/**
* Copyright (C) 2011 - 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 org.testng.annotations.Test;
import com.opengamma.analytics.math.matrix.CommonsMatrixAlgebra;
import com.opengamma.analytics.math.matrix.DoubleMatrix2D;
import com.opengamma.analytics.math.matrix.MatrixAlgebra;
import com.opengamma.util.test.TestGroup;
/**
* Tests the Cholesky decomposition wrapping.
*/
@Test(groups = TestGroup.UNIT)
public class CholeskyDecompositionCommonsTest {
private static final MatrixAlgebra ALGEBRA = new CommonsMatrixAlgebra();
private static final Decomposition<CholeskyDecompositionResult> CH = new CholeskyDecompositionCommons();
private static final DoubleMatrix2D A = new DoubleMatrix2D(new double[][] {new double[] {10.0, 2.0, -1.0}, new double[] {2.0, 5.0, -2.0}, new double[] {-1.0, -2.0, 15.0}});
private static final double EPS = 1e-9;
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullObjectMatrix() {
CH.evaluate((DoubleMatrix2D) null);
}
@Test
public void testRecoverOrginal() {
final DecompositionResult result = CH.evaluate(A);
assertTrue(result instanceof CholeskyDecompositionResult);
final CholeskyDecompositionResult ch = (CholeskyDecompositionResult) result;
final DoubleMatrix2D a = (DoubleMatrix2D) ALGEBRA.multiply(ch.getL(), ch.getLT());
checkEquals(A, a);
}
public void checkEquals(final DoubleMatrix2D x, final DoubleMatrix2D y) {
final int n = x.getNumberOfRows();
final int m = x.getNumberOfColumns();
assertEquals(n, y.getNumberOfRows());
assertEquals(m, y.getNumberOfColumns());
for (int i = 0; i < n; i++) {
for (int j = 0; j < m; j++) {
assertEquals(x.getEntry(i, j), y.getEntry(i, j), EPS);
}
}
}
}