56 lines
1.4 KiB
Rust
56 lines
1.4 KiB
Rust
|
#![cfg_attr(rustfmt, rustfmt_skip)]
|
||
|
|
|
||
|
|
use na::{CsMatrix, CsVector, CsCholesky, Cholesky, Matrix5, Vector5};
|
||
|
|
|
||
|
|
#[test]
|
||
|
|
fn cs_cholesky() {
|
||
|
|
let mut a = Matrix5::new(
|
||
|
|
40.0, 0.0, 0.0, 0.0, 0.0,
|
||
|
|
2.0, 60.0, 0.0, 0.0, 0.0,
|
||
|
|
1.0, 0.0, 11.0, 0.0, 0.0,
|
||
|
|
0.0, 0.0, 0.0, 50.0, 0.0,
|
||
|
|
1.0, 0.0, 0.0, 4.0, 10.0
|
||
|
|
);
|
||
|
|
a.fill_upper_triangle_with_lower_triangle();
|
||
|
|
test_cholesky(a);
|
||
|
|
|
||
|
|
let a = Matrix5::from_diagonal(&Vector5::new(40.0, 60.0, 11.0, 50.0, 10.0));
|
||
|
|
test_cholesky(a);
|
||
|
|
|
||
|
|
let mut a = Matrix5::new(
|
||
|
|
40.0, 0.0, 0.0, 0.0, 0.0,
|
||
|
|
2.0, 60.0, 0.0, 0.0, 0.0,
|
||
|
|
1.0, 0.0, 11.0, 0.0, 0.0,
|
||
|
|
1.0, 0.0, 0.0, 50.0, 0.0,
|
||
|
|
0.0, 0.0, 0.0, 4.0, 10.0
|
||
|
|
);
|
||
|
|
a.fill_upper_triangle_with_lower_triangle();
|
||
|
|
test_cholesky(a);
|
||
|
|
|
||
|
|
let mut a = Matrix5::new(
|
||
|
|
2.0, 0.0, 0.0, 0.0, 0.0,
|
||
|
|
0.0, 2.0, 0.0, 0.0, 0.0,
|
||
|
|
1.0, 1.0, 2.0, 0.0, 0.0,
|
||
|
|
0.0, 0.0, 0.0, 2.0, 0.0,
|
||
|
|
1.0, 1.0, 0.0, 0.0, 2.0
|
||
|
|
);
|
||
|
|
a.fill_upper_triangle_with_lower_triangle();
|
||
|
|
test_cholesky(a);
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
fn test_cholesky(a: Matrix5<f32>) {
|
||
|
|
let cs_a: CsMatrix<_, _, _> = a.into();
|
||
|
|
|
||
|
|
let chol_a = Cholesky::new(a).unwrap();
|
||
|
|
let chol_cs_a = CsCholesky::new(&cs_a);
|
||
|
|
let l = chol_a.l();
|
||
|
|
println!("{:?}", chol_cs_a.l());
|
||
|
|
let cs_l: Matrix5<_> = chol_cs_a.unwrap_l().unwrap().into();
|
||
|
|
|
||
|
|
println!("{}", l);
|
||
|
|
println!("{}", cs_l);
|
||
|
|
|
||
|
|
assert_eq!(l, cs_l);
|
||
|
|
}
|