scripts/staging/scalable_linalg/test/test_LU.dml

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source("scalable_linalg/lu.dml") as decomp

test_LU = function() {
  print("Testing LU Decomposition.")
  n = 1000
  b = 100 # smallest block size
  eps = n*n*1e-12 # for lareger matrices eps should be larger

  # create random square matrix
  A = rand(rows=n, cols=n, min=-1.0, max=1.0, pdf="uniform")

  [P, L, U] = decomp::LU(A, b)

  # check if PA = LU. Infinity norm of (PA - LU) must be close to zero
  diff = P %*% A - L %*% U
  sup_norm = max(abs(diff))
  print(sup_norm)
  if (sup_norm > eps) {
    print("ERROR: LU decomposition does not reproduce original matrix")
  }
}

tmp = test_LU()