public void testQRDecomposition()
{
// Testing QR decomposition...
setup();
double tol = 1.0e-12;
Matrix[] testMatrices = { M1, M2, I,
M3, Matrix.transpose(M3), M4,Matrix.transpose(M4), M5 };
for (int j = 0; j < testMatrices.Length; j++)
{
Matrix Q = new Matrix(), R = new Matrix();
bool pivot = true;
Matrix A = testMatrices[j];
List <int> ipvt = MatrixUtilities.qrDecomposition(A, ref Q, ref R, pivot);
Matrix P = new Matrix(A.columns(), A.columns(), 0.0);
// reverse column pivoting
for (int i = 0; i < P.columns(); ++i)
{
P[ipvt[i], i] = 1.0;
}
if (norm(Q * R - A * P) > tol)
{
QAssert.Fail("Q*R does not match matrix A*P (norm = "
+ norm(Q * R - A * P) + ")");
}
pivot = false;
MatrixUtilities.qrDecomposition(A, ref Q, ref R, pivot);
if (norm(Q * R - A) > tol)
{
QAssert.Fail("Q*R does not match matrix A (norm = "
+ norm(Q * R - A) + ")");
}
}
}
