root/tests/chmat_test.cpp @ 221

#include <itpp/itbase.h>
#include <math/chmat.h>

using namespace itpp;

//These lines are needed for use of cout and endl
using std::cout;
using std::endl;

int main() {
        // Kalman filter
        mat A0 = randu(3,3);
        mat A = A0*A0.T();
        
        //Test constructor
        chmat Ch(A);
   cout << "Testing constructors:" << endl
       << "A = " << A << endl
       << "Ch.to_mat() = " << Ch.to_mat() << endl << endl;
       
   //Test inversion
        chmat iCh(3);
        Ch.inv(iCh);
   cout << "inv(A) = " << inv(A) <<endl
        << "inv(Ch).to_mat() = " << iCh.to_mat() <<endl <<endl;
        
   //Test logdet
   cout << "logdet(A) = " << log(det(A)) << endl
                        << "logdet(Ch) = " << Ch.logdet() << endl <<endl;
                                
   //Test add
   chmat Ch2(Ch);
   Ch2.add(Ch);
   cout << "A+A = " << A+A << endl
                        <<      "Ch2.add(Ch) = " << Ch2.to_mat() << endl <<endl;
                                
        vec v=randu(3);
   //Test qform
   cout << "vAv' = " << v*(A*v) << endl
                        <<      "qform(Ch,v) = " << Ch.qform(v) << endl <<endl;
        
   //Test invqform
   cout << "v inv(A)v' = " << v*(inv(A)*v) << endl
                        <<      "invqform(Ch,v) = " << Ch.invqform(v) << endl <<endl;
                                
   //Test opupdate
   Ch2=Ch;
   Ch2.opupdt(v,1.0);
   cout << "A+vv' = " << A+outer_product(v,v) << endl
                        <<      "opupdt(Ch,v) = " << Ch2.to_mat() << endl <<endl;
                                
}