@Test
public void testLU() {
// we are testing that PA = LU
AMatrix a = Matrixx.create(new double[][] {{4, 3}, {6, 3}});
AMatrix[] ms = SimpleLUP.decomposeLUP(a);
AMatrix lu = ms[0].innerProduct(ms[1]);
assertEquals(ms[2].innerProduct(a), lu);
// assertEquals(Matrixx.create(new double[][] {{1,0},{1.5,1}}),lu[0]);
// assertEquals(Matrixx.create(new double[][] {{4,3},{0,-1.5}}),lu[1]);
a = Matrixx.createRandomSquareMatrix(4);
ms = SimpleLUP.decomposeLUP(a);
lu = ms[0].innerProduct(ms[1]);
assertTrue(ms[2].innerProduct(a).epsilonEquals(lu));
a = PermutationMatrix.create(0, 2, 1, 3);
ms = SimpleLUP.decomposeLUP(a);
lu = ms[0].innerProduct(ms[1]);
assertTrue(ms[2].innerProduct(a).epsilonEquals(lu));
assertEquals(IdentityMatrix.create(4), ms[0]);
assertEquals(IdentityMatrix.create(4), ms[1]);
assertEquals(a, ms[2].inverse());
}
public CholeskyResult(AMatrix L) {
this(L, IdentityMatrix.create(L.rowCount()), L.getTranspose());
}