Added libshogun LAPACK test

shogun-toolbox · Aug 26, 2011 · c7b59c1 · c7b59c1
1 parent ddb13ac
commit c7b59c1
Showing 1 changed file with 92 additions and 0 deletions.
diff --git a/examples/undocumented/libshogun/mathematics_lapack.cpp b/examples/undocumented/libshogun/mathematics_lapack.cpp
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+/*
+ * This program is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Written (W) 2011 Sergey Lisitsyn
+ * Copyright (C) 2011 Berlin Institute of Technology and Max-Planck-Society
+ */
+
+#include <shogun/base/init.h>
+#include <shogun/lib/config.h>
+#include <shogun/mathematics/lapack.h>
+
+using namespace shogun;
+
+int main(int argc, char** argv)
+{
+	init_shogun();
+
+#ifdef HAVE_LAPACK
+	// size of square matrix
+	int N = 100;
+
+	// square matrix
+	double* matrix = new double[N*N];
+	// for storing eigenpairs
+	double* eigenvalues = new double[N];
+	double* eigenvectors = new double[N*N];
+	// for SVD
+	double* U = new double[N*N];
+	double* s = new double[N*N];
+	double* Vt = new double[N*N];
+	// status (should be zero)
+	int status;
+
+	// DSYGVX
+	for (int i=0; i<N; i++)
+	{
+		for (int j=0; j<N; j++)
+			matrix[i*N+j] = i*i+j*j;
+	}	
+	status = 0;
+	wrap_dsygvx(1,'V','U',N,matrix,N,matrix,N,1,3,eigenvalues,eigenvectors,&status);
+	if (status!=0)
+		return -1;
+	delete[] eigenvectors;
+
+
+	// DGEQRF+DORGQR
+	status = 0;
+	double* tau = new double[N];
+	wrap_dgeqrf(N,N,matrix,N,tau,&status);
+	wrap_dorgqr(N,N,N,matrix,N,tau,&status);
+	if (status!=0)
+		return -1;
+	delete[] tau;
+
+
+	// DGESVD
+	for (int i=0; i<N; i++)
+	{
+		for (int j=0; j<N; j++)
+			matrix[i*N+j] = i*i+j*j;
+	}
+	status = 0;
+	wrap_dgesvd('A','A',N,N,matrix,N,s,U,N,Vt,N,&status);
+	if (status!=0)
+		return -1;
+	delete[] s;
+	delete[] U;
+	delete[] Vt;
+
+
+	// DSYEV
+	for (int i=0; i<N; i++)
+	{
+		for (int j=0; j<N; j++)
+			matrix[i*N+j] = i*i+j*j;
+	}
+	status = 0;
+	wrap_dsyev('V','U',N,matrix,N,eigenvalues,&status);
+	if (status!=0)
+		return -1;
+	delete[] eigenvalues;
+	delete[] matrix;
+
+	#endif // HAVE_LAPACK
+
+	exit_shogun();
+	return 0;
+}