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

49 lines
2.0 KiB
Rust

use std::cmp;
use na::{DMatrix, Matrix4};
use nl::Eigen;
use crate::proptest::*;
use proptest::{prop_assert, proptest};
proptest! {
#[test]
fn eigensystem(n in PROPTEST_MATRIX_DIM) {
let n = cmp::min(n, 25);
let m = DMatrix::<f64>::new_random(n, n);
if let Some(eig) = Eigen::new(m.clone(), true, true) {
// TODO: test the complex case too.
if eig.eigenvalues_are_real() {
let eigvals = DMatrix::from_diagonal(&eig.eigenvalues_re);
let transformed_eigvectors = &m * eig.eigenvectors.as_ref().unwrap();
let scaled_eigvectors = eig.eigenvectors.as_ref().unwrap() * &eigvals;
let transformed_left_eigvectors = m.transpose() * eig.left_eigenvectors.as_ref().unwrap();
let scaled_left_eigvectors = eig.left_eigenvectors.as_ref().unwrap() * &eigvals;
prop_assert!(relative_eq!(transformed_eigvectors, scaled_eigvectors, epsilon = 1.0e-5));
prop_assert!(relative_eq!(transformed_left_eigvectors, scaled_left_eigvectors, epsilon = 1.0e-5));
}
}
}
#[test]
fn eigensystem_static(m in matrix4()) {
if let Some(eig) = Eigen::new(m, true, true) {
// TODO: test the complex case too.
if eig.eigenvalues_are_real() {
let eigvals = Matrix4::from_diagonal(&eig.eigenvalues_re);
let transformed_eigvectors = m * eig.eigenvectors.unwrap();
let scaled_eigvectors = eig.eigenvectors.unwrap() * eigvals;
let transformed_left_eigvectors = m.transpose() * eig.left_eigenvectors.unwrap();
let scaled_left_eigvectors = eig.left_eigenvectors.unwrap() * eigvals;
prop_assert!(relative_eq!(transformed_eigvectors, scaled_eigvectors, epsilon = 1.0e-5));
prop_assert!(relative_eq!(transformed_left_eigvectors, scaled_left_eigvectors, epsilon = 1.0e-5));
}
}
}
}