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

75 lines
3.1 KiB
Rust

use na::dimension::{Const, Dynamic};
use na::{DMatrix, EuclideanNorm, Norm, OMatrix};
use nl::GE;
use num_complex::Complex;
use simba::scalar::ComplexField;
use std::cmp;
use crate::proptest::*;
use proptest::{prop_assert, proptest};
proptest! {
#[test]
fn ge(n in PROPTEST_MATRIX_DIM) {
let n = cmp::max(1, cmp::min(n, 10));
let a = DMatrix::<f64>::new_random(n, n);
let b = DMatrix::<f64>::new_random(n, n);
let a_condition_no = a.clone().try_inverse().and_then(|x| Some(EuclideanNorm.norm(&x)* EuclideanNorm.norm(&a)));
let b_condition_no = b.clone().try_inverse().and_then(|x| Some(EuclideanNorm.norm(&x)* EuclideanNorm.norm(&b)));
if a_condition_no.unwrap_or(200000.0) < 5.0 && b_condition_no.unwrap_or(200000.0) < 5.0 {
let a_c = a.clone().map(|x| Complex::new(x, 0.0));
let b_c = b.clone().map(|x| Complex::new(x, 0.0));
let ge = GE::new(a.clone(), b.clone());
let (vsl,vsr) = ge.clone().eigenvectors();
for (i,(alpha,beta)) in ge.raw_eigenvalues().iter().enumerate() {
let l_a = a_c.clone() * Complex::new(*beta, 0.0);
let l_b = b_c.clone() * *alpha;
prop_assert!(
relative_eq!(
((&l_a - &l_b)*vsr.column(i)).map(|x| x.modulus()),
OMatrix::zeros_generic(Dynamic::new(n), Const::<1>),
epsilon = 1.0e-7));
prop_assert!(
relative_eq!(
(vsl.column(i).adjoint()*(&l_a - &l_b)).map(|x| x.modulus()),
OMatrix::zeros_generic(Const::<1>, Dynamic::new(n)),
epsilon = 1.0e-7))
};
};
}
#[test]
fn ge_static(a in matrix4(), b in matrix4()) {
let a_condition_no = a.clone().try_inverse().and_then(|x| Some(EuclideanNorm.norm(&x)* EuclideanNorm.norm(&a)));
let b_condition_no = b.clone().try_inverse().and_then(|x| Some(EuclideanNorm.norm(&x)* EuclideanNorm.norm(&b)));
if a_condition_no.unwrap_or(200000.0) < 5.0 && b_condition_no.unwrap_or(200000.0) < 5.0 {
let ge = GE::new(a.clone(), b.clone());
let a_c =a.clone().map(|x| Complex::new(x, 0.0));
let b_c = b.clone().map(|x| Complex::new(x, 0.0));
let (vsl,vsr) = ge.eigenvectors();
let eigenvalues = ge.raw_eigenvalues();
for (i,(alpha,beta)) in eigenvalues.iter().enumerate() {
let l_a = a_c.clone() * Complex::new(*beta, 0.0);
let l_b = b_c.clone() * *alpha;
prop_assert!(
relative_eq!(
((&l_a - &l_b)*vsr.column(i)).map(|x| x.modulus()),
OMatrix::zeros_generic(Const::<4>, Const::<1>),
epsilon = 1.0e-7));
prop_assert!(
relative_eq!((vsl.column(i).adjoint()*(&l_a - &l_b)).map(|x| x.modulus()),
OMatrix::zeros_generic(Const::<1>, Const::<4>),
epsilon = 1.0e-7))
}
};
}
}