| 1 | #include "../bdm/math/square_mat.h" |
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| 2 | #include "../bdm/math/chmat.h" |
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| 3 | #include "mat_checks.h" |
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| 4 | #include "UnitTest++.h" |
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| 5 | #include <math.h> |
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| 6 | |
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| 7 | const double epsilon = 0.00001; |
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| 8 | |
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| 9 | template<typename TMatrix> |
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| 10 | void test_square_matrix ( double epsilon ) { |
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| 11 | int sz = 3; |
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| 12 | mat A0 = randu ( sz, sz ); |
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| 13 | mat A = A0 * A0.T(); |
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| 14 | |
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| 15 | TMatrix sqmat ( A ); |
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| 16 | CHECK_EQUAL ( sz, sqmat.rows() ); |
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| 17 | CHECK_EQUAL ( sz, sqmat.cols() ); |
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| 18 | |
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| 19 | mat res = sqmat.to_mat(); |
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| 20 | CHECK_CLOSE ( A, res, epsilon ); |
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| 21 | |
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| 22 | vec v = randu ( sz ); |
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| 23 | double w = randu(); |
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| 24 | TMatrix sqmat2 = sqmat; |
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| 25 | sqmat2.opupdt ( v, w ); |
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| 26 | |
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| 27 | res = A + w * outer_product ( v, v ); |
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| 28 | CHECK_CLOSE ( res, sqmat2.to_mat(), epsilon ); |
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| 29 | |
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| 30 | TMatrix invmat ( sz ); |
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| 31 | sqmat.inv ( invmat ); |
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| 32 | mat invA = inv ( A ); |
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| 33 | CHECK_CLOSE ( invA, invmat.to_mat(), epsilon ); |
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| 34 | |
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| 35 | double d = det ( A ); |
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| 36 | CHECK_CLOSE ( log ( d ), sqmat.logdet(), epsilon ); |
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| 37 | |
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| 38 | double q = sqmat.qform ( ones ( sz ) ); |
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| 39 | CHECK_CLOSE ( sumsum ( A ), q, epsilon ); |
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| 40 | |
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| 41 | q = sqmat.qform ( v ); |
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| 42 | double r = ( A * v ) * v; |
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| 43 | CHECK_CLOSE ( r, q, epsilon ); |
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| 44 | |
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| 45 | q = sqmat.invqform ( v ); |
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| 46 | r = ( invA * v ) * v; |
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| 47 | CHECK_CLOSE ( r, q, epsilon ); |
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| 48 | |
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| 49 | sqmat2 = sqmat; |
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| 50 | sqmat2.clear(); |
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| 51 | CHECK_EQUAL ( 0, sqmat2.qform ( ones ( sz ) ) ); |
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| 52 | |
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| 53 | TMatrix twice = sqmat; |
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| 54 | twice += sqmat; |
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| 55 | res = 2 * A; |
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| 56 | CHECK_CLOSE ( res, twice.to_mat(), epsilon ); |
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| 57 | |
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| 58 | twice = sqmat; |
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| 59 | twice *= 2; |
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| 60 | CHECK_CLOSE ( res, twice.to_mat(), epsilon ); |
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| 61 | |
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| 62 | sqmat2 = sqmat; |
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| 63 | mat B = randu ( sz, sz ); |
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| 64 | sqmat2.mult_sym ( B ); |
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| 65 | res = ( B * A ) * B.T(); |
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| 66 | CHECK_CLOSE ( res, sqmat2.to_mat(), epsilon ); |
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| 67 | |
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| 68 | mat C = randu ( sz, sz - 1 ); |
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| 69 | TMatrix CAC ( sz - 1 ); |
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| 70 | sqmat.mult_sym_t ( C, CAC ); |
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| 71 | res = ( C.T() * A ) * C; |
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| 72 | CHECK_CLOSE ( res, CAC.to_mat(), epsilon ); |
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| 73 | |
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| 74 | sqmat2 = sqmat; |
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| 75 | sqmat2.mult_sym_t ( B ); |
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| 76 | res = ( B.T() * A ) * B; |
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| 77 | CHECK_CLOSE ( res, sqmat2.to_mat(), epsilon ); |
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| 78 | } |
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| 79 | |
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| 80 | TEST ( test_ldmat ) { |
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| 81 | test_square_matrix<ldmat> ( epsilon ); |
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| 82 | } |
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| 83 | |
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| 84 | TEST ( test_fsqmat ) { |
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| 85 | test_square_matrix<fsqmat> ( epsilon ); |
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| 86 | } |
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| 87 | |
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| 88 | TEST ( test_chmat ) { |
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| 89 | test_square_matrix<chmat> ( epsilon ); |
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| 90 | } |
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