Commons Math example source code file (LUSolverTest.java)

This example Commons Math source code file (LUSolverTest.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

decompositionsolver, decompositionsolver, exception, exception, illegalargumentexception, invalidmatrixexception, invalidmatrixexception, ludecompositionimpl, lusolvertest, realmatrix, realmatrix, testcase

The Commons Math LUSolverTest.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;

public class LUSolverTest extends TestCase {
    private double[][] testData = {
            { 1.0, 2.0, 3.0},
            { 2.0, 5.0, 3.0},
            { 1.0, 0.0, 8.0}
    };
    private double[][] luData = {
            { 2.0, 3.0, 3.0 },
            { 0.0, 5.0, 7.0 },
            { 6.0, 9.0, 8.0 }
    };

    // singular matrices
    private double[][] singular = {
            { 2.0, 3.0 },
            { 2.0, 3.0 }
    };
    private double[][] bigSingular = {
            { 1.0, 2.0,   3.0,    4.0 },
            { 2.0, 5.0,   3.0,    4.0 },
            { 7.0, 3.0, 256.0, 1930.0 },
            { 3.0, 7.0,   6.0,    8.0 }
    }; // 4th row = 1st + 2nd

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

    /** test threshold impact */
    public void testThreshold() {
        final RealMatrix matrix = MatrixUtils.createRealMatrix(new double[][] {
                                                       { 1.0, 2.0, 3.0},
                                                       { 2.0, 5.0, 3.0},
                                                       { 4.000001, 9.0, 9.0}
                                                     });
        assertFalse(new LUDecompositionImpl(matrix, 1.0e-5).getSolver().isNonSingular());
        assertTrue(new LUDecompositionImpl(matrix, 1.0e-10).getSolver().isNonSingular());
    }

    /** test singular */
    public void testSingular() {
        DecompositionSolver solver =
            new LUDecompositionImpl(MatrixUtils.createRealMatrix(testData)).getSolver();
        assertTrue(solver.isNonSingular());
        solver = new LUDecompositionImpl(MatrixUtils.createRealMatrix(singular)).getSolver();
        assertFalse(solver.isNonSingular());
        solver = new LUDecompositionImpl(MatrixUtils.createRealMatrix(bigSingular)).getSolver();
        assertFalse(solver.isNonSingular());
    }

    /** test solve dimension errors */
    public void testSolveDimensionErrors() {
        DecompositionSolver solver =
            new LUDecompositionImpl(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 singularity errors */
    public void testSolveSingularityErrors() {
        DecompositionSolver solver =
            new LUDecompositionImpl(MatrixUtils.createRealMatrix(singular)).getSolver();
        RealMatrix b = MatrixUtils.createRealMatrix(new double[2][2]);
        try {
            solver.solve(b);
            fail("an exception should have been thrown");
        } catch (InvalidMatrixException ime) {
            // expected behavior
        } catch (Exception e) {
            fail("wrong exception caught");
        }
        try {
            solver.solve(b.getColumn(0));
            fail("an exception should have been thrown");
        } catch (InvalidMatrixException ime) {
            // expected behavior
        } catch (Exception e) {
            fail("wrong exception caught");
        }
        try {
            solver.solve(b.getColumnVector(0));
            fail("an exception should have been thrown");
        } catch (InvalidMatrixException ime) {
            // 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 (InvalidMatrixException ime) {
            // expected behavior
        } catch (Exception e) {
            fail("wrong exception caught");
        }
    }

    /** test solve */
    public void testSolve() {
        DecompositionSolver solver =
            new LUDecompositionImpl(MatrixUtils.createRealMatrix(testData)).getSolver();
        RealMatrix b = MatrixUtils.createRealMatrix(new double[][] {
                { 1, 0 }, { 2, -5 }, { 3, 1 }
        });
        RealMatrix xRef = MatrixUtils.createRealMatrix(new double[][] {
                { 19, -71 }, { -6, 22 }, { -2, 9 }
        });

        // 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() {
        assertEquals( -1, getDeterminant(MatrixUtils.createRealMatrix(testData)), 1.0e-15);
        assertEquals(-10, getDeterminant(MatrixUtils.createRealMatrix(luData)), 1.0e-14);
        assertEquals(  0, getDeterminant(MatrixUtils.createRealMatrix(singular)), 1.0e-17);
        assertEquals(  0, getDeterminant(MatrixUtils.createRealMatrix(bigSingular)), 1.0e-10);
    }

    private double getDeterminant(RealMatrix m) {
        return new LUDecompositionImpl(m).getDeterminant();
    }

}