/*
* 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.DenseMatrix;
import no.uib.cipr.matrix.Matrix;
import no.uib.cipr.matrix.NotConvergedException;
import no.uib.cipr.matrix.SVD;
import no.uib.cipr.matrix.TridiagMatrix;
import junit.framework.TestCase;
/**
* Test the singular value solver
*/
public class SingularvalueTest extends TestCase {
/**
* Matrix to decompose
*/
private DenseMatrix A;
/**
* Maximum matrix size, to avoid too slow tests
*/
private final int max = 100;
public SingularvalueTest(String arg0) {
super(arg0);
}
@Override
protected void setUp() throws Exception {
int n = Utilities.getInt(1, max);
A = new DenseMatrix(n, n);
}
@Override
protected void tearDown() throws Exception {
A = null;
}
public void testStaticFactorize() throws NotConvergedException {
assertEquals(A, SVD.factorize(A));
}
public void testFactor() throws NotConvergedException {
SVD svd = new SVD(A.numRows(), A.numColumns());
assertEquals(A, svd.factor(A.copy()));
}
private void assertEquals(Matrix A, SVD svd) {
TridiagMatrix S = new TridiagMatrix(svd.getS().length);
System.arraycopy(svd.getS(), 0, S.getDiagonal(), 0, svd.getS().length);
DenseMatrix U = svd.getU();
DenseMatrix Vt = svd.getVt();
// Compute U*S*Vt
Matrix s = U.mult(S.mult(Vt, new DenseMatrix(S.numRows(), Vt
.numColumns())), new DenseMatrix(A.numRows(), A.numColumns()));
// Check that A=U*S*Vt
for (int i = 0; i < A.numRows(); ++i)
for (int j = 0; j < A.numColumns(); ++j)
assertEquals(A.get(i, j), s.get(i, j), 1e-12);
}
}