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 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 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);
}
public void GetInverseNotPositiveDefiniteTest()
{
DoubleMatrix a = new DoubleMatrix(3,3);
DoubleCholeskyDecomp dcd = new DoubleCholeskyDecomp(a);
dcd.GetInverse();
}
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);
}