private static void TestSystemSolutionFullUpper()
{
int n = SymmPosDef10by10.Order;
var A = Matrix.CreateFromArray(SymmPosDef10by10.Matrix);
var b = SymmPosDef10by10.Rhs;
var xExpected = SymmPosDef10by10.Lhs;
// Factorization
CholeskyFactorizations.FactorizeFullUpper2(A.NumColumns, A, pivotTolerance);
// Forward substitution
var x1Computed = new double[n];
var x2Computed = new double[n];
CholeskyFactorizations.ForwardSubstitutionFullUpper(n, A, b, x1Computed);
CholeskyFactorizations.ForwardSubstitutionFullUpper(n, A, b, x2Computed);
// Back substitution - column / vector version
CholeskyFactorizations.BackSubstitutionFullUpper1(n, A, x1Computed);
comparer.AssertEqual(xExpected, x1Computed);
// Back substitution - dot version
CholeskyFactorizations.BackSubstitutionFullUpper2(n, A, x2Computed);
comparer.AssertEqual(xExpected, x2Computed);
}
private static void TestFactorizeFullUpper2()
{
// positive definite
var A1 = Matrix.CreateFromArray(SymmPosDef10by10.Matrix);
var U1Expected = Matrix.CreateFromArray(SymmPosDef10by10.FactorU);
CholeskyFactorizations.FactorizeFullUpper2(A1.NumColumns, A1, pivotTolerance);
var U1Computed = Matrix.CreateFromArray(Conversions.FullUpperColMajorToArray2D(A1.RawData, false));
comparer.AssertEqual(U1Expected, U1Computed);
}