nalgebra/nalgebra-lapack/tests/linalg/cholesky.rs

102 lines
3.0 KiB
Rust

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