alvinalexander.com | career | drupal | java | mac | mysql | perl | scala | uml | unix  

Commons Math example source code file (CholeskyDecompositionImplTest.java)

This example Commons Math source code file (CholeskyDecompositionImplTest.java) is included in the DevDaily.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

Java - Commons Math tags/keywords

choleskydecomposition, choleskydecomposition, choleskydecompositionimpl, choleskydecompositionimpltest, mathexception, mathexception, realmatrix, realmatrix, test, test

The Commons Math CholeskyDecompositionImplTest.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 static org.junit.Assert.assertEquals;
import static org.junit.Assert.assertTrue;

import org.apache.commons.math.MathException;
import org.apache.commons.math.linear.CholeskyDecomposition;
import org.apache.commons.math.linear.CholeskyDecompositionImpl;
import org.apache.commons.math.linear.MatrixUtils;
import org.apache.commons.math.linear.NonSquareMatrixException;
import org.apache.commons.math.linear.NotPositiveDefiniteMatrixException;
import org.apache.commons.math.linear.NotSymmetricMatrixException;
import org.apache.commons.math.linear.RealMatrix;
import org.junit.Test;

public class CholeskyDecompositionImplTest {

    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 dimensions */
    @Test
    public void testDimensions() throws MathException {
        CholeskyDecomposition llt =
            new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(testData));
        assertEquals(testData.length, llt.getL().getRowDimension());
        assertEquals(testData.length, llt.getL().getColumnDimension());
        assertEquals(testData.length, llt.getLT().getRowDimension());
        assertEquals(testData.length, llt.getLT().getColumnDimension());
    }

    /** test non-square matrix */
    @Test(expected = NonSquareMatrixException.class)
    public void testNonSquare() throws MathException {
        new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(new double[3][2]));
    }

    /** test non-symmetric matrix */
    @Test(expected = NotSymmetricMatrixException.class)
    public void testNotSymmetricMatrixException() throws MathException {
        double[][] changed = testData.clone();
        changed[0][changed[0].length - 1] += 1.0e-5;
        new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(changed));
    }

    /** test non positive definite matrix */
    @Test(expected = NotPositiveDefiniteMatrixException.class)
    public void testNotPositiveDefinite() throws MathException {
        new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(new double[][] {
                { 14, 11, 13, 15, 24 },
                { 11, 34, 13, 8,  25 },
                { 13, 13, 14, 15, 21 },
                { 15, 8,  15, 18, 23 },
                { 24, 25, 21, 23, 45 }
        }));
    }

    @Test(expected = NotPositiveDefiniteMatrixException.class)
    public void testMath274() throws MathException {
        new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(new double[][] {
                { 0.40434286, -0.09376327, 0.30328980, 0.04909388 },
                {-0.09376327,  0.10400408, 0.07137959, 0.04762857 },
                { 0.30328980,  0.07137959, 0.30458776, 0.04882449 },
                { 0.04909388,  0.04762857, 0.04882449, 0.07543265 }

        }));
    }

    /** test A = LLT */
    @Test
    public void testAEqualLLT() throws MathException {
        RealMatrix matrix = MatrixUtils.createRealMatrix(testData);
        CholeskyDecomposition llt = new CholeskyDecompositionImpl(matrix);
        RealMatrix l  = llt.getL();
        RealMatrix lt = llt.getLT();
        double norm = l.multiply(lt).subtract(matrix).getNorm();
        assertEquals(0, norm, 1.0e-15);
    }

    /** test that L is lower triangular */
    @Test
    public void testLLowerTriangular() throws MathException {
        RealMatrix matrix = MatrixUtils.createRealMatrix(testData);
        RealMatrix l = new CholeskyDecompositionImpl(matrix).getL();
        for (int i = 0; i < l.getRowDimension(); i++) {
            for (int j = i + 1; j < l.getColumnDimension(); j++) {
                assertEquals(0.0, l.getEntry(i, j), 0.0);
            }
        }
    }

    /** test that LT is transpose of L */
    @Test
    public void testLTTransposed() throws MathException {
        RealMatrix matrix = MatrixUtils.createRealMatrix(testData);
        CholeskyDecomposition llt = new CholeskyDecompositionImpl(matrix);
        RealMatrix l  = llt.getL();
        RealMatrix lt = llt.getLT();
        double norm = l.subtract(lt.transpose()).getNorm();
        assertEquals(0, norm, 1.0e-15);
    }

    /** test matrices values */
    @Test
    public void testMatricesValues() throws MathException {
        RealMatrix lRef = MatrixUtils.createRealMatrix(new double[][] {
                {  1,  0,  0,  0,  0 },
                {  2,  3,  0,  0,  0 },
                {  4,  5,  6,  0,  0 },
                {  7,  8,  9, 10,  0 },
                { 11, 12, 13, 14, 15 }
        });
       CholeskyDecomposition llt =
            new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(testData));

        // check values against known references
        RealMatrix l = llt.getL();
        assertEquals(0, l.subtract(lRef).getNorm(), 1.0e-13);
        RealMatrix lt = llt.getLT();
        assertEquals(0, lt.subtract(lRef.transpose()).getNorm(), 1.0e-13);

        // check the same cached instance is returned the second time
        assertTrue(l  == llt.getL());
        assertTrue(lt == llt.getLT());

    }

}

Other Commons Math examples (source code examples)

Here is a short list of links related to this Commons Math CholeskyDecompositionImplTest.java source code file:

... this post is sponsored by my books ...

#1 New Release!

FP Best Seller

 

new blog posts

 

Copyright 1998-2021 Alvin Alexander, alvinalexander.com
All Rights Reserved.

A percentage of advertising revenue from
pages under the /java/jwarehouse URI on this website is
paid back to open source projects.