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