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Commons Math example source code file (TriDiagonalTransformerTest.java)
The Commons Math TriDiagonalTransformerTest.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 java.util.Arrays; import junit.framework.TestCase; public class TriDiagonalTransformerTest extends TestCase { private double[][] testSquare5 = { { 1, 2, 3, 1, 1 }, { 2, 1, 1, 3, 1 }, { 3, 1, 1, 1, 2 }, { 1, 3, 1, 2, 1 }, { 1, 1, 2, 1, 3 } }; private double[][] testSquare3 = { { 1, 3, 4 }, { 3, 2, 2 }, { 4, 2, 0 } }; public TriDiagonalTransformerTest(String name) { super(name); } public void testNonSquare() { try { new TriDiagonalTransformer(MatrixUtils.createRealMatrix(new double[3][2])); fail("an exception should have been thrown"); } catch (InvalidMatrixException ime) { // expected behavior } catch (Exception e) { fail("wrong exception caught"); } } public void testAEqualQTQt() { checkAEqualQTQt(MatrixUtils.createRealMatrix(testSquare5)); checkAEqualQTQt(MatrixUtils.createRealMatrix(testSquare3)); } private void checkAEqualQTQt(RealMatrix matrix) { TriDiagonalTransformer transformer = new TriDiagonalTransformer(matrix); RealMatrix q = transformer.getQ(); RealMatrix qT = transformer.getQT(); RealMatrix t = transformer.getT(); double norm = q.multiply(t).multiply(qT).subtract(matrix).getNorm(); assertEquals(0, norm, 4.0e-15); } public void testNoAccessBelowDiagonal() { checkNoAccessBelowDiagonal(testSquare5); checkNoAccessBelowDiagonal(testSquare3); } private void checkNoAccessBelowDiagonal(double[][] data) { double[][] modifiedData = new double[data.length][]; for (int i = 0; i < data.length; ++i) { modifiedData[i] = data[i].clone(); Arrays.fill(modifiedData[i], 0, i, Double.NaN); } RealMatrix matrix = MatrixUtils.createRealMatrix(modifiedData); TriDiagonalTransformer transformer = new TriDiagonalTransformer(matrix); RealMatrix q = transformer.getQ(); RealMatrix qT = transformer.getQT(); RealMatrix t = transformer.getT(); double norm = q.multiply(t).multiply(qT).subtract(MatrixUtils.createRealMatrix(data)).getNorm(); assertEquals(0, norm, 4.0e-15); } public void testQOrthogonal() { checkOrthogonal(new TriDiagonalTransformer(MatrixUtils.createRealMatrix(testSquare5)).getQ()); checkOrthogonal(new TriDiagonalTransformer(MatrixUtils.createRealMatrix(testSquare3)).getQ()); } public void testQTOrthogonal() { checkOrthogonal(new TriDiagonalTransformer(MatrixUtils.createRealMatrix(testSquare5)).getQT()); checkOrthogonal(new TriDiagonalTransformer(MatrixUtils.createRealMatrix(testSquare3)).getQT()); } private void checkOrthogonal(RealMatrix m) { RealMatrix mTm = m.transpose().multiply(m); RealMatrix id = MatrixUtils.createRealIdentityMatrix(mTm.getRowDimension()); assertEquals(0, mTm.subtract(id).getNorm(), 1.0e-15); } public void testTTriDiagonal() { checkTriDiagonal(new TriDiagonalTransformer(MatrixUtils.createRealMatrix(testSquare5)).getT()); checkTriDiagonal(new TriDiagonalTransformer(MatrixUtils.createRealMatrix(testSquare3)).getT()); } private void checkTriDiagonal(RealMatrix m) { final int rows = m.getRowDimension(); final int cols = m.getColumnDimension(); for (int i = 0; i < rows; ++i) { for (int j = 0; j < cols; ++j) { if ((i < j - 1) || (i > j + 1)) { assertEquals(0, m.getEntry(i, j), 1.0e-16); } } } } public void testMatricesValues5() { checkMatricesValues(testSquare5, new double[][] { { 1.0, 0.0, 0.0, 0.0, 0.0 }, { 0.0, -0.5163977794943222, 0.016748280772542083, 0.839800693771262, 0.16669620021405473 }, { 0.0, -0.7745966692414833, -0.4354553000860955, -0.44989322880603355, -0.08930153582895772 }, { 0.0, -0.2581988897471611, 0.6364346693566014, -0.30263204032131164, 0.6608313651342882 }, { 0.0, -0.2581988897471611, 0.6364346693566009, -0.027289660803112598, -0.7263191580755246 } }, new double[] { 1, 4.4, 1.433099579242636, -0.89537362758743, 2.062274048344794 }, new double[] { -Math.sqrt(15), -3.0832882879592476, 0.6082710842351517, 1.1786086405912128 }); } public void testMatricesValues3() { checkMatricesValues(testSquare3, new double[][] { { 1.0, 0.0, 0.0 }, { 0.0, -0.6, 0.8 }, { 0.0, -0.8, -0.6 }, }, new double[] { 1, 2.64, -0.64 }, new double[] { -5, -1.52 }); } private void checkMatricesValues(double[][] matrix, double[][] qRef, double[] mainDiagnonal, double[] secondaryDiagonal) { TriDiagonalTransformer transformer = new TriDiagonalTransformer(MatrixUtils.createRealMatrix(matrix)); // check values against known references RealMatrix q = transformer.getQ(); assertEquals(0, q.subtract(MatrixUtils.createRealMatrix(qRef)).getNorm(), 1.0e-14); RealMatrix t = transformer.getT(); double[][] tData = new double[mainDiagnonal.length][mainDiagnonal.length]; for (int i = 0; i < mainDiagnonal.length; ++i) { tData[i][i] = mainDiagnonal[i]; if (i > 0) { tData[i][i - 1] = secondaryDiagonal[i - 1]; } if (i < secondaryDiagonal.length) { tData[i][i + 1] = secondaryDiagonal[i]; } } assertEquals(0, t.subtract(MatrixUtils.createRealMatrix(tData)).getNorm(), 1.0e-14); // check the same cached instance is returned the second time assertTrue(q == transformer.getQ()); assertTrue(t == transformer.getT()); } } Other Commons Math examples (source code examples)Here is a short list of links related to this Commons Math TriDiagonalTransformerTest.java source code file: |
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