/*
* Copyright (C) 2003-2006 Bjørn-Ove Heimsund
*
* This file is part of MTJ.
*
* This library is free software; you can redistribute it and/or modify it
* under the terms of the GNU Lesser General Public License as published by the
* Free Software Foundation; either version 2.1 of the License, or (at your
* option) any later version.
*
* This library is distributed in the hope that it will be useful, but WITHOUT
* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
* FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License
* for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with this library; if not, write to the Free Software Foundation,
* Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
package no.uib.cipr.matrix;
import no.uib.cipr.matrix.DenseCholesky;
import no.uib.cipr.matrix.DenseMatrix;
import no.uib.cipr.matrix.LowerSPDDenseMatrix;
import no.uib.cipr.matrix.Matrices;
import no.uib.cipr.matrix.Matrix;
import no.uib.cipr.matrix.UpperSPDDenseMatrix;
import junit.framework.TestCase;
/**
* Tests the dense Cholesky decomposition
*/
public class DenseCholeskyTest extends TestCase {
private LowerSPDDenseMatrix L;
private UpperSPDDenseMatrix U;
private DenseMatrix I;
private final int max = 50;
public DenseCholeskyTest(String arg0) {
super(arg0);
}
@Override
protected void setUp() throws Exception {
int n = Utilities.getInt(1, max);
L = new LowerSPDDenseMatrix(n);
Utilities.lowerPopulate(L);
Utilities.addDiagonal(L, 1);
while (!Utilities.spd(L))
Utilities.addDiagonal(L, 1);
U = new UpperSPDDenseMatrix(n);
Utilities.upperPopulate(U);
Utilities.addDiagonal(U, 1);
while (!Utilities.spd(U))
Utilities.addDiagonal(U, 1);
I = Matrices.identity(n);
}
@Override
protected void tearDown() throws Exception {
L = null;
U = null;
I = null;
}
public void testLowerDenseCholesky() {
int n = L.numRows();
DenseCholesky c = new DenseCholesky(n, false);
c.factor(L.copy());
assert I != null;
c.solve(I);
Matrix J = I.mult(L, new DenseMatrix(n, n));
for (int i = 0; i < n; ++i)
for (int j = 0; j < n; ++j)
if (i != j)
assertEquals(J.get(i, j), 0, 1e-10);
else
assertEquals(J.get(i, j), 1, 1e-10);
}
public void testUpperDenseCholesky() {
int n = U.numRows();
DenseCholesky c = new DenseCholesky(n, true);
c.factor(U.copy());
c.solve(I);
Matrix J = I.mult(U, new DenseMatrix(n, n));
for (int i = 0; i < n; ++i)
for (int j = 0; j < n; ++j)
if (i != j)
assertEquals(J.get(i, j), 0, 1e-10);
else
assertEquals(J.get(i, j), 1, 1e-10);
}
public void testLowerDenseCholeskyrcond() {
int n = L.numRows();
DenseCholesky c = new DenseCholesky(n, false);
c.factor(L.copy());
c.rcond(L);
}
public void testUpperDenseCholeskyrcond() {
int n = U.numRows();
DenseCholesky c = new DenseCholesky(n, true);
c.factor(U.copy());
c.rcond(U);
}
}