54 lines
1.6 KiB
Rust
54 lines
1.6 KiB
Rust
use na::{DMatrix, Matrix3x5};
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use nl::SVD;
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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 svd(m in dmatrix()) {
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let svd = SVD::new(m.clone()).unwrap();
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let sm = DMatrix::from_partial_diagonal(m.nrows(), m.ncols(), svd.singular_values.as_slice());
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let reconstructed_m = &svd.u * sm * &svd.vt;
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let reconstructed_m2 = svd.recompose();
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prop_assert!(relative_eq!(reconstructed_m, m, epsilon = 1.0e-7));
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prop_assert!(relative_eq!(reconstructed_m2, reconstructed_m, epsilon = 1.0e-7));
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}
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#[test]
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fn svd_static(m in matrix3x5()) {
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let svd = SVD::new(m).unwrap();
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let sm = Matrix3x5::from_partial_diagonal(svd.singular_values.as_slice());
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let reconstructed_m = &svd.u * &sm * &svd.vt;
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let reconstructed_m2 = svd.recompose();
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prop_assert!(relative_eq!(reconstructed_m, m, epsilon = 1.0e-7));
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prop_assert!(relative_eq!(reconstructed_m2, m, epsilon = 1.0e-7));
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}
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#[test]
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fn pseudo_inverse(m in dmatrix()) {
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let svd = SVD::new(m.clone()).unwrap();
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let im = svd.pseudo_inverse(1.0e-7);
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if m.nrows() <= m.ncols() {
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prop_assert!((&m * &im).is_identity(1.0e-7));
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}
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if m.nrows() >= m.ncols() {
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prop_assert!((im * m).is_identity(1.0e-7));
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}
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}
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#[test]
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fn pseudo_inverse_static(m in matrix3x5()) {
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let svd = SVD::new(m).unwrap();
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let im = svd.pseudo_inverse(1.0e-7);
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prop_assert!((m * im).is_identity(1.0e-7))
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}
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}
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