigma, true, U);
addmul_amatrix(-1.0, false, U, false, Vt, Acopy);
error = normfrob_amatrix(Acopy);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
del_avector(work);
del_realavector(sigma);
del_amatrix(Vt);
del_amatrix(U);
del_amatrix(Acopy);
del_amatrix(A);
(void) printf("--------------------------------------------------\n"
"Setting up 4 x 3 matrix\n");
A = new_amatrix(4, 3);
setentry_amatrix(A, 0, 0, 1.0);
setentry_amatrix(A, 0, 1, 2.0);
setentry_amatrix(A, 0, 2, 3.0);
setentry_amatrix(A, 1, 0, 2.0);
setentry_amatrix(A, 1, 1, 4.0);
setentry_amatrix(A, 1, 2, 6.0);
setentry_amatrix(A, 2, 0, 2.0);
setentry_amatrix(A, 2, 1, 5.0);
setentry_amatrix(A, 2, 2, 8.0);
setentry_amatrix(A, 3, 0, 1.0);
setentry_amatrix(A, 3, 1, 4.0);
setentry_amatrix(A, 3, 2, 7.0);
Acopy = new_amatrix(A->rows, A->cols);
copy_amatrix(false, A, Acopy);
U = new_amatrix(4, 3);
Vt = new_amatrix(3, 3);
sigma = new_realavector(3);
work = new_avector(3 * 3);
(void) printf("Running self-made SVD solver\n");
iter = sb_svd_amatrix(A, sigma, U, Vt, 24);
(void) printf(" %u iterations\n", iter);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, U);
(void) printf(" Orthogonality U %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
error = check_ortho_amatrix(true, Vt);
(void) printf(" Orthogonality V %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
diageval_realavector_amatrix(1.0, true, sigma, true, U);
addmul_amatrix(-1.0, false, U, false, Vt, Acopy);
error = normfrob_amatrix(Acopy);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
del_avector(work);
del_realavector(sigma);
del_amatrix(Vt);
del_amatrix(U);
del_amatrix(Acopy);
del_amatrix(A);
(void) printf("--------------------------------------------------\n"
"Setting up 4 x 3 matrix\n");
A = new_amatrix(4, 3);
setentry_amatrix(A, 0, 0, 1.0);
setentry_amatrix(A, 0, 1, 2.0);
setentry_amatrix(A, 0, 2, 3.0);
setentry_amatrix(A, 1, 0, 2.0);
setentry_amatrix(A, 1, 1, 4.0);
setentry_amatrix(A, 1, 2, 6.0);
setentry_amatrix(A, 2, 0, 2.0);
setentry_amatrix(A, 2, 1, 5.0);
setentry_amatrix(A, 2, 2, 8.0);
setentry_amatrix(A, 3, 0, 1.0);
setentry_amatrix(A, 3, 1, 4.0);
setentry_amatrix(A, 3, 2, 7.0);
Acopy = clone_amatrix(A);
U = new_amatrix(4, 3);
Vt = new_amatrix(3, 3);
sigma = new_realavector(3);
work = new_avector(3 * 3);
(void) printf("Running self-made SVD solver\n");
iter = sb_svd_amatrix(A, sigma, U, Vt, 24);
(void) printf(" %u iterations\n", iter);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, U);
(void) printf(" Orthogonality U %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
error = check_ortho_amatrix(true, Vt);
(void) printf(" Orthogonality Vt %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
diageval_realavector_amatrix(1.0, true, sigma, true, U);
addmul_amatrix(-1.0, false, U, false, Vt, Acopy);
error = normfrob_amatrix(Acopy);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
del_avector(work);
del_realavector(sigma);
del_amatrix(Vt);
del_amatrix(U);
del_amatrix(Acopy);
del_amatrix(A);
rows = 9;
cols = 7;
mid = UINT_MIN(rows, cols);
(void) printf("--------------------------------------------------\n"
"Setting up random %u x %u matrix\n", rows, cols);
A = new_amatrix(rows, cols);
random_amatrix(A);
Acopy = new_amatrix(A->rows, A->cols);
copy_amatrix(false, A, Acopy);
U = new_amatrix(rows, mid);
Vt = new_amatrix(mid, cols);
sigma = new_realavector(mid);
work = new_avector(3 * mid);
(void) printf("Running self-made SVD solver\n");
iter = sb_svd_amatrix(A, sigma, U, Vt, 10 * mid);
(void) printf(" %u iterations\n", iter);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, U);
(void) printf(" Orthogonality U %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
error = check_ortho_amatrix(true, Vt);
(void) printf(" Orthogonality Vt %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
diageval_realavector_amatrix(1.0, true, sigma, true, U);
addmul_amatrix(-1.0, false, U, false, Vt, Acopy);
error = normfrob_amatrix(Acopy);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
del_avector(work);
del_realavector(sigma);
del_amatrix(Vt);
del_amatrix(U);
del_amatrix(Acopy);
del_amatrix(A);
rows = 10;
cols = 6;
mid = UINT_MIN(rows, cols);
(void) printf("--------------------------------------------------\n"
"Setting up random %u x %u matrix\n", rows, cols);
A = new_amatrix(rows, cols);
random_amatrix(A);
Acopy = new_amatrix(A->rows, A->cols);
copy_amatrix(false, A, Acopy);
U = new_amatrix(rows, mid);
Vt = new_amatrix(mid, cols);
sigma = new_realavector(mid);
work = new_avector(3 * mid);
(void) printf("Running self-made SVD solver\n");
iter = sb_svd_amatrix(A, sigma, U, Vt, 10 * mid);
(void) printf(" %u iterations\n", iter);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, U);
(void) printf(" Orthogonality U %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
error = check_ortho_amatrix(true, Vt);
(void) printf(" Orthogonality Vt %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
copy_amatrix(false, Acopy, A);
diageval_realavector_amatrix(1.0, true, sigma, true, U);
addmul_amatrix(-1.0, false, U, false, Vt, A);
error = normfrob_amatrix(A);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
(void) printf("Running default SVD solver\n");
copy_amatrix(false, Acopy, A);
svd_amatrix(A, sigma, U, Vt);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, U);
(void) printf(" Orthogonality U %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
error = check_ortho_amatrix(true, Vt);
(void) printf(" Orthogonality Vt %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
copy_amatrix(false, Acopy, A);
diageval_realavector_amatrix(1.0, true, sigma, true, U);
addmul_amatrix(-1.0, false, U, false, Vt, A);
error = normfrob_amatrix(A);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
del_avector(work);
del_realavector(sigma);
del_amatrix(Vt);
del_amatrix(U);
del_amatrix(Acopy);
del_amatrix(A);
rows = 7;
cols = 13;
mid = UINT_MIN(rows, cols);
(void) printf("--------------------------------------------------\n"
"Setting up random %u x %u matrix\n", rows, cols);
A = new_amatrix(rows, cols);
random_amatrix(A);
Acopy = new_amatrix(A->rows, A->cols);
copy_amatrix(false, A, Acopy);
U = new_amatrix(rows, mid);
Vt = new_amatrix(mid, cols);
sigma = new_realavector(mid);
work = new_avector(3 * mid);
(void) printf("Running self-made SVD solver\n");
iter = sb_svd_amatrix(A, sigma, U, Vt, 10 * mid);
(void) printf(" %u iterations\n", iter);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, U);
(void) printf(" Orthogonality U %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
error = check_ortho_amatrix(true, Vt);
(void) printf(" Orthogonality Vt %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
copy_amatrix(false, Acopy, A);
diageval_realavector_amatrix(1.0, true, sigma, true, U);
addmul_amatrix(-1.0, false, U, false, Vt, A);
error = normfrob_amatrix(A);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
(void) printf("Running default SVD solver\n");
copy_amatrix(false, Acopy, A);
svd_amatrix(A, sigma, U, Vt);
(void) printf("Checking accuracy\n");
error = check_ortho_amatrix(false, U);
(void) printf(" Orthogonality U %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
error = check_ortho_amatrix(true, Vt);
(void) printf(" Orthogonality Vt %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
copy_amatrix(false, Acopy, A);
diageval_realavector_amatrix(1.0, true, sigma, true, U);
addmul_amatrix(-1.0, false, U, false, Vt, A);
error = normfrob_amatrix(A);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : "NOT "));
if (error >= tolerance)
problems++;
del_avector(work);
del_realavector(sigma);
del_amatrix(Vt);
del_amatrix(U);
del_amatrix(Acopy);
del_amatrix(A);
printf("----------------------------------------\n"
" %u matrices and\n"
" %u vectors still active\n"
" %u errors found\n", getactives_amatrix(), getactives_avector(),
problems);
return problems;
}
int
main()
{
pamatrix a, acopy, l, ld, r, q, qr;
pavector x, b, tau;
uint rows, cols;
real error;
rows = 8;
cols = 5;
(void) printf("----------------------------------------\n"
"Check random %u x %u Cholesky factorization\n", rows, rows);
(void) printf("Creating random self-adjoint positive definite matrix\n");
a = new_amatrix(rows, rows);
random_spd_amatrix(a, 1.0);
(void) printf("Creating random solution and right-hand side\n");
x = new_avector(rows);
random_avector(x);
b = new_avector(rows);
clear_avector(b);
mvm_amatrix_avector(1.0, false, a, x, b);
(void) printf("Copying matrix\n");
acopy = new_amatrix(rows, rows);
copy_amatrix(false, a, acopy);
(void) printf("Computing Cholesky factorization\n");
choldecomp_amatrix(a);
(void) printf("Solving\n");
cholsolve_amatrix_avector(a, b);
add_avector(-1.0, x, b);
error = norm2_avector(b);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : " NOT "));
if (error >= tolerance)
problems++;
(void) printf("Building triangular factor\n");
l = new_amatrix(rows, rows);
copy_lower_amatrix(a, false, l);
(void) printf("Checking factorization\n");
copy_amatrix(false, acopy, a);
addmul_amatrix(-1.0, false, l, true, l, a);
error = normfrob_amatrix(a);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : " NOT "));
if (error >= tolerance)
problems++;
del_amatrix(l);
del_amatrix(acopy);
del_avector(b);
del_avector(x);
del_amatrix(a);
(void) printf("----------------------------------------\n"
"Check random %u x %u LDL^T factorization\n", rows, rows);
(void) printf("Creating random self-adjoint positive definite matrix\n");
a = new_amatrix(rows, rows);
random_spd_amatrix(a, 1.0);
(void) printf("Creating random solution and right-hand side\n");
x = new_avector(rows);
random_avector(x);
b = new_avector(rows);
clear_avector(b);
mvm_amatrix_avector(1.0, false, a, x, b);
(void) printf("Copying matrix\n");
acopy = new_amatrix(rows, rows);
copy_amatrix(false, a, acopy);
(void) printf("Computing LDL^T factorization\n");
ldltdecomp_amatrix(a);
(void) printf("Solving\n");
ldltsolve_amatrix_avector(a, b);
add_avector(-1.0, x, b);
error = norm2_avector(b);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : " NOT "));
if (error >= tolerance)
problems++;
(void) printf("Building triangular factor\n");
l = new_amatrix(rows, rows);
copy_lower_amatrix(a, true, l);
(void) printf("Multiplying by diagonal\n");
ld = new_amatrix(rows, rows);
copy_amatrix(false, l, ld);
diageval_amatrix(true, a, true, ld);
(void) printf("Checking factorization\n");
copy_amatrix(false, acopy, a);
addmul_amatrix(-1.0, false, ld, true, l, a);
error = normfrob_amatrix(a);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : " NOT "));
if (error >= tolerance)
problems++;
del_amatrix(ld);
del_amatrix(l);
del_amatrix(acopy);
del_avector(b);
del_avector(x);
del_amatrix(a);
(void) printf("----------------------------------------\n"
"Check random %u x %u LR factorization\n", rows, rows);
(void) printf("Creating random invertible matrix\n");
a = new_amatrix(rows, rows);
random_invertible_amatrix(a, 1.0);
(void) printf("Creating random solution and right-hand side\n");
x = new_avector(rows);
random_avector(x);
b = new_avector(rows);
clear_avector(b);
mvm_amatrix_avector(1.0, false, a, x, b);
(void) printf("Copying matrix\n");
acopy = new_amatrix(rows, rows);
copy_amatrix(false, a, acopy);
(void) printf("Computing LR factorization\n");
lrdecomp_amatrix(a);
(void) printf("Solving\n");
lrsolve_amatrix_avector(a, b);
add_avector(-1.0, x, b);
error = norm2_avector(b);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : " NOT "));
if (error >= tolerance)
problems++;
(void) printf("Building triangular factors\n");
l = new_amatrix(rows, rows);
r = new_amatrix(rows, rows);
copy_lower_amatrix(a, true, l);
copy_upper_amatrix(a, false, r);
(void) printf("Checking factorization\n");
copy_amatrix(false, acopy, a);
addmul_amatrix(-1.0, false, l, false, r, a);
error = normfrob_amatrix(a);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : " NOT "));
if (error >= tolerance)
problems++;
/* Check forward/backward substitution */
(void) printf("----------------------------------------\n");
check_triangularsolve(true, true, false, l, false);
check_triangularsolve(true, true, false, l, true);
check_triangularsolve(true, true, true, l, false);
check_triangularsolve(true, true, true, l, true);
check_triangularsolve(true, false, false, l, false);
check_triangularsolve(true, false, false, l, true);
check_triangularsolve(true, false, true, l, false);
check_triangularsolve(true, false, true, l, true);
check_triangularsolve(false, false, false, r, false);
check_triangularsolve(false, false, false, r, true);
check_triangularsolve(false, false, true, r, false);
check_triangularsolve(false, false, true, r, true);
set_unit(r);
check_triangularsolve(false, true, false, r, false);
check_triangularsolve(false, true, false, r, true);
check_triangularsolve(false, true, true, r, false);
check_triangularsolve(false, true, true, r, true);
/* Intermediate clean-up */
(void) printf("Cleaning up\n");
del_amatrix(r);
del_amatrix(l);
/* Check triangular matrix multiplication */
(void) printf("----------------------------------------\n");
check_triangularaddmul(false, false, false, false);
check_triangularaddmul(true, false, false, false);
check_triangularaddmul(false, true, false, false);
check_triangularaddmul(true, true, false, false);
check_triangularaddmul(false, false, true, false);
check_triangularaddmul(true, false, true, false);
check_triangularaddmul(false, true, true, false);
check_triangularaddmul(true, true, true, false);
check_triangularaddmul(false, false, false, true);
check_triangularaddmul(true, false, false, true);
check_triangularaddmul(false, true, false, true);
check_triangularaddmul(true, true, false, true);
check_triangularaddmul(false, false, true, true);
check_triangularaddmul(true, false, true, true);
check_triangularaddmul(false, true, true, true);
check_triangularaddmul(true, true, true, true);
/* Checking QR factorization */
(void) printf("----------------------------------------\n"
"Check square QR factorization\n");
copy_amatrix(false, acopy, a);
random_avector(x);
clear_avector(b);
mvm_amatrix_avector(1.0, false, a, x, b);
tau = new_avector(rows);
qrdecomp_amatrix(a, tau);
(void) printf("Solving\n");
qrsolve_amatrix_avector(a, tau, b);
add_avector(-1.0, x, b);
error = norm2_avector(b);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : " NOT "));
if (error >= tolerance)
problems++;
q = new_amatrix(rows, rows);
qrexpand_amatrix(a, tau, q);
(void) printf("Checking factorization\n");
r = new_amatrix(rows, rows);
copy_upper_amatrix(a, false, r);
qr = new_amatrix(rows, rows);
copy_amatrix(false, acopy, qr);
addmul_amatrix(-1.0, false, q, false, r, qr);
error = normfrob_amatrix(qr);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : " NOT "));
if (error >= tolerance)
problems++;
(void) printf("Checking inverse\n");
copy_amatrix(false, acopy, a);
qrinvert_amatrix(a);
identity_amatrix(qr);
addmul_amatrix(-1.0, false, acopy, false, a, qr);
error = normfrob_amatrix(qr);
(void) printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : " NOT "));
if (error >= tolerance)
problems++;
/* Intermediate clean-up */
(void) printf("Cleaning up\n");
del_amatrix(qr);
del_amatrix(r);
del_amatrix(q);
del_avector(tau);
del_avector(b);
del_avector(x);
del_amatrix(acopy);
del_amatrix(a);
/* Check forward/backward evaluation */
(void) printf("----------------------------------------\n");
a = new_amatrix(rows, cols);
random_amatrix(a);
check_lowereval(false, false, a, false);
check_lowereval(false, false, a, true);
check_lowereval(false, true, a, false);
check_lowereval(false, true, a, true);
check_uppereval(false, false, a, false);
check_uppereval(false, false, a, true);
check_uppereval(false, true, a, false);
check_uppereval(false, true, a, true);
set_unit(a);
check_lowereval(true, false, a, false);
check_lowereval(true, false, a, true);
check_lowereval(true, true, a, false);
check_lowereval(true, true, a, true);
check_uppereval(true, false, a, false);
check_uppereval(true, false, a, true);
check_uppereval(true, true, a, false);
check_uppereval(true, true, a, true);
(void) printf("Cleaning up\n");
del_amatrix(a);
a = new_amatrix(cols, rows);
random_amatrix(a);
check_lowereval(false, false, a, false);
check_lowereval(false, false, a, true);
check_lowereval(false, true, a, false);
check_lowereval(false, true, a, true);
check_uppereval(false, false, a, false);
check_uppereval(false, false, a, true);
check_uppereval(false, true, a, false);
check_uppereval(false, true, a, true);
set_unit(a);
check_lowereval(true, false, a, false);
check_lowereval(true, false, a, true);
check_lowereval(true, true, a, false);
check_lowereval(true, true, a, true);
check_uppereval(true, false, a, false);
check_uppereval(true, false, a, true);
check_uppereval(true, true, a, false);
check_uppereval(true, true, a, true);
(void) printf("Cleaning up\n");
del_amatrix(a);
/* Test random QR factorizations */
(void) printf("----------------------------------------\n"
"Check full rectangular QR factorization\n");
a = new_amatrix(rows, cols);
random_amatrix(a);
acopy = new_amatrix(rows, cols);
copy_amatrix(false, a, acopy);
tau = new_avector(rows);
qrdecomp_amatrix(a, tau);
q = new_amatrix(rows, rows);
r = new_amatrix(rows, cols);
qrexpand_amatrix(a, tau, q);
copy_upper_amatrix(a, false, r);
qr = new_amatrix(rows, cols);
copy_amatrix(false, acopy, qr);
addmul_amatrix(-1.0, false, q, false, r, qr);
error = normfrob_amatrix(qr);
printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : " NOT "));
if (error >= tolerance)
problems++;
del_amatrix(r);
del_amatrix(q);
(void) printf("Check skinny QR factorization\n");
q = new_amatrix(rows, cols);
r = new_amatrix(cols, cols);
qrexpand_amatrix(a, tau, q);
copy_upper_amatrix(a, false, r);
copy_amatrix(false, acopy, qr);
addmul_amatrix(-1.0, false, q, false, r, qr);
error = normfrob_amatrix(qr);
printf(" Accuracy %g, %sokay\n", error,
(error < tolerance ? "" : " NOT "));
if (error >= tolerance)
problems++;
/* Final clean-up */
(void) printf("Cleaning up\n");
del_amatrix(qr);
del_amatrix(r);
del_amatrix(q);
del_avector(tau);
del_amatrix(acopy);
del_amatrix(a);
(void) printf("----------------------------------------\n"
" %u matrices and\n"
" %u vectors still active\n"
" %u errors found\n", getactives_amatrix(),
getactives_avector(), problems);
return problems;
}
void
coarsen_hmatrix(phmatrix G, ptruncmode tm, real eps, bool recursive)
{
uint rsons = G->rsons;
uint csons = G->csons;
phmatrix son;
prkmatrix R;
pamatrix A, B;
amatrix T, S;
uint i, j, leafs, ranksum, rankoffset, rowoffset, coloffset, rank;
size_t sizeold, sizenew;
leafs = 0;
/* recursion */
if (rsons * csons > 0) {
for (j = 0; j < csons; ++j) {
for (i = 0; i < rsons; ++i) {
son = G->son[i + j * rsons];
if (recursive == true) {
coarsen_hmatrix(son, tm, eps, recursive);
}
leafs += son->rsons * son->csons;
}
}
update_hmatrix(G);
}
else {
/* matrix is a leaf -> northing to do */
return;
}
if (leafs > 0) {
/* matrix has sons which are not leafs -> nothing to do */
return;
}
else {
if (G->rc == G->cc) {
return;
}
/* determine ranksum and size of sons */
ranksum = 0;
sizeold = 0;
for (j = 0; j < csons; ++j) {
for (i = 0; i < rsons; ++i) {
son = G->son[i + j * rsons];
if (son->r) {
ranksum += son->r->k;
sizeold += getsize_rkmatrix(son->r);
}
else {
assert(son->f != NULL);
ranksum += son->f->cols;
sizeold += getsize_amatrix(son->f);
}
}
}
/* new rank-k-matrix */
R = new_rkmatrix(G->rc->size, G->cc->size, ranksum);
A = &R->A;
B = &R->B;
clear_amatrix(A);
clear_amatrix(B);
/* copy sons into a big rank-k-matrix */
rankoffset = 0;
coloffset = 0;
for (j = 0; j < csons; ++j) {
rowoffset = 0;
for (i = 0; i < rsons; ++i) {
son = G->son[i + j * rsons];
rank = son->r ? son->r->k : son->f->cols;
init_sub_amatrix(&T, A, son->rc->size, rowoffset, rank, rankoffset);
init_sub_amatrix(&S, B, son->cc->size, coloffset, rank, rankoffset);
if (son->r) {
copy_amatrix(false, &(son->r->A), &T);
copy_amatrix(false, &(son->r->B), &S);
}
else {
copy_amatrix(false, son->f, &T);
identity_amatrix(&S);
}
rankoffset += rank;
rowoffset += son->rc->size;
uninit_amatrix(&T);
uninit_amatrix(&S);
}
coloffset += G->son[j * rsons]->cc->size;
}
/* compression */
trunc_rkmatrix(tm, eps, R);
sizenew = getsize_rkmatrix(R);
/* use new rank-k-matrix or discard */
if (sizenew < sizeold) {
for (j = 0; j < csons; ++j) {
for (i = 0; i < rsons; ++i) {
unref_hmatrix(G->son[i + j * rsons]);
}
}
G->rsons = 0;
G->csons = 0;
freemem(G->son);
G->son = NULL;
G->f = NULL;
G->r = R;
G->desc = 1;
}
else {
del_rkmatrix(R);
}
}
}