/** * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.math.linearalgebra; import static org.testng.AssertJUnit.assertEquals; import static org.testng.AssertJUnit.assertTrue; import java.util.Arrays; import org.apache.commons.math.linear.Array2DRowRealMatrix; import org.apache.commons.math.linear.ArrayRealVector; import org.apache.commons.math.linear.DecompositionSolver; import org.apache.commons.math.linear.InvalidMatrixException; import org.apache.commons.math.linear.QRDecomposition; import org.apache.commons.math.linear.RealMatrix; import org.apache.commons.math.linear.RealVector; import org.testng.annotations.Test; import com.opengamma.analytics.math.matrix.DoubleMatrix1D; import com.opengamma.analytics.math.matrix.DoubleMatrix2D; import com.opengamma.util.test.TestGroup; /** * Test. */ @Test(groups = TestGroup.UNIT) public class QRDecompositionCommonsResultTest { protected static final RealMatrix H = new Array2DRowRealMatrix(new double[][] {new double[] {11, 12}, new double[] {13, 14}}); protected static final RealMatrix Q = new Array2DRowRealMatrix(new double[][] {new double[] {15, 16}, new double[] {17, 18}}); protected static final RealMatrix R = new Array2DRowRealMatrix(new double[][] {new double[] {19, 20}, new double[] {21, 22}}); protected static final RealMatrix Q_T = new Array2DRowRealMatrix(new double[][] {new double[] {15, 17}, new double[] {16, 18}}); protected static final RealMatrix RESULT_2D = new Array2DRowRealMatrix(new double[][] {new double[] {1, 2}, new double[] {3, 4}}); protected static final RealVector RESULT_1D = new ArrayRealVector(new double[] {1, 2}); protected static final DecompositionSolver SOLVER = new MyDecompositionSolver(); private static final QRDecompositionResult QR = new QRDecompositionCommonsResult(new MyQRDecomposition()); @Test(expectedExceptions = IllegalArgumentException.class) public void testNullQR() { new QRDecompositionCommonsResult(null); } @Test(expectedExceptions = IllegalArgumentException.class) public void testNullArray() { QR.solve((double[]) null); } @Test(expectedExceptions = IllegalArgumentException.class) public void testNullVector() { QR.solve((DoubleMatrix1D) null); } @Test(expectedExceptions = IllegalArgumentException.class) public void testNullMatrix() { QR.solve((DoubleMatrix2D) null); } @Test public void testGetters() { assertRealMatrixEquals(H, QR.getH()); assertRealMatrixEquals(Q, QR.getQ()); assertRealMatrixEquals(R, QR.getR()); assertRealMatrixEquals(Q_T, QR.getQT()); } @Test public void testSolvers() { assertTrue(Arrays.equals(RESULT_1D.getData(), QR.solve(RESULT_1D.getData()))); assertTrue(Arrays.equals(RESULT_1D.getData(), QR.solve(new DoubleMatrix1D(RESULT_1D.getData())).getData())); assertRealMatrixEquals(RESULT_2D, QR.solve(new DoubleMatrix2D(RESULT_2D.getData()))); } private void assertRealMatrixEquals(final RealMatrix m1, final DoubleMatrix2D m2) { final int m = m1.getRowDimension(); final int n = m1.getColumnDimension(); assertEquals(m, m2.getNumberOfRows()); assertEquals(n, m2.getNumberOfColumns()); for (int i = 0; i < m; i++) { for (int j = 0; j < n; j++) { assertEquals(m1.getEntry(i, j), m2.getEntry(i, j), 0); } } } protected static class MyQRDecomposition implements QRDecomposition { @Override public RealMatrix getH() { return H; } @Override public RealMatrix getQ() { return Q; } @Override public RealMatrix getQT() { return Q_T; } @Override public RealMatrix getR() { return R; } @Override public DecompositionSolver getSolver() { return SOLVER; } } protected static class MyDecompositionSolver implements DecompositionSolver { @Override public RealMatrix getInverse() throws InvalidMatrixException { return null; } @Override public boolean isNonSingular() { return false; } @Override public double[] solve(final double[] b) throws IllegalArgumentException, InvalidMatrixException { return RESULT_1D.toArray(); } @Override public RealVector solve(final RealVector b) throws IllegalArgumentException, InvalidMatrixException { return RESULT_1D; } @Override public RealMatrix solve(final RealMatrix b) throws IllegalArgumentException, InvalidMatrixException { return RESULT_2D; } } }