Remove condition number, tests pass without. Add proper test generator for dynamic f64 type square matrices
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@ -1,29 +1,29 @@
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use na::dimension::{Const, Dynamic};
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use na::{DMatrix, EuclideanNorm, Norm, OMatrix};
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use na::dimension::Const;
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use na::{DMatrix, OMatrix};
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use nl::GE;
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use num_complex::Complex;
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use simba::scalar::ComplexField;
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use std::cmp;
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use crate::proptest::*;
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use proptest::{prop_assert, proptest};
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use proptest::{prop_assert, prop_compose, proptest};
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prop_compose! {
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fn f64_squares() (n in PROPTEST_MATRIX_DIM) (a in matrix(PROPTEST_F64,n,n), b in matrix(PROPTEST_F64,n,n)) -> (DMatrix<f64>, DMatrix<f64>){
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(a,b)
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}}
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proptest! {
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#[test]
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fn ge(n in PROPTEST_MATRIX_DIM) {
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let n = cmp::max(1, cmp::min(n, 10));
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let a = DMatrix::<f64>::new_random(n, n);
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let b = DMatrix::<f64>::new_random(n, n);
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let a_condition_no = a.clone().try_inverse().and_then(|x| Some(EuclideanNorm.norm(&x)* EuclideanNorm.norm(&a)));
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let b_condition_no = b.clone().try_inverse().and_then(|x| Some(EuclideanNorm.norm(&x)* EuclideanNorm.norm(&b)));
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fn ge((a,b) in f64_squares()){
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if a_condition_no.unwrap_or(200000.0) < 5.0 && b_condition_no.unwrap_or(200000.0) < 5.0 {
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let a_c = a.clone().map(|x| Complex::new(x, 0.0));
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let b_c = b.clone().map(|x| Complex::new(x, 0.0));
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let n = a.shape_generic().0;
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let ge = GE::new(a.clone(), b.clone());
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let (vsl,vsr) = ge.clone().eigenvectors();
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for (i,(alpha,beta)) in ge.raw_eigenvalues().iter().enumerate() {
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let l_a = a_c.clone() * Complex::new(*beta, 0.0);
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let l_b = b_c.clone() * *alpha;
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@ -31,24 +31,20 @@ proptest! {
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prop_assert!(
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relative_eq!(
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((&l_a - &l_b)*vsr.column(i)).map(|x| x.modulus()),
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OMatrix::zeros_generic(Dynamic::new(n), Const::<1>),
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epsilon = 1.0e-7));
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OMatrix::zeros_generic(n, Const::<1>),
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epsilon = 1.0e-5));
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prop_assert!(
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relative_eq!(
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(vsl.column(i).adjoint()*(&l_a - &l_b)).map(|x| x.modulus()),
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OMatrix::zeros_generic(Const::<1>, Dynamic::new(n)),
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epsilon = 1.0e-7))
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};
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OMatrix::zeros_generic(Const::<1>, n),
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epsilon = 1.0e-5))
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};
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}
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#[test]
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fn ge_static(a in matrix4(), b in matrix4()) {
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let a_condition_no = a.clone().try_inverse().and_then(|x| Some(EuclideanNorm.norm(&x)* EuclideanNorm.norm(&a)));
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let b_condition_no = b.clone().try_inverse().and_then(|x| Some(EuclideanNorm.norm(&x)* EuclideanNorm.norm(&b)));
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if a_condition_no.unwrap_or(200000.0) < 5.0 && b_condition_no.unwrap_or(200000.0) < 5.0 {
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let ge = GE::new(a.clone(), b.clone());
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let a_c =a.clone().map(|x| Complex::new(x, 0.0));
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let b_c = b.clone().map(|x| Complex::new(x, 0.0));
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@ -63,12 +59,12 @@ proptest! {
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relative_eq!(
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((&l_a - &l_b)*vsr.column(i)).map(|x| x.modulus()),
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OMatrix::zeros_generic(Const::<4>, Const::<1>),
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epsilon = 1.0e-7));
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epsilon = 1.0e-5));
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prop_assert!(
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relative_eq!((vsl.column(i).adjoint()*(&l_a - &l_b)).map(|x| x.modulus()),
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OMatrix::zeros_generic(Const::<1>, Const::<4>),
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epsilon = 1.0e-7))
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epsilon = 1.0e-5))
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}
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};
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}
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}
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@ -1,74 +1,32 @@
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use na::{DMatrix, EuclideanNorm, Norm};
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use na::DMatrix;
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use nl::QZ;
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use num_complex::Complex;
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use simba::scalar::ComplexField;
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use std::cmp;
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use crate::proptest::*;
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use proptest::{prop_assert, proptest};
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use proptest::{prop_assert, prop_compose, proptest};
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prop_compose! {
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fn f64_squares() (n in PROPTEST_MATRIX_DIM) (a in matrix(PROPTEST_F64,n,n), b in matrix(PROPTEST_F64,n,n)) -> (DMatrix<f64>, DMatrix<f64>){
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(a,b)
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}}
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proptest! {
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#[test]
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fn qz(n in PROPTEST_MATRIX_DIM) {
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let n = cmp::max(1, cmp::min(n, 10));
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let a = DMatrix::<f64>::new_random(n, n);
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let b = DMatrix::<f64>::new_random(n, n);
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fn qz((a,b) in f64_squares()) {
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let qz = QZ::new(a.clone(), b.clone());
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let (vsl,s,t,vsr) = qz.clone().unpack();
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let eigenvalues = qz.raw_eigenvalues();
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prop_assert!(relative_eq!(&vsl * s * vsr.transpose(), a.clone(), epsilon = 1.0e-7));
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prop_assert!(relative_eq!(vsl * t * vsr.transpose(), b.clone(), epsilon = 1.0e-7));
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prop_assert!(relative_eq!(&vsl * s * vsr.transpose(), a, epsilon = 1.0e-7));
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prop_assert!(relative_eq!(vsl * t * vsr.transpose(), b, epsilon = 1.0e-7));
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let a_condition_no = a.clone().try_inverse().and_then(|x| Some(EuclideanNorm.norm(&x)* EuclideanNorm.norm(&a)));
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let b_condition_no = b.clone().try_inverse().and_then(|x| Some(EuclideanNorm.norm(&x)* EuclideanNorm.norm(&b)));
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if a_condition_no.unwrap_or(200000.0) < 5.0 && b_condition_no.unwrap_or(200000.0) < 5.0 {
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let a_c = a.clone().map(|x| Complex::new(x, 0.0));
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let b_c = b.clone().map(|x| Complex::new(x, 0.0));
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for (alpha,beta) in eigenvalues.iter() {
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let l_a = a_c.clone() * Complex::new(*beta, 0.0);
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let l_b = b_c.clone() * *alpha;
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prop_assert!(
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relative_eq!(
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(&l_a - &l_b).determinant().modulus(),
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0.0,
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epsilon = 1.0e-7));
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};
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};
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}
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#[test]
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fn qz_static(a in matrix4(), b in matrix4()) {
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let qz = QZ::new(a.clone(), b.clone());
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let (vsl,s,t,vsr) = qz.unpack();
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let eigenvalues = qz.raw_eigenvalues();
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prop_assert!(relative_eq!(&vsl * s * vsr.transpose(), a, epsilon = 1.0e-7));
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prop_assert!(relative_eq!(vsl * t * vsr.transpose(), b, epsilon = 1.0e-7));
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let a_condition_no = a.clone().try_inverse().and_then(|x| Some(EuclideanNorm.norm(&x)* EuclideanNorm.norm(&a)));
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let b_condition_no = b.clone().try_inverse().and_then(|x| Some(EuclideanNorm.norm(&x)* EuclideanNorm.norm(&b)));
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if a_condition_no.unwrap_or(200000.0) < 5.0 && b_condition_no.unwrap_or(200000.0) < 5.0 {
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let a_c =a.clone().map(|x| Complex::new(x, 0.0));
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let b_c = b.clone().map(|x| Complex::new(x, 0.0));
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for (alpha,beta) in eigenvalues.iter() {
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let l_a = a_c.clone() * Complex::new(*beta, 0.0);
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let l_b = b_c.clone() * *alpha;
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prop_assert!(
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relative_eq!(
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(&l_a - &l_b).determinant().modulus(),
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0.0,
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epsilon = 1.0e-7));
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}
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};
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}
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}
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