/* * 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.mahout.math.solver; import org.apache.mahout.common.RandomUtils; import org.apache.mahout.math.DenseMatrix; import org.apache.mahout.math.Matrix; import org.apache.mahout.math.MatrixSlice; import org.apache.mahout.math.Vector; import org.apache.mahout.math.function.DoubleFunction; import org.apache.mahout.math.function.Functions; import org.junit.Assert; import org.junit.Test; import java.util.Random; public class EigenDecompositionTest { @Test public void testDegenerateMatrix() { double[][] m = { new double[]{0.641284, 0.767303, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000}, new double[]{0.767303, 3.050159, 2.561342, 0.000000, 0.000000, 0.000000, 0.000000}, new double[]{0.000000, 2.561342, 5.000609, 0.810507, 0.000000, 0.000000, 0.000000}, new double[]{0.000000, 0.000000, 0.810507, 0.550477, 0.142853, 0.000000, 0.000000}, new double[]{0.000000, 0.000000, 0.000000, 0.142853, 0.254566, 0.000000, 0.000000}, new double[]{0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.256073, 0.000000}, new double[]{0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000}}; Matrix x = new DenseMatrix(m); EigenDecomposition eig = new EigenDecomposition(x, true); Matrix d = eig.getD(); Matrix v = eig.getV(); check("EigenvalueDecomposition (evil)...", x.times(v), v.times(d)); } @Test public void testDeficientRank() { Matrix a = new DenseMatrix(10, 3).assign(new DoubleFunction() { private final Random gen = RandomUtils.getRandom(); @Override public double apply(double arg1) { return gen.nextGaussian(); } }); a = a.transpose().times(a); EigenDecomposition eig = new EigenDecomposition(a); Matrix d = eig.getD(); Matrix v = eig.getV(); check("EigenvalueDecomposition (rank deficient)...", a.times(v), v.times(d)); Assert.assertEquals(0, eig.getImagEigenvalues().norm(1), 1.0e-10); Assert.assertEquals(3, eig.getRealEigenvalues().norm(0), 1.0e-10); } @Test public void testEigen() { double[] evals = {0.0, 1.0, 0.0, 0.0, 1.0, 0.0, 2.0e-7, 0.0, 0.0, -2.0e-7, 0.0, 1.0, 0.0, 0.0, 1.0, 0.0}; int i = 0; Matrix a = new DenseMatrix(4, 4); for (MatrixSlice row : a) { for (Vector.Element element : row.vector().all()) { element.set(evals[i++]); } } EigenDecomposition eig = new EigenDecomposition(a); Matrix d = eig.getD(); Matrix v = eig.getV(); check("EigenvalueDecomposition (nonsymmetric)...", a.times(v), v.times(d)); } @Test public void testSequential() { int validld = 3; Matrix A = new DenseMatrix(validld, validld); double[] columnwise = {1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0, 11.0, 12.0}; int i = 0; for (MatrixSlice row : A) { for (Vector.Element element : row.vector().all()) { element.set(columnwise[i++]); } } EigenDecomposition Eig = new EigenDecomposition(A); Matrix D = Eig.getD(); Matrix V = Eig.getV(); check("EigenvalueDecomposition (nonsymmetric)...", A.times(V), V.times(D)); A = A.transpose().times(A); Eig = new EigenDecomposition(A); D = Eig.getD(); V = Eig.getV(); check("EigenvalueDecomposition (symmetric)...", A.times(V), V.times(D)); } private static void check(String msg, Matrix a, Matrix b) { Assert.assertEquals(msg, 0, a.minus(b).aggregate(Functions.PLUS, Functions.ABS), 1.0e-10); } }