91 lines
2.8 KiB
Rust
91 lines
2.8 KiB
Rust
use std::cmp;
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use na::{DMatrix, DVector, Matrix4x3, Vector4};
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use nl::Cholesky;
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use crate::proptest::*;
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use proptest::{prop_assert, proptest};
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proptest! {
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#[test]
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fn cholesky(m in dmatrix()) {
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let m = &m * m.transpose();
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if let Some(chol) = Cholesky::new(m.clone()) {
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let l = chol.unpack();
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let reconstructed_m = &l * l.transpose();
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prop_assert!(relative_eq!(reconstructed_m, m, epsilon = 1.0e-7));
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}
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}
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#[test]
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fn cholesky_static(m in matrix3()) {
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let m = &m * m.transpose();
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if let Some(chol) = Cholesky::new(m) {
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let l = chol.unpack();
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let reconstructed_m = &l * l.transpose();
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prop_assert!(relative_eq!(reconstructed_m, m, epsilon = 1.0e-7))
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}
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}
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#[test]
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fn cholesky_solve(n in PROPTEST_MATRIX_DIM, nb in PROPTEST_MATRIX_DIM) {
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let n = cmp::min(n, 15); // To avoid slowing down the test too much.
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let nb = cmp::min(nb, 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 m = &m * m.transpose();
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if let Some(chol) = Cholesky::new(m.clone()) {
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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 = chol.solve(&b1).unwrap();
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let sol2 = chol.solve(&b2).unwrap();
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prop_assert!(relative_eq!(&m * sol1, b1, epsilon = 1.0e-6));
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prop_assert!(relative_eq!(&m * sol2, b2, epsilon = 1.0e-6));
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}
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}
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#[test]
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fn cholesky_solve_static(m in matrix4()) {
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let m = &m * m.transpose();
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if let Some(chol) = Cholesky::new(m) {
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let b1 = Vector4::new_random();
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let b2 = Matrix4x3::new_random();
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let sol1 = chol.solve(&b1).unwrap();
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let sol2 = chol.solve(&b2).unwrap();
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prop_assert!(relative_eq!(m * sol1, b1, epsilon = 1.0e-4));
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prop_assert!(relative_eq!(m * sol2, b2, epsilon = 1.0e-4));
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}
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}
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#[test]
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fn cholesky_inverse(n in PROPTEST_MATRIX_DIM) {
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let n = 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 m = &m * m.transpose();
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if let Some(m1) = Cholesky::new(m.clone()).unwrap().inverse() {
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let id1 = &m * &m1;
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let id2 = &m1 * &m;
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prop_assert!(id1.is_identity(1.0e-6) && id2.is_identity(1.0e-6));
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}
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}
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#[test]
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fn cholesky_inverse_static(m in matrix4()) {
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let m = m * m.transpose();
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if let Some(m1) = Cholesky::new(m.clone()).unwrap().inverse() {
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let id1 = &m * &m1;
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let id2 = &m1 * &m;
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prop_assert!(id1.is_identity(1.0e-4) && id2.is_identity(1.0e-4))
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}
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}
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}
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