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mat: change cholesky.To to cholesky.ToSym (#250)

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* mat: change cholesky.To to cholesky.ToSym

Fixes #133
This commit is contained in:
Brendan Tracey
2017-10-02 15:35:10 -06:00
committed by GitHub
parent 18ecaeca93
commit fa42c6938b
5 changed files with 12 additions and 12 deletions
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4
mat/cholesky.go
View File

@@ -268,10 +268,10 @@ func (c *Cholesky) LTo(dst *TriDense) *TriDense {
return dst return dst
} }
// To reconstructs the original positive definite matrix given its // ToSym reconstructs the original positive definite matrix given its
// Cholesky decomposition into dst and returns the result. If dst is nil // Cholesky decomposition into dst and returns the result. If dst is nil
// a new SymDense is allocated. // a new SymDense is allocated.
func (c *Cholesky) To(dst *SymDense) *SymDense { func (c *Cholesky) ToSym(dst *SymDense) *SymDense {
if !c.valid() { if !c.valid() {
panic(badCholesky) panic(badCholesky)
} }

2
mat/cholesky_example_test.go
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@@ -91,7 +91,7 @@ func ExampleCholesky_SymRankOne() {
// Rank-1 update the matrix a. // Rank-1 update the matrix a.
a.SymRankOne(a, 1, x) a.SymRankOne(a, 1, x)
au := chol.To(nil) au := chol.ToSym(nil)
// Print the matrix that was updated directly. // Print the matrix that was updated directly.
fmt.Printf("\nA' = %0.4v\n", mat.Formatted(a, mat.Prefix(" "))) fmt.Printf("\nA' = %0.4v\n", mat.Formatted(a, mat.Prefix(" ")))

8
mat/cholesky_test.go
View File

@@ -219,7 +219,7 @@ func TestCholeskySolveVec(t *testing.T) {
} }
} }
func TestCholeskyTo(t *testing.T) { func TestCholeskyToSym(t *testing.T) {
for _, test := range []*SymDense{ for _, test := range []*SymDense{
NewSymDense(3, []float64{ NewSymDense(3, []float64{
53, 59, 37, 53, 59, 37,
@@ -232,7 +232,7 @@ func TestCholeskyTo(t *testing.T) {
if !ok { if !ok {
t.Fatal("unexpected Cholesky factorization failure: not positive definite") t.Fatal("unexpected Cholesky factorization failure: not positive definite")
} }
s := chol.To(nil) s := chol.ToSym(nil)
if !EqualApprox(s, test, 1e-12) { if !EqualApprox(s, test, 1e-12) {
t.Errorf("Cholesky reconstruction not equal to original matrix.\nWant:\n% v\nGot:\n% v\n", Formatted(test), Formatted(s)) t.Errorf("Cholesky reconstruction not equal to original matrix.\nWant:\n% v\nGot:\n% v\n", Formatted(test), Formatted(s))
@@ -338,7 +338,7 @@ func TestCholeskySymRankOne(t *testing.T) {
a.SymRankOne(&a, alpha, x) a.SymRankOne(&a, alpha, x)
var achol SymDense var achol SymDense
chol.To(&achol) chol.ToSym(&achol)
if !EqualApprox(&achol, &a, 1e-13) { if !EqualApprox(&achol, &a, 1e-13) {
t.Errorf("n=%v, alpha=%v: mismatch between updated matrix and from Cholesky:\nupdated:\n%v\nfrom Cholesky:\n%v", t.Errorf("n=%v, alpha=%v: mismatch between updated matrix and from Cholesky:\nupdated:\n%v\nfrom Cholesky:\n%v",
n, alpha, Formatted(&a), Formatted(&achol)) n, alpha, Formatted(&a), Formatted(&achol))
@@ -413,7 +413,7 @@ func TestCholeskySymRankOne(t *testing.T) {
a.SymRankOne(a, test.alpha, x) a.SymRankOne(a, test.alpha, x)
var achol SymDense var achol SymDense
chol.To(&achol) chol.ToSym(&achol)
if !EqualApprox(&achol, a, 1e-13) { if !EqualApprox(&achol, a, 1e-13) {
t.Errorf("Case %v: mismatch between updated matrix and from Cholesky:\nupdated:\n%v\nfrom Cholesky:\n%v", t.Errorf("Case %v: mismatch between updated matrix and from Cholesky:\nupdated:\n%v\nfrom Cholesky:\n%v",
i, Formatted(a), Formatted(&achol)) i, Formatted(a), Formatted(&achol))

4
stat/distmat/wishart.go
View File

@@ -151,7 +151,7 @@ func (w *Wishart) RandSym(x *mat.SymDense) *mat.SymDense {
} }
var c mat.Cholesky var c mat.Cholesky
w.RandChol(&c) w.RandChol(&c)
c.To(x) c.ToSym(x)
return x return x
} }
@@ -204,6 +204,6 @@ func (w *Wishart) RandChol(c *mat.Cholesky) *mat.Cholesky {
func (w *Wishart) setV() { func (w *Wishart) setV() {
w.once.Do(func() { w.once.Do(func() {
w.v = mat.NewSymDense(w.dim, nil) w.v = mat.NewSymDense(w.dim, nil)
w.cholv.To(w.v) w.cholv.ToSym(w.v)
}) })
} }

6
stat/distmv/normal_test.go
View File

@@ -242,7 +242,7 @@ func TestConditionNormal(t *testing.T) {
} }
var sigma mat.SymDense var sigma mat.SymDense
newNormal.chol.To(&sigma) newNormal.chol.ToSym(&sigma)
if !mat.EqualApprox(test.newSigma, &sigma, 1e-12) { if !mat.EqualApprox(test.newSigma, &sigma, 1e-12) {
t.Errorf("Updated sigma mismatch\n.Want:\n% v\nGot:\n% v\n", test.newSigma, sigma) t.Errorf("Updated sigma mismatch\n.Want:\n% v\nGot:\n% v\n", test.newSigma, sigma)
} }
@@ -280,7 +280,7 @@ func TestConditionNormal(t *testing.T) {
t.Fatalf("Bad test, update failed") t.Fatalf("Bad test, update failed")
} }
var newSigma mat.SymDense var newSigma mat.SymDense
newNormal.chol.To(&newSigma) newNormal.chol.ToSym(&newSigma)
trueMean := test.mu[0] + rho*(std[0]/std[1])*(test.value-test.mu[1]) trueMean := test.mu[0] + rho*(std[0]/std[1])*(test.value-test.mu[1])
if math.Abs(trueMean-newNormal.mu[0]) > 1e-14 { if math.Abs(trueMean-newNormal.mu[0]) > 1e-14 {
t.Errorf("Mean mismatch. Want %v, got %v", trueMean, newNormal.mu[0]) t.Errorf("Mean mismatch. Want %v, got %v", trueMean, newNormal.mu[0])
@@ -377,7 +377,7 @@ func TestConditionNormal(t *testing.T) {
} }
} }
var sigma mat.SymDense var sigma mat.SymDense
newNormal.chol.To(&sigma) newNormal.chol.ToSym(&sigma)
if !mat.EqualApprox(&sigma, subEstCov, 1e-1) { if !mat.EqualApprox(&sigma, subEstCov, 1e-1) {
t.Errorf("Covariance mismatch. Want:\n%0.8v\nGot:\n%0.8v\n", subEstCov, sigma) t.Errorf("Covariance mismatch. Want:\n%0.8v\nGot:\n%0.8v\n", subEstCov, sigma)
} }