/// <summary>
/// Tests A = L L^T.
/// </summary>
public virtual void recoverOrginal()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final CholeskyDecompositionResult result = CDOG.apply(A3);
CholeskyDecompositionResult result = CDOG.apply(A3);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix a = (com.opengamma.strata.collect.array.DoubleMatrix) ALGEBRA.multiply(result.getL(), result.getLT());
DoubleMatrix a = (DoubleMatrix)ALGEBRA.multiply(result.L, result.LT);
checkEquals(A3, a);
}
/// <summary>
/// Tests solve Ax = b from A and b.
/// </summary>
public virtual void solveVector()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final CholeskyDecompositionResult result = CDOG.apply(A5);
CholeskyDecompositionResult result = CDOG.apply(A5);
double[] b = new double[] { 1.0, 2.0, 3.0, 4.0, -1.0 };
double[] x = result.solve(b);
DoubleArray ax = (DoubleArray)ALGEBRA.multiply(A5, DoubleArray.copyOf(x));
ArrayAsserts.assertArrayEquals("Cholesky decomposition OpenGamma - solve", b, ax.toArray(), 1.0E-10);
}
/// <summary>
/// Compare results with Common decomposition
/// </summary>
public virtual void compareCommon()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final CholeskyDecompositionResult resultOG = CDOG.apply(A3);
CholeskyDecompositionResult resultOG = CDOG.apply(A3);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final CholeskyDecompositionResult resultC = CDC.apply(A3);
CholeskyDecompositionResult resultC = CDC.apply(A3);
checkEquals(resultC.L, resultOG.L);
checkEquals(ALGEBRA.getTranspose(resultC.L), resultOG.LT);
assertEquals("Determinant", resultC.Determinant, resultOG.Determinant, 1.0E-10);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void testRecoverOrginal()
public virtual void testRecoverOrginal()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.math.linearalgebra.DecompositionResult result = CH.apply(A);
DecompositionResult result = CH.apply(A);
assertTrue(result is CholeskyDecompositionResult);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final CholeskyDecompositionResult ch = (CholeskyDecompositionResult) result;
CholeskyDecompositionResult ch = (CholeskyDecompositionResult)result;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix a = (com.opengamma.strata.collect.array.DoubleMatrix) ALGEBRA.multiply(ch.getL(), ch.getLT());
DoubleMatrix a = (DoubleMatrix)ALGEBRA.multiply(ch.L, ch.LT);
checkEquals(A, a);
}
/// <summary>
/// Tests solve AX = B from A and B.
/// </summary>
public virtual void solveMatrix()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final CholeskyDecompositionResult result = CDOG.apply(A5);
CholeskyDecompositionResult result = CDOG.apply(A5);
double[][] b = new double[][]
{
new double[] { 1.0, 2.0 },
new double[] { 2.0, 3.0 },
new double[] { 3.0, 4.0 },
new double[] { 4.0, -2.0 },
new double[] { -1.0, -1.0 }
};
DoubleMatrix x = result.solve(DoubleMatrix.copyOf(b));
DoubleMatrix ax = (DoubleMatrix)ALGEBRA.multiply(A5, x);
ArrayAsserts.assertArrayEquals("Cholesky decomposition OpenGamma - solve", b[0], ax.rowArray(0), 1.0E-10);
ArrayAsserts.assertArrayEquals("Cholesky decomposition OpenGamma - solve", b[1], ax.rowArray(1), 1.0E-10);
}
