+++ /dev/null
-// Copyright ©2013 The Gonum Authors. All rights reserved.
-// Use of this source code is governed by a BSD-style
-// license that can be found in the LICENSE file.
-
-package mat
-
-import (
- "testing"
-
- "golang.org/x/exp/rand"
-)
-
-func TestLQ(t *testing.T) {
- for _, test := range []struct {
- m, n int
- }{
- {5, 5},
- {5, 10},
- } {
- m := test.m
- n := test.n
- a := NewDense(m, n, nil)
- for i := 0; i < m; i++ {
- for j := 0; j < n; j++ {
- a.Set(i, j, rand.NormFloat64())
- }
- }
- var want Dense
- want.Clone(a)
-
- var lq LQ
- lq.Factorize(a)
- q := lq.QTo(nil)
-
- if !isOrthonormal(q, 1e-10) {
- t.Errorf("Q is not orthonormal: m = %v, n = %v", m, n)
- }
-
- l := lq.LTo(nil)
-
- var got Dense
- got.Mul(l, q)
- if !EqualApprox(&got, &want, 1e-12) {
- t.Errorf("LQ does not equal original matrix. \nWant: %v\nGot: %v", want, got)
- }
- }
-}
-
-func TestSolveLQ(t *testing.T) {
- for _, trans := range []bool{false, true} {
- for _, test := range []struct {
- m, n, bc int
- }{
- {5, 5, 1},
- {5, 10, 1},
- {5, 5, 3},
- {5, 10, 3},
- } {
- m := test.m
- n := test.n
- bc := test.bc
- a := NewDense(m, n, nil)
- for i := 0; i < m; i++ {
- for j := 0; j < n; j++ {
- a.Set(i, j, rand.Float64())
- }
- }
- br := m
- if trans {
- br = n
- }
- b := NewDense(br, bc, nil)
- for i := 0; i < br; i++ {
- for j := 0; j < bc; j++ {
- b.Set(i, j, rand.Float64())
- }
- }
- var x Dense
- lq := &LQ{}
- lq.Factorize(a)
- lq.Solve(&x, trans, b)
-
- // Test that the normal equations hold.
- // A^T * A * x = A^T * b if !trans
- // A * A^T * x = A * b if trans
- var lhs Dense
- var rhs Dense
- if trans {
- var tmp Dense
- tmp.Mul(a, a.T())
- lhs.Mul(&tmp, &x)
- rhs.Mul(a, b)
- } else {
- var tmp Dense
- tmp.Mul(a.T(), a)
- lhs.Mul(&tmp, &x)
- rhs.Mul(a.T(), b)
- }
- if !EqualApprox(&lhs, &rhs, 1e-10) {
- t.Errorf("Normal equations do not hold.\nLHS: %v\n, RHS: %v\n", lhs, rhs)
- }
- }
- }
- // TODO(btracey): Add in testOneInput when it exists.
-}
-
-func TestSolveLQVec(t *testing.T) {
- for _, trans := range []bool{false, true} {
- for _, test := range []struct {
- m, n int
- }{
- {5, 5},
- {5, 10},
- } {
- m := test.m
- n := test.n
- a := NewDense(m, n, nil)
- for i := 0; i < m; i++ {
- for j := 0; j < n; j++ {
- a.Set(i, j, rand.Float64())
- }
- }
- br := m
- if trans {
- br = n
- }
- b := NewVecDense(br, nil)
- for i := 0; i < br; i++ {
- b.SetVec(i, rand.Float64())
- }
- var x VecDense
- lq := &LQ{}
- lq.Factorize(a)
- lq.SolveVec(&x, trans, b)
-
- // Test that the normal equations hold.
- // A^T * A * x = A^T * b if !trans
- // A * A^T * x = A * b if trans
- var lhs Dense
- var rhs Dense
- if trans {
- var tmp Dense
- tmp.Mul(a, a.T())
- lhs.Mul(&tmp, &x)
- rhs.Mul(a, b)
- } else {
- var tmp Dense
- tmp.Mul(a.T(), a)
- lhs.Mul(&tmp, &x)
- rhs.Mul(a.T(), b)
- }
- if !EqualApprox(&lhs, &rhs, 1e-10) {
- t.Errorf("Normal equations do not hold.\nLHS: %v\n, RHS: %v\n", lhs, rhs)
- }
- }
- }
- // TODO(btracey): Add in testOneInput when it exists.
-}
-
-func TestSolveLQCond(t *testing.T) {
- for _, test := range []*Dense{
- NewDense(2, 2, []float64{1, 0, 0, 1e-20}),
- NewDense(2, 3, []float64{1, 0, 0, 0, 1e-20, 0}),
- } {
- m, _ := test.Dims()
- var lq LQ
- lq.Factorize(test)
- b := NewDense(m, 2, nil)
- var x Dense
- if err := lq.Solve(&x, false, b); err == nil {
- t.Error("No error for near-singular matrix in matrix solve.")
- }
-
- bvec := NewVecDense(m, nil)
- var xvec VecDense
- if err := lq.SolveVec(&xvec, false, bvec); err == nil {
- t.Error("No error for near-singular matrix in matrix solve.")
- }
- }
-}
OSDN Git Service
