public void CanSolveForRandomVectorAndSymmetricMatrixWhenResultVectorGiven([Values(1, 2, 5, 10, 50, 100)] int order) { var A = new UserDefinedMatrix(Matrix <double> .Build.RandomPositiveDefinite(order, 1).ToArray()); MatrixHelpers.ForceSymmetric(A); var ACopy = A.Clone(); var evd = A.Evd(); var b = new UserDefinedVector(Vector <double> .Build.Random(order, 1).ToArray()); var bCopy = b.Clone(); var x = new UserDefinedVector(order); evd.Solve(b, x); var bReconstruct = A * x; // Check the reconstruction. AssertHelpers.AlmostEqual(b, bReconstruct, 8); // Make sure A/B didn't change. AssertHelpers.AlmostEqual(ACopy, A, 14); AssertHelpers.AlmostEqual(bCopy, b, 14); }
public void CanSolveForRandomVectorWhenResultVectorGiven(int order) { var matrixA = new UserDefinedMatrix(Matrix <float> .Build.Random(order, order, 1).ToArray()); var matrixACopy = matrixA.Clone(); var factorLU = matrixA.LU(); var vectorb = new UserDefinedVector(Vector <float> .Build.Random(order, 1).ToArray()); var vectorbCopy = vectorb.Clone(); var resultx = new UserDefinedVector(order); factorLU.Solve(vectorb, resultx); Assert.AreEqual(vectorb.Count, resultx.Count); var matrixBReconstruct = matrixA * resultx; // Check the reconstruction. for (var i = 0; i < vectorb.Count; i++) { Assert.AreEqual(vectorb[i], matrixBReconstruct[i], 1e-4); } // Make sure A didn't change. for (var i = 0; i < matrixA.RowCount; i++) { for (var j = 0; j < matrixA.ColumnCount; j++) { Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]); } } // Make sure b didn't change. for (var i = 0; i < vectorb.Count; i++) { Assert.AreEqual(vectorbCopy[i], vectorb[i]); } }
public void CanSolveForRandomVectorWhenResultVectorGiven(int order) { var matrixA = new UserDefinedMatrix(Matrix <Complex> .Build.RandomPositiveDefinite(order, 1).ToArray()); var matrixACopy = matrixA.Clone(); var chol = matrixA.Cholesky(); var b = new UserDefinedVector(Vector <Complex> .Build.Random(order, 1).ToArray()); var matrixBCopy = b.Clone(); var x = new UserDefinedVector(order); chol.Solve(b, x); Assert.AreEqual(b.Count, x.Count); var matrixBReconstruct = matrixA * x; // Check the reconstruction. for (var i = 0; i < order; i++) { AssertHelpers.AlmostEqual(b[i], matrixBReconstruct[i], 10); } // Make sure A didn't change. for (var i = 0; i < matrixA.RowCount; i++) { for (var j = 0; j < matrixA.ColumnCount; j++) { Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]); } } // Make sure b didn't change. for (var i = 0; i < order; i++) { Assert.AreEqual(matrixBCopy[i], b[i]); } }
public void CanSolveForRandomVectorWhenResultVectorGivenUsingThinQR(int order) { var matrixA = new UserDefinedMatrix(Matrix <Complex> .Build.Random(order, order, 1).ToArray()); var matrixACopy = matrixA.Clone(); var factorQR = matrixA.QR(QRMethod.Thin); var vectorb = new UserDefinedVector(Vector <Complex> .Build.Random(order, 1).ToArray()); var vectorbCopy = vectorb.Clone(); var resultx = new UserDefinedVector(order); factorQR.Solve(vectorb, resultx); Assert.AreEqual(vectorb.Count, resultx.Count); var matrixBReconstruct = matrixA * resultx; // Check the reconstruction. for (var i = 0; i < vectorb.Count; i++) { AssertHelpers.AlmostEqual(vectorb[i], matrixBReconstruct[i], 10); } // Make sure A didn't change. for (var i = 0; i < matrixA.RowCount; i++) { for (var j = 0; j < matrixA.ColumnCount; j++) { Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]); } } // Make sure b didn't change. for (var i = 0; i < vectorb.Count; i++) { Assert.AreEqual(vectorbCopy[i], vectorb[i]); } }
public void CanSolveForRandomVectorWhenResultVectorGiven(int order) { var matrixA = new UserDefinedMatrix(Matrix<float>.Build.RandomPositiveDefinite(order, 1).ToArray()); var matrixACopy = matrixA.Clone(); var chol = matrixA.Cholesky(); var b = new UserDefinedVector(Vector<float>.Build.Random(order, 1).ToArray()); var matrixBCopy = b.Clone(); var x = new UserDefinedVector(order); chol.Solve(b, x); Assert.AreEqual(b.Count, x.Count); var matrixBReconstruct = matrixA * x; // Check the reconstruction. for (var i = 0; i < order; i++) { Assert.AreEqual(b[i], matrixBReconstruct[i], 0.5); } // Make sure A didn't change. for (var i = 0; i < matrixA.RowCount; i++) { for (var j = 0; j < matrixA.ColumnCount; j++) { Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]); } } // Make sure b didn't change. for (var i = 0; i < order; i++) { Assert.AreEqual(matrixBCopy[i], b[i]); } }
public void CanSolveForRandomVectorWhenResultVectorGivenUsingThinQR(int order) { var matrixA = new UserDefinedMatrix(Matrix<double>.Build.Random(order, order, 1).ToArray()); var matrixACopy = matrixA.Clone(); var factorQR = matrixA.QR(QRMethod.Thin); var vectorb = new UserDefinedVector(Vector<double>.Build.Random(order, 1).ToArray()); var vectorbCopy = vectorb.Clone(); var resultx = new UserDefinedVector(order); factorQR.Solve(vectorb, resultx); Assert.AreEqual(vectorb.Count, resultx.Count); var matrixBReconstruct = matrixA * resultx; // Check the reconstruction. for (var i = 0; i < vectorb.Count; i++) { Assert.AreEqual(vectorb[i], matrixBReconstruct[i], 1.0e-11); } // Make sure A didn't change. for (var i = 0; i < matrixA.RowCount; i++) { for (var j = 0; j < matrixA.ColumnCount; j++) { Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]); } } // Make sure b didn't change. for (var i = 0; i < vectorb.Count; i++) { Assert.AreEqual(vectorbCopy[i], vectorb[i]); } }
public void CanSolveForRandomVectorWhenResultVectorGiven(int row, int column) { var matrixA = new UserDefinedMatrix(Matrix<float>.Build.Random(row, column, 1).ToArray()); var matrixACopy = matrixA.Clone(); var factorSvd = matrixA.Svd(); var vectorb = new UserDefinedVector(Vector<float>.Build.Random(row, 1).ToArray()); var vectorbCopy = vectorb.Clone(); var resultx = new UserDefinedVector(column); factorSvd.Solve(vectorb, resultx); var matrixBReconstruct = matrixA*resultx; // Check the reconstruction. for (var i = 0; i < vectorb.Count; i++) { Assert.AreEqual(vectorb[i], matrixBReconstruct[i], 1e-4); } // Make sure A didn't change. for (var i = 0; i < matrixA.RowCount; i++) { for (var j = 0; j < matrixA.ColumnCount; j++) { Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]); } } // Make sure b didn't change. for (var i = 0; i < vectorb.Count; i++) { Assert.AreEqual(vectorbCopy[i], vectorb[i]); } }
public void CanSolveForRandomVectorAndSymmetricMatrixWhenResultVectorGiven([Values(1, 2, 5, 10, 50, 100)] int order) { var A = new UserDefinedMatrix(Matrix<Complex>.Build.RandomPositiveDefinite(order, 1).ToArray()); MatrixHelpers.ForceHermitian(A); var ACopy = A.Clone(); var evd = A.Evd(Symmetricity.Hermitian); var b = new UserDefinedVector(Vector<Complex>.Build.Random(order, 1).ToArray()); var bCopy = b.Clone(); var x = new UserDefinedVector(order); evd.Solve(b, x); var bReconstruct = A * x; // Check the reconstruction. AssertHelpers.AlmostEqual(b, bReconstruct, 9); // Make sure A/B didn't change. AssertHelpers.AlmostEqual(ACopy, A, 14); AssertHelpers.AlmostEqual(bCopy, b, 14); }
public void CanSolveForRandomVectorWhenResultVectorGiven(int order) { var matrixA = new UserDefinedMatrix(Matrix<Complex>.Build.Random(order, order, 1).ToArray()); var matrixACopy = matrixA.Clone(); var factorGramSchmidt = matrixA.GramSchmidt(); var vectorb = new UserDefinedVector(Vector<Complex>.Build.Random(order, 1).ToArray()); var vectorbCopy = vectorb.Clone(); var resultx = new UserDefinedVector(order); factorGramSchmidt.Solve(vectorb, resultx); Assert.AreEqual(vectorb.Count, resultx.Count); var matrixBReconstruct = matrixA * resultx; // Check the reconstruction. for (var i = 0; i < vectorb.Count; i++) { AssertHelpers.AlmostEqual(vectorb[i], matrixBReconstruct[i], 10); } // Make sure A didn't change. for (var i = 0; i < matrixA.RowCount; i++) { for (var j = 0; j < matrixA.ColumnCount; j++) { Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]); } } // Make sure b didn't change. for (var i = 0; i < vectorb.Count; i++) { Assert.AreEqual(vectorbCopy[i], vectorb[i]); } }
public void CanSolveForRandomVectorAndSymmetricMatrix([Values(1, 2, 5, 10, 50, 100)] int order) { var A = new UserDefinedMatrix(Matrix<float>.Build.RandomPositiveDefinite(order, 1).ToArray()); MatrixHelpers.ForceSymmetric(A); var ACopy = A.Clone(); var evd = A.Evd(); var b = new UserDefinedVector(Vector<float>.Build.Random(order, 1).ToArray()); var bCopy = b.Clone(); var x = evd.Solve(b); var bReconstruct = A * x; // Check the reconstruction. AssertHelpers.AlmostEqual(b, bReconstruct, -1); // Make sure A/B didn't change. AssertHelpers.AlmostEqual(ACopy, A, 14); AssertHelpers.AlmostEqual(bCopy, b, 14); }
public void CanSolveForRandomVectorAndSymmetricMatrixWhenResultVectorGiven(int order) { var matrixA = new UserDefinedMatrix(Matrix<double>.Build.RandomPositiveDefinite(order, 1).ToArray()); var matrixACopy = matrixA.Clone(); var factorEvd = matrixA.Evd(); var vectorb = new UserDefinedVector(Vector<double>.Build.Random(order, 1).ToArray()); var vectorbCopy = vectorb.Clone(); var resultx = new UserDefinedVector(order); factorEvd.Solve(vectorb, resultx); var matrixBReconstruct = matrixA * resultx; // Check the reconstruction. for (var i = 0; i < vectorb.Count; i++) { Assert.AreEqual(vectorb[i], matrixBReconstruct[i], 1.0e-10); } // Make sure A didn't change. for (var i = 0; i < matrixA.RowCount; i++) { for (var j = 0; j < matrixA.ColumnCount; j++) { Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]); } } // Make sure b didn't change. for (var i = 0; i < vectorb.Count; i++) { Assert.AreEqual(vectorbCopy[i], vectorb[i]); } }