Commons Math example source code file (CholeskySolverTest.java)

This example Commons Math source code file (CholeskySolverTest.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

choleskysolvertest, decompositionsolver, exception, exception, illegalargumentexception, illegalargumentexception, mathexception, mathexception, realmatrix, realmatrix, testcase

The Commons Math CholeskySolverTest.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 junit.framework.TestCase;

import org.apache.commons.math.MathException;

public class CholeskySolverTest extends TestCase {

    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 }
    };

    public CholeskySolverTest(String name) {
        super(name);
    }

    /** test solve dimension errors */
    public void testSolveDimensionErrors() throws MathException {
        DecompositionSolver solver =
            new CholeskyDecompositionImpl(MatrixUtils.createRealMatrix(testData)).getSolver();
        RealMatrix b = MatrixUtils.createRealMatrix(new double[2][2]);
        try {
            solver.solve(b);
            fail("an exception should have been thrown");
        } catch (IllegalArgumentException iae) {
            // expected behavior
        } catch (Exception e) {
            fail("wrong exception caught");
        }
        try {
            solver.solve(b.getColumn(0));
            fail("an exception should have been thrown");
        } catch (IllegalArgumentException iae) {
            // expected behavior
        } catch (Exception e) {
            fail("wrong exception caught");
        }
        try {
            solver.solve(new ArrayRealVectorTest.RealVectorTestImpl(b.getColumn(0)));
            fail("an exception should have been thrown");
        } catch (IllegalArgumentException iae) {
            // expected behavior
        } catch (Exception e) {
            fail("wrong exception caught");
        }
    }

    /** test solve */
    public void testSolve() throws MathException {
        DecompositionSolver solver =
            new CholeskyDecompositionImpl(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
        assertEquals(0, solver.solve(b).subtract(xRef).getNorm(), 1.0e-13);

        // using double[]
        for (int i = 0; i < b.getColumnDimension(); ++i) {
            assertEquals(0,
                         new ArrayRealVector(solver.solve(b.getColumn(i))).subtract(xRef.getColumnVector(i)).getNorm(),
                         1.0e-13);
        }

        // using ArrayRealVector
        for (int i = 0; i < b.getColumnDimension(); ++i) {
            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));
            assertEquals(0,
                         solver.solve(v).subtract(xRef.getColumnVector(i)).getNorm(),
                         1.0e-13);
        }

    }

    /** test determinant */
    public void testDeterminant() throws MathException {
        assertEquals(7290000.0, getDeterminant(MatrixUtils.createRealMatrix(testData)), 1.0e-15);
    }

    private double getDeterminant(RealMatrix m) throws MathException {
        return new CholeskyDecompositionImpl(m).getDeterminant();
    }

}