Examples of org.apache.commons.math.linear.CholeskyDecomposition

org.apache.commons.math.linear.CholeskyDecomposition
nist.gov/javanumerics/jama/">JAMA library, with the following changes:
- a {@link #getLT() getLT} method has been added,
- the isspd method has been removed, the constructors of implementation classes being expected to throw {@link NotPositiveDefiniteMatrixException} when a matrix cannot be decomposed,
- a {@link #getDeterminant() getDeterminant} method has been added,
- the solve method has been replaced by a {@link #getSolver() getSolver} method and the equivalent method provided bythe returned {@link DecompositionSolver}.
@see MathWorld @see Wikipedia @version $Revision: 826627 $ $Date: 2009-10-19 12:27:47 +0200 (lun. 19 oct. 2009) $ @since 2.0

    };


    /** test dimensions */
    @Test
    public void testDimensions() throws MathException {
        CholeskyDecomposition llt =
            new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(testData));
        assertEquals(testData.length, llt.getL().getRowDimension());
        assertEquals(testData.length, llt.getL().getColumnDimension());
        assertEquals(testData.length, llt.getLT().getRowDimension());
        assertEquals(testData.length, llt.getLT().getColumnDimension());
    }

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    /** test A = LLT */
    @Test
    public void testAEqualLLT() throws MathException {
        RealMatrix matrix = MatrixUtils.createRealMatrix(testData);
        CholeskyDecomposition llt = new CholeskyDecompositionImpl(matrix);
        RealMatrix l  = llt.getL();
        RealMatrix lt = llt.getLT();
        double norm = l.multiply(lt).subtract(matrix).getNorm();
        assertEquals(0, norm, 1.0e-15);
    }

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    /** test that LT is transpose of L */
    @Test
    public void testLTTransposed() throws MathException {
        RealMatrix matrix = MatrixUtils.createRealMatrix(testData);
        CholeskyDecomposition llt = new CholeskyDecompositionImpl(matrix);
        RealMatrix l  = llt.getL();
        RealMatrix lt = llt.getLT();
        double norm = l.subtract(lt.transpose()).getNorm();
        assertEquals(0, norm, 1.0e-15);
    }

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                {  2,  3,  0,  0,  0 },
                {  4,  5,  6,  0,  0 },
                {  7,  8,  9, 10,  0 },
                { 11, 12, 13, 14, 15 }
        });
       CholeskyDecomposition llt =
            new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(testData));


        // check values against known references
        RealMatrix l = llt.getL();
        assertEquals(0, l.subtract(lRef).getNorm(), 1.0e-13);
        RealMatrix lt = llt.getLT();
        assertEquals(0, lt.subtract(lRef.transpose()).getNorm(), 1.0e-13);


        // check the same cached instance is returned the second time
        assertTrue(l  == llt.getL());
        assertTrue(lt == llt.getLT());


    }

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    };


    /** test dimensions */
    @Test
    public void testDimensions() throws MathException {
        CholeskyDecomposition llt =
            new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(testData));
        assertEquals(testData.length, llt.getL().getRowDimension());
        assertEquals(testData.length, llt.getL().getColumnDimension());
        assertEquals(testData.length, llt.getLT().getRowDimension());
        assertEquals(testData.length, llt.getLT().getColumnDimension());
    }

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    /** test A = LLT */
    @Test
    public void testAEqualLLT() throws MathException {
        RealMatrix matrix = MatrixUtils.createRealMatrix(testData);
        CholeskyDecomposition llt = new CholeskyDecompositionImpl(matrix);
        RealMatrix l  = llt.getL();
        RealMatrix lt = llt.getLT();
        double norm = l.multiply(lt).subtract(matrix).getNorm();
        assertEquals(0, norm, 1.0e-15);
    }

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    /** test that LT is transpose of L */
    @Test
    public void testLTTransposed() throws MathException {
        RealMatrix matrix = MatrixUtils.createRealMatrix(testData);
        CholeskyDecomposition llt = new CholeskyDecompositionImpl(matrix);
        RealMatrix l  = llt.getL();
        RealMatrix lt = llt.getLT();
        double norm = l.subtract(lt.transpose()).getNorm();
        assertEquals(0, norm, 1.0e-15);
    }

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                {  2,  3,  0,  0,  0 },
                {  4,  5,  6,  0,  0 },
                {  7,  8,  9, 10,  0 },
                { 11, 12, 13, 14, 15 }
        });
       CholeskyDecomposition llt =
            new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(testData));


        // check values against known references
        RealMatrix l = llt.getL();
        assertEquals(0, l.subtract(lRef).getNorm(), 1.0e-13);
        RealMatrix lt = llt.getLT();
        assertEquals(0, lt.subtract(lRef.transpose()).getNorm(), 1.0e-13);


        // check the same cached instance is returned the second time
        assertTrue(l  == llt.getL());
        assertTrue(lt == llt.getLT());
        
    }

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   */
  @Override
  public CholeskyDecompositionResult evaluate(final DoubleMatrix2D x) {
    Validate.notNull(x);
    final RealMatrix temp = CommonsMathWrapper.wrap(x);
    CholeskyDecomposition cholesky;
    try {
      cholesky = new CholeskyDecompositionImpl(temp);
    } catch (Exception e) {
      throw new MathException(e.toString());
    }

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