use std::cmp; use na::{DMatrix, DVector, Matrix4x3, Vector4}; use nl::Cholesky; use crate::proptest::*; use proptest::{prop_assert, proptest}; proptest! { #[test] fn cholesky(m in dmatrix()) { let m = &m * m.transpose(); if let Some(chol) = Cholesky::new(m.clone()) { let l = chol.unpack(); let reconstructed_m = &l * l.transpose(); prop_assert!(relative_eq!(reconstructed_m, m, epsilon = 1.0e-7)); } } #[test] fn cholesky_static(m in matrix3()) { let m = &m * m.transpose(); if let Some(chol) = Cholesky::new(m) { let l = chol.unpack(); let reconstructed_m = &l * l.transpose(); prop_assert!(relative_eq!(reconstructed_m, m, epsilon = 1.0e-7)) } } #[test] fn cholesky_solve(n in PROPTEST_MATRIX_DIM, nb in PROPTEST_MATRIX_DIM) { let n = cmp::min(n, 15); // To avoid slowing down the test too much. let nb = cmp::min(nb, 15); // To avoid slowing down the test too much. let m = DMatrix::::new_random(n, n); let m = &m * m.transpose(); if let Some(chol) = Cholesky::new(m.clone()) { let b1 = DVector::new_random(n); let b2 = DMatrix::new_random(n, nb); let sol1 = chol.solve(&b1).unwrap(); let sol2 = chol.solve(&b2).unwrap(); prop_assert!(relative_eq!(&m * sol1, b1, epsilon = 1.0e-6)); prop_assert!(relative_eq!(&m * sol2, b2, epsilon = 1.0e-6)); } } #[test] fn cholesky_solve_static(m in matrix4()) { let m = &m * m.transpose(); if let Some(chol) = Cholesky::new(m) { let b1 = Vector4::new_random(); let b2 = Matrix4x3::new_random(); let sol1 = chol.solve(&b1).unwrap(); let sol2 = chol.solve(&b2).unwrap(); prop_assert!(relative_eq!(m * sol1, b1, epsilon = 1.0e-4)); prop_assert!(relative_eq!(m * sol2, b2, epsilon = 1.0e-4)); } } #[test] fn cholesky_inverse(n in PROPTEST_MATRIX_DIM) { let n = cmp::min(n, 15); // To avoid slowing down the test too much. let m = DMatrix::::new_random(n, n); let m = &m * m.transpose(); if let Some(m1) = Cholesky::new(m.clone()).unwrap().inverse() { let id1 = &m * &m1; let id2 = &m1 * &m; prop_assert!(id1.is_identity(1.0e-6) && id2.is_identity(1.0e-6)); } } #[test] fn cholesky_inverse_static(m in matrix4()) { let m = m * m.transpose(); if let Some(m1) = Cholesky::new(m.clone()).unwrap().inverse() { let id1 = &m * &m1; let id2 = &m1 * &m; prop_assert!(id1.is_identity(1.0e-4) && id2.is_identity(1.0e-4)) } } }