static FloatCholeskyDecompTest()
{
FloatMatrix a = new FloatMatrix(3);
a[0,0] = 2;
a[0,1] = 1;
a[0,2] = 0;
a[1,0] = 1;
a[1,1] = 2;
a[1,2] = 0;
a[2,0] = 0;
a[2,1] = 0;
a[2,2] = 3;
cd = new FloatCholeskyDecomp(a);
}
public void NonSymmFactorTest()
{
FloatMatrix b = new FloatMatrix(3);
b[0,0] = 2;
b[0,1] = 1;
b[0,2] = 1;
b[1,0] = 1;
b[1,1] = 2;
b[1,2] = 0;
b[2,0] = 0;
b[2,1] = 0;
b[2,2] = 3;
FloatCholeskyDecomp dcd = new FloatCholeskyDecomp(b);
Assert.AreEqual(dcd.Factor[0,0],1.414,TOLERENCE);
Assert.AreEqual(dcd.Factor[0,1],0.000,TOLERENCE);
Assert.AreEqual(dcd.Factor[0,2],0.000,TOLERENCE);
Assert.AreEqual(dcd.Factor[1,0],0.707,TOLERENCE);
Assert.AreEqual(dcd.Factor[1,1],1.225,TOLERENCE);
Assert.AreEqual(dcd.Factor[1,2],0.000,TOLERENCE);
Assert.AreEqual(dcd.Factor[2,0],0.000,TOLERENCE);
Assert.AreEqual(dcd.Factor[2,1],0.000,TOLERENCE);
Assert.AreEqual(dcd.Factor[2,2],1.732,TOLERENCE);
}
public void CDLong()
{
FloatMatrix lm = new FloatMatrix(3,2);
FloatCholeskyDecomp lcd = new FloatCholeskyDecomp(lm);
}
public void CDWide()
{
FloatMatrix wm = new FloatMatrix(2,3);
FloatCholeskyDecomp wcd = new FloatCholeskyDecomp(wm);
}
public void GetInverseNotPositiveDefiniteTest()
{
FloatMatrix a = new FloatMatrix(3,3);
FloatCholeskyDecomp dcd = new FloatCholeskyDecomp(a);
dcd.GetInverse();
}
public void IsPositiveDefiniteTest()
{
Assert.IsTrue(cd.IsPositiveDefinite);
FloatMatrix b = new FloatMatrix(3);
b[0,0] = -2;
b[0,1] = 1;
b[0,2] = 0;
b[1,0] = 1;
b[1,1] = 2;
b[1,2] = 0;
b[2,0] = 0;
b[2,1] = 0;
b[2,2] = 3;
FloatCholeskyDecomp dcd = new FloatCholeskyDecomp(b);
Assert.IsFalse(dcd.IsPositiveDefinite);
}