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