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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.
141 lines
3.2 KiB
Go
141 lines
3.2 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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"math"
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)
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func (s *S) TestSVD(c *check.C) {
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for _, t := range []struct {
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a *Dense
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epsilon float64
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small float64
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wantu bool
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u *Dense
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sigma []float64
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wantv bool
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v *Dense
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}{
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{
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a: NewDense(4, 2, []float64{2, 4, 1, 3, 0, 0, 0, 0}),
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epsilon: math.Pow(2, -52.0),
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small: math.Pow(2, -966.0),
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wantu: true,
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u: NewDense(4, 2, []float64{
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0.8174155604703632, -0.5760484367663209,
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0.5760484367663209, 0.8174155604703633,
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0, 0,
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0, 0,
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}),
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sigma: []float64{5.464985704219041, 0.365966190626258},
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wantv: true,
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v: NewDense(2, 2, []float64{
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0.4045535848337571, -0.9145142956773044,
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0.9145142956773044, 0.4045535848337571,
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}),
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},
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{
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a: NewDense(4, 2, []float64{2, 4, 1, 3, 0, 0, 0, 0}),
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epsilon: math.Pow(2, -52.0),
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small: math.Pow(2, -966.0),
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wantu: true,
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u: NewDense(4, 2, []float64{
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0.8174155604703632, -0.5760484367663209,
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0.5760484367663209, 0.8174155604703633,
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0, 0,
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0, 0,
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}),
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sigma: []float64{5.464985704219041, 0.365966190626258},
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wantv: false,
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},
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{
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a: NewDense(4, 2, []float64{2, 4, 1, 3, 0, 0, 0, 0}),
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epsilon: math.Pow(2, -52.0),
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small: math.Pow(2, -966.0),
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wantu: false,
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sigma: []float64{5.464985704219041, 0.365966190626258},
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wantv: true,
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v: NewDense(2, 2, []float64{
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0.4045535848337571, -0.9145142956773044,
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0.9145142956773044, 0.4045535848337571,
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}),
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},
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{
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a: NewDense(4, 2, []float64{2, 4, 1, 3, 0, 0, 0, 0}),
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epsilon: math.Pow(2, -52.0),
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small: math.Pow(2, -966.0),
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sigma: []float64{5.464985704219041, 0.365966190626258},
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},
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{
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// FIXME(kortschak)
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// This test will fail if t.sigma is set to the real expected values
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// or if u and v are requested, due to a bug in the original Jama code
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// forcing a to be a tall or square matrix.
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//
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// This is a failing case to use to fix that bug.
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a: NewDense(3, 11, []float64{
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1, 1, 0, 1, 0, 0, 0, 0, 0, 11, 1,
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1, 0, 0, 0, 0, 0, 1, 0, 0, 12, 2,
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1, 1, 0, 0, 0, 0, 0, 0, 1, 13, 3,
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}),
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epsilon: math.Pow(2, -52.0),
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small: math.Pow(2, -966.0),
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// FIXME(kortschak) sigma is one element longer than it should be.
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sigma: []float64{21.25950088109745, 1.5415021616856577, 1.2873979074613637, 0},
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},
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} {
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svd := SVD(DenseCopyOf(t.a), t.epsilon, t.small, t.wantu, t.wantv)
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if t.sigma != nil {
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c.Check(svd.Sigma, check.DeepEquals, t.sigma)
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}
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s := svd.S()
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if svd.U != nil {
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c.Check(svd.U.Equals(t.u), check.Equals, true)
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} else {
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c.Check(t.wantu, check.Equals, false)
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c.Check(t.u, check.IsNil)
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}
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if svd.V != nil {
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c.Check(svd.V.Equals(t.v), check.Equals, true)
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} else {
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c.Check(t.wantv, check.Equals, false)
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c.Check(t.v, check.IsNil)
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}
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if t.wantu && t.wantv {
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c.Assert(svd.U, check.NotNil)
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c.Assert(svd.V, check.NotNil)
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vt := &Dense{}
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vt.TCopy(svd.V)
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svd.U.Mul(svd.U, s)
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svd.U.Mul(svd.U, vt)
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c.Check(svd.U.EqualsApprox(t.a, 1e-12), check.Equals, true)
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}
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}
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}
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