public void InverseTest1()
{
float[][] value = // positive-definite
{
new float[] { 2, -1, 0 },
new float[] { -1, 2, -1 },
new float[] { 0, -1, 2 }
};
JaggedCholeskyDecompositionF chol = new JaggedCholeskyDecompositionF(value, robust: false);
float[][] L = chol.LeftTriangularFactor;
float[][] expected =
{
new float[] { 0.750f, 0.500f, 0.250f },
new float[] { 0.500f, 1.000f, 0.500f },
new float[] { 0.250f, 0.500f, 0.750f },
};
float[][] actual = chol.Inverse();
for (int i = 0; i < actual.Length; i++)
{
for (int j = 0; j < actual.Length; j++)
{
Assert.AreEqual(expected[i][j], actual[i][j], 1e-6f);
}
}
}
public void InverseTest()
{
float[][] value = // not positive-definite
{
new float[] { 6, -1, 2, 6 },
new float[] { -1, 3, -3, -2 },
new float[] { 2, -3, 2, 0 },
new float[] { 6, -2, 0, 0 },
};
JaggedCholeskyDecompositionF chol = new JaggedCholeskyDecompositionF(value, robust: true);
float[][] L = chol.LeftTriangularFactor;
float[][] expected =
{
new float[] { 0.400f, 1.200f, 1.400f, -0.500f },
new float[] { 1.200f, 3.600f, 4.200f, -2.000f },
new float[] { 1.400f, 4.200f, 5.400f, -2.500f },
new float[] { -0.500f, -2.000f, -2.500f, 1.000f },
};
float[][] actual = chol.Inverse();
Assert.IsTrue(Matrix.IsEqual(expected, actual, 1e-6f));
}
public void InverseTest1()
{
float[][] value = // positive-definite
{
new float[] { 2, -1, 0 },
new float[] { -1, 2, -1 },
new float[] { 0, -1, 2 }
};
var chol = new JaggedCholeskyDecompositionF(value, robust: false);
Assert.IsTrue(chol.IsPositiveDefinite);
float[][] L = chol.LeftTriangularFactor;
float[][] expected =
{
new float[] { 0.750f, 0.500f, 0.250f },
new float[] { 0.500f, 1.000f, 0.500f },
new float[] { 0.250f, 0.500f, 0.750f },
};
float[][] actual = chol.Inverse();
Assert.IsTrue(actual.IsEqual(expected, 1e-5f));
float[][] inv = chol.Solve(Jagged.Identity <float>(3));
Assert.IsTrue(inv.IsEqual(expected, 1e-5f));
}
public void InverseTest1()
{
float[][] value = // positive-definite
{
new float[] { 2, -1, 0 },
new float[] { -1, 2, -1 },
new float[] { 0, -1, 2 }
};
JaggedCholeskyDecompositionF chol = new JaggedCholeskyDecompositionF(value, robust: false);
float[][] L = chol.LeftTriangularFactor;
float[][] expected =
{
new float[] { 0.750f, 0.500f, 0.250f },
new float[] { 0.500f, 1.000f, 0.500f },
new float[] { 0.250f, 0.500f, 0.750f },
};
float[][] actual = chol.Inverse();
for (int i = 0; i < actual.Length; i++)
for (int j = 0; j < actual.Length; j++)
Assert.AreEqual(expected[i][j], actual[i][j], 1e-6f);
}
public void InverseTest()
{
float[][] value = // not positive-definite
{
new float[] { 6, -1, 2, 6 },
new float[] { -1, 3, -3, -2 },
new float[] { 2, -3, 2, 0 },
new float[] { 6, -2, 0, 0 },
};
JaggedCholeskyDecompositionF chol = new JaggedCholeskyDecompositionF(value, robust: true);
float[][] L = chol.LeftTriangularFactor;
float[][] expected =
{
new float[] { 0.400f, 1.200f, 1.400f, -0.500f },
new float[] { 1.200f, 3.600f, 4.200f, -2.000f },
new float[] { 1.400f, 4.200f, 5.400f, -2.500f },
new float[] { -0.500f, -2.000f, -2.500f, 1.000f },
};
float[][] actual = chol.Inverse();
Assert.IsTrue(Matrix.IsEqual(expected, actual, 1e-6f));
}
public void InverseTest1()
{
float[][] value = // positive-definite
{
new float[] { 2, -1, 0 },
new float[] { -1, 2, -1 },
new float[] { 0, -1, 2 }
};
var chol = new JaggedCholeskyDecompositionF(value, robust: false);
Assert.IsTrue(chol.IsPositiveDefinite);
float[][] L = chol.LeftTriangularFactor;
float[][] expected =
{
new float[] { 0.750f, 0.500f, 0.250f },
new float[] { 0.500f, 1.000f, 0.500f },
new float[] { 0.250f, 0.500f, 0.750f },
};
float[][] actual = chol.Inverse();
Assert.IsTrue(actual.IsEqual(expected, 1e-5f));
float[][] inv = chol.Solve(Jagged.Identity<float>(3));
Assert.IsTrue(inv.IsEqual(expected, 1e-5f));
}