public void SolveTest1()
{
double[,] value =
{
{ 2, 3, 0 },
{ -1, 2, 1 },
{ 0, -1, 3 }
};
double[] rhs = { 5, 0, 1 };
double[] expected =
{
1.6522,
0.5652,
0.5217,
};
var target = new LuDecomposition(value);
double[] actual = target.Solve(rhs);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 1e-3));
Assert.IsTrue(Matrix.IsEqual(value, target.Reverse()));
var target2 = new JaggedLuDecomposition(value.ToJagged());
actual = target2.Solve(rhs);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 1e-3));
Assert.IsTrue(Matrix.IsEqual(value, target2.Reverse()));
}
public void InverseTest()
{
double[,] value =
{
{ 2, 3, 0 },
{ -1, 2, 1 },
{ 0, -1, 3 }
};
double[,] expectedInverse =
{
{ 0.3043, -0.3913, 0.1304 },
{ 0.1304, 0.2609, -0.0870 },
{ 0.0435, 0.0870, 0.3043 },
};
var target = new LuDecomposition(value);
double[,] actualInverse = target.Inverse();
Assert.IsTrue(Matrix.IsEqual(expectedInverse, actualInverse, 0.001));
Assert.IsTrue(Matrix.IsEqual(value, target.Reverse()));
var target2 = new JaggedLuDecomposition(value.ToJagged());
actualInverse = target2.Inverse().ToMatrix();
Assert.IsTrue(Matrix.IsEqual(expectedInverse, actualInverse, 0.001));
Assert.IsTrue(Matrix.IsEqual(value, target2.Reverse()));
}
public void SolveTransposeTest()
{
double[,] a =
{
{ 2, 1, 4 },
{ 6, 2, 2 },
{ 0, 1, 6 },
};
double[,] b =
{
{ 1, 0, 7 },
{ 5, 2, 1 },
{ 1, 5, 2 },
};
double[,] expected =
{
{ 0.5062, 0.2813, 0.0875 },
{ 0.1375, 1.1875, -0.0750 },
{ 0.8063, -0.2188, 0.2875 },
};
Assert.IsTrue(Matrix.IsEqual(expected, new LuDecomposition(b, true).SolveTranspose(a), 1e-3));
Assert.IsTrue(Matrix.IsEqual(expected, new JaggedLuDecomposition(b.ToJagged(), true).SolveTranspose(a.ToJagged()), 1e-3));
var target = new LuDecomposition(b, true);
var p = target.PivotPermutationVector;
int[] idx = p.ArgSort();
var r = target.LowerTriangularFactor.Dot(target.UpperTriangularFactor)
.Submatrix(idx, null).Transpose();
Assert.IsTrue(Matrix.IsEqual(b, r, 1e-3));
Assert.IsTrue(Matrix.IsEqual(b.Transpose(), target.Reverse(), 1e-3));
Assert.IsTrue(Matrix.IsEqual(b.Transpose(), new JaggedLuDecomposition(b.ToJagged(), true).Reverse(), 1e-3));
}