public void NonSymmFactorTest()
{
DoubleMatrix b = new DoubleMatrix(3);
b[0, 0] = 2;
b[0, 1] = 1;
b[0, 2] = 1;
b[1, 0] = 1;
b[1, 1] = 2;
b[1, 2] = 0;
b[2, 0] = 0;
b[2, 1] = 0;
b[2, 2] = 3;
DoubleCholeskyDecomp dcd = new DoubleCholeskyDecomp(b);
Assert.AreEqual(dcd.Factor[0, 0], 1.414, TOLERENCE);
Assert.AreEqual(dcd.Factor[0, 1], 0.000, TOLERENCE);
Assert.AreEqual(dcd.Factor[0, 2], 0.000, TOLERENCE);
Assert.AreEqual(dcd.Factor[1, 0], 0.707, TOLERENCE);
Assert.AreEqual(dcd.Factor[1, 1], 1.225, TOLERENCE);
Assert.AreEqual(dcd.Factor[1, 2], 0.000, TOLERENCE);
Assert.AreEqual(dcd.Factor[2, 0], 0.000, TOLERENCE);
Assert.AreEqual(dcd.Factor[2, 1], 0.000, TOLERENCE);
Assert.AreEqual(dcd.Factor[2, 2], 1.732, TOLERENCE);
}
public void GetInverseNotPositiveDefiniteTest()
{
DoubleMatrix a = new DoubleMatrix(3, 3);
DoubleCholeskyDecomp dcd = new DoubleCholeskyDecomp(a);
dcd.GetInverse();
}
static DoubleCholeskyDecompTest()
{
DoubleMatrix a = new DoubleMatrix(3);
a[0, 0] = 2;
a[0, 1] = 1;
a[0, 2] = 0;
a[1, 0] = 1;
a[1, 1] = 2;
a[1, 2] = 0;
a[2, 0] = 0;
a[2, 1] = 0;
a[2, 2] = 3;
cd = new DoubleCholeskyDecomp(a);
}
public void IsPositiveDefiniteTest()
{
Assert.IsTrue(cd.IsPositiveDefinite);
DoubleMatrix b = new DoubleMatrix(3);
b[0, 0] = -2;
b[0, 1] = 1;
b[0, 2] = 0;
b[1, 0] = 1;
b[1, 1] = 2;
b[1, 2] = 0;
b[2, 0] = 0;
b[2, 1] = 0;
b[2, 2] = 3;
DoubleCholeskyDecomp dcd = new DoubleCholeskyDecomp(b);
Assert.IsFalse(dcd.IsPositiveDefinite);
}
public void CDLong()
{
DoubleMatrix lm = new DoubleMatrix(3, 2);
DoubleCholeskyDecomp lcd = new DoubleCholeskyDecomp(lm);
}
public void CDWide()
{
DoubleMatrix wm = new DoubleMatrix(2, 3);
DoubleCholeskyDecomp cd = new DoubleCholeskyDecomp(wm);
}
