/** * 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 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; /** * Test. */ @Test(groups = TestGroup.UNIT) public class LUDecompositionCommonsTest { private static final MatrixAlgebra ALGEBRA = new CommonsMatrixAlgebra(); private static final Decomposition<LUDecompositionResult> LU = new LUDecompositionCommons(); private static final DoubleMatrix2D A = new DoubleMatrix2D(new double[][] {new double[] {1, 2, -1}, new double[] {4, 3, 1}, new double[] {2, 2, 3}}); private static final double EPS = 1e-9; @Test(expectedExceptions = IllegalArgumentException.class) public void testNullObjectMatrix() { LU.evaluate((DoubleMatrix2D) null); } @Test public void testRecoverOrginal() { final DecompositionResult result = LU.evaluate(A); assertTrue(result instanceof LUDecompositionResult); final LUDecompositionResult lu = (LUDecompositionResult) result; final DoubleMatrix2D a = (DoubleMatrix2D) ALGEBRA.multiply(lu.getL(), lu.getU()); checkEquals((DoubleMatrix2D) ALGEBRA.multiply(lu.getP(), A), a); } private 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); } } } }