public void DEF()
{
double[][] rankdef = { new double[] { 1.0, 4.0, 7.0, 10.0 }, new double[] { 2.0, 5.0, 8.0, 11.0 }, new double[] { 3.0, 6.0, 9.0, 12.0 } };
GeneralMatrix def = new GeneralMatrix(rankdef);
Assert.IsTrue(GeneralTests.Check(def.Rank(), System.Math.Min(def.RowDimension, def.ColumnDimension) - 1));
}
public void SetElement()
{
B.SetElement(ib, jb, 0.0);
double tmp = B.GetElement(ib, jb);
Assert.IsTrue(GeneralTests.Check(0.0, tmp));
}
public void SingularValueDecomposition()
{
GeneralMatrix A = new GeneralMatrix(columnwise, 4);
SingularValueDecomposition SVD = A.SVD();
Assert.IsTrue(GeneralTests.Check(A, SVD.GetU().Multiply(SVD.S.Multiply(SVD.GetV().Transpose()))));
}
public void MultiplyTranspose()
{
double[][] square = { new double[] { 166.0, 188.0, 210.0 }, new double[] { 188.0, 214.0, 240.0 }, new double[] { 210.0, 240.0, 270.0 } };
GeneralMatrix sq = new GeneralMatrix(square);
Assert.IsTrue(GeneralTests.Check(A.Multiply(A.Transpose()), sq));
}
public void SetSubMatrix()
{
B.SetMatrix(ib, ie, jb, je, SUB);
GeneralMatrix NewSub = B.GetMatrix(ib, ie, jb, je);
Assert.IsTrue(GeneralTests.Check(SUB, NewSub));
}
public void SubstractAndAdd()
{
GeneralMatrix B = GeneralMatrix.Random(A.RowDimension, A.ColumnDimension);
GeneralMatrix C = A.Subtract(B);
Assert.IsTrue(GeneralTests.Check(C.Add(B), A));
}
public void Inverse()
{
GeneralMatrix r = GeneralMatrix.Random(4, 4);
GeneralMatrix iR = r.Inverse();
Assert.IsTrue(GeneralTests.Check(r.Multiply(iR), GeneralMatrix.Identity(4, 4)));
}
public void RightDivide()
{
A = R.Copy();
GeneralMatrix C = A.ArrayRightDivide(R);
Assert.IsTrue(GeneralTests.Check(C, O));
}
public void ArrayMultiplyEquals()
{
A = R.Copy();
GeneralMatrix B = GeneralMatrix.Random(A.RowDimension, A.ColumnDimension);
A.ArrayMultiplyEquals(B);
Assert.IsTrue(GeneralTests.Check(A.ArrayRightDivideEquals(B), R));
}
public void SetMatrix3()
{
B.SetMatrix(ib, ie, jb, je, SUB);
GeneralMatrix C = B.GetMatrix(ib, ie, jb, je);
Assert.IsTrue(GeneralTests.Check(C, SUB));
}
public void SingularValues()
{
double[][] condmat = { new double[] { 1.0, 3.0 }, new double[] { 7.0, 9.0 } };
GeneralMatrix B = new GeneralMatrix(condmat);
SingularValueDecomposition SVD = B.SVD();
double[] singularvalues = SVD.SingularValues;
Assert.IsTrue(GeneralTests.Check(B.Condition(), singularvalues[0] / singularvalues[System.Math.Min(B.RowDimension, B.ColumnDimension) - 1]));
}
public void QRDecomposition()
{
GeneralMatrix A = new GeneralMatrix(columnwise, 4);
QRDecomposition QR = A.QRD();
GeneralMatrix R = QR.R;
Assert.IsTrue(GeneralTests.Check(A, QR.Q.Multiply(R)));
}
public void CholeskyDecomposition2()
{
double[][] pvals = { new double[] { 1.0, 1.0, 1.0 }, new double[] { 1.0, 2.0, 3.0 }, new double[] { 1.0, 3.0, 6.0 } };
GeneralMatrix A = new GeneralMatrix(pvals);
CholeskyDecomposition chol = A.chol();
GeneralMatrix X = chol.Solve(GeneralMatrix.Identity(3, 3));
Assert.IsTrue(GeneralTests.Check(A.Multiply(X), GeneralMatrix.Identity(3, 3)));
}
public void CholeskyDecomposition1()
{
double[][] pvals = { new double[] { 1.0, 1.0, 1.0 }, new double[] { 1.0, 2.0, 3.0 }, new double[] { 1.0, 3.0, 6.0 } };
GeneralMatrix A = new GeneralMatrix(pvals);
CholeskyDecomposition chol = A.chol();
GeneralMatrix L = chol.GetL();
Assert.IsTrue(GeneralTests.Check(A, L.Multiply(L.Transpose())));
}
public void EigenValueDecomposition2()
{
double[][] evals = { new double[] { 0.0, 1.0, 0.0, 0.0 }, new double[] { 1.0, 0.0, 2e-7, 0.0 }, new double[] { 0.0, -2e-7, 0.0, 1.0 }, new double[] { 0.0, 0.0, 1.0, 0.0 } };
GeneralMatrix A = new GeneralMatrix(evals);
EigenvalueDecomposition Eig = A.Eigen();
GeneralMatrix D = Eig.D;
GeneralMatrix V = Eig.GetV();
Assert.IsTrue(GeneralTests.Check(A.Multiply(V), V.Multiply(D)));
}
public void LUDecomposition()
{
GeneralMatrix A = new GeneralMatrix(columnwise, 4);
int n = A.ColumnDimension;
A = A.GetMatrix(0, n - 1, 0, n - 1);
A.SetElement(0, 0, 0.0);
LUDecomposition LU = A.LUD();
Assert.IsTrue(GeneralTests.Check(A.GetMatrix(LU.Pivot, 0, n - 1), LU.L.Multiply(LU.U)));
}
public void SolveLinear()
{
double[][] subavals = { new double[] { 5.0, 8.0, 11.0 }, new double[] { 6.0, 9.0, 12.0 } };
double[][] sqSolution = { new double[] { 13.0 }, new double[] { 15.0 } };
GeneralMatrix sub = new GeneralMatrix(subavals);
GeneralMatrix o = new GeneralMatrix(sub.RowDimension, 1, 1.0);
GeneralMatrix sol = new GeneralMatrix(sqSolution);
GeneralMatrix sq = sub.GetMatrix(0, sub.RowDimension - 1, 0, sub.RowDimension - 1);
Assert.IsTrue(GeneralTests.Check(sq.Solve(sol), o));
}
public void SubMatrixWithRowIndexSetColumnIndexSet()
{
double[][] avals = { new double[] { 1.0, 4.0, 7.0, 10.0 }, new double[] { 2.0, 5.0, 8.0, 11.0 }, new double[] { 3.0, 6.0, 9.0, 12.0 } };
double[][] subavals = { new double[] { 5.0, 8.0, 11.0 }, new double[] { 6.0, 9.0, 12.0 } };
int[] rowindexset = new int[] { 1, 2 };
int[] columnindexset = new int[] { 1, 2, 3 };
GeneralMatrix B = new GeneralMatrix(avals);
M = B.GetMatrix(rowindexset, columnindexset);
SUB = new GeneralMatrix(subavals);
Assert.IsTrue(GeneralTests.Check(SUB, M));
}
public void SubMatrixWithColumnIndex()
{
int ib = 1, ie = 2; /* index ranges for sub GeneralMatrix */
double[][] avals = { new double[] { 1.0, 4.0, 7.0, 10.0 }, new double[] { 2.0, 5.0, 8.0, 11.0 }, new double[] { 3.0, 6.0, 9.0, 12.0 } };
double[][] subavals = { new double[] { 5.0, 8.0, 11.0 }, new double[] { 6.0, 9.0, 12.0 } };
GeneralMatrix B = new GeneralMatrix(avals);
M = B.GetMatrix(ib, ie, columnindexset);
SUB = new GeneralMatrix(subavals);
Assert.IsTrue(GeneralTests.Check(SUB, M));
}
public void SubMatrixWithRowIndexSet()
{
int jb = 1, je = 3; /* index ranges for sub GeneralMatrix */
double[][] avals = { new double[] { 1.0, 4.0, 7.0, 10.0 }, new double[] { 2.0, 5.0, 8.0, 11.0 }, new double[] { 3.0, 6.0, 9.0, 12.0 } };
double[][] subavals = { new double[] { 5.0, 8.0, 11.0 }, new double[] { 6.0, 9.0, 12.0 } };
int[] rowindexset = new int[] { 1, 2 };
GeneralMatrix B = new GeneralMatrix(avals);
M = B.GetMatrix(rowindexset, jb, je);
SUB = new GeneralMatrix(subavals);
Assert.IsTrue(GeneralTests.Check(SUB, M));
}
public void SetMatrix1()
{
B.SetMatrix(ib, ie, jb, je, M);
Assert.IsTrue(GeneralTests.Check(M.Subtract(B.GetMatrix(ib, ie, jb, je)), M));
}
public void SetMatrix4()
{
B.SetMatrix(rowindexset, jb, je, M);
Assert.IsTrue(GeneralTests.Check(M.Subtract(B.GetMatrix(rowindexset, jb, je)), M));
}
public void MultiplyZero()
{
GeneralMatrix Z = new GeneralMatrix(A.RowDimension, A.ColumnDimension);
Assert.IsTrue(GeneralTests.Check(A.Multiply(0.0), Z));
}
public void Transpose6()
{
A.Transpose();
Assert.IsTrue(GeneralTests.Check(A.GetMatrix(0, A.RowDimension - 1, 0, A.RowDimension - 1).Determinant(), 0.0));
}
public void Transpose4()
{
A.Transpose();
Assert.IsTrue(GeneralTests.Check(A.NormF(), System.Math.Sqrt(sumofsquares)));
}
public void Transpose3()
{
A.Transpose();
Assert.IsTrue(GeneralTests.Check(A.NormInf(), rowsummax));
}
public void Transpose2()
{
A.Transpose();
Assert.IsTrue(GeneralTests.Check(A.Norm1(), columnsummax));
}
public void Transpose1()
{
T = A.Transpose();
Assert.IsTrue(GeneralTests.Check(A.Transpose(), T));
}
public void SetMatrix2()
{
B.SetMatrix(ib, ie, columnindexset, M);
Assert.IsTrue(GeneralTests.Check(M.Subtract(B.GetMatrix(ib, ie, columnindexset)), M));
}
public void Transpose5()
{
A.Transpose();
Assert.IsTrue(GeneralTests.Check(A.Trace(), sumofdiagonals));
}