static ComplexDoubleCholeskyDecompTest() { ComplexDoubleMatrix a = new ComplexDoubleMatrix(3); a[0,0] = 2; a[0,1] = new Complex(1,-1); a[0,2] = 0; a[1,0] = new Complex(1,-1); a[1,1] = 2; a[1,2] = 0; a[2,0] = 0; a[2,1] = 0; a[2,2] = 3; cd = new ComplexDoubleCholeskyDecomp(a); }
public void NonSymmFactorTest() { ComplexDoubleMatrix b = new ComplexDoubleMatrix(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; ComplexDoubleCholeskyDecomp dcd = new ComplexDoubleCholeskyDecomp(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 CDLong() { ComplexDoubleMatrix lm = new ComplexDoubleMatrix(3,2); ComplexDoubleCholeskyDecomp lcd = new ComplexDoubleCholeskyDecomp(lm); }
public void CDWide() { ComplexDoubleMatrix wm = new ComplexDoubleMatrix(2,3); ComplexDoubleCholeskyDecomp wcd = new ComplexDoubleCholeskyDecomp(wm); }
public void GetInverseNotPositiveDefiniteTest() { ComplexDoubleMatrix a = new ComplexDoubleMatrix(3); ComplexDoubleCholeskyDecomp dcd = new ComplexDoubleCholeskyDecomp(a); dcd.GetInverse(); }
public void IsPositiveDefiniteTest() { Assert.IsTrue(cd.IsPositiveDefinite); ComplexDoubleMatrix b = new ComplexDoubleMatrix(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; ComplexDoubleCholeskyDecomp dcd = new ComplexDoubleCholeskyDecomp(b); Assert.IsFalse(dcd.IsPositiveDefinite); }