forked from M-Labs/nalgebra
127 lines
5.3 KiB
Rust
127 lines
5.3 KiB
Rust
#![cfg(all(feature = "arbitrary", feature = "debug"))]
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macro_rules! gen_tests(
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($module: ident, $scalar: ty) => {
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mod $module {
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use na::debug::RandomSDP;
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use na::dimension::{U4, Dynamic};
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use na::{DMatrix, DVector, Matrix4x3, Vector4};
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use rand::random;
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#[allow(unused_imports)]
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use crate::core::helper::{RandScalar, RandComplex};
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use std::cmp;
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quickcheck! {
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fn cholesky(n: usize) -> bool {
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let m = RandomSDP::new(Dynamic::new(n.max(1).min(50)), || random::<$scalar>().0).unwrap();
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let l = m.clone().cholesky().unwrap().unpack();
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relative_eq!(m, &l * l.adjoint(), epsilon = 1.0e-7)
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}
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fn cholesky_static(_m: RandomSDP<f64, U4>) -> bool {
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let m = RandomSDP::new(U4, || random::<$scalar>().0).unwrap();
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let chol = m.cholesky().unwrap();
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let l = chol.unpack();
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if !relative_eq!(m, &l * l.adjoint(), epsilon = 1.0e-7) {
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false
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}
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else {
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true
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}
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}
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fn cholesky_solve(n: usize, nb: usize) -> bool {
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let n = n.max(1).min(50);
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let m = RandomSDP::new(Dynamic::new(n), || random::<$scalar>().0).unwrap();
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let nb = cmp::min(nb, 50); // To avoid slowing down the test too much.
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let chol = m.clone().cholesky().unwrap();
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let b1 = DVector::<$scalar>::new_random(n).map(|e| e.0);
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let b2 = DMatrix::<$scalar>::new_random(n, nb).map(|e| e.0);
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let sol1 = chol.solve(&b1);
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let sol2 = chol.solve(&b2);
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relative_eq!(&m * &sol1, b1, epsilon = 1.0e-7) &&
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relative_eq!(&m * &sol2, b2, epsilon = 1.0e-7)
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}
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fn cholesky_solve_static(_n: usize) -> bool {
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let m = RandomSDP::new(U4, || random::<$scalar>().0).unwrap();
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let chol = m.clone().cholesky().unwrap();
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let b1 = Vector4::<$scalar>::new_random().map(|e| e.0);
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let b2 = Matrix4x3::<$scalar>::new_random().map(|e| e.0);
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let sol1 = chol.solve(&b1);
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let sol2 = chol.solve(&b2);
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relative_eq!(m * sol1, b1, epsilon = 1.0e-7) &&
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relative_eq!(m * sol2, b2, epsilon = 1.0e-7)
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}
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fn cholesky_inverse(n: usize) -> bool {
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let m = RandomSDP::new(Dynamic::new(n.max(1).min(50)), || random::<$scalar>().0).unwrap();
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let m1 = m.clone().cholesky().unwrap().inverse();
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let id1 = &m * &m1;
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let id2 = &m1 * &m;
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id1.is_identity(1.0e-7) && id2.is_identity(1.0e-7)
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}
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fn cholesky_inverse_static(_n: usize) -> bool {
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let m = RandomSDP::new(U4, || random::<$scalar>().0).unwrap();
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let m1 = m.clone().cholesky().unwrap().inverse();
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let id1 = &m * &m1;
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let id2 = &m1 * &m;
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id1.is_identity(1.0e-7) && id2.is_identity(1.0e-7)
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}
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fn cholesky_rank_one_update(_n: usize) -> bool {
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let mut m = RandomSDP::new(U4, || random::<$scalar>().0).unwrap();
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let x = Vector4::<$scalar>::new_random().map(|e| e.0);
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// this is dirty but $scalar is not a scalar type (its a Rand) in this file
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let zero = random::<$scalar>().0 * 0.;
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let one = zero + 1.;
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let sigma = random::<f64>(); // needs to be a real
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let sigma_scalar = zero + sigma;
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// updates cholesky decomposition and reconstructs m updated
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let mut chol = m.clone().cholesky().unwrap();
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chol.rank_one_update(&x, sigma);
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let m_chol_updated = chol.l() * chol.l().adjoint();
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// updates m manually
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m.gerc(sigma_scalar, &x, &x, one); // m += sigma * x * x.adjoint()
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relative_eq!(m, m_chol_updated, epsilon = 1.0e-7)
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}
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fn cholesky_remove_column(n: usize) -> bool {
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let n = n.max(1).min(5);
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let j = random::<usize>() % n;
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let m = RandomSDP::new(Dynamic::new(n), || random::<$scalar>().0).unwrap();
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// remove column from cholesky decomposition and rebuild m
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let chol = m.clone().cholesky().unwrap().remove_column(j);
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let m_chol_updated = chol.l() * chol.l().adjoint();
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// remove column from m
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let m_updated = m.remove_column(j).remove_row(j);
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println!("n={} j={}", n, j);
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println!("chol:{}", m_chol_updated);
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println!("m up:{}", m_updated);
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relative_eq!(m_updated, m_chol_updated, epsilon = 1.0e-7)
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}
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}
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}
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}
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);
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gen_tests!(complex, RandComplex<f64>);
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gen_tests!(f64, RandScalar<f64>);
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