1 | #include "../bdm/math/square_mat.h" |
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2 | #include "../bdm/math/chmat.h" |
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3 | #include "itpp_ext.h" |
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4 | #include "mat_checks.h" |
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5 | #include "UnitTest++.h" |
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6 | #include <math.h> |
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7 | |
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8 | const double epsilon = 0.00001; |
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9 | |
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10 | using namespace itpp; |
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11 | |
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12 | using bdm::fsqmat; |
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13 | using bdm::chmat; |
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14 | using bdm::ldmat; |
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15 | |
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16 | template<typename TMatrix> |
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17 | void test_square_matrix ( double epsilon ) { |
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18 | int sz = 3; |
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19 | mat A0 = randu ( sz, sz ); |
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20 | mat A = A0 * A0.T(); |
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21 | |
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22 | TMatrix sqmat ( A ); |
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23 | CHECK_EQUAL ( sz, sqmat.rows() ); |
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24 | CHECK_EQUAL ( sz, sqmat.cols() ); |
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25 | |
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26 | mat res = sqmat.to_mat(); |
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27 | CHECK_CLOSE ( A, res, epsilon ); |
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28 | |
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29 | vec v = randu ( sz ); |
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30 | double w = randu(); |
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31 | TMatrix sqmat2 = sqmat; |
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32 | sqmat2.opupdt ( v, w ); |
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33 | |
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34 | res = A + w * outer_product ( v, v ); |
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35 | CHECK_CLOSE ( res, sqmat2.to_mat(), epsilon ); |
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36 | |
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37 | TMatrix invmat ( sz ); |
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38 | sqmat.inv ( invmat ); |
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39 | mat invA = inv ( A ); |
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40 | CHECK_CLOSE ( invA, invmat.to_mat(), epsilon ); |
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41 | |
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42 | double d = det ( A ); |
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43 | CHECK_CLOSE ( log ( d ), sqmat.logdet(), epsilon ); |
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44 | |
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45 | double q = sqmat.qform ( ones ( sz ) ); |
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46 | CHECK_CLOSE ( sumsum ( A ), q, epsilon ); |
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47 | |
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48 | q = sqmat.qform ( v ); |
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49 | double r = ( A * v ) * v; |
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50 | CHECK_CLOSE ( r, q, epsilon ); |
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51 | |
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52 | q = sqmat.invqform ( v ); |
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53 | r = ( invA * v ) * v; |
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54 | CHECK_CLOSE ( r, q, epsilon ); |
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55 | |
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56 | sqmat2 = sqmat; |
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57 | sqmat2.clear(); |
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58 | CHECK_EQUAL ( 0, sqmat2.qform ( ones ( sz ) ) ); |
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59 | |
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60 | TMatrix twice = sqmat; |
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61 | twice += sqmat; |
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62 | res = 2 * A; |
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63 | CHECK_CLOSE ( res, twice.to_mat(), epsilon ); |
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64 | |
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65 | twice = sqmat; |
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66 | twice *= 2; |
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67 | CHECK_CLOSE ( res, twice.to_mat(), epsilon ); |
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68 | |
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69 | sqmat2 = sqmat; |
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70 | mat B = randu ( sz, sz ); |
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71 | sqmat2.mult_sym ( B ); |
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72 | res = ( B * A ) * B.T(); |
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73 | CHECK_CLOSE ( res, sqmat2.to_mat(), epsilon ); |
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74 | |
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75 | mat C = randu ( sz, sz - 1 ); |
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76 | TMatrix CAC ( sz - 1 ); |
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77 | sqmat.mult_sym_t ( C, CAC ); |
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78 | res = ( C.T() * A ) * C; |
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79 | CHECK_CLOSE ( res, CAC.to_mat(), epsilon ); |
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80 | |
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81 | sqmat2 = sqmat; |
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82 | sqmat2.mult_sym_t ( B ); |
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83 | res = ( B.T() * A ) * B; |
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84 | CHECK_CLOSE ( res, sqmat2.to_mat(), epsilon ); |
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85 | } |
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86 | |
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87 | TEST ( ldmat_test ) { |
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88 | test_square_matrix<ldmat> ( epsilon ); |
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89 | } |
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90 | |
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91 | TEST ( fsqmat_test ) { |
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92 | test_square_matrix<fsqmat> ( epsilon ); |
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93 | } |
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94 | |
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95 | TEST ( chmat_test ) { |
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96 | test_square_matrix<chmat> ( epsilon ); |
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97 | } |
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