public void SolverCoreTestMatrixNd()
{
const int N = 50;
var a = new DoubleMatrix(N, N);
// Make matrix diagonal
for (int i = 0; i < N; i++)
{
a[i, i] = 1;
}
// Apply random rotations around each pair of axes. This will keep det(A) ~ 1
var rand = new Random();
for (int i = 0; i < N; i++)
{
for (int j = i + 1; j < N; j++)
{
double angle = rand.NextDouble() * 2 * Math.PI;
var r = new DoubleMatrix(N, N);
for (int k = 0; k < N; k++)
{
r[k, k] = 1;
}
r[i, i] = r[j, j] = Math.Cos(angle);
r[i, j] = Math.Sin(angle);
r[j, i] = -Math.Sin(angle);
a = a * r;
}
}
// Generate random vector
var b = DoubleVector.Zeros(N);
for (int i = 0; i < N; i++)
{
b[i] = rand.NextDouble();
}
// Solve system
var sw = new Stopwatch();
sw.Start();
var x = solver.Solve(a, b, (len) => new DoubleVector(len));
sw.Stop();
Trace.WriteLine("Gaussian elimination took: " + sw.ElapsedTicks);
// Solve system
sw.Start();
var x2 = solver.Solve(a, b, (l) => new DoubleVector(l));
sw.Stop();
Trace.WriteLine("Jama solve elimination took: " + sw.ElapsedTicks);
Trace.WriteLine("Difference is " + VectorMath.LInfinityNorm(x, x2));
// Put solution into system
var b2 = a * x;
// Verify result is the same
Assert.IsTrue(VectorMath.LInfinityNorm(b, b2) < 1e-6);
}