#![cfg(all(feature = "arbitrary", feature = "debug"))] macro_rules! gen_tests( ($module: ident, $scalar: ty) => { mod $module { use na::debug::RandomSDP; use na::dimension::{U4, Dynamic}; use na::{DMatrix, DVector, Matrix4x3, Vector4}; use rand::random; #[allow(unused_imports)] use crate::core::helper::{RandScalar, RandComplex}; use std::cmp; quickcheck! { fn cholesky(n: usize) -> bool { let m = RandomSDP::new(Dynamic::new(n.max(1).min(50)), || random::<$scalar>().0).unwrap(); let l = m.clone().cholesky().unwrap().unpack(); relative_eq!(m, &l * l.adjoint(), epsilon = 1.0e-7) } fn cholesky_static(_m: RandomSDP) -> bool { let m = RandomSDP::new(U4, || random::<$scalar>().0).unwrap(); let chol = m.cholesky().unwrap(); let l = chol.unpack(); if !relative_eq!(m, &l * l.adjoint(), epsilon = 1.0e-7) { false } else { true } } fn cholesky_solve(n: usize, nb: usize) -> bool { let n = n.max(1).min(50); let m = RandomSDP::new(Dynamic::new(n), || random::<$scalar>().0).unwrap(); let nb = cmp::min(nb, 50); // To avoid slowing down the test too much. let chol = m.clone().cholesky().unwrap(); let b1 = DVector::<$scalar>::new_random(n).map(|e| e.0); let b2 = DMatrix::<$scalar>::new_random(n, nb).map(|e| e.0); let sol1 = chol.solve(&b1); let sol2 = chol.solve(&b2); relative_eq!(&m * &sol1, b1, epsilon = 1.0e-7) && relative_eq!(&m * &sol2, b2, epsilon = 1.0e-7) } fn cholesky_solve_static(_n: usize) -> bool { let m = RandomSDP::new(U4, || random::<$scalar>().0).unwrap(); let chol = m.clone().cholesky().unwrap(); let b1 = Vector4::<$scalar>::new_random().map(|e| e.0); let b2 = Matrix4x3::<$scalar>::new_random().map(|e| e.0); let sol1 = chol.solve(&b1); let sol2 = chol.solve(&b2); relative_eq!(m * sol1, b1, epsilon = 1.0e-7) && relative_eq!(m * sol2, b2, epsilon = 1.0e-7) } fn cholesky_inverse(n: usize) -> bool { let m = RandomSDP::new(Dynamic::new(n.max(1).min(50)), || random::<$scalar>().0).unwrap(); let m1 = m.clone().cholesky().unwrap().inverse(); let id1 = &m * &m1; let id2 = &m1 * &m; id1.is_identity(1.0e-7) && id2.is_identity(1.0e-7) } fn cholesky_inverse_static(_n: usize) -> bool { let m = RandomSDP::new(U4, || random::<$scalar>().0).unwrap(); let m1 = m.clone().cholesky().unwrap().inverse(); let id1 = &m * &m1; let id2 = &m1 * &m; id1.is_identity(1.0e-7) && id2.is_identity(1.0e-7) } fn cholesky_rank_one_update(_n: usize) -> bool { let mut m = RandomSDP::new(U4, || random::<$scalar>().0).unwrap(); let x = Vector4::<$scalar>::new_random().map(|e| e.0); // this is dirty but $scalar is not a scalar type (its a Rand) in this file let zero = random::<$scalar>().0 * 0.; let one = zero + 1.; let sigma = random::(); // needs to be a real let sigma_scalar = zero + sigma; // updates cholesky decomposition and reconstructs m updated let mut chol = m.clone().cholesky().unwrap(); chol.rank_one_update(&x, sigma); let m_chol_updated = chol.l() * chol.l().adjoint(); // updates m manually m.gerc(sigma_scalar, &x, &x, one); // m += sigma * x * x.adjoint() relative_eq!(m, m_chol_updated, epsilon = 1.0e-7) } fn cholesky_insert_column(n: usize) -> bool { let n = n.max(1).min(10); let j = random::() % n; let m_updated = RandomSDP::new(Dynamic::new(n), || random::<$scalar>().0).unwrap(); // build m and col from m_updated let col = m_updated.column(j); let m = m_updated.clone().remove_column(j).remove_row(j); // remove column from cholesky decomposition and rebuild m let chol = m.clone().cholesky().unwrap().insert_column(j, &col); let m_chol_updated = chol.l() * chol.l().adjoint(); relative_eq!(m_updated, m_chol_updated, epsilon = 1.0e-7) } fn cholesky_remove_column(n: usize) -> bool { let n = n.max(1).min(10); let j = random::() % n; let m = RandomSDP::new(Dynamic::new(n), || random::<$scalar>().0).unwrap(); // remove column from cholesky decomposition and rebuild m let chol = m.clone().cholesky().unwrap().remove_column(j); let m_chol_updated = chol.l() * chol.l().adjoint(); // remove column from m let m_updated = m.remove_column(j).remove_row(j); relative_eq!(m_updated, m_chol_updated, epsilon = 1.0e-7) } } } } ); gen_tests!(complex, RandComplex); gen_tests!(f64, RandScalar);