public static void TestLapack()
{
Random rnd = new Random();
for (int n = 2; n < 50; n++)
{
var SomeMtx = MultidimensionalArray.Create(n, n);
for (int i = 0; i < n; i++)
{
for (int j = 0; j < n; j++)
{
double r = rnd.NextDouble();
SomeMtx[i, j] += r;
SomeMtx[j, i] += r;
}
}
var eigs = SomeMtx.EigsSymm();
var(EigVal, EigVec) = SomeMtx.EigenspaceSymm();
var D = MultidimensionalArray.CreateDiagMtx(EigVal);
var Test = EigVec.GEMM(D, EigVec.Transpose());
Test.Acc(-1.0, SomeMtx);
double err = Test.InfNorm();
Assert.LessOrEqual(err, 1e-8);
}
}