/*
* 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 java.util.Random;
import junit.framework.Test;
import junit.framework.TestCase;
import junit.framework.TestSuite;
import org.apache.commons.math.linear.DecompositionSolver;
import org.apache.commons.math.linear.EigenDecompositionImpl;
import org.apache.commons.math.linear.InvalidMatrixException;
import org.apache.commons.math.linear.MatrixUtils;
import org.apache.commons.math.linear.RealMatrix;
import org.apache.commons.math.linear.ArrayRealVector;
import org.apache.commons.math.util.MathUtils;
public class EigenSolverTest extends TestCase {
private double[] refValues;
private RealMatrix matrix;
public EigenSolverTest(String name) {
super(name);
}
public static Test suite() {
TestSuite suite = new TestSuite(EigenSolverTest.class);
suite.setName("EigenSolver Tests");
return suite;
}
/** test non invertible matrix */
public void testNonInvertible() {
Random r = new Random(9994100315209l);
RealMatrix m =
EigenDecompositionImplTest.createTestMatrix(r, new double[] { 1.0, 0.0, -1.0, -2.0, -3.0 });
DecompositionSolver es = new EigenDecompositionImpl(m, MathUtils.SAFE_MIN).getSolver();
assertFalse(es.isNonSingular());
try {
es.getInverse();
fail("an exception should have been thrown");
} catch (InvalidMatrixException ime) {
// expected behavior
} catch (Exception e) {
fail("wrong exception caught");
}
}
/** test invertible matrix */
public void testInvertible() {
Random r = new Random(9994100315209l);
RealMatrix m =
EigenDecompositionImplTest.createTestMatrix(r, new double[] { 1.0, 0.5, -1.0, -2.0, -3.0 });
DecompositionSolver es = new EigenDecompositionImpl(m, MathUtils.SAFE_MIN).getSolver();
assertTrue(es.isNonSingular());
RealMatrix inverse = es.getInverse();
RealMatrix error =
m.multiply(inverse).subtract(MatrixUtils.createRealIdentityMatrix(m.getRowDimension()));
assertEquals(0, error.getNorm(), 4.0e-15);
}
/** test solve dimension errors */
public void testSolveDimensionErrors() {
DecompositionSolver es = new EigenDecompositionImpl(matrix, MathUtils.SAFE_MIN).getSolver();
RealMatrix b = MatrixUtils.createRealMatrix(new double[2][2]);
try {
es.solve(b);
fail("an exception should have been thrown");
} catch (IllegalArgumentException iae) {
// expected behavior
} catch (Exception e) {
fail("wrong exception caught");
}
try {
es.solve(b.getColumn(0));
fail("an exception should have been thrown");
} catch (IllegalArgumentException iae) {
// expected behavior
} catch (Exception e) {
fail("wrong exception caught");
}
try {
es.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() {
RealMatrix m = MatrixUtils.createRealMatrix(new double[][] {
{ 91, 5, 29, 32, 40, 14 },
{ 5, 34, -1, 0, 2, -1 },
{ 29, -1, 12, 9, 21, 8 },
{ 32, 0, 9, 14, 9, 0 },
{ 40, 2, 21, 9, 51, 19 },
{ 14, -1, 8, 0, 19, 14 }
});
DecompositionSolver es = new EigenDecompositionImpl(m, MathUtils.SAFE_MIN).getSolver();
RealMatrix b = MatrixUtils.createRealMatrix(new double[][] {
{ 1561, 269, 188 },
{ 69, -21, 70 },
{ 739, 108, 63 },
{ 324, 86, 59 },
{ 1624, 194, 107 },
{ 796, 69, 36 }
});
RealMatrix xRef = MatrixUtils.createRealMatrix(new double[][] {
{ 1, 2, 1 },
{ 2, -1, 2 },
{ 4, 2, 3 },
{ 8, -1, 0 },
{ 16, 2, 0 },
{ 32, -1, 0 }
});
// using RealMatrix
assertEquals(0, es.solve(b).subtract(xRef).getNorm(), 2.0e-12);
// using double[]
for (int i = 0; i < b.getColumnDimension(); ++i) {
assertEquals(0,
new ArrayRealVector(es.solve(b.getColumn(i))).subtract(xRef.getColumnVector(i)).getNorm(),
2.0e-11);
}
// using Array2DRowRealMatrix
for (int i = 0; i < b.getColumnDimension(); ++i) {
assertEquals(0,
es.solve(b.getColumnVector(i)).subtract(xRef.getColumnVector(i)).getNorm(),
2.0e-11);
}
// using RealMatrix with an alternate implementation
for (int i = 0; i < b.getColumnDimension(); ++i) {
ArrayRealVectorTest.RealVectorTestImpl v =
new ArrayRealVectorTest.RealVectorTestImpl(b.getColumn(i));
assertEquals(0,
es.solve(v).subtract(xRef.getColumnVector(i)).getNorm(),
2.0e-11);
}
}
@Override
public void setUp() {
refValues = new double[] {
2.003, 2.002, 2.001, 1.001, 1.000, 0.001
};
matrix = EigenDecompositionImplTest.createTestMatrix(new Random(35992629946426l), refValues);
}
@Override
public void tearDown() {
refValues = null;
matrix = null;
}
}