102 lines
3.0 KiB
Rust
102 lines
3.0 KiB
Rust
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use std::cmp;
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use nl::Cholesky;
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use na::{DMatrix, DVector, Vector4, Matrix3, Matrix4x3, Matrix4};
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quickcheck!{
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fn cholesky(m: DMatrix<f64>) -> bool {
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if m.len() != 0 {
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let m = &m * m.transpose();
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if let Some(chol) = Cholesky::new(m.clone()) {
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let l = chol.unpack();
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let reconstructed_m = &l * l.transpose();
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return relative_eq!(reconstructed_m, m, epsilon = 1.0e-7)
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}
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}
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return true
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}
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fn cholesky_static(m: Matrix3<f64>) -> bool {
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let m = &m * m.transpose();
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if let Some(chol) = Cholesky::new(m) {
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let l = chol.unpack();
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let reconstructed_m = &l * l.transpose();
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relative_eq!(reconstructed_m, m, epsilon = 1.0e-7)
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}
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else {
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false
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}
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}
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fn cholesky_solve(n: usize, nb: usize) -> bool {
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if n != 0 {
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let n = cmp::min(n, 15); // To avoid slowing down the test too much.
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let nb = cmp::min(nb, 15); // To avoid slowing down the test too much.
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let m = DMatrix::<f64>::new_random(n, n);
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let m = &m * m.transpose();
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if let Some(chol) = Cholesky::new(m.clone()) {
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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.clone()).unwrap();
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let sol2 = chol.solve(b2.clone()).unwrap();
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return relative_eq!(&m * sol1, b1, epsilon = 1.0e-6) &&
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relative_eq!(&m * sol2, b2, epsilon = 1.0e-6)
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}
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}
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return true;
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}
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fn cholesky_solve_static(m: Matrix4<f64>) -> bool {
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let m = &m * m.transpose();
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match Cholesky::new(m) {
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Some(chol) => {
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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).unwrap();
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let sol2 = chol.solve(b2).unwrap();
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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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None => true
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}
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}
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fn cholesky_inverse(n: usize) -> bool {
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if n != 0 {
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let n = cmp::min(n, 15); // To avoid slowing down the test too much.
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let m = DMatrix::<f64>::new_random(n, n);
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let m = &m * m.transpose();
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if let Some(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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return id1.is_identity(1.0e-6) && id2.is_identity(1.0e-6);
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}
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}
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return true;
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}
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fn cholesky_inverse_static(m: Matrix4<f64>) -> bool {
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let m = m * m.transpose();
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match Cholesky::new(m.clone()).unwrap().inverse() {
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Some(m1) => {
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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-5) && id2.is_identity(1.0e-5)
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},
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None => true
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}
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}
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}
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