| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You 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 org.apache.commons.math4.legacy.linear; |
| |
| import org.apache.commons.math4.legacy.exception.MathIllegalArgumentException; |
| import org.junit.Assert; |
| import org.junit.Test; |
| |
| |
| public class CholeskySolverTest { |
| |
| private double[][] testData = new double[][] { |
| { 1, 2, 4, 7, 11 }, |
| { 2, 13, 23, 38, 58 }, |
| { 4, 23, 77, 122, 182 }, |
| { 7, 38, 122, 294, 430 }, |
| { 11, 58, 182, 430, 855 } |
| }; |
| |
| /** test solve dimension errors */ |
| @Test |
| public void testSolveDimensionErrors() { |
| DecompositionSolver solver = |
| new CholeskyDecomposition(MatrixUtils.createRealMatrix(testData)).getSolver(); |
| RealMatrix b = MatrixUtils.createRealMatrix(new double[2][2]); |
| try { |
| solver.solve(b); |
| Assert.fail("an exception should have been thrown"); |
| } catch (MathIllegalArgumentException iae) { |
| // expected behavior |
| } |
| try { |
| solver.solve(b.getColumnVector(0)); |
| Assert.fail("an exception should have been thrown"); |
| } catch (MathIllegalArgumentException iae) { |
| // expected behavior |
| } |
| try { |
| solver.solve(new ArrayRealVectorTest.RealVectorTestImpl(b.getColumn(0))); |
| Assert.fail("an exception should have been thrown"); |
| } catch (MathIllegalArgumentException iae) { |
| // expected behavior |
| } |
| } |
| |
| /** test solve */ |
| @Test |
| public void testSolve() { |
| DecompositionSolver solver = |
| new CholeskyDecomposition(MatrixUtils.createRealMatrix(testData)).getSolver(); |
| RealMatrix b = MatrixUtils.createRealMatrix(new double[][] { |
| { 78, -13, 1 }, |
| { 414, -62, -1 }, |
| { 1312, -202, -37 }, |
| { 2989, -542, 145 }, |
| { 5510, -1465, 201 } |
| }); |
| RealMatrix xRef = MatrixUtils.createRealMatrix(new double[][] { |
| { 1, 0, 1 }, |
| { 0, 1, 1 }, |
| { 2, 1, -4 }, |
| { 2, 2, 2 }, |
| { 5, -3, 0 } |
| }); |
| |
| // using RealMatrix |
| Assert.assertEquals(0, solver.solve(b).subtract(xRef).getNorm(), 1.0e-13); |
| |
| // using ArrayRealVector |
| for (int i = 0; i < b.getColumnDimension(); ++i) { |
| Assert.assertEquals(0, |
| solver.solve(b.getColumnVector(i)).subtract(xRef.getColumnVector(i)).getNorm(), |
| 1.0e-13); |
| } |
| |
| // using RealVector with an alternate implementation |
| for (int i = 0; i < b.getColumnDimension(); ++i) { |
| ArrayRealVectorTest.RealVectorTestImpl v = |
| new ArrayRealVectorTest.RealVectorTestImpl(b.getColumn(i)); |
| Assert.assertEquals(0, |
| solver.solve(v).subtract(xRef.getColumnVector(i)).getNorm(), |
| 1.0e-13); |
| } |
| |
| } |
| |
| /** test determinant */ |
| @Test |
| public void testDeterminant() { |
| Assert.assertEquals(7290000.0, getDeterminant(MatrixUtils.createRealMatrix(testData)), 1.0e-15); |
| } |
| |
| private double getDeterminant(RealMatrix m) { |
| return new CholeskyDecomposition(m).getDeterminant(); |
| } |
| |
| } |