private static void TestFactorsQR(LinearAlgebraProviderChoice providers)
{
TestSettings.RunMultiproviderTest(providers, delegate()
{
var A = Matrix.CreateFromArray(RectangularFullRank10by5.Matrix);
Matrix expectedQ = Matrix.CreateFromArray(RectangularFullRank10by5.QRFactorQ);
Matrix expectedR = Matrix.CreateFromArray(RectangularFullRank10by5.QRqrFactorR);
QRFactorization factorization = A.FactorQR();
Matrix computedQ = factorization.GetFactorQ();
Matrix computedR = factorization.GetFactorR();
comparer.AssertEqual(expectedQ, computedQ);
comparer.AssertEqual(expectedR, computedR);
});
}
private static void TestEconomyFactorsQ1R1(LinearAlgebraProviderChoice providers)
{
TestSettings.RunMultiproviderTest(providers, delegate()
{
int m = RectangularFullRank10by5.NumRows;
int n = RectangularFullRank10by5.NumCols;
var A = Matrix.CreateFromArray(RectangularFullRank10by5.Matrix);
Matrix expectedQ1 = Matrix.CreateFromArray(RectangularFullRank10by5.QRFactorQ).GetSubmatrix(0, m, 0, n);
Matrix expectedR1 = Matrix.CreateFromArray(RectangularFullRank10by5.QRqrFactorR).GetSubmatrix(0, n, 0, n);
QRFactorization factorization = A.FactorQR();
Matrix computedQ1 = factorization.GetEconomyFactorQ();
TriangularUpper computedR1 = factorization.GetEconomyFactorR();
comparer.AssertEqual(expectedQ1, computedQ1);
comparer.AssertEqual(expectedR1, computedR1);
});
}
private static void TestLeastSquaresSolution(LinearAlgebraProviderChoice providers)
{
TestSettings.RunMultiproviderTest(providers, delegate()
{
var A = Matrix.CreateFromArray(RectangularFullRank10by5.Matrix);
QRFactorization factorization = A.FactorQR();
// RHS is in the column space
var b1 = Vector.CreateFromArray(RectangularFullRank10by5.Rhs10);
var x1Expected = Vector.CreateFromArray(RectangularFullRank10by5.Lhs5);
Vector x1Computed = factorization.SolveLeastSquares(b1);
comparer.AssertEqual(x1Expected, x1Computed);
// RHS is not in the column space
var b2 = Vector.CreateFromArray(RectangularFullRank10by5.RhsLsq);
var x2Expected = Vector.CreateFromArray(RectangularFullRank10by5.LhsLsq);
Vector x2Computed = factorization.SolveLeastSquares(b2);
comparer.AssertEqual(x2Expected, x2Computed);
});
}