/*
* 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.linear.DecompositionSolver;
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.linear.SingularValueDecompositionImpl;
public class SingularValueSolverTest extends TestCase {
private double[][] testSquare = {
{ 24.0 / 25.0, 43.0 / 25.0 },
{ 57.0 / 25.0, 24.0 / 25.0 }
};
private static final double normTolerance = 10e-14;
public SingularValueSolverTest(String name) {
super(name);
}
public static Test suite() {
TestSuite suite = new TestSuite(SingularValueSolverTest.class);
suite.setName("SingularValueSolver Tests");
return suite;
}
/** test solve dimension errors */
public void testSolveDimensionErrors() {
DecompositionSolver solver =
new SingularValueDecompositionImpl(MatrixUtils.createRealMatrix(testSquare)).getSolver();
RealMatrix b = MatrixUtils.createRealMatrix(new double[3][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 singularity errors */
public void testSolveSingularityErrors() {
RealMatrix m =
MatrixUtils.createRealMatrix(new double[][] {
{ 1.0, 0.0 },
{ 0.0, 0.0 }
});
DecompositionSolver solver = new SingularValueDecompositionImpl(m).getSolver();
RealMatrix b = MatrixUtils.createRealMatrix(new double[2][2]);
try {
solver.solve(b);
fail("an exception should have been thrown");
} catch (InvalidMatrixException ime) {
// expected behavior
} catch (Exception e) {
fail("wrong exception caught");
}
try {
solver.solve(b.getColumn(0));
fail("an exception should have been thrown");
} catch (InvalidMatrixException ime) {
// expected behavior
} catch (Exception e) {
fail("wrong exception caught");
}
try {
solver.solve(b.getColumnVector(0));
fail("an exception should have been thrown");
} catch (InvalidMatrixException ime) {
// 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 (InvalidMatrixException ime) {
// expected behavior
} catch (Exception e) {
fail("wrong exception caught");
}
}
/** test solve */
public void testSolve() {
DecompositionSolver solver =
new SingularValueDecompositionImpl(MatrixUtils.createRealMatrix(testSquare)).getSolver();
RealMatrix b = MatrixUtils.createRealMatrix(new double[][] {
{ 1, 2, 3 }, { 0, -5, 1 }
});
RealMatrix xRef = MatrixUtils.createRealMatrix(new double[][] {
{ -8.0 / 25.0, -263.0 / 75.0, -29.0 / 75.0 },
{ 19.0 / 25.0, 78.0 / 25.0, 49.0 / 25.0 }
});
// using RealMatrix
assertEquals(0, solver.solve(b).subtract(xRef).getNorm(), normTolerance);
// 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 Array2DRowRealMatrix
for (int i = 0; i < b.getColumnDimension(); ++i) {
assertEquals(0,
solver.solve(b.getColumnVector(i)).subtract(xRef.getColumnVector(i)).getNorm(),
1.0e-13);
}
// 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,
solver.solve(v).subtract(xRef.getColumnVector(i)).getNorm(),
1.0e-13);
}
}
/** test condition number */
public void testConditionNumber() {
SingularValueDecompositionImpl svd =
new SingularValueDecompositionImpl(MatrixUtils.createRealMatrix(testSquare));
assertEquals(3.0, svd.getConditionNumber(), 1.0e-15);
}
}