static DoubleQRDecompTest()
{
DoubleMatrix a = new DoubleMatrix(3);
a[0, 0] = -1.0;
a[0, 1] = 5.0;
a[0, 2] = 6.0;
a[1, 0] = 3.0;
a[1, 1] = -6.0;
a[1, 2] = 1.0;
a[2, 0] = 6.0;
a[2, 1] = 8.0;
a[2, 2] = 9.0;
qr = new DoubleQRDecomp(a);
a = new DoubleMatrix(2, 3);
a[0, 0] = -1.0;
a[0, 1] = 5.0;
a[0, 2] = 6.0;
a[1, 0] = 3.0;
a[1, 1] = -6.0;
a[1, 2] = 1.0;
wqr = new DoubleQRDecomp(a);
a = new DoubleMatrix(3, 2);
a[0, 0] = -1.0;
a[0, 1] = 5.0;
a[1, 0] = 3.0;
a[1, 1] = -6.0;
a[2, 0] = 6.0;
a[2, 1] = 8.0;
lqr = new DoubleQRDecomp(a);
}
public void NullTest()
{
DoubleQRDecomp test = new DoubleQRDecomp(null);
}
public void SolveMatrix()
{
DoubleMatrix b = new DoubleMatrix(3);
b[0, 0] = 2;
b[0, 1] = 2;
b[0, 2] = 2;
b[1, 0] = 13;
b[1, 1] = 13;
b[1, 2] = 13;
b[2, 0] = 25;
b[2, 1] = 25;
b[2, 2] = 25;
DoubleMatrix x = qr.Solve(b);
Assert.AreEqual(x[0, 0], 2.965, TOLERENCE);
Assert.AreEqual(x[0, 1], 2.965, TOLERENCE);
Assert.AreEqual(x[0, 2], 2.965, TOLERENCE);
Assert.AreEqual(x[1, 0], -0.479, TOLERENCE);
Assert.AreEqual(x[1, 1], -0.479, TOLERENCE);
Assert.AreEqual(x[1, 2], -0.479, TOLERENCE);
Assert.AreEqual(x[2, 0], 1.227, TOLERENCE);
Assert.AreEqual(x[2, 1], 1.227, TOLERENCE);
Assert.AreEqual(x[2, 2], 1.227, TOLERENCE);
b = new DoubleMatrix(3, 2);
b[0, 0] = 2;
b[0, 1] = 2;
b[1, 0] = 13;
b[1, 1] = 13;
b[2, 0] = 25;
b[2, 1] = 25;
x = qr.Solve(b);
Assert.AreEqual(x[0, 0], 2.965, TOLERENCE);
Assert.AreEqual(x[0, 1], 2.965, TOLERENCE);
Assert.AreEqual(x[1, 0], -0.479, TOLERENCE);
Assert.AreEqual(x[1, 1], -0.479, TOLERENCE);
Assert.AreEqual(x[2, 0], 1.227, TOLERENCE);
Assert.AreEqual(x[2, 1], 1.227, TOLERENCE);
b = new DoubleMatrix(3, 4);
b[0, 0] = 2;
b[0, 1] = 2;
b[0, 2] = 2;
b[0, 3] = 2;
b[1, 0] = 13;
b[1, 1] = 13;
b[1, 2] = 13;
b[1, 3] = 13;
b[2, 0] = 25;
b[2, 1] = 25;
b[2, 2] = 25;
b[2, 3] = 25;
x = qr.Solve(b);
Assert.AreEqual(x[0, 0], 2.965, TOLERENCE);
Assert.AreEqual(x[0, 1], 2.965, TOLERENCE);
Assert.AreEqual(x[0, 2], 2.965, TOLERENCE);
Assert.AreEqual(x[0, 3], 2.965, TOLERENCE);
Assert.AreEqual(x[1, 0], -0.479, TOLERENCE);
Assert.AreEqual(x[1, 1], -0.479, TOLERENCE);
Assert.AreEqual(x[1, 2], -0.479, TOLERENCE);
Assert.AreEqual(x[1, 3], -0.479, TOLERENCE);
Assert.AreEqual(x[2, 0], 1.227, TOLERENCE);
Assert.AreEqual(x[2, 1], 1.227, TOLERENCE);
Assert.AreEqual(x[2, 2], 1.227, TOLERENCE);
Assert.AreEqual(x[2, 3], 1.227, TOLERENCE);
DoubleMatrix A = new DoubleMatrix(4, 3);
A[0, 0] = -4.18;
A[0, 1] = -5.011;
A[0, 2] = -5.841;
A[1, 0] = 4.986;
A[1, 1] = 5.805;
A[1, 2] = 6.624;
A[2, 0] = 3.695;
A[2, 1] = 3.687;
A[2, 2] = 3.679;
A[3, 0] = -5.489;
A[3, 1] = -7.024;
A[3, 2] = 8.56;
DoubleQRDecomp qrd = new DoubleQRDecomp(A);
DoubleMatrix B = new DoubleMatrix(4, 1);
B[0, 0] = 1;
B[1, 0] = 4;
B[2, 0] = 2;
B[3, 0] = 1;
x = qrd.Solve(B);
Assert.AreEqual(x[0, 0], 2.73529, TOLERENCE);
Assert.AreEqual(x[1, 0], -2.15822, TOLERENCE);
Assert.AreEqual(x[2, 0], 0.0998564, TOLERENCE);
B = new DoubleMatrix(4, 3);
B[0, 0] = 1;
B[1, 0] = 4;
B[2, 0] = 2;
B[3, 0] = 1;
B[0, 1] = 1;
B[1, 1] = 4;
B[2, 1] = 2;
B[3, 1] = 1;
B[0, 2] = 1;
B[1, 2] = 4;
B[2, 2] = 2;
B[3, 2] = 1;
x = qrd.Solve(B);
Assert.AreEqual(x[0, 0], 2.73529, TOLERENCE);
Assert.AreEqual(x[1, 0], -2.15822, TOLERENCE);
Assert.AreEqual(x[2, 0], 0.0998564, TOLERENCE);
Assert.AreEqual(x[0, 1], 2.73529, TOLERENCE);
Assert.AreEqual(x[1, 1], -2.15822, TOLERENCE);
Assert.AreEqual(x[2, 1], 0.0998564, TOLERENCE);
Assert.AreEqual(x[0, 2], 2.73529, TOLERENCE);
Assert.AreEqual(x[1, 2], -2.15822, TOLERENCE);
Assert.AreEqual(x[2, 2], 0.0998564, TOLERENCE);
}