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b10f3a00f3
This is an API breaking change. NewDense now panics if len(mat) != r*c, unless mat == nil. When mat is nil a new, correctly sized slice is allocated.
42 lines
736 B
Go
42 lines
736 B
Go
// Copyright ©2013 The gonum Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package mat64
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import (
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check "launchpad.net/gocheck"
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)
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func (s *S) TestCholesky(c *check.C) {
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for _, t := range []struct {
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a *Dense
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spd bool
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}{
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{
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a: NewDense(3, 3, []float64{
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4, 1, 1,
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1, 2, 3,
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1, 3, 6,
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}),
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spd: true,
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},
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} {
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cf := Cholesky(t.a)
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c.Check(cf.SPD, check.Equals, t.spd)
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lt := &Dense{}
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lt.TCopy(cf.L)
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lc := DenseCopyOf(cf.L)
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lc.Mul(lc, lt)
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c.Check(lc.EqualsApprox(t.a, 1e-12), check.Equals, true)
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x := cf.Solve(eye())
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t.a.Mul(t.a, x)
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c.Check(t.a.EqualsApprox(eye(), 1e-12), check.Equals, true)
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}
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}
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