Commons Math example source code file (SingularValueSolverTest.java)

This example Commons Math source code file (SingularValueSolverTest.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

array2drowrealmatrix, decompositionsolver, decompositionsolver, exception, illegalargumentexception, illegalargumentexception, realmatrix, realmatrix, realvector, singularvaluedecomposition, singularvaluedecompositionimpl, singularvaluesolvertest, test, test

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);
    }

}