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add tests for pseudo inverse for symmetric evd

This commit is contained in:
Lishen 2024-05-05 12:45:02 +03:00
parent c827c7f455
commit 05b78ef5da
1 changed files with 39 additions and 1 deletions
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40
tests/linalg/eigen.rs
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@ -64,7 +64,9 @@ mod proptest_tests {
} }
#[test] #[test]
fn symmetric_eigen_pseudo_inverse(m in dmatrix_($scalar)) { fn symmetric_eigen_pseudo_inverse(n in PROPTEST_MATRIX_DIM) {
let n = cmp::max(1, cmp::min(n, 10));
let m = DMatrix::<$scalar_type>::new_random(n, n).map(|e| e.0).hermitian_part();
let eig = m.clone().symmetric_eigen(); let eig = m.clone().symmetric_eigen();
let pinv = eig.pseudo_inverse(None, None); let pinv = eig.pseudo_inverse(None, None);
prop_assert!(relative_eq!( prop_assert!(relative_eq!(
@ -79,6 +81,42 @@ mod proptest_tests {
)); ));
} }
#[test]
fn symmetric_eigen_pseudo_inverse_singular(n in PROPTEST_MATRIX_DIM) {
let n = cmp::max(1, cmp::min(n, 10));
let mut m = DMatrix::<$scalar_type>::new_random(n, n).map(|e| e.0).hermitian_part();
m.row_mut(n / 2).fill(na::zero());
m.column_mut(n / 2).fill(na::zero());
let eig = m.clone().symmetric_eigen();
let pinv = eig.pseudo_inverse(None, None);
prop_assert!(relative_eq!(
m,
&m*&pinv*&m,
epsilon = 1.0e-5
));
prop_assert!(relative_eq!(
pinv,
&pinv*m*&pinv,
epsilon = 1.0e-5
));
}
#[test]
fn symmetric_eigen_static_square_4x4_pseudo_inverse_singular(m in matrix4_($scalar)) {
let m = m.hermitian_part();
let eig = m.symmetric_eigen();
let pinv = eig.pseudo_inverse(None, None);
prop_assert!(relative_eq!(
m,
&m*&pinv*&m,
epsilon = 1.0e-5
));
prop_assert!(relative_eq!(
pinv,
&pinv*m*&pinv,
epsilon = 1.0e-5
));
}
} }
} }
} }