static DoubleQRDecompTest()
{
DoubleMatrix a = new DoubleMatrix(3);
a[0,0] = -1.0;
a[0,1] = 5.0;
a[0,2] = 6.0;
a[1,0] = 3.0;
a[1,1] = -6.0;
a[1,2] = 1.0;
a[2,0] = 6.0;
a[2,1] = 8.0;
a[2,2] = 9.0;
qr = new DoubleQRDecomp(a);
a = new DoubleMatrix(2,3);
a[0,0] = -1.0;
a[0,1] = 5.0;
a[0,2] = 6.0;
a[1,0] = 3.0;
a[1,1] = -6.0;
a[1,2] = 1.0;
wqr = new DoubleQRDecomp(a);
a = new DoubleMatrix(3,2);
a[0,0] = -1.0;
a[0,1] = 5.0;
a[1,0] = 3.0;
a[1,1] = -6.0;
a[2,0] = 6.0;
a[2,1] = 8.0;
lqr = new DoubleQRDecomp(a);
}
public void NullTest()
{
DoubleQRDecomp test = new DoubleQRDecomp(null);
}
public void SolveMatrix()
{
DoubleMatrix b = new DoubleMatrix(3);
b[0,0] = 2;
b[0,1] = 2;
b[0,2] = 2;
b[1,0] = 13;
b[1,1] = 13;
b[1,2] = 13;
b[2,0] = 25;
b[2,1] = 25;
b[2,2] = 25;
DoubleMatrix x = qr.Solve(b);
Assert.AreEqual(x[0,0],2.965,TOLERENCE);
Assert.AreEqual(x[0,1],2.965,TOLERENCE);
Assert.AreEqual(x[0,2],2.965,TOLERENCE);
Assert.AreEqual(x[1,0],-0.479,TOLERENCE);
Assert.AreEqual(x[1,1],-0.479,TOLERENCE);
Assert.AreEqual(x[1,2],-0.479,TOLERENCE);
Assert.AreEqual(x[2,0],1.227,TOLERENCE);
Assert.AreEqual(x[2,1],1.227,TOLERENCE);
Assert.AreEqual(x[2,2],1.227,TOLERENCE);
b = new DoubleMatrix(3,2);
b[0,0] = 2;
b[0,1] = 2;
b[1,0] = 13;
b[1,1] = 13;
b[2,0] = 25;
b[2,1] = 25;
x = qr.Solve(b);
Assert.AreEqual(x[0,0],2.965,TOLERENCE);
Assert.AreEqual(x[0,1],2.965,TOLERENCE);
Assert.AreEqual(x[1,0],-0.479,TOLERENCE);
Assert.AreEqual(x[1,1],-0.479,TOLERENCE);
Assert.AreEqual(x[2,0],1.227,TOLERENCE);
Assert.AreEqual(x[2,1],1.227,TOLERENCE);
b = new DoubleMatrix(3,4);
b[0,0] = 2;
b[0,1] = 2;
b[0,2] = 2;
b[0,3] = 2;
b[1,0] = 13;
b[1,1] = 13;
b[1,2] = 13;
b[1,3] = 13;
b[2,0] = 25;
b[2,1] = 25;
b[2,2] = 25;
b[2,3] = 25;
x = qr.Solve(b);
Assert.AreEqual(x[0,0],2.965,TOLERENCE);
Assert.AreEqual(x[0,1],2.965,TOLERENCE);
Assert.AreEqual(x[0,2],2.965,TOLERENCE);
Assert.AreEqual(x[0,3],2.965,TOLERENCE);
Assert.AreEqual(x[1,0],-0.479,TOLERENCE);
Assert.AreEqual(x[1,1],-0.479,TOLERENCE);
Assert.AreEqual(x[1,2],-0.479,TOLERENCE);
Assert.AreEqual(x[1,3],-0.479,TOLERENCE);
Assert.AreEqual(x[2,0],1.227,TOLERENCE);
Assert.AreEqual(x[2,1],1.227,TOLERENCE);
Assert.AreEqual(x[2,2],1.227,TOLERENCE);
Assert.AreEqual(x[2,3],1.227,TOLERENCE);
DoubleMatrix A = new DoubleMatrix(4,3);
A[0,0] = -4.18;
A[0,1] = -5.011;
A[0,2] = -5.841;
A[1,0] = 4.986;
A[1,1] = 5.805;
A[1,2] = 6.624;
A[2,0] = 3.695;
A[2,1] = 3.687;
A[2,2] = 3.679;
A[3,0] = -5.489;
A[3,1] = -7.024;
A[3,2] = 8.56;
DoubleQRDecomp qrd = new DoubleQRDecomp(A);
DoubleMatrix B = new DoubleMatrix(4,1);
B[0,0] = 1;
B[1,0] = 4;
B[2,0] = 2;
B[3,0] = 1;
x = qrd.Solve(B);
Assert.AreEqual(x[0,0],2.73529,TOLERENCE);
Assert.AreEqual(x[1,0],-2.15822,TOLERENCE);
Assert.AreEqual(x[2,0], 0.0998564,TOLERENCE);
B = new DoubleMatrix(4,3);
B[0,0] = 1;
B[1,0] = 4;
B[2,0] = 2;
B[3,0] = 1;
B[0,1] = 1;
B[1,1] = 4;
B[2,1] = 2;
B[3,1] = 1;
B[0,2] = 1;
B[1,2] = 4;
B[2,2] = 2;
B[3,2] = 1;
x = qrd.Solve(B);
Assert.AreEqual(x[0,0],2.73529,TOLERENCE);
Assert.AreEqual(x[1,0],-2.15822,TOLERENCE);
Assert.AreEqual(x[2,0], 0.0998564,TOLERENCE);
Assert.AreEqual(x[0,1],2.73529,TOLERENCE);
Assert.AreEqual(x[1,1],-2.15822,TOLERENCE);
Assert.AreEqual(x[2,1], 0.0998564,TOLERENCE);
Assert.AreEqual(x[0,2],2.73529,TOLERENCE);
Assert.AreEqual(x[1,2],-2.15822,TOLERENCE);
Assert.AreEqual(x[2,2], 0.0998564,TOLERENCE);
}
