public void DeterminantException()
{
MatrixF a = new MatrixF(new float[,] { { 1, 2 }, { 5, 6 }, { 0, 1 } });
LUDecompositionF d = new LUDecompositionF(a);
float det = d.Determinant;
}
public void InvalidMatrixFormat()
{
MatrixF a = new MatrixF(new float[, ] {
{ 1, 2, 3 }, { 4, 5, 6 }
});
LUDecompositionF d = new LUDecompositionF(a);
}
public void TestRandomA()
{
RandomHelper.Random = new Random(1);
for (int i = 0; i < 100; i++)
{
// Create A.
MatrixF a = new MatrixF(3, 3);
RandomHelper.Random.NextMatrixF(a, 0, 1);
LUDecompositionF d = new LUDecompositionF(a);
if (d.IsNumericallySingular == false)
{
// Check solving of linear equations.
MatrixF b = new MatrixF(3, 2);
RandomHelper.Random.NextMatrixF(b, 0, 1);
MatrixF x = d.SolveLinearEquations(b);
MatrixF b2 = a * x;
Assert.IsTrue(MatrixF.AreNumericallyEqual(b, b2, 0.01f));
MatrixF aPermuted = d.L * d.U;
Assert.IsTrue(MatrixF.AreNumericallyEqual(aPermuted, a.GetSubmatrix(d.PivotPermutationVector, 0, 2)));
}
}
}
public void TestRandomA()
{
RandomHelper.Random = new Random(1);
for (int i = 0; i < 100; i++)
{
// Create A.
MatrixF a = new MatrixF(3, 3);
RandomHelper.Random.NextMatrixF(a, 0, 1);
LUDecompositionF d = new LUDecompositionF(a);
if (d.IsNumericallySingular == false)
{
// Check solving of linear equations.
MatrixF b = new MatrixF(3, 2);
RandomHelper.Random.NextMatrixF(b, 0, 1);
MatrixF x = d.SolveLinearEquations(b);
MatrixF b2 = a * x;
Assert.IsTrue(MatrixF.AreNumericallyEqual(b, b2, 0.01f));
MatrixF aPermuted = d.L * d.U;
Assert.IsTrue(MatrixF.AreNumericallyEqual(aPermuted, a.GetSubmatrix(d.PivotPermutationVector, 0, 2)));
}
}
}
public void DeterminantException()
{
MatrixF a = new MatrixF(new float[, ] {
{ 1, 2 }, { 5, 6 }, { 0, 1 }
});
LUDecompositionF d = new LUDecompositionF(a);
float det = d.Determinant();
}
public void SolveLinearEquationsException()
{
MatrixF a = new MatrixF(new float[, ] {
{ 1, 2 }, { 5, 6 }, { 0, 1 }
});
LUDecompositionF d = new LUDecompositionF(a);
d.SolveLinearEquations(null);
}
public void Determinant()
{
MatrixF a = new MatrixF(new float[,] { { 1, 2, 3, 4 }, { 5, 6, 7, 8 }, { 0, 1, 2, 0 }, { 1, 0, 1, 0 } });
LUDecompositionF d = new LUDecompositionF(a);
Assert.AreEqual(false, d.IsNumericallySingular);
Assert.IsTrue(Numeric.AreEqual(-24, d.Determinant));
MatrixF aPermuted = d.L * d.U;
Assert.IsTrue(MatrixF.AreNumericallyEqual(aPermuted, a.GetSubmatrix(d.PivotPermutationVector, 0, 3)));
}
public void TestSingularMatrix()
{
MatrixF a = new MatrixF(new float[, ] {
{ 1, 2, 3 }, { 4, 5, 6 }, { 5, 7, 9 }
});
LUDecompositionF d = new LUDecompositionF(a);
Assert.AreEqual(true, d.IsNumericallySingular);
Assert.IsTrue(Numeric.IsZero(d.Determinant()));
}
public void TestRectangularA()
{
MatrixF a = new MatrixF(new float[, ] {
{ 1, 2, 3 }, { 4, 5, 6 }
});
a = Matrix.Transpose(a);
LUDecompositionF d = new LUDecompositionF(a);
Assert.IsFalse(d.IsNumericallySingular);
}
public void TestWithNaNValues()
{
MatrixF a = new MatrixF(new[, ] {
{ 0, float.NaN, 2 },
{ 1, 4, 3 },
{ 2, 3, 5 }
});
// Any result is ok. We must only check for infinite loops!
var d = new LUDecompositionF(a);
d = new LUDecompositionF(new MatrixF(4, 3, float.NaN));
}
public void Determinant()
{
MatrixF a = new MatrixF(new float[, ] {
{ 1, 2, 3, 4 }, { 5, 6, 7, 8 }, { 0, 1, 2, 0 }, { 1, 0, 1, 0 }
});
LUDecompositionF d = new LUDecompositionF(a);
Assert.AreEqual(false, d.IsNumericallySingular);
Assert.IsTrue(Numeric.AreEqual(-24, d.Determinant()));
MatrixF aPermuted = d.L * d.U;
Assert.IsTrue(MatrixF.AreNumericallyEqual(aPermuted, a.GetSubmatrix(d.PivotPermutationVector, 0, 3)));
}
public void TestRandomRegularA()
{
RandomHelper.Random = new Random(1);
for (int i = 0; i < 100; i++)
{
VectorF column1 = new VectorF(3);
RandomHelper.Random.NextVectorF(column1, 1, 2);
VectorF column2 = new VectorF(3);
RandomHelper.Random.NextVectorF(column2, 1, 2);
// Make linearly independent.
if (column1 / column1[0] == column2 / column2[0])
{
column2[0]++;
}
// Create linearly independent third column.
VectorF column3 = column1 + column2;
column3[1]++;
// Create A.
MatrixF a = new MatrixF(3, 3);
a.SetColumn(0, column1);
a.SetColumn(1, column2);
a.SetColumn(2, column3);
LUDecompositionF d = new LUDecompositionF(a);
MatrixF aPermuted = d.L * d.U;
Assert.IsTrue(MatrixF.AreNumericallyEqual(aPermuted, a.GetSubmatrix(d.PivotPermutationVector, 0, 2)));
aPermuted = d.L * d.U; // Repeat with to test cached values.
Assert.IsTrue(MatrixF.AreNumericallyEqual(aPermuted, a.GetSubmatrix(d.PivotPermutationVector, 0, 2)));
Assert.AreEqual(false, d.IsNumericallySingular);
// Check solving of linear equations.
MatrixF b = new MatrixF(3, 2);
RandomHelper.Random.NextMatrixF(b, 0, 1);
MatrixF x = d.SolveLinearEquations(b);
MatrixF b2 = a * x;
Assert.IsTrue(MatrixF.AreNumericallyEqual(b, b2, 0.01f));
}
}
public void TestRectangularA()
{
MatrixF a = new MatrixF(new float[,] { { 1, 2, 3 }, { 4, 5, 6 } });
a.Transpose();
LUDecompositionF d = new LUDecompositionF(a);
Assert.IsFalse(d.IsNumericallySingular);
}
public void ConstructorException()
{
LUDecompositionF d = new LUDecompositionF(null);
}
public void TestWithNaNValues()
{
MatrixF a = new MatrixF(new[,] {{ 0, float.NaN, 2 },
{ 1, 4, 3 },
{ 2, 3, 5}});
// Any result is ok. We must only check for infinite loops!
var d = new LUDecompositionF(a);
d = new LUDecompositionF(new MatrixF(4, 3, float.NaN));
}
public void InvalidMatrixFormat()
{
MatrixF a = new MatrixF(new float[,] { { 1, 2, 3 }, { 4, 5, 6 } });
LUDecompositionF d = new LUDecompositionF(a);
}
public void ConstructorException()
{
LUDecompositionF d = new LUDecompositionF(null);
}
public void TestSingularMatrix()
{
MatrixF a = new MatrixF(new float[,] { { 1, 2, 3 }, { 4, 5, 6 }, { 5, 7, 9 } });
LUDecompositionF d = new LUDecompositionF(a);
Assert.AreEqual(true, d.IsNumericallySingular);
Assert.IsTrue(Numeric.IsZero(d.Determinant));
}
public void TestRandomRegularA()
{
RandomHelper.Random = new Random(1);
for (int i = 0; i < 100; i++)
{
VectorF column1 = new VectorF(3);
RandomHelper.Random.NextVectorF(column1, 1, 2);
VectorF column2 = new VectorF(3);
RandomHelper.Random.NextVectorF(column2, 1, 2);
// Make linearly independent.
if (column1 / column1[0] == column2 / column2[0])
column2[0]++;
// Create linearly independent third column.
VectorF column3 = column1 + column2;
column3[1]++;
// Create A.
MatrixF a = new MatrixF(3, 3);
a.SetColumn(0, column1);
a.SetColumn(1, column2);
a.SetColumn(2, column3);
LUDecompositionF d = new LUDecompositionF(a);
MatrixF aPermuted = d.L * d.U;
Assert.IsTrue(MatrixF.AreNumericallyEqual(aPermuted, a.GetSubmatrix(d.PivotPermutationVector, 0, 2)));
aPermuted = d.L * d.U; // Repeat with to test cached values.
Assert.IsTrue(MatrixF.AreNumericallyEqual(aPermuted, a.GetSubmatrix(d.PivotPermutationVector, 0, 2)));
Assert.AreEqual(false, d.IsNumericallySingular);
// Check solving of linear equations.
MatrixF b = new MatrixF(3, 2);
RandomHelper.Random.NextMatrixF(b, 0, 1);
MatrixF x = d.SolveLinearEquations(b);
MatrixF b2 = a * x;
Assert.IsTrue(MatrixF.AreNumericallyEqual(b, b2, 0.01f));
}
}
public void SolveLinearEquationsException()
{
MatrixF a = new MatrixF(new float[,] { { 1, 2 }, { 5, 6 }, { 0, 1 } });
LUDecompositionF d = new LUDecompositionF(a);
d.SolveLinearEquations(null);
}