102 lines
3.0 KiB
Rust
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
|
|
}
|
|
}
|
|
}
|