public void PseudoInverseMatrixTest()
{
//arrange
const double TOL = 10E-14;
CMatrix m = new CMatrix(new Complex[, ]
{
{ new Complex(12, -3), new Complex(-51, 0), -Complex.I, new Complex(2, -8) },
{ new Complex(6, 0), new Complex(-2, 167), new Complex(-68, 0), new Complex(0, 5.3) },
{ new Complex(-4, 0), new Complex(24, 0), new Complex(0, -41), new Complex(2, 8.8) },
{ new Complex(15, 0), new Complex(24, 20), new Complex(-2.5, -41), new Complex(0, 0) }
});
//action
CMatrix pinv = new CSVD(m).PseudoInverse();
//assert
CMatrix.FuzzyEquals(pinv, CMatrix.Inverse(m.Transpose * m) * m.Transpose, TOL).Should().BeTrue();
}
public void SingularValueDecompositionTest()
{
//arrange
const double TOL = 10E-14;
CMatrix m = new CMatrix(new Complex[, ]
{
{ new Complex(12, -3), new Complex(-51, 0), -Complex.I, new Complex(2, -8) },
{ new Complex(6, 0), new Complex(-2, 167), new Complex(-68, 0), new Complex(0, 5.3) },
{ new Complex(-4, 0), new Complex(24, 0), new Complex(0, -41), new Complex(2, 8.8) },
{ new Complex(15, 0), new Complex(24, 20), new Complex(-2.5, -41), new Complex(0, 0) }
});
//action
CSVD svd = new CSVD(m);
CMatrix u = svd.U;
CMatrix s = svd.S;
CMatrix vh = svd.VH;
//assert
u.IsUnitary(TOL).Should().BeTrue("U is not unitary");
vh.IsUnitary(TOL).Should().BeTrue("VH is not unitary");
CMatrix.FuzzyEquals(m, u * s * vh, TOL).Should().BeTrue();
}
public void PseudoInverseMatrixTest2()
{
//arrange
const double TOL = 10E-14;
CMatrix m = new CMatrix(new Complex[, ]
{
{ 1, 1, 1, 1 },
{ 5, 7, 7, 9 }
});
CMatrix expected = new CMatrix(new Complex[, ]
{
{ 2, -0.25 },
{ 0.25, 0 },
{ 0.25, 0 },
{ -1.5, 0.25 }
});
//action
CMatrix actual = new CSVD(m).PseudoInverse();
//assert
CMatrix.FuzzyEquals(actual, expected, TOL).Should().BeTrue();
}
