public void SquareDecomp()
{
ComplexFloatMatrix a = new ComplexFloatMatrix(3);
a[0,0] = new ComplexFloat(1.1f, 1.1f);
a[0,1] = new ComplexFloat(2.2f, -2.2f);
a[0,2] = new ComplexFloat(3.3f, 3.3f);
a[1,0] = new ComplexFloat(4.4f, -4.4f);
a[1,1] = new ComplexFloat(5.5f, 5.5f);
a[1,2] = new ComplexFloat(6.6f, -6.6f);
a[2,0] = new ComplexFloat(7.7f, 7.7f);
a[2,1] = new ComplexFloat(8.8f, -8.8f);
a[2,2] = new ComplexFloat(9.9f, 9.9f);
ComplexFloatQRDecomp qrd = new ComplexFloatQRDecomp(a);
ComplexFloatMatrix qq = qrd.Q.GetConjugateTranspose()*qrd.Q;
ComplexFloatMatrix qr = qrd.Q*qrd.R;
ComplexFloatMatrix I = ComplexFloatMatrix.CreateIdentity(3);
// determine the maximum relative error
double MaxError = 0.0;
for (int i = 0; i < 3; i++)
{
for (int j = 0; i < 3; i++)
{
double E = ComplexMath.Absolute((qq[i, j] - I[i, j]));
if (E > MaxError)
{
MaxError = E;
}
}
}
Assert.IsTrue(MaxError < 1.0E-6);
MaxError = 0.0;
for (int i = 0; i < 3; i++)
{
for (int j = 0; i < 3; i++)
{
double E = ComplexMath.Absolute((qr[i, j] - a[i, j]) / a[i, j]);
if (E > MaxError)
{
MaxError = E;
}
}
}
Assert.IsTrue(MaxError < 2.4E-6);
}
public void NullTest()
{
ComplexFloatQRDecomp test = new ComplexFloatQRDecomp(null);
}
public void SolveMatrix()
{
ComplexFloatMatrix a = new ComplexFloatMatrix(3);
a[0,0] = new ComplexFloat(1.1f, 1.1f);
a[0,1] = new ComplexFloat(2.2f, -2.2f);
a[0,2] = new ComplexFloat(3.3f, 3.3f);
a[1,0] = new ComplexFloat(4.4f, -4.4f);
a[1,1] = new ComplexFloat(5.5f, 5.5f);
a[1,2] = new ComplexFloat(6.6f, -6.6f);
a[2,0] = new ComplexFloat(7.7f, 7.7f);
a[2,1] = new ComplexFloat(8.8f, -8.8f);
a[2,2] = new ComplexFloat(9.9f, 9.9f);
ComplexFloatQRDecomp qr = new ComplexFloatQRDecomp(a);
ComplexFloatMatrix b = new ComplexFloatMatrix(3);
b[0,0] = new ComplexFloat(2.3f, -3.2f);
b[0,1] = new ComplexFloat(2.3f, -3.2f);
b[0,2] = new ComplexFloat(2.3f, -3.2f);
b[1,0] = new ComplexFloat(6.7f, 7.8f);
b[1,1] = new ComplexFloat(6.7f, 7.8f);
b[1,2] = new ComplexFloat(6.7f, 7.8f);
b[2,0] = new ComplexFloat(1.3f, -9.7f);
b[2,1] = new ComplexFloat(1.3f, -9.7f);
b[2,2] = new ComplexFloat(1.3f, -9.7f);
ComplexFloatMatrix X = qr.Solve(b);
Assert.IsTrue(Comparer.AreEqual(X[0,0],new ComplexFloat(-0.57f,1.14f),.01));
Assert.IsTrue(Comparer.AreEqual(X[0,1],new ComplexFloat(-0.57f,1.14f),.01));
Assert.IsTrue(Comparer.AreEqual(X[0,2],new ComplexFloat(-0.57f,1.14f),.01));
Assert.IsTrue(Comparer.AreEqual(X[1,0],new ComplexFloat(1.03f,-0.16f),.01));
Assert.IsTrue(Comparer.AreEqual(X[1,1],new ComplexFloat(1.03f,-0.16f),.01));
Assert.IsTrue(Comparer.AreEqual(X[1,2],new ComplexFloat(1.03f,-0.16f),.01));
Assert.IsTrue(Comparer.AreEqual(X[2,0],new ComplexFloat(0.16f,-0.52f),.01));
Assert.IsTrue(Comparer.AreEqual(X[2,1],new ComplexFloat(0.16f,-0.52f),.01));
Assert.IsTrue(Comparer.AreEqual(X[2,2],new ComplexFloat(0.16f,-0.52f),.01));
a = new ComplexFloatMatrix(3,2);
a[0,0] = new ComplexFloat(1.1f, 1.1f);
a[0,1] = new ComplexFloat(2.2f, -2.2f);
a[1,0] = new ComplexFloat(4.4f, -4.4f);
a[1,1] = new ComplexFloat(5.5f, 5.5f);
a[2,0] = new ComplexFloat(7.7f, 7.7f);
a[2,1] = new ComplexFloat(8.8f, -8.8f);
qr = new ComplexFloatQRDecomp(a);
b = new ComplexFloatMatrix(3);
b[0,0] = new ComplexFloat(2.3f, -3.2f);
b[0,1] = new ComplexFloat(2.3f, -3.2f);
b[0,2] = new ComplexFloat(2.3f, -3.2f);
b[1,0] = new ComplexFloat(6.7f, 7.8f);
b[1,1] = new ComplexFloat(6.7f, 7.8f);
b[1,2] = new ComplexFloat(6.7f, 7.8f);
b[2,0] = new ComplexFloat(1.3f, -9.7f);
b[2,1] = new ComplexFloat(1.3f, -9.7f);
b[2,2] = new ComplexFloat(1.3f, -9.7f);
X = qr.Solve(b);
Assert.IsTrue(Comparer.AreEqual(X[0,0],new ComplexFloat(-0.344f,0.410f),.01));
Assert.IsTrue(Comparer.AreEqual(X[0,1],new ComplexFloat(-0.344f,0.410f),.01));
Assert.IsTrue(Comparer.AreEqual(X[0,2],new ComplexFloat(-0.344f,0.410f),.01));
Assert.IsTrue(Comparer.AreEqual(X[1,0],new ComplexFloat(1.01f,-0.170f),.01));
Assert.IsTrue(Comparer.AreEqual(X[1,1],new ComplexFloat(1.01f,-0.170f),.01));
Assert.IsTrue(Comparer.AreEqual(X[1,2],new ComplexFloat(1.01f,-0.170f),.01));
}
