forked from M-Labs/nalgebra
58 lines
1.6 KiB
Rust
58 lines
1.6 KiB
Rust
#[cfg(feature = "arbitrary")]
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use crate::base::storage::Owned;
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#[cfg(feature = "arbitrary")]
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use quickcheck::{Arbitrary, Gen};
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use alga::general::ComplexField;
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use crate::base::Scalar;
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use crate::base::allocator::Allocator;
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use crate::base::dimension::{Dim, Dynamic};
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use crate::base::{DefaultAllocator, MatrixN};
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use crate::debug::RandomOrthogonal;
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/// A random, well-conditioned, symmetric definite-positive matrix.
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#[derive(Clone, Debug)]
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pub struct RandomSDP<N: Scalar, D: Dim = Dynamic>
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where DefaultAllocator: Allocator<N, D, D>
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{
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m: MatrixN<N, D>,
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}
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impl<N: ComplexField, D: Dim> RandomSDP<N, D>
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where DefaultAllocator: Allocator<N, D, D>
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{
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/// Retrieve the generated matrix.
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pub fn unwrap(self) -> MatrixN<N, D> {
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self.m
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}
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/// Creates a new well conditioned symmetric definite-positive matrix from its dimension and a
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/// random reals generators.
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pub fn new<Rand: FnMut() -> N>(dim: D, mut rand: Rand) -> Self {
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let mut m = RandomOrthogonal::new(dim, || rand()).unwrap();
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let mt = m.adjoint();
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for i in 0..dim.value() {
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let mut col = m.column_mut(i);
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let eigenval = N::one() + N::from_real(rand().modulus());
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col *= eigenval;
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}
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RandomSDP { m: m * mt }
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}
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}
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#[cfg(feature = "arbitrary")]
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impl<N: ComplexField + Arbitrary + Send, D: Dim> Arbitrary for RandomSDP<N, D>
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where
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DefaultAllocator: Allocator<N, D, D>,
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Owned<N, D, D>: Clone + Send,
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{
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fn arbitrary<G: Gen>(g: &mut G) -> Self {
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use rand::Rng;
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let dim = D::try_to_usize().unwrap_or(g.gen_range(1, 50));
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Self::new(D::from_usize(dim), || N::arbitrary(g))
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}
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}
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