public void Main()
{
// Create a matrix containing the
// lower triangular part of the symmetric matrix
// to be decomposed.
var data = new double[9] {
2,
2,
0,
0,
0,
0,
1,
0,
5
};
var matrix = DoubleMatrix.Dense(3, 3, data);
// Set the relevant triangular part.
bool lowerTriangularPart = true;
Console.WriteLine("Matrix to be decomposed:");
Console.WriteLine(DoubleMatrix.Dense(3, 3, new double[9] {
2,
2,
0,
2,
0,
0,
0,
0,
5
}));
// Compute the Spectral decomposition.
var eigenvalues = SpectralDecomposition.Decompose(
matrix,
lowerTriangularPart,
out DoubleMatrix eigenvectors);
Console.WriteLine();
Console.WriteLine("Eigenvalues:");
Console.WriteLine(eigenvalues);
Console.WriteLine();
Console.WriteLine("Eigenvectors:");
Console.WriteLine(eigenvectors);
Console.WriteLine();
Console.WriteLine("Matrix reconstruction:");
var l = eigenvalues;
var v = eigenvectors;
Console.WriteLine(v * l * v.Transpose());
}
/// Tests that method
/// <see cref="SpectralDecomposition
/// .Decompose(DoubleMatrix, bool, out DoubleMatrix)"/>,
/// has been properly implemented.
public static void Succeed(
TestableSpectralDecomposition <TestableDoubleMatrix, DoubleMatrix> testableSD)
{
var testableMatrix = testableSD.TestableMatrix;
#region Writable
// Dense, Lower
{
var actualValues = SpectralDecomposition.Decompose(
testableMatrix.AsDense,
lowerTriangularPart: true,
out DoubleMatrix actualVectors);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.Values,
actual: actualValues,
delta: SpectralDecompositionTest.Accuracy);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.VectorsIfLower,
actual: actualVectors,
delta: SpectralDecompositionTest.Accuracy);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.TestableMatrix.AsDense,
actual: actualVectors * actualValues
* actualVectors.Transpose(),
delta: SpectralDecompositionTest.Accuracy);
}
// Sparse, Lower
{
var actualValues = SpectralDecomposition.Decompose(
testableMatrix.AsSparse,
lowerTriangularPart: true,
out DoubleMatrix actualVectors);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.Values,
actual: actualValues,
delta: SpectralDecompositionTest.Accuracy);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.VectorsIfLower,
actual: actualVectors,
delta: SpectralDecompositionTest.Accuracy);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.TestableMatrix.AsDense,
actual: actualVectors * actualValues
* actualVectors.Transpose(),
delta: SpectralDecompositionTest.Accuracy);
}
// Dense, Upper
{
var actualValues = SpectralDecomposition.Decompose(
testableMatrix.AsDense,
lowerTriangularPart: false,
out DoubleMatrix actualVectors);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.Values,
actual: actualValues,
delta: SpectralDecompositionTest.Accuracy);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.VectorsIfUpper,
actual: actualVectors,
delta: SpectralDecompositionTest.Accuracy);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.TestableMatrix.AsDense,
actual: actualVectors * actualValues
* actualVectors.Transpose(),
delta: SpectralDecompositionTest.Accuracy);
}
// Sparse, Upper
{
var actualValues = SpectralDecomposition.Decompose(
testableMatrix.AsSparse,
lowerTriangularPart: false,
out DoubleMatrix actualVectors);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.Values,
actual: actualValues,
delta: SpectralDecompositionTest.Accuracy);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.VectorsIfUpper,
actual: actualVectors,
delta: SpectralDecompositionTest.Accuracy);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.TestableMatrix.AsDense,
actual: actualVectors * actualValues
* actualVectors.Transpose(),
delta: SpectralDecompositionTest.Accuracy);
}
#endregion
#region ReadOnly
// Dense, Lower
{
var actualValues = SpectralDecomposition.Decompose(
testableMatrix.AsDense.AsReadOnly(),
lowerTriangularPart: true,
out DoubleMatrix actualVectors);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.Values,
actual: actualValues,
delta: SpectralDecompositionTest.Accuracy);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.VectorsIfLower,
actual: actualVectors,
delta: SpectralDecompositionTest.Accuracy);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.TestableMatrix.AsDense,
actual: actualVectors * actualValues
* actualVectors.Transpose(),
delta: SpectralDecompositionTest.Accuracy);
}
// Sparse, Lower
{
var actualValues = SpectralDecomposition.Decompose(
testableMatrix.AsSparse.AsReadOnly(),
lowerTriangularPart: true,
out DoubleMatrix actualVectors);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.Values,
actual: actualValues,
delta: SpectralDecompositionTest.Accuracy);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.VectorsIfLower,
actual: actualVectors,
delta: SpectralDecompositionTest.Accuracy);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.TestableMatrix.AsDense,
actual: actualVectors * actualValues
* actualVectors.Transpose(),
delta: SpectralDecompositionTest.Accuracy);
}
// Dense, Upper
{
var actualValues = SpectralDecomposition.Decompose(
testableMatrix.AsDense.AsReadOnly(),
lowerTriangularPart: false,
out DoubleMatrix actualVectors);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.Values,
actual: actualValues,
delta: SpectralDecompositionTest.Accuracy);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.VectorsIfUpper,
actual: actualVectors,
delta: SpectralDecompositionTest.Accuracy);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.TestableMatrix.AsDense,
actual: actualVectors * actualValues
* actualVectors.Transpose(),
delta: SpectralDecompositionTest.Accuracy);
}
// Sparse, Upper
{
var actualValues = SpectralDecomposition.Decompose(
testableMatrix.AsSparse.AsReadOnly(),
lowerTriangularPart: false,
out DoubleMatrix actualVectors);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.Values,
actual: actualValues,
delta: SpectralDecompositionTest.Accuracy);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.VectorsIfUpper,
actual: actualVectors,
delta: SpectralDecompositionTest.Accuracy);
DoubleMatrixAssert.AreEqual(
expected: testableSD
.TestableMatrix.AsDense,
actual: actualVectors * actualValues
* actualVectors.Transpose(),
delta: SpectralDecompositionTest.Accuracy);
}
#endregion
}
