152 lines
4.2 KiB
Rust
152 lines
4.2 KiB
Rust
use na::Matrix3;
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#[test]
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fn lu_simple() {
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let m = Matrix3::new(
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2.0, -1.0, 0.0,
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-1.0, 2.0, -1.0,
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0.0, -1.0, 2.0);
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let lu = m.lu();
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assert_eq!(lu.determinant(), 4.0);
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let (p, l, u) = lu.unpack();
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let mut lu = l * u;
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p.inv_permute_rows(&mut lu);
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assert!(relative_eq!(m, lu, epsilon = 1.0e-7));
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}
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#[test]
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fn lu_simple_with_pivot() {
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let m = Matrix3::new(
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0.0, -1.0, 2.0,
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-1.0, 2.0, -1.0,
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2.0, -1.0, 0.0);
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let lu = m.lu();
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assert_eq!(lu.determinant(), -4.0);
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let (p, l, u) = lu.unpack();
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let mut lu = l * u;
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p.inv_permute_rows(&mut lu);
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assert!(relative_eq!(m, lu, epsilon = 1.0e-7));
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}
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#[cfg(feature = "arbitrary")]
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mod quickcheck_tests {
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use std::cmp;
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use na::{DMatrix, Matrix4, Matrix4x3, Matrix5x3, Matrix3x5, DVector, Vector4};
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quickcheck! {
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fn lu(m: DMatrix<f64>) -> bool {
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let mut m = m;
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if m.len() == 0 {
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m = DMatrix::new_random(1, 1);
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}
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let lu = m.clone().lu();
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let (p, l, u) = lu.unpack();
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let mut lu = l * u;
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p.inv_permute_rows(&mut lu);
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relative_eq!(m, lu, epsilon = 1.0e-7)
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}
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fn lu_static_3_5(m: Matrix3x5<f64>) -> bool {
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let lu = m.lu();
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let (p, l, u) = lu.unpack();
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let mut lu = l * u;
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p.inv_permute_rows(&mut lu);
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relative_eq!(m, lu, epsilon = 1.0e-7)
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}
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fn lu_static_5_3(m: Matrix5x3<f64>) -> bool {
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let lu = m.lu();
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let (p, l, u) = lu.unpack();
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let mut lu = l * u;
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p.inv_permute_rows(&mut lu);
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relative_eq!(m, lu, epsilon = 1.0e-7)
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}
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fn lu_static_square(m: Matrix4<f64>) -> bool {
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let lu = m.lu();
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let (p, l, u) = lu.unpack();
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let mut lu = l * u;
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p.inv_permute_rows(&mut lu);
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relative_eq!(m, lu, epsilon = 1.0e-7)
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}
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fn lu_solve(n: usize, nb: usize) -> bool {
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if n != 0 && nb != 0 {
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let n = cmp::min(n, 50); // To avoid slowing down the test too much.
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let nb = cmp::min(nb, 50); // To avoid slowing down the test too much.
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let m = DMatrix::<f64>::new_random(n, n);
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let lu = m.clone().lu();
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let b1 = DVector::new_random(n);
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let b2 = DMatrix::new_random(n, nb);
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let sol1 = lu.solve(&b1);
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let sol2 = lu.solve(&b2);
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return (sol1.is_none() || relative_eq!(&m * sol1.unwrap(), b1, epsilon = 1.0e-6)) &&
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(sol2.is_none() || relative_eq!(&m * sol2.unwrap(), b2, epsilon = 1.0e-6))
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}
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return true;
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}
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fn lu_solve_static(m: Matrix4<f64>) -> bool {
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let lu = m.lu();
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let b1 = Vector4::new_random();
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let b2 = Matrix4x3::new_random();
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let sol1 = lu.solve(&b1);
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let sol2 = lu.solve(&b2);
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return (sol1.is_none() || relative_eq!(&m * sol1.unwrap(), b1, epsilon = 1.0e-6)) &&
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(sol2.is_none() || relative_eq!(&m * sol2.unwrap(), b2, epsilon = 1.0e-6))
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}
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fn lu_inverse(n: usize) -> bool {
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let n = cmp::max(1, cmp::min(n, 15)); // To avoid slowing down the test too much.
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let m = DMatrix::<f64>::new_random(n, n);
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let mut l = m.lower_triangle();
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let mut u = m.upper_triangle();
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// Ensure the matrix is well conditioned for inversion.
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l.fill_diagonal(1.0);
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u.fill_diagonal(1.0);
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let m = l * u;
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let m1 = m.clone().lu().try_inverse().unwrap();
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let id1 = &m * &m1;
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let id2 = &m1 * &m;
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return id1.is_identity(1.0e-5) && id2.is_identity(1.0e-5);
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}
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fn lu_inverse_static(m: Matrix4<f64>) -> bool {
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let lu = m.lu();
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if let Some(m1) = lu.try_inverse() {
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let id1 = &m * &m1;
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let id2 = &m1 * &m;
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id1.is_identity(1.0e-5) && id2.is_identity(1.0e-5)
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}
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else {
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true
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}
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}
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}
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}
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