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Commons Math example source code file (SingularValueSolverTest.java)
The Commons Math SingularValueSolverTest.java source code/* * 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.math.linear; import org.junit.Assert; import org.junit.Test; public class SingularValueSolverTest { private double[][] testSquare = { { 24.0 / 25.0, 43.0 / 25.0 }, { 57.0 / 25.0, 24.0 / 25.0 } }; private static final double normTolerance = 10e-14; /** test solve dimension errors */ @Test public void testSolveDimensionErrors() { DecompositionSolver solver = new SingularValueDecompositionImpl(MatrixUtils.createRealMatrix(testSquare)).getSolver(); RealMatrix b = MatrixUtils.createRealMatrix(new double[3][2]); try { solver.solve(b); Assert.fail("an exception should have been thrown"); } catch (IllegalArgumentException iae) { // expected behavior } catch (Exception e) { Assert.fail("wrong exception caught"); } try { solver.solve(b.getColumn(0)); Assert.fail("an exception should have been thrown"); } catch (IllegalArgumentException iae) { // expected behavior } catch (Exception e) { Assert.fail("wrong exception caught"); } try { solver.solve(new ArrayRealVectorTest.RealVectorTestImpl(b.getColumn(0))); Assert.fail("an exception should have been thrown"); } catch (IllegalArgumentException iae) { // expected behavior } catch (Exception e) { Assert.fail("wrong exception caught"); } } /** test least square solve */ @Test public void testLeastSquareSolve() { RealMatrix m = MatrixUtils.createRealMatrix(new double[][] { { 1.0, 0.0 }, { 0.0, 0.0 } }); DecompositionSolver solver = new SingularValueDecompositionImpl(m).getSolver(); RealMatrix b = MatrixUtils.createRealMatrix(new double[][] { { 11, 12 }, { 21, 22 } }); RealMatrix xMatrix = solver.solve(b); Assert.assertEquals(11, xMatrix.getEntry(0, 0), 1.0e-15); Assert.assertEquals(12, xMatrix.getEntry(0, 1), 1.0e-15); Assert.assertEquals(0, xMatrix.getEntry(1, 0), 1.0e-15); Assert.assertEquals(0, xMatrix.getEntry(1, 1), 1.0e-15); double[] xCol = solver.solve(b.getColumn(0)); Assert.assertEquals(11, xCol[0], 1.0e-15); Assert.assertEquals(0, xCol[1], 1.0e-15); RealVector xColVec = solver.solve(b.getColumnVector(0)); Assert.assertEquals(11, xColVec.getEntry(0), 1.0e-15); Assert.assertEquals(0, xColVec.getEntry(1), 1.0e-15); RealVector xColOtherVec = solver.solve(new ArrayRealVectorTest.RealVectorTestImpl(b.getColumn(0))); Assert.assertEquals(11, xColOtherVec.getEntry(0), 1.0e-15); Assert.assertEquals(0, xColOtherVec.getEntry(1), 1.0e-15); } /** test solve */ @Test public void testSolve() { DecompositionSolver solver = new SingularValueDecompositionImpl(MatrixUtils.createRealMatrix(testSquare)).getSolver(); RealMatrix b = MatrixUtils.createRealMatrix(new double[][] { { 1, 2, 3 }, { 0, -5, 1 } }); RealMatrix xRef = MatrixUtils.createRealMatrix(new double[][] { { -8.0 / 25.0, -263.0 / 75.0, -29.0 / 75.0 }, { 19.0 / 25.0, 78.0 / 25.0, 49.0 / 25.0 } }); // using RealMatrix Assert.assertEquals(0, solver.solve(b).subtract(xRef).getNorm(), normTolerance); // using double[] for (int i = 0; i < b.getColumnDimension(); ++i) { Assert.assertEquals(0, new ArrayRealVector(solver.solve(b.getColumn(i))).subtract(xRef.getColumnVector(i)).getNorm(), 1.0e-13); } // using Array2DRowRealMatrix 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 RealMatrix 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 condition number */ @Test public void testConditionNumber() { SingularValueDecompositionImpl svd = new SingularValueDecompositionImpl(MatrixUtils.createRealMatrix(testSquare)); // replace 1.0e-15 with 1.5e-15 Assert.assertEquals(3.0, svd.getConditionNumber(), 1.5e-15); } @Test public void testMath320B() { RealMatrix rm = new Array2DRowRealMatrix(new double[][] { { 1.0, 2.0 }, { 1.0, 2.0 } }); SingularValueDecomposition svd = new SingularValueDecompositionImpl(rm); RealMatrix recomposed = svd.getU().multiply(svd.getS()).multiply(svd.getVT()); Assert.assertEquals(0.0, recomposed.subtract(rm).getNorm(), 2.0e-15); } } Other Commons Math examples (source code examples)Here is a short list of links related to this Commons Math SingularValueSolverTest.java source code file: |
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