Files
gonum/mat64/eigen_test.go
kortschak b10f3a00f3 Change NewDense signature and behaviour
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.
2014-01-08 09:56:39 +10:30

103 lines
2.1 KiB
Go

// Copyright ©2013 The gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
package mat64
import (
check "launchpad.net/gocheck"
"math"
)
func (s *S) TestEigen(c *check.C) {
for _, t := range []struct {
a *Dense
epsilon float64
e, d []float64
v *Dense
}{
{
a: NewDense(3, 3, []float64{
1, 2, 1,
6, -1, 0,
-1, -2, -1,
}),
epsilon: math.Pow(2, -52.0),
d: []float64{3.0000000000000044, -4.000000000000003, -1.0980273383714707e-16},
e: []float64{0, 0, 0},
v: NewDense(3, 3, []float64{
-0.48507125007266627, 0.41649656391752204, 0.11785113019775795,
-0.7276068751089995, -0.8329931278350428, 0.7071067811865481,
0.48507125007266627, -0.4164965639175216, -1.5320646925708532,
}),
},
{
a: NewDense(3, 3, []float64{
1, 6, -1,
6, -1, -2,
-1, -2, -1,
}),
epsilon: math.Pow(2, -52.0),
d: []float64{-6.240753470718579, -1.3995889142010132, 6.640342384919599},
e: []float64{0, 0, 0},
v: NewDense(3, 3, []float64{
-0.6134279348516111, -0.31411097261113, -0.7245967607083111,
0.7697297716508223, -0.03251534945303795, -0.6375412384185983,
0.17669818159240022, -0.9488293044247931, 0.2617263908869383,
}),
},
{ // Jama pvals
a: NewDense(3, 3, []float64{
4, 1, 1,
1, 2, 3,
1, 3, 6,
}),
epsilon: math.Pow(2, -52.0),
},
{ // Jama evals
a: NewDense(4, 4, []float64{
0, 1, 0, 0,
1, 0, 2e-7, 0,
0, -2e-7, 0, 1,
0, 0, 1, 0,
}),
epsilon: math.Pow(2, -52.0),
},
{ // Jama badeigs
a: NewDense(5, 5, []float64{
0, 0, 0, 0, 0,
0, 0, 0, 0, 1,
0, 0, 0, 1, 0,
1, 1, 0, 0, 1,
1, 0, 1, 0, 1,
}),
epsilon: math.Pow(2, -52.0),
},
} {
ef := Eigen(DenseCopyOf(t.a), t.epsilon)
if t.d != nil {
c.Check(ef.d, check.DeepEquals, t.d)
}
if t.e != nil {
c.Check(ef.e, check.DeepEquals, t.e)
}
if t.v != nil {
c.Check(ef.V.Equals(t.v), check.Equals, true)
}
t.a.Mul(t.a, ef.V)
ef.V.Mul(ef.V, ef.D())
c.Check(t.a.EqualsApprox(ef.V, 1e-12), check.Equals, true)
}
}