public void Test_SVD_Rectangular_Matrix()
{
double[,] A =
{
{ 79.2200, 03.5700 },
{ 95.9500, 84.9100 },
{ 65.5700, 93.4000 },
};
double[,] expected_U =
{
{ -0.343225213778742, +0.878072041895140, +0.333445560577190 },
{ -0.710225885367531, -0.010313122653119, -0.703898310308420 },
{ -0.614634561654683, -0.478417316516910, +0.627169217098794 },
};
double[,] expected_S =
{
{ 180.3990135626532, 000.0000000000000 },
{ 000.0000000000000, 056.4255678360587 },
{ 000.0000000000000, 000.0000000000000 },
};
double[,] expected_Vt =
{
{ -0.751878076634585, -0.659302174936711 },
{ +0.659302174936711, -0.751878076634585 },
};
double[,] actual_U, actual_S, actual_Vt;
ArrayMatrixUtils.SVD(A, out actual_U, out actual_S, out actual_Vt);
Assert.That(actual_U, Is.EqualTo(expected_U).Within(precision));
Assert.That(actual_S, Is.EqualTo(expected_S).Within(precision));
Assert.That(actual_Vt, Is.EqualTo(expected_Vt).Within(precision));
}
public void Test_SVD_Square_Matrix()
{
double[,] A =
{
{ -29.809999999999999, -84.807000000000002, -63.218000000000004 },
{ +02.650000000000000, -52.017000000000003, -52.009000000000000 },
{ -19.638000000000002, -75.335999999999999, -16.547000000000001 },
};
double[,] expected_U =
{
{ -0.729908087739305, -0.123505763730895, -0.672294957424195 },
{ -0.465764528149259, -0.630004873055934, +0.621415532670109 },
{ -0.500297499264836, +0.766707366764547, +0.402321048390866 },
};
double[,] expected_S =
{
{ 149.7913869700865, 000.0000000000000, 000.0000000000000 },
{ 000.0000000000000, 034.0373717936407, 000.0000000000000 },
{ 000.0000000000000, 000.0000000000000, 015.2993660966482 },
};
double[,] expected_Vt =
{
{ +0.202609288827379, +0.826612287707770, +0.525034857786977 },
{ -0.383237737754462, -0.426459172115321, +0.819305444190112 },
{ +0.901153878336938, -0.367212064520276, +0.230384433564968 },
};
double[,] actual_U, actual_S, actual_Vt;
ArrayMatrixUtils.SVD(A, out actual_U, out actual_S, out actual_Vt);
Assert.That(actual_U, Is.EqualTo(expected_U).Within(precision));
Assert.That(actual_S, Is.EqualTo(expected_S).Within(precision));
Assert.That(actual_Vt, Is.EqualTo(expected_Vt).Within(precision));
}