/**
* 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;
}
}
}