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Jun 11, 2019
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4 changes: 2 additions & 2 deletions Cargo.toml
Original file line number Diff line number Diff line change
Expand Up @@ -32,11 +32,11 @@ features = ["blas"]
default-features = false

[dependencies.blas-src]
version = "0.2"
version = "0.3"
default-features = false
optional = true

[dependencies.lapack-src]
version = "0.2"
version = "0.3"
default-features = false
optional = true
13 changes: 13 additions & 0 deletions azure-pipelines.yml
Original file line number Diff line number Diff line change
Expand Up @@ -58,3 +58,16 @@ jobs:
cargo test -v --features=intel-mkl --no-default-features
cargo test -v --features=intel-mkl,serde-1 --no-default-features
displayName: run test

- job: WindowsIntelMKL
pool:
vmImage: 'windows-2019'
steps:
- script: |
curl -sSf -o rustup-init.exe https://win.rustup.rs
rustup-init.exe -y 2>&1
set PATH=%PATH%;%USERPROFILE%\.cargo\bin
echo '##vso[task.setvariable variable=PATH;]%PATH%;%USERPROFILE%\.cargo\bin'
displayName: install rustup on Windows
- script: cargo test -v --features=intel-mkl --no-default-features 2>&1
displayName: run test
6 changes: 6 additions & 0 deletions src/eigh.rs
Original file line number Diff line number Diff line change
Expand Up @@ -63,6 +63,12 @@ where
type EigVal = Array1<A::Real>;

fn eigh_inplace(&mut self, uplo: UPLO) -> Result<(Self::EigVal, &mut Self)> {
let layout = self.square_layout()?;
// XXX Force layout to be Fortran (see #146)
match layout {
MatrixLayout::C(_) => self.swap_axes(0, 1),
MatrixLayout::F(_) => {}
}
let s = unsafe { A::eigh(true, self.square_layout()?, uplo, self.as_allocated_mut()?)? };
Ok((ArrayBase::from_vec(s), self))
}
Expand Down
3 changes: 3 additions & 0 deletions src/lib.rs
Original file line number Diff line number Diff line change
Expand Up @@ -36,6 +36,9 @@
//! - [Random matrix generators](generate/index.html)
//! - [Scalar trait](types/trait.Scalar.html)

extern crate blas_src;
extern crate lapack_src;

pub mod assert;
pub mod cholesky;
pub mod convert;
Expand Down
84 changes: 78 additions & 6 deletions tests/eigh.rs
Original file line number Diff line number Diff line change
Expand Up @@ -2,10 +2,15 @@ use ndarray::*;
use ndarray_linalg::*;

#[test]
fn eigen_vector_manual() {
fn fixed() {
let a = arr2(&[[3.0, 1.0, 1.0], [1.0, 3.0, 1.0], [1.0, 1.0, 3.0]]);
let (e, vecs): (Array1<_>, Array2<_>) = (&a).eigh(UPLO::Upper).unwrap();
assert_close_l2!(&e, &arr1(&[2.0, 2.0, 5.0]), 1.0e-7);

// Check eigenvectors are orthogonalized
let s = vecs.t().dot(&vecs);
assert_close_l2!(&s, &Array::eye(3), 1.0e-7);

for (i, v) in vecs.axis_iter(Axis(1)).enumerate() {
let av = a.dot(&v);
let ev = v.mapv(|x| e[i] * x);
Expand All @@ -14,12 +19,53 @@ fn eigen_vector_manual() {
}

#[test]
fn diagonalize() {
let a = arr2(&[[3.0, 1.0, 1.0], [1.0, 3.0, 1.0], [1.0, 1.0, 3.0]]);
fn fixed_t() {
let a = arr2(&[[3.0, 1.0, 1.0], [1.0, 3.0, 1.0], [1.0, 1.0, 3.0]]).reversed_axes();
let (e, vecs): (Array1<_>, Array2<_>) = (&a).eigh(UPLO::Upper).unwrap();
let s = vecs.t().dot(&a).dot(&vecs);
for i in 0..3 {
assert_rclose!(e[i], s[(i, i)], 1e-7);
assert_close_l2!(&e, &arr1(&[2.0, 2.0, 5.0]), 1.0e-7);

// Check eigenvectors are orthogonalized
let s = vecs.t().dot(&vecs);
assert_close_l2!(&s, &Array::eye(3), 1.0e-7);

for (i, v) in vecs.axis_iter(Axis(1)).enumerate() {
let av = a.dot(&v);
let ev = v.mapv(|x| e[i] * x);
assert_close_l2!(&av, &ev, 1.0e-7);
}
}

#[test]
fn fixed_lower() {
let a = arr2(&[[3.0, 1.0, 1.0], [1.0, 3.0, 1.0], [1.0, 1.0, 3.0]]);
let (e, vecs): (Array1<_>, Array2<_>) = (&a).eigh(UPLO::Lower).unwrap();
assert_close_l2!(&e, &arr1(&[2.0, 2.0, 5.0]), 1.0e-7);

// Check eigenvectors are orthogonalized
let s = vecs.t().dot(&vecs);
assert_close_l2!(&s, &Array::eye(3), 1.0e-7);

for (i, v) in vecs.axis_iter(Axis(1)).enumerate() {
let av = a.dot(&v);
let ev = v.mapv(|x| e[i] * x);
assert_close_l2!(&av, &ev, 1.0e-7);
}
}

#[test]
fn fixed_t_lower() {
let a = arr2(&[[3.0, 1.0, 1.0], [1.0, 3.0, 1.0], [1.0, 1.0, 3.0]]).reversed_axes();
let (e, vecs): (Array1<_>, Array2<_>) = (&a).eigh(UPLO::Lower).unwrap();
assert_close_l2!(&e, &arr1(&[2.0, 2.0, 5.0]), 1.0e-7);

// Check eigenvectors are orthogonalized
let s = vecs.t().dot(&vecs);
assert_close_l2!(&s, &Array::eye(3), 1.0e-7);

for (i, v) in vecs.axis_iter(Axis(1)).enumerate() {
let av = a.dot(&v);
let ev = v.mapv(|x| e[i] * x);
assert_close_l2!(&av, &ev, 1.0e-7);
}
}

Expand Down Expand Up @@ -48,3 +94,29 @@ fn ssqrt_t() {
println!("ss = {:?}", &ss);
assert_close_l2!(&ss, &ans, 1e-7);
}

#[test]
fn ssqrt_lower() {
let a: Array2<f64> = random_hpd(3);
let ans = a.clone();
let s = a.ssqrt(UPLO::Lower).unwrap();
println!("a = {:?}", &ans);
println!("s = {:?}", &s);
assert_close_l2!(&s.t(), &s, 1e-7);
let ss = s.dot(&s);
println!("ss = {:?}", &ss);
assert_close_l2!(&ss, &ans, 1e-7);
}

#[test]
fn ssqrt_t_lower() {
let a: Array2<f64> = random_hpd(3).reversed_axes();
let ans = a.clone();
let s = a.ssqrt(UPLO::Lower).unwrap();
println!("a = {:?}", &ans);
println!("s = {:?}", &s);
assert_close_l2!(&s.t(), &s, 1e-7);
let ss = s.dot(&s);
println!("ss = {:?}", &ss);
assert_close_l2!(&ss, &ans, 1e-7);
}