81 lines
2.3 KiB
Rust
81 lines
2.3 KiB
Rust
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use std::cmp;
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use na::{DMatrix, Matrix4x3, DVector, Vector4, Cholesky};
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use na::dimension::U4;
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use na::debug::RandomSDP;
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#[cfg(feature = "arbitrary")]
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quickcheck! {
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fn cholesky(m: RandomSDP<f64>) -> bool {
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let mut m = m.unwrap();
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// Put garbage on the upper triangle to make sure it is not read by the decomposition.
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m.fill_upper_triangle(23.0, 1);
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let l = Cholesky::new(m.clone()).unwrap().unpack();
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m.fill_upper_triangle_with_lower_triangle();
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relative_eq!(m, &l * l.transpose(), epsilon = 1.0e-7)
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}
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fn cholesky_static(m: RandomSDP<f64, U4>) -> bool {
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let m = m.unwrap();
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let chol = Cholesky::new(m).unwrap();
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let l = chol.unpack();
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if !relative_eq!(m, &l * l.transpose(), epsilon = 1.0e-7) {
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false
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}
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else {
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true
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}
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}
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fn cholesky_solve(m: RandomSDP<f64>, nb: usize) -> bool {
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let m = m.unwrap();
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let n = m.nrows();
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let nb = cmp::min(nb, 50); // To avoid slowing down the test too much.
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let chol = Cholesky::new(m.clone()).unwrap();
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let b1 = DVector::new_random(n);
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let b2 = DMatrix::new_random(n, nb);
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let sol1 = chol.solve(&b1);
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let sol2 = chol.solve(&b2);
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relative_eq!(&m * &sol1, b1, epsilon = 1.0e-7) &&
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relative_eq!(&m * &sol2, b2, epsilon = 1.0e-7)
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}
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fn cholesky_solve_static(m: RandomSDP<f64, U4>) -> bool {
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let m = m.unwrap();
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let chol = Cholesky::new(m).unwrap();
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let b1 = Vector4::new_random();
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let b2 = Matrix4x3::new_random();
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let sol1 = chol.solve(&b1);
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let sol2 = chol.solve(&b2);
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relative_eq!(m * sol1, b1, epsilon = 1.0e-7) &&
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relative_eq!(m * sol2, b2, epsilon = 1.0e-7)
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}
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fn cholesky_inverse(m: RandomSDP<f64>) -> bool {
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let m = m.unwrap();
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let m1 = Cholesky::new(m.clone()).unwrap().inverse();
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let id1 = &m * &m1;
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let id2 = &m1 * &m;
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id1.is_identity(1.0e-7) && id2.is_identity(1.0e-7)
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}
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fn cholesky_inverse_static(m: RandomSDP<f64, U4>) -> bool {
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let m = m.unwrap();
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let m1 = Cholesky::new(m.clone()).unwrap().inverse();
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let id1 = &m * &m1;
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let id2 = &m1 * &m;
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id1.is_identity(1.0e-7) && id2.is_identity(1.0e-7)
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}
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}
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