root/library/tests/square_mat_test.cpp @ 495

#include "../bdm/math/square_mat.h"
#include "../bdm/math/chmat.h"
#include "itpp_ext.h"
#include "mat_checks.h"
#include "UnitTest++.h"
#include <math.h>

const double epsilon = 0.00001;

using namespace itpp;

using bdm::fsqmat;
using bdm::chmat;
using bdm::ldmat;

template<typename TMatrix>
void test_square_matrix ( double epsilon ) {
        int sz = 3;
        mat A0 = randu ( sz, sz );
        mat A = A0 * A0.T();

        TMatrix sqmat ( A );
        CHECK_EQUAL ( sz, sqmat.rows() );
        CHECK_EQUAL ( sz, sqmat.cols() );

        mat res = sqmat.to_mat();
        CHECK_CLOSE ( A, res, epsilon );

        vec v = randu ( sz );
        double w = randu();
        TMatrix sqmat2 = sqmat;
        sqmat2.opupdt ( v, w );

        res = A + w * outer_product ( v, v );
        CHECK_CLOSE ( res, sqmat2.to_mat(), epsilon );

        TMatrix invmat ( sz );
        sqmat.inv ( invmat );
        mat invA = inv ( A );
        CHECK_CLOSE ( invA, invmat.to_mat(), epsilon );

        double d = det ( A );
        CHECK_CLOSE ( log ( d ), sqmat.logdet(), epsilon );

        double q = sqmat.qform ( ones ( sz ) );
        CHECK_CLOSE ( sumsum ( A ), q, epsilon );

        q = sqmat.qform ( v );
        double r = ( A * v ) * v;
        CHECK_CLOSE ( r, q, epsilon );

        q = sqmat.invqform ( v );
        r = ( invA * v ) * v;
        CHECK_CLOSE ( r, q, epsilon );

        sqmat2 = sqmat;
        sqmat2.clear();
        CHECK_EQUAL ( 0, sqmat2.qform ( ones ( sz ) ) );

        TMatrix twice = sqmat;
        twice += sqmat;
        res = 2 * A;
        CHECK_CLOSE ( res, twice.to_mat(), epsilon );

        twice = sqmat;
        twice *= 2;
        CHECK_CLOSE ( res, twice.to_mat(), epsilon );

        sqmat2 = sqmat;
        mat B = randu ( sz, sz );
        sqmat2.mult_sym ( B );
        res = ( B * A ) * B.T();
        CHECK_CLOSE ( res, sqmat2.to_mat(), epsilon );

        mat C = randu ( sz, sz - 1 );
        TMatrix CAC ( sz - 1 );
        sqmat.mult_sym_t ( C, CAC );
        res = ( C.T() * A ) * C;
        CHECK_CLOSE ( res, CAC.to_mat(), epsilon );

        sqmat2 = sqmat;
        sqmat2.mult_sym_t ( B );
        res = ( B.T() * A ) * B;
        CHECK_CLOSE ( res, sqmat2.to_mat(), epsilon );
}

TEST ( test_ldmat ) {
        test_square_matrix<ldmat> ( epsilon );
}

TEST ( test_fsqmat ) {
        test_square_matrix<fsqmat> ( epsilon );
}

TEST ( test_chmat ) {
        test_square_matrix<chmat> ( epsilon );
}