/*
* 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.ICholeskyLDUResult;
import mikera.matrixx.decompose.impl.chol.CholeskyLDU;
import org.junit.Test;
/**
* @author Peter Abeles
*/
public class TestCholLDU {
Random rand = new Random(0x45478);
@Test
public void testDecompose() {
double[][] dataA = {{1,2,4},
{2,7,23},
{4,23,98}};
Matrix A = Matrix.create(dataA);
double[][] dataL = {{1,0,0},
{2,1,0},
{4,5,1}};
Matrix L = Matrix.create(dataL);
double D[] = new double[]{1,3,7};
ICholeskyLDUResult ans = CholeskyLDU.decompose(A);
assertNotNull(ans);
Matrix foundL = ans.getL().toMatrix();
assertArrayEquals(L.getElements(),foundL.getElements(), 1e-5);
assertArrayEquals(D, ans.getD().getLeadingDiagonal().toDoubleArray(), 1e-5);
}
/**
* If it is not positive definate it should fail
*/
@Test
public void testNotPositiveDefinate() {
double[][] dataA = {{1,-1},{-1,-2}};
Matrix A = Matrix.create(dataA);
assertNull(CholeskyLDU.decompose(A));
}
}