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);
}
