public void LUDecomposition_CalculateLUMatrices_ReturnsAsExpected()
{
var luDecomposition = new LUDecomposition();
var matrix = new Matrix(2, 2, new double[, ] {
{ 4, 3 }, { 6, 3 }
});
var expectedL = new Matrix(2, 2, new double[, ] {
{ 1, 0 }, { 1.5, 1 }
});
var expectedU = new Matrix(2, 2, new double[, ] {
{ 4, 3 }, { 0, -1.5 }
});
var(l, u) = luDecomposition.Decompose(matrix);
Assert.AreEqual(expectedL, l);
Assert.AreEqual(expectedU, u);
}
public void When_Decompose_Matrix_With_LU()
{
Matrix matrix = new double[][]
{
new double[] { 6, 8, 2 },
new double[] { -6, 7, -4 },
new double[] { 2, -4, 3 }
};
var decompose = LUDecomposition.Decompose(matrix);
var result = (decompose.L * decompose.U).Evaluate();
Assert.Equal(6, result.GetValue(0, 0).GetNumber());
Assert.Equal(8, result.GetValue(0, 1).GetNumber());
Assert.Equal(2, result.GetValue(0, 2).GetNumber());
Assert.Equal(-6, result.GetValue(1, 0).GetNumber());
Assert.Equal(7, result.GetValue(1, 1).GetNumber());
Assert.Equal(-4, result.GetValue(1, 2).GetNumber());
Assert.Equal(2, result.GetValue(2, 0).GetNumber());
Assert.Equal(-4, System.Math.Round(result.GetValue(2, 1).GetNumber()));
Assert.Equal(3, result.GetValue(2, 2).GetNumber());
}
