public void NonSymmFactorTest() { DoubleMatrix b = new DoubleMatrix(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; DoubleCholeskyDecomp dcd = new DoubleCholeskyDecomp(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 GetInverseNotPositiveDefiniteTest() { DoubleMatrix a = new DoubleMatrix(3, 3); DoubleCholeskyDecomp dcd = new DoubleCholeskyDecomp(a); dcd.GetInverse(); }
static DoubleCholeskyDecompTest() { DoubleMatrix a = new DoubleMatrix(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 DoubleCholeskyDecomp(a); }
public void IsPositiveDefiniteTest() { Assert.IsTrue(cd.IsPositiveDefinite); DoubleMatrix b = new DoubleMatrix(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; DoubleCholeskyDecomp dcd = new DoubleCholeskyDecomp(b); Assert.IsFalse(dcd.IsPositiveDefinite); }
public void CDLong() { DoubleMatrix lm = new DoubleMatrix(3, 2); DoubleCholeskyDecomp lcd = new DoubleCholeskyDecomp(lm); }
public void CDWide() { DoubleMatrix wm = new DoubleMatrix(2, 3); DoubleCholeskyDecomp cd = new DoubleCholeskyDecomp(wm); }