public void CholeskyDecomposition1()
{
double[][] pvals = { new double[] { 1.0, 1.0, 1.0 }, new double[] { 1.0, 2.0, 3.0 }, new double[] { 1.0, 3.0, 6.0 } };
GeneralMatrix A = new GeneralMatrix(pvals);
CholeskyDecomposition chol = A.chol();
GeneralMatrix L = chol.GetL();
Assert.IsTrue(GeneralTests.Check(A, L.Multiply(L.Transpose())));
}
public ShockGenerator(double[][] correlationMatrix)
{
_correlationMatrix = new GeneralMatrix(correlationMatrix);
var cholDecomp = new CholeskyDecomposition(_correlationMatrix);
_L = cholDecomp.GetL();
var random = new Random();
foreach (var row in _correlationMatrix.Array)
{
_randomNumberGenerators.Add(new SimpleRNG(random)); //this is not optimal but probably ok for descriptive purposes
}
}
public MatrixValue Function(MatrixValue M)
{
var chol = new CholeskyDecomposition(M);
return(chol.GetL());
}
private void computeaccCalButton_Click(object sender, EventArgs e)
{
int i, j;
calStatusText.Text = "Computing Calibration...";
// Construct D matrix
// D = [x.^2, y.^2, z.^2, x.*y, x.*z, y.*z, x, y, z, ones(N,1)];
for (i = 0; i < SAMPLES; i++)
{
// x^2 term
D.SetElement(i, 0, loggedData[i, 0] * loggedData[i, 0]);
// y^2 term
D.SetElement(i, 1, loggedData[i, 1] * loggedData[i, 1]);
// z^2 term
D.SetElement(i, 2, loggedData[i, 2] * loggedData[i, 2]);
// x*y term
D.SetElement(i, 3, loggedData[i, 0] * loggedData[i, 1]);
// x*z term
D.SetElement(i, 4, loggedData[i, 0] * loggedData[i, 2]);
// y*z term
D.SetElement(i, 5, loggedData[i, 1] * loggedData[i, 2]);
// x term
D.SetElement(i, 6, loggedData[i, 0]);
// y term
D.SetElement(i, 7, loggedData[i, 1]);
// z term
D.SetElement(i, 8, loggedData[i, 2]);
// Constant term
D.SetElement(i, 9, 1);
}
// QR=triu(qr(D))
QRDecomposition QR = new QRDecomposition(D);
// [U,S,V] = svd(D)
SingularValueDecomposition SVD = new SingularValueDecomposition(QR.R);
GeneralMatrix V = SVD.GetV();
GeneralMatrix A = new GeneralMatrix(3, 3);
double[] p = new double[V.RowDimension];
for (i = 0; i < V.RowDimension; i++)
{
p[i] = V.GetElement(i, V.ColumnDimension - 1);
}
/*
* A = [p(1) p(4)/2 p(5)/2;
* p(4)/2 p(2) p(6)/2;
* p(5)/2 p(6)/2 p(3)];
*/
if (p[0] < 0)
{
for (i = 0; i < V.RowDimension; i++)
{
p[i] = -p[i];
}
}
A.SetElement(0, 0, p[0]);
A.SetElement(0, 1, p[3] / 2);
A.SetElement(1, 2, p[4] / 2);
A.SetElement(1, 0, p[3] / 2);
A.SetElement(1, 1, p[1]);
A.SetElement(1, 2, p[5] / 2);
A.SetElement(2, 0, p[4] / 2);
A.SetElement(2, 1, p[5] / 2);
A.SetElement(2, 2, p[2]);
CholeskyDecomposition Chol = new CholeskyDecomposition(A);
GeneralMatrix Ut = Chol.GetL();
GeneralMatrix U = Ut.Transpose();
double[] bvect = { p[6] / 2, p[7] / 2, p[8] / 2 };
double d = p[9];
GeneralMatrix b = new GeneralMatrix(bvect, 3);
GeneralMatrix v = Ut.Solve(b);
double vnorm_sqrd = v.GetElement(0, 0) * v.GetElement(0, 0) + v.GetElement(1, 0) * v.GetElement(1, 0) + v.GetElement(2, 0) * v.GetElement(2, 0);
double s = 1 / Math.Sqrt(vnorm_sqrd - d);
GeneralMatrix c = U.Solve(v);
for (i = 0; i < 3; i++)
{
c.SetElement(i, 0, -c.GetElement(i, 0));
}
U = U.Multiply(s);
for (i = 0; i < 3; i++)
{
for (j = 0; j < 3; j++)
{
calMat[i, j] = U.GetElement(i, j);
}
}
for (i = 0; i < 3; i++)
{
bias[i] = c.GetElement(i, 0);
}
accAlignment00.Text = calMat[0, 0].ToString();
accAlignment01.Text = calMat[0, 1].ToString();
accAlignment02.Text = calMat[0, 2].ToString();
accAlignment10.Text = calMat[1, 0].ToString();
accAlignment11.Text = calMat[1, 1].ToString();
accAlignment12.Text = calMat[1, 2].ToString();
accAlignment20.Text = calMat[2, 0].ToString();
accAlignment21.Text = calMat[2, 1].ToString();
accAlignment22.Text = calMat[2, 2].ToString();
biasX.Text = bias[0].ToString();
biasY.Text = bias[1].ToString();
biasZ.Text = bias[2].ToString();
calStatusText.Text = "Done";
flashCommitButton.Enabled = true;
accAlignmentCommitButton.Enabled = true;
}
/// <summary>An exception is thrown at the end of the process,
/// if any error is encountered.</summary>
[Test] public void AllTests()
{
Matrix A, B, C, Z, O, I, R, S, X, SUB, M, T, SQ, DEF, SOL;
int errorCount = 0;
int warningCount = 0;
double tmp;
double[] columnwise = { 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0, 11.0, 12.0 };
double[] rowwise = { 1.0, 4.0, 7.0, 10.0, 2.0, 5.0, 8.0, 11.0, 3.0, 6.0, 9.0, 12.0 };
double[,] avals = { { 1.0, 4.0, 7.0, 10.0 }, { 2.0, 5.0, 8.0, 11.0 }, { 3.0, 6.0, 9.0, 12.0 } };
double[,] rankdef = avals;
double[,] tvals = { { 1.0, 2.0, 3.0 }, { 4.0, 5.0, 6.0 }, { 7.0, 8.0, 9.0 }, { 10.0, 11.0, 12.0 } };
double[,] subavals = { { 5.0, 8.0, 11.0 }, { 6.0, 9.0, 12.0 } };
double[,] pvals = { { 1.0, 1.0, 1.0 }, { 1.0, 2.0, 3.0 }, { 1.0, 3.0, 6.0 } };
double[,] ivals = { { 1.0, 0.0, 0.0, 0.0 }, { 0.0, 1.0, 0.0, 0.0 }, { 0.0, 0.0, 1.0, 0.0 } };
double[,] evals = { { 0.0, 1.0, 0.0, 0.0 }, { 1.0, 0.0, 2e-7, 0.0 }, { 0.0, -2e-7, 0.0, 1.0 }, { 0.0, 0.0, 1.0, 0.0 } };
double[,] square = { { 166.0, 188.0, 210.0 }, { 188.0, 214.0, 240.0 }, { 210.0, 240.0, 270.0 } };
double[,] sqSolution = { { 13.0 }, { 15.0 } };
double[,] condmat = { { 1.0, 3.0 }, { 7.0, 9.0 } };
int rows = 3, cols = 4;
int invalidld = 5; /* should trigger bad shape for construction with val */
int validld = 3; /* leading dimension of intended test Matrices */
int nonconformld = 4; /* leading dimension which is valid, but nonconforming */
int ib = 1, ie = 2, jb = 1, je = 3; /* index ranges for sub Matrix */
int[] rowindexset = new int[] { 1, 2 };
int[] badrowindexset = new int[] { 1, 3 };
int[] columnindexset = new int[] { 1, 2, 3 };
int[] badcolumnindexset = new int[] { 1, 2, 4 };
double columnsummax = 33.0;
double rowsummax = 30.0;
double sumofdiagonals = 15;
double sumofsquares = 650;
// Constructors and constructor-like methods:
// double[], int
// double[,]
// int, int
// int, int, double
// int, int, double[,]
// Create(double[,])
// Random(int,int)
// Identity(int)
print("\nTesting constructors and constructor-like methods...\n");
try
{
// check that exception is thrown in packed constructor with invalid length
A = new Matrix(columnwise, invalidld);
errorCount = try_failure(errorCount, "Catch invalid length in packed constructor... ", "exception not thrown for invalid input");
}
catch (System.ArgumentException e)
{
try_success("Catch invalid length in packed constructor... ", e.Message);
}
A = new Matrix(columnwise, validld);
B = new Matrix(avals);
tmp = B[0, 0];
avals[0, 0] = 0.0;
C = B - A;
avals[0, 0] = tmp;
B = Matrix.Create(avals);
tmp = B[0, 0];
avals[0, 0] = 0.0;
if ((tmp - B[0, 0]) != 0.0)
{
// check that Create behaves properly
errorCount = try_failure(errorCount, "Create... ", "Copy not effected... data visible outside");
}
else
{
try_success("Create... ", "");
}
avals[0, 0] = columnwise[0];
I = new Matrix(ivals);
try
{
check(I, Matrix.Identity(3, 4));
try_success("Identity... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "Identity... ", "Identity Matrix not successfully created");
System.Console.Out.WriteLine(e.Message);
}
// Access Methods:
// getColumnDimension()
// getRowDimension()
// getArray()
// getArrayCopy()
// getColumnPackedCopy()
// getRowPackedCopy()
// get(int,int)
// GetMatrix(int,int,int,int)
// GetMatrix(int,int,int[])
// GetMatrix(int[],int,int)
// GetMatrix(int[],int[])
// set(int,int,double)
// SetMatrix(int,int,int,int,Matrix)
// SetMatrix(int,int,int[],Matrix)
// SetMatrix(int[],int,int,Matrix)
// SetMatrix(int[],int[],Matrix)
print("\nTesting access methods...\n");
// Various get methods
B = new Matrix(avals);
if (B.RowCount != rows)
{
errorCount = try_failure(errorCount, "getRowDimension... ", "");
}
else
{
try_success("getRowDimension... ", "");
}
if (B.ColumnCount != cols)
{
errorCount = try_failure(errorCount, "getColumnDimension... ", "");
}
else
{
try_success("getColumnDimension... ", "");
}
B = new Matrix(avals);
double[,] barray = (Matrix)B;
if (barray != avals)
{
errorCount = try_failure(errorCount, "getArray... ", "");
}
else
{
try_success("getArray... ", "");
}
barray = (Matrix)B.Clone();
if (barray == avals)
{
errorCount = try_failure(errorCount, "getArrayCopy... ", "data not (deep) copied");
}
try
{
check(barray, avals);
try_success("getArrayCopy... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "getArrayCopy... ", "data not successfully (deep) copied");
System.Console.Out.WriteLine(e.Message);
}
// double[] bpacked = B.ColumnPackedCopy;
// try
// {
// check(bpacked, columnwise);
// try_success("getColumnPackedCopy... ", "");
// }
// catch (System.SystemException e)
// {
// errorCount = try_failure(errorCount, "getColumnPackedCopy... ", "data not successfully (deep) copied by columns");
// System.Console.Out.WriteLine(e.Message);
// }
// bpacked = B.RowPackedCopy;
// try
// {
// check(bpacked, rowwise);
// try_success("getRowPackedCopy... ", "");
// }
// catch (System.SystemException e)
// {
// errorCount = try_failure(errorCount, "getRowPackedCopy... ", "data not successfully (deep) copied by rows");
// System.Console.Out.WriteLine(e.Message);
// }
try
{
tmp = B[B.RowCount, B.ColumnCount - 1];
errorCount = try_failure(errorCount, "get(int,int)... ", "OutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e)
{
System.Console.Out.WriteLine(e.Message);
try
{
tmp = B[B.RowCount - 1, B.ColumnCount];
errorCount = try_failure(errorCount, "get(int,int)... ", "OutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e1)
{
try_success("get(int,int)... OutofBoundsException... ", "");
System.Console.Out.WriteLine(e1.Message);
}
}
catch (System.ArgumentException e1)
{
errorCount = try_failure(errorCount, "get(int,int)... ", "OutOfBoundsException expected but not thrown");
System.Console.Out.WriteLine(e1.Message);
}
try
{
if (B[B.RowCount - 1, B.ColumnCount - 1] != avals[B.RowCount - 1, B.ColumnCount - 1])
{
errorCount = try_failure(errorCount, "get(int,int)... ", "Matrix entry (i,j) not successfully retreived");
}
else
{
try_success("get(int,int)... ", "");
}
}
catch (System.IndexOutOfRangeException e)
{
errorCount = try_failure(errorCount, "get(int,int)... ", "Unexpected ArrayIndexOutOfBoundsException");
System.Console.Out.WriteLine(e.Message);
}
SUB = new Matrix(subavals);
try
{
M = B.GetMatrix(ib, ie + B.RowCount + 1, jb, je);
errorCount = try_failure(errorCount, "GetMatrix(int,int,int,int)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e)
{
System.Console.Out.WriteLine(e.Message);
try
{
M = B.GetMatrix(ib, ie, jb, je + B.ColumnCount + 1);
errorCount = try_failure(errorCount, "GetMatrix(int,int,int,int)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e1)
{
try_success("GetMatrix(int,int,int,int)... ArrayIndexOutOfBoundsException... ", "");
System.Console.Out.WriteLine(e1.Message);
}
}
catch (System.ArgumentException e1)
{
errorCount = try_failure(errorCount, "GetMatrix(int,int,int,int)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
System.Console.Out.WriteLine(e1.Message);
}
try
{
M = B.GetMatrix(ib, ie, jb, je);
try
{
check(SUB, M);
try_success("GetMatrix(int,int,int,int)... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "GetMatrix(int,int,int,int)... ", "submatrix not successfully retreived");
System.Console.Out.WriteLine(e.Message);
}
}
catch (System.IndexOutOfRangeException e)
{
errorCount = try_failure(errorCount, "GetMatrix(int,int,int,int)... ", "Unexpected ArrayIndexOutOfBoundsException");
System.Console.Out.WriteLine(e.Message);
}
try
{
M = B.GetMatrix(ib, ie, badcolumnindexset);
errorCount = try_failure(errorCount, "GetMatrix(int,int,int[])... ", "ArrayIndexOutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e)
{
System.Console.Out.WriteLine(e.Message);
try
{
M = B.GetMatrix(ib, ie + B.RowCount + 1, columnindexset);
errorCount = try_failure(errorCount, "GetMatrix(int,int,int[])... ", "ArrayIndexOutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e1)
{
try_success("GetMatrix(int,int,int[])... ArrayIndexOutOfBoundsException... ", "");
System.Console.Out.WriteLine(e1.Message);
}
}
catch (System.ArgumentException e1)
{
errorCount = try_failure(errorCount, "GetMatrix(int,int,int[])... ", "ArrayIndexOutOfBoundsException expected but not thrown");
System.Console.Out.WriteLine(e1.Message);
}
try
{
M = B.GetMatrix(ib, ie, columnindexset);
try
{
check(SUB, M);
try_success("GetMatrix(int,int,int[])... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "GetMatrix(int,int,int[])... ", "submatrix not successfully retreived");
System.Console.Out.WriteLine(e.Message);
}
}
catch (System.IndexOutOfRangeException e)
{
errorCount = try_failure(errorCount, "GetMatrix(int,int,int[])... ", "Unexpected ArrayIndexOutOfBoundsException");
System.Console.Out.WriteLine(e.Message);
}
try
{
M = B.GetMatrix(badrowindexset, jb, je);
errorCount = try_failure(errorCount, "GetMatrix(int[],int,int)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e)
{
System.Console.Out.WriteLine(e.Message);
try
{
M = B.GetMatrix(rowindexset, jb, je + B.ColumnCount + 1);
errorCount = try_failure(errorCount, "GetMatrix(int[],int,int)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e1)
{
try_success("GetMatrix(int[],int,int)... ArrayIndexOutOfBoundsException... ", "");
System.Console.Out.WriteLine(e1.Message);
}
}
catch (System.ArgumentException e1)
{
errorCount = try_failure(errorCount, "GetMatrix(int[],int,int)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
System.Console.Out.WriteLine(e1.Message);
}
try
{
M = B.GetMatrix(rowindexset, jb, je);
try
{
check(SUB, M);
try_success("GetMatrix(int[],int,int)... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "GetMatrix(int[],int,int)... ", "submatrix not successfully retreived");
System.Console.Out.WriteLine(e.Message);
}
}
catch (System.IndexOutOfRangeException e)
{
errorCount = try_failure(errorCount, "GetMatrix(int[],int,int)... ", "Unexpected ArrayIndexOutOfBoundsException");
System.Console.Out.WriteLine(e.Message);
}
try
{
M = B.GetMatrix(badrowindexset, columnindexset);
errorCount = try_failure(errorCount, "GetMatrix(int[],int[])... ", "ArrayIndexOutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e)
{
System.Console.Out.WriteLine(e.Message);
try
{
M = B.GetMatrix(rowindexset, badcolumnindexset);
errorCount = try_failure(errorCount, "GetMatrix(int[],int[])... ", "ArrayIndexOutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e1)
{
try_success("GetMatrix(int[],int[])... ArrayIndexOutOfBoundsException... ", "");
System.Console.Out.WriteLine(e1.Message);
}
}
catch (System.ArgumentException e1)
{
errorCount = try_failure(errorCount, "GetMatrix(int[],int[])... ", "ArrayIndexOutOfBoundsException expected but not thrown");
System.Console.Out.WriteLine(e1.Message);
}
try
{
M = B.GetMatrix(rowindexset, columnindexset);
try
{
check(SUB, M);
try_success("GetMatrix(int[],int[])... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "GetMatrix(int[],int[])... ", "submatrix not successfully retreived");
System.Console.Out.WriteLine(e.Message);
}
}
catch (System.IndexOutOfRangeException e)
{
errorCount = try_failure(errorCount, "GetMatrix(int[],int[])... ", "Unexpected ArrayIndexOutOfBoundsException");
System.Console.Out.WriteLine(e.Message);
}
// Various set methods:
try
{
B[B.RowCount, B.ColumnCount - 1] = 0.0;
errorCount = try_failure(errorCount, "set(int,int,double)... ", "OutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e)
{
System.Console.Out.WriteLine(e.Message);
try
{
B[B.RowCount - 1, B.ColumnCount] = 0.0;
errorCount = try_failure(errorCount, "set(int,int,double)... ", "OutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e1)
{
try_success("set(int,int,double)... OutofBoundsException... ", "");
System.Console.Out.WriteLine(e1.Message);
}
}
catch (System.ArgumentException e1)
{
errorCount = try_failure(errorCount, "set(int,int,double)... ", "OutOfBoundsException expected but not thrown");
System.Console.Out.WriteLine(e1.Message);
}
try
{
B[ib, jb] = 0.0;
tmp = B[ib, jb];
try
{
check(tmp, 0.0);
try_success("set(int,int,double)... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "set(int,int,double)... ", "Matrix element not successfully set");
System.Console.Out.WriteLine(e.Message);
}
}
catch (System.IndexOutOfRangeException e1)
{
errorCount = try_failure(errorCount, "set(int,int,double)... ", "Unexpected ArrayIndexOutOfBoundsException");
System.Console.Out.WriteLine(e1.Message);
}
M = new Matrix(2, 3, 0.0);
try
{
B.SetMatrix(ib, ie + B.RowCount + 1, jb, je, M);
errorCount = try_failure(errorCount, "SetMatrix(int,int,int,int,Matrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e)
{
System.Console.Out.WriteLine(e.Message);
try
{
B.SetMatrix(ib, ie, jb, je + B.ColumnCount + 1, M);
errorCount = try_failure(errorCount, "SetMatrix(int,int,int,int,Matrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e1)
{
try_success("SetMatrix(int,int,int,int,Matrix)... ArrayIndexOutOfBoundsException... ", "");
System.Console.Out.WriteLine(e1.Message);
}
}
catch (System.ArgumentException e1)
{
errorCount = try_failure(errorCount, "SetMatrix(int,int,int,int,Matrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
System.Console.Out.WriteLine(e1.Message);
}
try
{
B.SetMatrix(ib, ie, jb, je, M);
try
{
check(M - B.GetMatrix(ib, ie, jb, je), M);
try_success("SetMatrix(int,int,int,int,Matrix)... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "SetMatrix(int,int,int,int,Matrix)... ", "submatrix not successfully set");
System.Console.Out.WriteLine(e.Message);
}
B.SetMatrix(ib, ie, jb, je, SUB);
}
catch (System.IndexOutOfRangeException e1)
{
errorCount = try_failure(errorCount, "SetMatrix(int,int,int,int,Matrix)... ", "Unexpected ArrayIndexOutOfBoundsException");
System.Console.Out.WriteLine(e1.Message);
}
try
{
B.SetMatrix(ib, ie + B.RowCount + 1, columnindexset, M);
errorCount = try_failure(errorCount, "SetMatrix(int,int,int[],Matrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e)
{
System.Console.Out.WriteLine(e.Message);
try
{
B.SetMatrix(ib, ie, badcolumnindexset, M);
errorCount = try_failure(errorCount, "SetMatrix(int,int,int[],Matrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e1)
{
try_success("SetMatrix(int,int,int[],Matrix)... ArrayIndexOutOfBoundsException... ", "");
System.Console.Out.WriteLine(e1.Message);
}
}
catch (System.ArgumentException e1)
{
errorCount = try_failure(errorCount, "SetMatrix(int,int,int[],Matrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
System.Console.Out.WriteLine(e1.Message);
}
try
{
B.SetMatrix(ib, ie, columnindexset, M);
try
{
check(M - B.GetMatrix(ib, ie, columnindexset), M);
try_success("SetMatrix(int,int,int[],Matrix)... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "SetMatrix(int,int,int[],Matrix)... ", "submatrix not successfully set");
System.Console.Out.WriteLine(e.Message);
}
B.SetMatrix(ib, ie, jb, je, SUB);
}
catch (System.IndexOutOfRangeException e1)
{
errorCount = try_failure(errorCount, "SetMatrix(int,int,int[],Matrix)... ", "Unexpected ArrayIndexOutOfBoundsException");
System.Console.Out.WriteLine(e1.Message);
}
try
{
B.SetMatrix(rowindexset, jb, je + B.ColumnCount + 1, M);
errorCount = try_failure(errorCount, "SetMatrix(int[],int,int,Matrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e)
{
System.Console.Out.WriteLine(e.Message);
try
{
B.SetMatrix(badrowindexset, jb, je, M);
errorCount = try_failure(errorCount, "SetMatrix(int[],int,int,Matrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e1)
{
try_success("SetMatrix(int[],int,int,Matrix)... ArrayIndexOutOfBoundsException... ", "");
System.Console.Out.WriteLine(e1.Message);
}
}
catch (System.ArgumentException e1)
{
errorCount = try_failure(errorCount, "SetMatrix(int[],int,int,Matrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
System.Console.Out.WriteLine(e1.Message);
}
try
{
B.SetMatrix(rowindexset, jb, je, M);
try
{
check(M - B.GetMatrix(rowindexset, jb, je), M);
try_success("SetMatrix(int[],int,int,Matrix)... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "SetMatrix(int[],int,int,Matrix)... ", "submatrix not successfully set");
System.Console.Out.WriteLine(e.Message);
}
B.SetMatrix(ib, ie, jb, je, SUB);
}
catch (System.IndexOutOfRangeException e1)
{
errorCount = try_failure(errorCount, "SetMatrix(int[],int,int,Matrix)... ", "Unexpected ArrayIndexOutOfBoundsException");
System.Console.Out.WriteLine(e1.Message);
}
try
{
B.SetMatrix(rowindexset, badcolumnindexset, M);
errorCount = try_failure(errorCount, "SetMatrix(int[],int[],Matrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e)
{
System.Console.Out.WriteLine(e.Message);
try
{
B.SetMatrix(badrowindexset, columnindexset, M);
errorCount = try_failure(errorCount, "SetMatrix(int[],int[],Matrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
}
catch (System.IndexOutOfRangeException e1)
{
try_success("SetMatrix(int[],int[],Matrix)... ArrayIndexOutOfBoundsException... ", "");
System.Console.Out.WriteLine(e1.Message);
}
}
catch (System.ArgumentException e1)
{
errorCount = try_failure(errorCount, "SetMatrix(int[],int[],Matrix)... ", "ArrayIndexOutOfBoundsException expected but not thrown");
System.Console.Out.WriteLine(e1.Message);
}
try
{
B.SetMatrix(rowindexset, columnindexset, M);
try
{
check(M - B.GetMatrix(rowindexset, columnindexset), M);
try_success("SetMatrix(int[],int[],Matrix)... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "SetMatrix(int[],int[],Matrix)... ", "submatrix not successfully set");
System.Console.Out.WriteLine(e.Message);
}
}
catch (System.IndexOutOfRangeException e1)
{
errorCount = try_failure(errorCount, "SetMatrix(int[],int[],Matrix)... ", "Unexpected ArrayIndexOutOfBoundsException");
System.Console.Out.WriteLine(e1.Message);
}
// Array-like methods:
// Subtract
// SubtractEquals
// Add
// AddEquals
// ArrayLeftDivide
// ArrayLeftDivideEquals
// ArrayRightDivide
// ArrayRightDivideEquals
// arrayTimes
// ArrayMultiplyEquals
// uminus
print("\nTesting array-like methods...\n");
S = new Matrix(columnwise, nonconformld);
R = Matrix.Random(A.RowCount, A.ColumnCount);
A = R;
try
{
S = A - S;
errorCount = try_failure(errorCount, "Subtract conformance check... ", "nonconformance not raised");
}
catch (System.ArgumentException e)
{
try_success("Subtract conformance check... ", "");
System.Console.Out.WriteLine(e.Message);
}
if ((A - R).Norm1() != 0.0)
{
errorCount = try_failure(errorCount, "Subtract... ", "(difference of identical Matrices is nonzero,\nSubsequent use of Subtract should be suspect)");
}
else
{
try_success("Subtract... ", "");
}
A = (Matrix)R.Clone();
A.Subtract(R);
Z = new Matrix(A.RowCount, A.ColumnCount);
try
{
A.Subtract(S);
errorCount = try_failure(errorCount, "SubtractEquals conformance check... ", "nonconformance not raised");
}
catch (System.ArgumentException e)
{
try_success("SubtractEquals conformance check... ", "");
System.Console.Out.WriteLine(e.Message);
}
if ((A - Z).Norm1() != 0.0)
{
errorCount = try_failure(errorCount, "SubtractEquals... ", "(difference of identical Matrices is nonzero,\nSubsequent use of Subtract should be suspect)");
}
else
{
try_success("SubtractEquals... ", "");
}
A = (Matrix)R.Clone();
B = Matrix.Random(A.RowCount, A.ColumnCount);
C = A - B;
try
{
S = A + S;
errorCount = try_failure(errorCount, "Add conformance check... ", "nonconformance not raised");
}
catch (System.ArgumentException e)
{
try_success("Add conformance check... ", "");
System.Console.Out.WriteLine(e.Message);
}
try
{
check(C + B, A);
try_success("Add... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "Add... ", "(C = A - B, but C + B != A)");
System.Console.Out.WriteLine(e.Message);
}
C = A - B;
C.Add(B);
try
{
A.Add(S);
errorCount = try_failure(errorCount, "AddEquals conformance check... ", "nonconformance not raised");
}
catch (System.ArgumentException e)
{
try_success("AddEquals conformance check... ", "");
System.Console.Out.WriteLine(e.Message);
}
try
{
check(C, A);
try_success("AddEquals... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "AddEquals... ", "(C = A - B, but C = C + B != A)");
System.Console.Out.WriteLine(e.Message);
}
A = ((Matrix)R.Clone());
A.UnaryMinus();
try
{
check(A + R, Z);
try_success("UnaryMinus... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "uminus... ", "(-A + A != zeros)");
System.Console.Out.WriteLine(e.Message);
}
A = (Matrix)R.Clone();
O = new Matrix(A.RowCount, A.ColumnCount, 1.0);
try
{
Matrix.ArrayDivide(A, S);
errorCount = try_failure(errorCount, "ArrayRightDivide conformance check... ", "nonconformance not raised");
}
catch (System.ArgumentException e)
{
try_success("ArrayRightDivide conformance check... ", "");
System.Console.Out.WriteLine(e.Message);
}
C = Matrix.ArrayDivide(A, R);
try
{
check(C, O);
try_success("ArrayRightDivide... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "ArrayRightDivide... ", "(M./M != ones)");
System.Console.Out.WriteLine(e.Message);
}
try
{
A.ArrayDivide(S);
errorCount = try_failure(errorCount, "ArrayRightDivideEquals conformance check... ", "nonconformance not raised");
}
catch (System.ArgumentException e)
{
try_success("ArrayRightDivideEquals conformance check... ", "");
System.Console.Out.WriteLine(e.Message);
}
A.ArrayDivide(R);
try
{
check(A, O);
try_success("ArrayRightDivideEquals... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "ArrayRightDivideEquals... ", "(M./M != ones)");
System.Console.Out.WriteLine(e.Message);
}
A = (Matrix)R.Clone();
B = Matrix.Random(A.RowCount, A.ColumnCount);
try
{
S = Matrix.ArrayMultiply(A, S);
errorCount = try_failure(errorCount, "arrayTimes conformance check... ", "nonconformance not raised");
}
catch (System.ArgumentException e)
{
try_success("arrayTimes conformance check... ", "");
System.Console.Out.WriteLine(e.Message);
}
C = Matrix.ArrayMultiply(A, B);
try
{
C.ArrayDivide(B);
check(C, A);
try_success("arrayTimes... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "arrayTimes... ", "(A = R, C = A.*B, but C./B != A)");
System.Console.Out.WriteLine(e.Message);
}
try
{
A.ArrayMultiply(S);
errorCount = try_failure(errorCount, "ArrayMultiplyEquals conformance check... ", "nonconformance not raised");
}
catch (System.ArgumentException e)
{
try_success("ArrayMultiplyEquals conformance check... ", "");
System.Console.Out.WriteLine(e.Message);
}
A.ArrayMultiply(B);
try
{
A.ArrayDivide(B);
check(A, R);
try_success("ArrayMultiplyEquals... ", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "ArrayMultiplyEquals... ", "(A = R, A = A.*B, but A./B != R)");
System.Console.Out.WriteLine(e.Message);
}
// LA methods:
// Transpose
// Multiply
// Condition
// Rank
// Determinant
// trace
// Norm1
// norm2
// normF
// normInf
// Solve
// solveTranspose
// Inverse
// chol
// Eigen
// lu
// qr
// svd
print("\nTesting linear algebra methods...\n");
A = new Matrix(columnwise, 3);
T = new Matrix(tvals);
T = Matrix.Transpose(A);
try
{
check(Matrix.Transpose(A), T);
try_success("Transpose...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "Transpose()...", "Transpose unsuccessful");
System.Console.Out.WriteLine(e.Message);
}
Matrix.Transpose(A);
try
{
check(A.Norm1(), columnsummax);
try_success("Norm1...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "Norm1()...", "incorrect norm calculation");
System.Console.Out.WriteLine(e.Message);
}
try
{
check(A.NormInf(), rowsummax);
try_success("normInf()...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "normInf()...", "incorrect norm calculation");
System.Console.Out.WriteLine(e.Message);
}
try
{
check(A.NormF(), System.Math.Sqrt(sumofsquares));
try_success("normF...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "normF()...", "incorrect norm calculation");
System.Console.Out.WriteLine(e.Message);
}
try
{
check(A.Trace(), sumofdiagonals);
try_success("trace()...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "trace()...", "incorrect trace calculation");
System.Console.Out.WriteLine(e.Message);
}
try
{
check(A.GetMatrix(0, A.RowCount - 1, 0, A.RowCount - 1).Determinant(), 0.0);
try_success("Determinant()...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "Determinant()...", "incorrect determinant calculation");
System.Console.Out.WriteLine(e.Message);
}
SQ = new Matrix(square);
try
{
check(A * Matrix.Transpose(A), SQ);
try_success("Multiply(Matrix)...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "Multiply(Matrix)...", "incorrect Matrix-Matrix product calculation");
System.Console.Out.WriteLine(e.Message);
}
try
{
check(0.0 * A, Z);
try_success("Multiply(double)...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "Multiply(double)...", "incorrect Matrix-scalar product calculation");
System.Console.Out.WriteLine(e.Message);
}
A = new Matrix(columnwise, 4);
QRDecomposition QR = A.QRD();
R = QR.R;
try
{
check(A, QR.Q * R);
try_success("QRDecomposition...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "QRDecomposition...", "incorrect QR decomposition calculation");
System.Console.Out.WriteLine(e.Message);
}
SingularValueDecomposition SVD = A.SVD();
try
{
check(A, SVD.LeftSingularVectors * (SVD.S * Matrix.Transpose(SVD.RightSingularVectors)));
try_success("SingularValueDecomposition...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "SingularValueDecomposition...", "incorrect singular value decomposition calculation");
System.Console.Out.WriteLine(e.Message);
}
DEF = new Matrix(rankdef);
try
{
check(DEF.Rank(), System.Math.Min(DEF.RowCount, DEF.ColumnCount) - 1);
try_success("Rank()...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "Rank()...", "incorrect Rank calculation");
System.Console.Out.WriteLine(e.Message);
}
B = new Matrix(condmat);
SVD = B.SVD();
double[] singularvalues = SVD.SingularValues;
try
{
check(B.Condition(), singularvalues[0] / singularvalues[System.Math.Min(B.RowCount, B.ColumnCount) - 1]);
try_success("Condition()...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "Condition()...", "incorrect condition number calculation");
System.Console.Out.WriteLine(e.Message);
}
int n = A.ColumnCount;
A = A.GetMatrix(0, n - 1, 0, n - 1);
A[0, 0] = 0.0;
LUDecomposition LU = A.LUD();
try
{
check(A.GetMatrix(LU.Pivot, 0, n - 1), LU.L * LU.U);
try_success("LUDecomposition...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "LUDecomposition...", "incorrect LU decomposition calculation");
System.Console.Out.WriteLine(e.Message);
}
X = A.Inverse();
try
{
check(A * X, Matrix.Identity(3, 3));
try_success("Inverse()...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "Inverse()...", "incorrect Inverse calculation");
System.Console.Out.WriteLine(e.Message);
}
O = new Matrix(SUB.RowCount, 1, 1.0);
SOL = new Matrix(sqSolution);
SQ = SUB.GetMatrix(0, SUB.RowCount - 1, 0, SUB.RowCount - 1);
try
{
check(SQ.Solve(SOL), O);
try_success("Solve()...", "");
}
catch (System.ArgumentException e1)
{
errorCount = try_failure(errorCount, "Solve()...", e1.Message);
System.Console.Out.WriteLine(e1.Message);
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "Solve()...", e.Message);
System.Console.Out.WriteLine(e.Message);
}
A = new Matrix(pvals);
CholeskyDecomposition Chol = A.chol();
Matrix L = Chol.GetL();
try
{
check(A, L * Matrix.Transpose(L));
try_success("CholeskyDecomposition...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "CholeskyDecomposition...", "incorrect Cholesky decomposition calculation");
System.Console.Out.WriteLine(e.Message);
}
X = Chol.Solve(Matrix.Identity(3, 3));
try
{
check(A * X, Matrix.Identity(3, 3));
try_success("CholeskyDecomposition Solve()...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "CholeskyDecomposition Solve()...", "incorrect Choleskydecomposition Solve calculation");
System.Console.Out.WriteLine(e.Message);
}
EigenvalueDecomposition Eig = A.Eigen();
Matrix D = Eig.BlockDiagonal;
Matrix V = Eig.EigenVectors;
try
{
check(A * V, V * D);
try_success("EigenvalueDecomposition (symmetric)...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "EigenvalueDecomposition (symmetric)...", "incorrect symmetric Eigenvalue decomposition calculation");
System.Console.Out.WriteLine(e.Message);
}
A = new Matrix(evals);
Eig = A.Eigen();
D = Eig.BlockDiagonal;
V = Eig.EigenVectors;
try
{
check(A * V, V * D);
try_success("EigenvalueDecomposition (nonsymmetric)...", "");
}
catch (System.SystemException e)
{
errorCount = try_failure(errorCount, "EigenvalueDecomposition (nonsymmetric)...", "incorrect nonsymmetric Eigenvalue decomposition calculation");
System.Console.Out.WriteLine(e.Message);
}
print("\nTestMatrix completed.\n");
print("Total errors reported: " + System.Convert.ToString(errorCount) + "\n");
print("Total warnings reported: " + System.Convert.ToString(warningCount) + "\n");
if (errorCount > 0)
{
throw new Exception("Errors reported.");
}
}