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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.
132 lines
2.5 KiB
Go
132 lines
2.5 KiB
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) TestLUD(c *check.C) {
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for _, t := range []struct {
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a *Dense
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l *Dense
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u *Dense
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pivot []int
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sign int
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}{
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{ // This is a hard coded equivalent of the approach used in the Jama LU test.
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a: NewDense(3, 3, []float64{
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0, 2, 3,
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4, 5, 6,
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7, 8, 9,
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}),
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l: NewDense(3, 3, []float64{
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1, 0, 0,
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0, 1, 0,
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0.5714285714285714, 0.2142857142857144, 1,
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}),
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u: NewDense(3, 3, []float64{
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7, 8, 9,
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0, 2, 3,
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0, 0, 0.2142857142857144,
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}),
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pivot: []int{
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2, // 0 0 1
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0, // 1 0 0
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1, // 0 1 0
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},
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sign: 1,
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},
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} {
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lf := LU(DenseCopyOf(t.a))
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if t.pivot != nil {
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c.Check(lf.Pivot, check.DeepEquals, t.pivot)
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c.Check(lf.Sign, check.Equals, t.sign)
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}
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l := lf.L()
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if t.l != nil {
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c.Check(l.Equals(t.l), check.Equals, true)
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}
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u := lf.U()
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if t.u != nil {
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c.Check(u.Equals(t.u), check.Equals, true)
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}
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l.Mul(l, u)
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c.Check(l.EqualsApprox(pivotRows(DenseCopyOf(t.a), lf.Pivot), 1e-12), check.Equals, true)
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x := lf.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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func (s *S) TestLUDGaussian(c *check.C) {
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for _, t := range []struct {
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a *Dense
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l *Dense
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u *Dense
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pivot []int
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sign int
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}{
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{ // This is a hard coded equivalent of the approach used in the Jama LU test.
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a: NewDense(3, 3, []float64{
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0, 2, 3,
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4, 5, 6,
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7, 8, 9,
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}),
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l: NewDense(3, 3, []float64{
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1, 0, 0,
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0, 1, 0,
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0.5714285714285714, 0.2142857142857144, 1,
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}),
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u: NewDense(3, 3, []float64{
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7, 8, 9,
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0, 2, 3,
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0, 0, 0.2142857142857144,
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}),
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pivot: []int{
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2, // 0 0 1
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0, // 1 0 0
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1, // 0 1 0
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},
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sign: 1,
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},
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} {
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lf := LUGaussian(DenseCopyOf(t.a))
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if t.pivot != nil {
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c.Check(lf.Pivot, check.DeepEquals, t.pivot)
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c.Check(lf.Sign, check.Equals, t.sign)
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}
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l := lf.L()
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if t.l != nil {
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c.Check(l.Equals(t.l), check.Equals, true)
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}
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u := lf.U()
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if t.u != nil {
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c.Check(u.Equals(t.u), check.Equals, true)
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}
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l.Mul(l, u)
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c.Check(l.EqualsApprox(pivotRows(DenseCopyOf(t.a), lf.Pivot), 1e-12), check.Equals, true)
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aInv := Inverse(t.a)
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aInv.Mul(aInv, t.a)
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c.Check(aInv.EqualsApprox(eye(), 1e-12), check.Equals, true)
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x := lf.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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