home | career | drupal | java | mac | mysql | perl | scala | uml | unix  

Java example source code file (CholeskyDecompositionTest.java)

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

Learn more about this Java project at its project page.

Java - Java tags/keywords

choleskydecomposition, choleskydecompositiontest, realmatrix, test

The CholeskyDecompositionTest.java Java example 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.math3.linear;

import org.junit.Test;
import org.junit.Assert;

public class CholeskyDecompositionTest {

    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() {
        CholeskyDecomposition llt =
            new CholeskyDecomposition(MatrixUtils.createRealMatrix(testData));
        Assert.assertEquals(testData.length, llt.getL().getRowDimension());
        Assert.assertEquals(testData.length, llt.getL().getColumnDimension());
        Assert.assertEquals(testData.length, llt.getLT().getRowDimension());
        Assert.assertEquals(testData.length, llt.getLT().getColumnDimension());
    }

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

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

    /** test non positive definite matrix */
    @Test(expected = NonPositiveDefiniteMatrixException.class)
    public void testNotPositiveDefinite() {
        new CholeskyDecomposition(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 = NonPositiveDefiniteMatrixException.class)
    public void testMath274() {
        new CholeskyDecomposition(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() {
        RealMatrix matrix = MatrixUtils.createRealMatrix(testData);
        CholeskyDecomposition llt = new CholeskyDecomposition(matrix);
        RealMatrix l  = llt.getL();
        RealMatrix lt = llt.getLT();
        double norm = l.multiply(lt).subtract(matrix).getNorm();
        Assert.assertEquals(0, norm, 1.0e-15);
    }

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

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

    /** test matrices values */
    @Test
    public void testMatricesValues() {
        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 CholeskyDecomposition(MatrixUtils.createRealMatrix(testData));

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

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

Other Java examples (source code examples)

Here is a short list of links related to this Java CholeskyDecompositionTest.java source code file:



my book on functional programming

 

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.