/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.math.linear;
import junit.framework.Test;
import junit.framework.TestCase;
import junit.framework.TestSuite;
import org.apache.commons.math.MathException;
import org.apache.commons.math.linear.CholeskyDecompositionImpl;
import org.apache.commons.math.linear.DecompositionSolver;
import org.apache.commons.math.linear.MatrixUtils;
import org.apache.commons.math.linear.RealMatrix;
import org.apache.commons.math.linear.ArrayRealVector;
public class CholeskySolverTest extends TestCase {
private double[][] testData = new double[][] {
{ 1, 2, 4, 7, 11 },
{ 2, 13, 23, 38, 58 },
{ 4, 23, 77, 122, 182 },
{ 7, 38, 122, 294, 430 },
{ 11, 58, 182, 430, 855 }
};
public CholeskySolverTest(String name) {
super(name);
}
public static Test suite() {
TestSuite suite = new TestSuite(CholeskySolverTest.class);
suite.setName("LUSolver Tests");
return suite;
}
/** test solve dimension errors */
public void testSolveDimensionErrors() throws MathException {
DecompositionSolver solver =
new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(testData)).getSolver();
RealMatrix b = MatrixUtils.createRealMatrix(new double[2][2]);
try {
solver.solve(b);
fail("an exception should have been thrown");
} catch (IllegalArgumentException iae) {
// expected behavior
} catch (Exception e) {
fail("wrong exception caught");
}
try {
solver.solve(b.getColumn(0));
fail("an exception should have been thrown");
} catch (IllegalArgumentException iae) {
// expected behavior
} catch (Exception e) {
fail("wrong exception caught");
}
try {
solver.solve(new ArrayRealVectorTest.RealVectorTestImpl(b.getColumn(0)));
fail("an exception should have been thrown");
} catch (IllegalArgumentException iae) {
// expected behavior
} catch (Exception e) {
fail("wrong exception caught");
}
}
/** test solve */
public void testSolve() throws MathException {
DecompositionSolver solver =
new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(testData)).getSolver();
RealMatrix b = MatrixUtils.createRealMatrix(new double[][] {
{ 78, -13, 1 },
{ 414, -62, -1 },
{ 1312, -202, -37 },
{ 2989, -542, 145 },
{ 5510, -1465, 201 }
});
RealMatrix xRef = MatrixUtils.createRealMatrix(new double[][] {
{ 1, 0, 1 },
{ 0, 1, 1 },
{ 2, 1, -4 },
{ 2, 2, 2 },
{ 5, -3, 0 }
});
// using RealMatrix
assertEquals(0, solver.solve(b).subtract(xRef).getNorm(), 1.0e-13);
// using double[]
for (int i = 0; i < b.getColumnDimension(); ++i) {
assertEquals(0,
new ArrayRealVector(solver.solve(b.getColumn(i))).subtract(xRef.getColumnVector(i)).getNorm(),
1.0e-13);
}
// using ArrayRealVector
for (int i = 0; i < b.getColumnDimension(); ++i) {
assertEquals(0,
solver.solve(b.getColumnVector(i)).subtract(xRef.getColumnVector(i)).getNorm(),
1.0e-13);
}
// using RealVector with an alternate implementation
for (int i = 0; i < b.getColumnDimension(); ++i) {
ArrayRealVectorTest.RealVectorTestImpl v =
new ArrayRealVectorTest.RealVectorTestImpl(b.getColumn(i));
assertEquals(0,
solver.solve(v).subtract(xRef.getColumnVector(i)).getNorm(),
1.0e-13);
}
}
/** test determinant */
public void testDeterminant() throws MathException {
assertEquals(7290000.0, getDeterminant(MatrixUtils.createRealMatrix(testData)), 1.0e-15);
}
private double getDeterminant(RealMatrix m) throws MathException {
return new CholeskyDecompositionImpl(m).getDeterminant();
}
}