/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math4.linear; import org.apache.commons.math4.exception.MathIllegalArgumentException; import org.apache.commons.math4.linear.CholeskyDecomposition; import org.apache.commons.math4.linear.DecompositionSolver; import org.apache.commons.math4.linear.MatrixUtils; import org.apache.commons.math4.linear.RealMatrix; import org.junit.Assert; import org.junit.Test; public class CholeskySolverTest { private double[][] testData = new double[][] { { 1, 2, 4, 7, 11 }, { 2, 13, 23, 38, 58 }, { 4, 23, 77, 122, 182 }, { 7, 38, 122, 294, 430 }, { 11, 58, 182, 430, 855 } }; /** test solve dimension errors */ @Test public void testSolveDimensionErrors() { DecompositionSolver solver = new CholeskyDecomposition(MatrixUtils.createRealMatrix(testData)).getSolver(); RealMatrix b = MatrixUtils.createRealMatrix(new double[2][2]); try { solver.solve(b); Assert.fail("an exception should have been thrown"); } catch (MathIllegalArgumentException iae) { // expected behavior } try { solver.solve(b.getColumnVector(0)); Assert.fail("an exception should have been thrown"); } catch (MathIllegalArgumentException iae) { // expected behavior } try { solver.solve(new ArrayRealVectorTest.RealVectorTestImpl(b.getColumn(0))); Assert.fail("an exception should have been thrown"); } catch (MathIllegalArgumentException iae) { // expected behavior } } /** test solve */ @Test public void testSolve() { DecompositionSolver solver = new CholeskyDecomposition(MatrixUtils.createRealMatrix(testData)).getSolver(); RealMatrix b = MatrixUtils.createRealMatrix(new double[][] { { 78, -13, 1 }, { 414, -62, -1 }, { 1312, -202, -37 }, { 2989, -542, 145 }, { 5510, -1465, 201 } }); RealMatrix xRef = MatrixUtils.createRealMatrix(new double[][] { { 1, 0, 1 }, { 0, 1, 1 }, { 2, 1, -4 }, { 2, 2, 2 }, { 5, -3, 0 } }); // using RealMatrix Assert.assertEquals(0, solver.solve(b).subtract(xRef).getNorm(), 1.0e-13); // using ArrayRealVector for (int i = 0; i < b.getColumnDimension(); ++i) { Assert.assertEquals(0, solver.solve(b.getColumnVector(i)).subtract(xRef.getColumnVector(i)).getNorm(), 1.0e-13); } // using RealVector with an alternate implementation for (int i = 0; i < b.getColumnDimension(); ++i) { ArrayRealVectorTest.RealVectorTestImpl v = new ArrayRealVectorTest.RealVectorTestImpl(b.getColumn(i)); Assert.assertEquals(0, solver.solve(v).subtract(xRef.getColumnVector(i)).getNorm(), 1.0e-13); } } /** test determinant */ @Test public void testDeterminant() { Assert.assertEquals(7290000.0, getDeterminant(MatrixUtils.createRealMatrix(testData)), 1.0e-15); } private double getDeterminant(RealMatrix m) { return new CholeskyDecomposition(m).getDeterminant(); } }