Package mikera.matrixx.decompose.impl.chol

Source Code of mikera.matrixx.decompose.impl.chol.TestCholInner

/*
* Copyright (c) 2009-2013, Peter Abeles. All Rights Reserved.
*
* This file is part of Efficient Java Matrix Library (EJML).
*
* Licensed 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 mikera.matrixx.decompose.impl.chol;

import static org.junit.Assert.assertArrayEquals;
import static org.junit.Assert.assertNotNull;
import static org.junit.Assert.assertNull;

import java.util.Random;

import mikera.matrixx.Matrix;
import mikera.matrixx.decompose.ICholeskyResult;
import mikera.matrixx.decompose.impl.chol.CholeskyInner;

import org.junit.Test;



/**
* @author Peter Abeles
*/
public class TestCholInner {

    Random rand = new Random(0x45478);

    boolean canL = true;
    boolean canR = true;

    @Test
    public void testDecomposeL() {
        if( !canL ) return;
       
        double[][] dataA = {{1, 2, 4},
             {2, 13, 23},
             {4, 23, 90}};
        Matrix A = Matrix.create(dataA);
       
        double [][] dataL = {{1,0,0},
                  {2,3,0},
                  {4,5,7}};
        Matrix L = Matrix.create(dataL);

        ICholeskyResult ans = CholeskyInner.decompose(A);
        assertNotNull(ans);

        Matrix foundL = ans.getL().toMatrix();

//        EjmlUnitTests.assertEquals(L,foundL,1e-8);
        assertArrayEquals(L.getElements(),foundL.getElements(), 1e-8);
    }

    @Test
    public void testDecomposeR() {
        if( !canR ) return;

        double[][] dataA = {{1, 2, 4},
             {2, 13, 23},
             {4, 23, 90}};
        Matrix A = Matrix.create(dataA);

        double [][] dataR = {{1,2,4},
                  {0,3,5},
                  {0,0,7}};
        Matrix R = Matrix.create(dataR);

        ICholeskyResult ans = CholeskyInner.decompose(A);
        assertNotNull(ans);
        Matrix foundR = ans.getU().toMatrix();

        assertArrayEquals(R.getElements(),foundR.getElements(),1e-8);
    }

    /**
     * If it is not positive definate it should fail
     */
    @Test
    public void testNotPositiveDefinite() {
      double dataA[][] = {{1,-2},
                   {-1,-2}};
        Matrix A = Matrix.create(dataA);

        assertNull(CholeskyInner.decompose(A));
    }

}
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