/** * 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 QRDecompositionCommonsTest { private static final MatrixAlgebra ALGEBRA = new CommonsMatrixAlgebra(); private static final Decomposition<QRDecompositionResult> QR = new QRDecompositionCommons(); private static final DoubleMatrix2D A = new DoubleMatrix2D(new double[][] {new double[] {1, 2, 3}, new double[] {4, 5, 6}, new double[] {7, 8, 9}}); private static final double EPS = 1e-9; @Test(expectedExceptions = IllegalArgumentException.class) public void testNullObjectMatrix() { QR.evaluate((DoubleMatrix2D) null); } @Test public void testRecoverOrginal() { final DecompositionResult result = QR.evaluate(A); assertTrue(result instanceof QRDecompositionResult); final QRDecompositionResult qr = (QRDecompositionResult) result; final DoubleMatrix2D q = qr.getQ(); final DoubleMatrix2D r = qr.getR(); final DoubleMatrix2D a = (DoubleMatrix2D) ALGEBRA.multiply(q, r); checkEquals(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); } } } }