nalgebra/nalgebra-lapack/tests/linalg/generalized_eigenvalues.rs

71 lines
2.3 KiB
Rust

use na::dimension::Const;
use na::{DMatrix, OMatrix};
use nl::GE;
use num_complex::Complex;
use simba::scalar::ComplexField;
use crate::proptest::*;
use proptest::{prop_assert, prop_compose, proptest};
prop_compose! {
fn f64_squares() (n in PROPTEST_MATRIX_DIM) (a in matrix(PROPTEST_F64,n,n), b in matrix(PROPTEST_F64,n,n)) -> (DMatrix<f64>, DMatrix<f64>){
(a,b)
}}
proptest! {
#[test]
fn ge((a,b) in f64_squares()){
let a_c = a.clone().map(|x| Complex::new(x, 0.0));
let b_c = b.clone().map(|x| Complex::new(x, 0.0));
let n = a.shape_generic().0;
let ge = GE::new(a.clone(), b.clone());
let (vsl,vsr) = ge.clone().eigenvectors();
for (i,(alpha,beta)) in ge.raw_eigenvalues().iter().enumerate() {
let l_a = a_c.clone() * Complex::new(*beta, 0.0);
let l_b = b_c.clone() * *alpha;
prop_assert!(
relative_eq!(
((&l_a - &l_b)*vsr.column(i)).map(|x| x.modulus()),
OMatrix::zeros_generic(n, Const::<1>),
epsilon = 1.0e-5));
prop_assert!(
relative_eq!(
(vsl.column(i).adjoint()*(&l_a - &l_b)).map(|x| x.modulus()),
OMatrix::zeros_generic(Const::<1>, n),
epsilon = 1.0e-5))
};
}
#[test]
fn ge_static(a in matrix4(), b in matrix4()) {
let ge = GE::new(a.clone(), b.clone());
let a_c =a.clone().map(|x| Complex::new(x, 0.0));
let b_c = b.clone().map(|x| Complex::new(x, 0.0));
let (vsl,vsr) = ge.eigenvectors();
let eigenvalues = ge.raw_eigenvalues();
for (i,(alpha,beta)) in eigenvalues.iter().enumerate() {
let l_a = a_c.clone() * Complex::new(*beta, 0.0);
let l_b = b_c.clone() * *alpha;
prop_assert!(
relative_eq!(
((&l_a - &l_b)*vsr.column(i)).map(|x| x.modulus()),
OMatrix::zeros_generic(Const::<4>, Const::<1>),
epsilon = 1.0e-5));
prop_assert!(
relative_eq!((vsl.column(i).adjoint()*(&l_a - &l_b)).map(|x| x.modulus()),
OMatrix::zeros_generic(Const::<1>, Const::<4>),
epsilon = 1.0e-5))
}
}
}