56 lines
1.4 KiB
Rust
56 lines
1.4 KiB
Rust
#![cfg_attr(rustfmt, rustfmt_skip)]
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use na::{CsMatrix, CsVector, CsCholesky, Cholesky, Matrix5, Vector5};
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#[test]
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fn cs_cholesky() {
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let mut a = Matrix5::new(
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40.0, 0.0, 0.0, 0.0, 0.0,
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2.0, 60.0, 0.0, 0.0, 0.0,
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1.0, 0.0, 11.0, 0.0, 0.0,
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0.0, 0.0, 0.0, 50.0, 0.0,
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1.0, 0.0, 0.0, 4.0, 10.0
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);
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a.fill_upper_triangle_with_lower_triangle();
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test_cholesky(a);
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let a = Matrix5::from_diagonal(&Vector5::new(40.0, 60.0, 11.0, 50.0, 10.0));
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test_cholesky(a);
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let mut a = Matrix5::new(
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40.0, 0.0, 0.0, 0.0, 0.0,
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2.0, 60.0, 0.0, 0.0, 0.0,
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1.0, 0.0, 11.0, 0.0, 0.0,
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1.0, 0.0, 0.0, 50.0, 0.0,
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0.0, 0.0, 0.0, 4.0, 10.0
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);
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a.fill_upper_triangle_with_lower_triangle();
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test_cholesky(a);
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let mut a = Matrix5::new(
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2.0, 0.0, 0.0, 0.0, 0.0,
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0.0, 2.0, 0.0, 0.0, 0.0,
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1.0, 1.0, 2.0, 0.0, 0.0,
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0.0, 0.0, 0.0, 2.0, 0.0,
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1.0, 1.0, 0.0, 0.0, 2.0
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);
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a.fill_upper_triangle_with_lower_triangle();
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test_cholesky(a);
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}
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fn test_cholesky(a: Matrix5<f32>) {
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let cs_a: CsMatrix<_, _, _> = a.into();
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let chol_a = Cholesky::new(a).unwrap();
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let chol_cs_a = CsCholesky::new(&cs_a);
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let l = chol_a.l();
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println!("{:?}", chol_cs_a.l());
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let cs_l: Matrix5<_> = chol_cs_a.unwrap_l().unwrap().into();
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println!("{}", l);
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println!("{}", cs_l);
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assert_relative_eq!(l, cs_l);
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}
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