public void InverseTest()
{
double[,] value =
{
{ 2, 3, 0 },
{ -1, 2, 1 },
{ 0, -1, 3 }
};
double[,] expectedInverse =
{
{ 0.3043, -0.3913, 0.1304 },
{ 0.1304, 0.2609, -0.0870 },
{ 0.0435, 0.0870, 0.3043 },
};
var target = new LuDecomposition(value);
double[,] actualInverse = target.Inverse();
Assert.IsTrue(Matrix.IsEqual(expectedInverse, actualInverse, 0.001));
Assert.IsTrue(Matrix.IsEqual(value, target.Reverse()));
var target2 = new JaggedLuDecomposition(value.ToJagged());
actualInverse = target2.Inverse().ToMatrix();
Assert.IsTrue(Matrix.IsEqual(expectedInverse, actualInverse, 0.001));
Assert.IsTrue(Matrix.IsEqual(value, target2.Reverse()));
}
public void SolveTest1()
{
double[,] value =
{
{ 2, 3, 0 },
{ -1, 2, 1 },
{ 0, -1, 3 }
};
double[] rhs = { 5, 0, 1 };
double[] expected =
{
1.6522,
0.5652,
0.5217,
};
var target = new LuDecomposition(value);
double[] actual = target.Solve(rhs);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 1e-3));
Assert.IsTrue(Matrix.IsEqual(value, target.Reverse()));
var target2 = new JaggedLuDecomposition(value.ToJagged());
actual = target2.Solve(rhs);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 1e-3));
Assert.IsTrue(Matrix.IsEqual(value, target2.Reverse()));
}
public void SolveTest1()
{
double[,] value =
{
{ 2, 3, 0 },
{ -1, 2, 1 },
{ 0, -1, 3 }
};
double[] rhs = { 5, 0, 1 };
double[] expected =
{
1.6522,
0.5652,
0.5217,
};
var target = new LuDecomposition(value);
double[] actual = target.Solve(rhs);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 1e-3));
Assert.IsTrue(Matrix.IsEqual(value, target.Reverse()));
var target2 = new JaggedLuDecomposition(value.ToJagged());
actual = target2.Solve(rhs);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 1e-3));
Assert.IsTrue(Matrix.IsEqual(value, target2.Reverse()));
}
public void JaggedDeterminantTest()
{
double[,] value =
{
{ 2, 3, 0 },
{ -1, 2, 1 },
{ 0, -1, 3 }
};
var lu = new JaggedLuDecomposition(value.ToJagged());
Assert.AreEqual(23, lu.Determinant);
Assert.IsTrue(lu.Nonsingular);
}
public void SolveTest4()
{
double[,] value =
{
{ 2.1, 3.1 },
{ 1.6, 4.2 },
};
double[] rhs = { 6.1, 4.3 };
double[] expected = { 3.1839, -0.1891 };
var target1 = new LuDecomposition(value);
var target2 = new JaggedLuDecomposition(value.ToJagged());
Assert.IsTrue(Matrix.IsEqual(expected, target1.Solve(rhs), 1e-3));
Assert.IsTrue(Matrix.IsEqual(expected, target2.Solve(rhs), 1e-3));
}
public void InverseTestNaN()
{
int n = 5;
var I = Matrix.Identity(n);
for (int i = 0; i < n; i++)
{
for (int j = 0; j < n; j++)
{
double[,] value = Matrix.Magic(n);
value[i, j] = double.NaN;
var target = new LuDecomposition(value);
Assert.IsTrue(Matrix.IsEqual(target.Solve(I), target.Inverse()));
var target2 = new JaggedLuDecomposition(value.ToJagged());
Assert.IsTrue(Matrix.IsEqual(target2.Solve(I.ToJagged()), target2.Inverse()));
}
}
}
public void InverseTestNaN()
{
int n = 5;
var I = Matrix.Identity(n);
for (int i = 0; i < n; i++)
{
for (int j = 0; j < n; j++)
{
double[,] value = Matrix.Magic(n);
value[i, j] = double.NaN;
var target = new LuDecomposition(value);
Assert.IsTrue(Matrix.IsEqual(target.Solve(I), target.Inverse()));
var target2 = new JaggedLuDecomposition(value.ToJagged());
Assert.IsTrue(Matrix.IsEqual(target2.Solve(I.ToJagged()), target2.Inverse()));
}
}
}
public void LuDecompositionConstructorTest()
{
#region doc_ctor
// Let's say we would like to compute the
// LU decomposition of the following matrix:
double[][] matrix =
{
new double[] { 2, -1, 0 },
new double[] { -1, 2, -1 },
new double[] { 0, -1, 2 }
};
// Compute the LU decomposition with:
var lu = new JaggedLuDecomposition(matrix);
// Retrieve the lower triangular factor L:
double[][] L = lu.LowerTriangularFactor;
// Should be equal to
double[][] expectedL =
{
new double[] { 1.0000, 0, 0 },
new double[] { -0.5000, 1.0000, 0 },
new double[] { 0, -0.6667, 1.0000 },
};
// Retrieve the upper triangular factor U:
double[][] U = lu.UpperTriangularFactor;
// Should be equal to
double[][] expectedU =
{
new double[] { 2.0000, -1.0000, 0 },
new double[] { 0, 1.5000, -1.0000 },
new double[] { 0, 0, 1.3333 },
};
// Certify that the decomposition has worked as expected by
// trying to reconstruct the original matrix with R = L * U:
double[][] reconstruction = L.Dot(U);
// reconstruction should be equal to
// {
// { 2, -1, 0 },
// { -1, 2, -1 },
// { 0, -1, 2 }
// };
#endregion
Assert.IsTrue(Matrix.IsEqual(matrix, reconstruction, 1e-4));
Assert.IsTrue(Matrix.IsEqual(expectedL, L, 1e-4));
Assert.IsTrue(Matrix.IsEqual(expectedU, U, 1e-4));
lu = new JaggedLuDecomposition(matrix.Transpose(), true);
L = lu.LowerTriangularFactor;
U = lu.UpperTriangularFactor;
Assert.IsTrue(Matrix.IsEqual(expectedL, L, 0.001));
Assert.IsTrue(Matrix.IsEqual(expectedU, U, 0.001));
}
public void InverseTest()
{
double[,] value =
{
{ 2, 3, 0 },
{ -1, 2, 1 },
{ 0, -1, 3 }
};
double[,] expectedInverse =
{
{ 0.3043, -0.3913, 0.1304 },
{ 0.1304, 0.2609, -0.0870 },
{ 0.0435, 0.0870, 0.3043 },
};
var target = new LuDecomposition(value);
double[,] actualInverse = target.Inverse();
Assert.IsTrue(Matrix.IsEqual(expectedInverse, actualInverse, 0.001));
Assert.IsTrue(Matrix.IsEqual(value, target.Reverse()));
var target2 = new JaggedLuDecomposition(value.ToJagged());
actualInverse = target2.Inverse().ToMatrix();
Assert.IsTrue(Matrix.IsEqual(expectedInverse, actualInverse, 0.001));
Assert.IsTrue(Matrix.IsEqual(value, target2.Reverse()));
}
public void JaggedDeterminantTest()
{
double[,] value =
{
{ 2, 3, 0 },
{ -1, 2, 1 },
{ 0, -1, 3 }
};
var lu = new JaggedLuDecomposition(value.ToJagged());
Assert.AreEqual(23, lu.Determinant);
Assert.IsTrue(lu.Nonsingular);
}
public void SolveTest4()
{
double[,] value =
{
{ 2.1, 3.1 },
{ 1.6, 4.2 },
};
double[] rhs = { 6.1, 4.3 };
double[] expected = { 3.1839, -0.1891 };
var target1 = new LuDecomposition(value);
var target2 = new JaggedLuDecomposition(value.ToJagged());
Assert.IsTrue(Matrix.IsEqual(expected, target1.Solve(rhs), 1e-3));
Assert.IsTrue(Matrix.IsEqual(expected, target2.Solve(rhs), 1e-3));
}
