Skip to content
Merged
Changes from 1 commit
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
102 changes: 45 additions & 57 deletions test/triangular.jl
Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,6 @@

module TestTriangular

debug = false
using Test, LinearAlgebra, Random
using LinearAlgebra: BlasFloat, errorbounds, full!, transpose!,
UnitUpperTriangular, UnitLowerTriangular,
Expand All @@ -16,14 +15,13 @@ using .Main.SizedArrays
isdefined(Main, :FillArrays) || @eval Main include(joinpath($(BASE_TEST_PATH), "testhelpers", "FillArrays.jl"))
using .Main.FillArrays

debug && println("Triangular matrices")

n = 9
Random.seed!(123)

debug && println("Test basic type functionality")
@test_throws DimensionMismatch LowerTriangular(randn(5, 4))
@test LowerTriangular(randn(3, 3)) |> t -> [size(t, i) for i = 1:3] == [size(Matrix(t), i) for i = 1:3]
@testset "Test basic type functionality" begin
@test_throws DimensionMismatch LowerTriangular(randn(5, 4))
@test LowerTriangular(randn(3, 3)) |> t -> [size(t, i) for i = 1:3] == [size(Matrix(t), i) for i = 1:3]
end

struct MyTriangular{T, A<:LinearAlgebra.AbstractTriangular{T}} <: LinearAlgebra.AbstractTriangular{T}
data :: A
Expand Down Expand Up @@ -51,8 +49,6 @@ Base.getindex(A::MyTriangular, i::Int, j::Int) = A.data[i,j]
t1t = t1{elty1}(t1(rand(Int8, n, n)))
@test typeof(t1t) == t1{elty1, Matrix{elty1}}

debug && println("elty1: $elty1, A1: $t1")

# Convert
@test convert(AbstractMatrix{elty1}, A1) == A1
@test convert(Matrix, A1) == A1
Expand Down Expand Up @@ -351,8 +347,6 @@ Base.getindex(A::MyTriangular, i::Int, j::Int) = A.data[i,j]
(LowerTriangular, :L),
(UnitLowerTriangular, :L))

debug && println("elty1: $elty1, A1: $t1, elty2: $elty2, A2: $t2")

A2 = t2(elty2 == Int ? rand(1:7, n, n) : convert(Matrix{elty2}, (elty2 <: Complex ? complex.(randn(n, n), randn(n, n)) : randn(n, n)) |> t -> cholesky(t't).U |> t -> uplo2 === :U ? t : copy(t')))
M2 = Matrix(A2)
# Convert
Expand Down Expand Up @@ -440,8 +434,6 @@ Base.getindex(A::MyTriangular, i::Int, j::Int) = A.data[i,j]
for eltyB in (Float32, Float64, BigFloat, ComplexF32, ComplexF64, Complex{BigFloat})
B = convert(Matrix{eltyB}, (elty1 <: Complex ? real(A1) : A1)*fill(1., n, n))

debug && println("elty1: $elty1, A1: $t1, B: $eltyB")

Tri = Tridiagonal(rand(eltyB,n-1),rand(eltyB,n),rand(eltyB,n-1))
C = Matrix{promote_type(elty1,eltyB)}(undef, n, n)
mul!(C, Tri, A1)
Expand Down Expand Up @@ -628,73 +620,69 @@ Aimg = randn(n, n)/2
A2real = randn(n, n)/2
A2img = randn(n, n)/2

for eltya in (Float32, Float64, ComplexF32, ComplexF64, BigFloat, Int)
@testset for eltya in (Float32, Float64, ComplexF32, ComplexF64, BigFloat, Int)
A = eltya == Int ? rand(1:7, n, n) : convert(Matrix{eltya}, eltya <: Complex ? complex.(Areal, Aimg) : Areal)
# a2 = eltya == Int ? rand(1:7, n, n) : convert(Matrix{eltya}, eltya <: Complex ? complex.(a2real, a2img) : a2real)
εa = eps(abs(float(one(eltya))))

for eltyb in (Float32, Float64, ComplexF32, ComplexF64)
εb = eps(abs(float(one(eltyb))))
ε = max(εa,εb)

debug && println("\ntype of A: ", eltya, " type of b: ", eltyb, "\n")
@testset "Solve upper triangular system" begin
Atri = UpperTriangular(lu(A).U) |> t -> eltya <: Complex && eltyb <: Real ? real(t) : t # Here the triangular matrix can't be too badly conditioned
b = convert(Matrix{eltyb}, Matrix(Atri)*fill(1., n, 2))
x = Atri \ b

debug && println("Solve upper triangular system")
Atri = UpperTriangular(lu(A).U) |> t -> eltya <: Complex && eltyb <: Real ? real(t) : t # Here the triangular matrix can't be too badly conditioned
b = convert(Matrix{eltyb}, Matrix(Atri)*fill(1., n, 2))
x = Matrix(Atri) \ b
# Test error estimates
if eltya != BigFloat && eltyb != BigFloat
for i = 1:2
@test norm(x[:,1] .- 1) <= errorbounds(UpperTriangular(A), x, b)[1][i]
end
end

debug && println("Test error estimates")
if eltya != BigFloat && eltyb != BigFloat
for i = 1:2
@test norm(x[:,1] .- 1) <= errorbounds(UpperTriangular(A), x, b)[1][i]
# Test forward error [JIN 5705] if this is not a BigFloat
γ = n*ε/(1 - n*ε)
if eltya != BigFloat
bigA = big.(Atri)
x̂ = fill(1., n, 2)
for i = 1:size(b, 2)
@test norm(x̂[:,i] - x[:,i], Inf)/norm(x̂[:,i], Inf) <= condskeel(bigA, x̂[:,i])*γ/(1 - condskeel(bigA)*γ)
end
end
end
debug && println("Test forward error [JIN 5705] if this is not a BigFloat")

x = Atri \ b
γ = n*ε/(1 - n*ε)
if eltya != BigFloat
bigA = big.(Atri)
x̂ = fill(1., n, 2)
# Test backward error [JIN 5705]
for i = 1:size(b, 2)
@test norm([:,i] - x[:,i], Inf)/norm(x̂[:,i], Inf) <= condskeel(bigA, x̂[:,i])*γ/(1 - condskeel(bigA)*γ)
@test norm(abs.(b[:,i] - Atri*x[:,i]), Inf) <= γ * norm(Atri, Inf) * norm(x[:,i], Inf)
end
end

debug && println("Test backward error [JIN 5705]")
for i = 1:size(b, 2)
@test norm(abs.(b[:,i] - Atri*x[:,i]), Inf) <= γ * norm(Atri, Inf) * norm(x[:,i], Inf)
end
@testset "Solve lower triangular system" begin
Atri = UpperTriangular(lu(A).U) |> t -> eltya <: Complex && eltyb <: Real ? real(t) : t # Here the triangular matrix can't be too badly conditioned
b = convert(Matrix{eltyb}, Matrix(Atri)*fill(1., n, 2))
x = Atri \ b

debug && println("Solve lower triangular system")
Atri = UpperTriangular(lu(A).U) |> t -> eltya <: Complex && eltyb <: Real ? real(t) : t # Here the triangular matrix can't be too badly conditioned
b = convert(Matrix{eltyb}, Matrix(Atri)*fill(1., n, 2))
x = Matrix(Atri)\b
# Test error estimates
if eltya != BigFloat && eltyb != BigFloat
for i = 1:2
@test norm(x[:,1] .- 1) <= errorbounds(UpperTriangular(A), x, b)[1][i]
end
end

debug && println("Test error estimates")
if eltya != BigFloat && eltyb != BigFloat
for i = 1:2
@test norm(x[:,1] .- 1) <= errorbounds(UpperTriangular(A), x, b)[1][i]
# Test forward error [JIN 5705] if this is not a BigFloat
γ = n*ε/(1 - n*ε)
if eltya != BigFloat
bigA = big.(Atri)
x̂ = fill(1., n, 2)
for i = 1:size(b, 2)
@test norm(x̂[:,i] - x[:,i], Inf)/norm(x̂[:,i], Inf) <= condskeel(bigA, x̂[:,i])*γ/(1 - condskeel(bigA)*γ)
end
end
end

debug && println("Test forward error [JIN 5705] if this is not a BigFloat")
b = (b0 = Atri*fill(1, n, 2); convert(Matrix{eltyb}, eltyb == Int ? trunc.(b0) : b0))
x = Atri \ b
γ = n*ε/(1 - n*ε)
if eltya != BigFloat
bigA = big.(Atri)
x̂ = fill(1., n, 2)
# Test backward error [JIN 5705]
for i = 1:size(b, 2)
@test norm([:,i] - x[:,i], Inf)/norm(x̂[:,i], Inf) <= condskeel(bigA, x̂[:,i])*γ/(1 - condskeel(bigA)*γ)
@test norm(abs.(b[:,i] - Atri*x[:,i]), Inf) <= γ * norm(Atri, Inf) * norm(x[:,i], Inf)
end
end

debug && println("Test backward error [JIN 5705]")
for i = 1:size(b, 2)
@test norm(abs.(b[:,i] - Atri*x[:,i]), Inf) <= γ * norm(Atri, Inf) * norm(x[:,i], Inf)
end
end
end

Expand Down