コード例 #1
0
  @Test
  public void removeRowFromA() {
    int remove = 2;
    int m = 5;
    int n = 3;

    DenseMatrix64F A = RandomMatrices.createRandom(m, n, rand);

    // create the modified A
    DenseMatrix64F A_e = RandomMatrices.createRandom(m - 1, n, rand);
    SubmatrixOps.setSubMatrix(A, A_e, 0, 0, 0, 0, remove, n);
    SubmatrixOps.setSubMatrix(A, A_e, remove + 1, 0, remove, 0, m - remove - 1, n);

    // Compute the solution to the modified system
    DenseMatrix64F X = RandomMatrices.createRandom(n, 2, rand);
    DenseMatrix64F Y = new DenseMatrix64F(A_e.numRows, X.numCols);
    CommonOps.mult(A_e, X, Y);

    // create the solver from the original system then modify it
    AdjustableLinearSolver adjSolver = new AdjLinearSolverQr();

    adjSolver.setA(A);
    adjSolver.removeRowFromA(remove);

    // see if it produces the epected results

    // solve the system and see if it gets the expected solution
    DenseMatrix64F X_found = RandomMatrices.createRandom(X.numRows, X.numCols, rand);
    adjSolver.solve(Y, X_found);

    // see if they produce the same results
    assertTrue(MatrixFeatures.isIdentical(X_found, X, 1e-8));
  }
コード例 #2
0
ファイル: GenericQrCheck.java プロジェクト: jeppe/LinUCB
  /**
   * See if passing in a matrix or not providing one to getQ and getR functions has the same result
   */
  @Test
  public void checkGetNullVersusNot() {
    int width = 5;
    int height = 10;

    QRDecomposition<DenseMatrix64F> alg = createQRDecomposition();

    SimpleMatrix A = new SimpleMatrix(height, width);
    RandomMatrices.setRandom(A.getMatrix(), rand);

    alg.decompose(A.getMatrix());

    // get the results from a provided matrix
    DenseMatrix64F Q_provided = RandomMatrices.createRandom(height, height, rand);
    DenseMatrix64F R_provided = RandomMatrices.createRandom(height, width, rand);

    assertTrue(R_provided == alg.getR(R_provided, false));
    assertTrue(Q_provided == alg.getQ(Q_provided, false));

    // get the results when no matrix is provided
    DenseMatrix64F Q_null = alg.getQ(null, false);
    DenseMatrix64F R_null = alg.getR(null, false);

    // see if they are the same
    assertTrue(MatrixFeatures.isEquals(Q_provided, Q_null));
    assertTrue(MatrixFeatures.isEquals(R_provided, R_null));
  }
コード例 #3
0
  @Test
  public void addRowToA() {
    int insert = 2;
    int m = 5;
    int n = 3;

    DenseMatrix64F A = RandomMatrices.createRandom(m, n, rand);
    double row[] = new double[] {1, 2, 3};

    // create the modified A
    DenseMatrix64F A_e = RandomMatrices.createRandom(m + 1, n, rand);
    SubmatrixOps.setSubMatrix(A, A_e, 0, 0, 0, 0, insert, n);
    System.arraycopy(row, 0, A_e.data, insert * n, n);
    SubmatrixOps.setSubMatrix(A, A_e, insert, 0, insert + 1, 0, m - insert, n);

    // Compute the solution to the modified  system
    DenseMatrix64F X = RandomMatrices.createRandom(n, 2, rand);
    DenseMatrix64F Y = new DenseMatrix64F(A_e.numRows, X.numCols);
    CommonOps.mult(A_e, X, Y);

    // create the solver from A then add a A.  The solver
    // should be equivalent to one created from A_e
    AdjustableLinearSolver adjSolver = new AdjLinearSolverQr();

    assertTrue(adjSolver.setA(A));
    adjSolver.addRowToA(row, insert);

    // solve the system and see if it gets the expected solution
    DenseMatrix64F X_found = RandomMatrices.createRandom(X.numRows, X.numCols, rand);
    adjSolver.solve(Y, X_found);

    // see if they produce the same results
    assertTrue(MatrixFeatures.isIdentical(X_found, X, 1e-8));
  }
 private static QuadraticProgram createRandomQuadraticProgram(
     Random random, int objectiveSize, int solutionSize, int constraintSize) {
   DenseMatrix64F a = RandomMatrices.createRandom(objectiveSize, solutionSize, random);
   DenseMatrix64F b = RandomMatrices.createRandom(objectiveSize, 1, random);
   DenseMatrix64F c = RandomMatrices.createRandom(constraintSize, solutionSize, random);
   DenseMatrix64F d = RandomMatrices.createRandom(constraintSize, 1, random);
   return new QuadraticProgram(a, b, c, d);
 }
コード例 #5
0
ファイル: GenericQrCheck.java プロジェクト: jeppe/LinUCB
  private void checkDecomposition(int height, int width, boolean compact) {
    QRDecomposition<DenseMatrix64F> alg = createQRDecomposition();

    SimpleMatrix A = new SimpleMatrix(height, width);
    RandomMatrices.setRandom(A.getMatrix(), rand);

    assertTrue(alg.decompose(A.copy().getMatrix()));

    int minStride = Math.min(height, width);

    SimpleMatrix Q = new SimpleMatrix(height, compact ? minStride : height);
    alg.getQ(Q.getMatrix(), compact);
    SimpleMatrix R = new SimpleMatrix(compact ? minStride : height, width);
    alg.getR(R.getMatrix(), compact);

    // see if Q has the expected properties
    assertTrue(MatrixFeatures.isOrthogonal(Q.getMatrix(), 1e-6));

    //        UtilEjml.print(alg.getQR());
    //        Q.print();
    //        R.print();

    // see if it has the expected properties
    DenseMatrix64F A_found = Q.mult(R).getMatrix();

    EjmlUnitTests.assertEquals(A.getMatrix(), A_found, 1e-6);
    assertTrue(Q.transpose().mult(A).isIdentical(R, 1e-6));
  }
コード例 #6
0
ファイル: GenericQrCheck.java プロジェクト: jeppe/LinUCB
  /** See if the compact format for Q works */
  @Test
  public void checkCompactFormat() {
    int height = 10;
    int width = 5;

    QRDecomposition<DenseMatrix64F> alg = createQRDecomposition();

    SimpleMatrix A = new SimpleMatrix(height, width);
    RandomMatrices.setRandom(A.getMatrix(), rand);

    alg.decompose(A.getMatrix());

    SimpleMatrix Q = new SimpleMatrix(height, width);
    alg.getQ(Q.getMatrix(), true);

    // see if Q has the expected properties
    assertTrue(MatrixFeatures.isOrthogonal(Q.getMatrix(), 1e-6));

    // try to extract it with the wrong dimensions
    Q = new SimpleMatrix(height, height);
    try {
      alg.getQ(Q.getMatrix(), true);
      fail("Didn't fail");
    } catch (RuntimeException e) {
    }
  }
コード例 #7
0
ファイル: GenericQrCheck.java プロジェクト: jeppe/LinUCB
  /** Depending on if setZero being true or not the size of the R matrix changes */
  @Test
  public void checkGetRInputSize() {
    int width = 5;
    int height = 10;

    QRDecomposition<DenseMatrix64F> alg = createQRDecomposition();

    SimpleMatrix A = new SimpleMatrix(height, width);
    RandomMatrices.setRandom(A.getMatrix(), rand);

    alg.decompose(A.getMatrix());

    // check the case where it creates the matrix first
    assertTrue(alg.getR(null, true).numRows == width);
    assertTrue(alg.getR(null, false).numRows == height);

    // check the case where a matrix is provided
    alg.getR(new DenseMatrix64F(width, width), true);
    alg.getR(new DenseMatrix64F(height, width), false);

    // check some negative cases
    try {
      alg.getR(new DenseMatrix64F(height, width), true);
      fail("Should have thrown an exception");
    } catch (IllegalArgumentException e) {
    }

    try {
      alg.getR(new DenseMatrix64F(width - 1, width), false);
      fail("Should have thrown an exception");
    } catch (IllegalArgumentException e) {
    }
  }
コード例 #8
0
  /**
   * Checks to see if the matrix is or is not modified as according to the modified flag.
   *
   * @param decomp
   */
  public static void checkModifiedInput(DecompositionInterface decomp) {
    DenseMatrix64F A = RandomMatrices.createSymmPosDef(4, new Random(0x434));
    DenseMatrix64F A_orig = A.copy();

    assertTrue(decomp.decompose(A));

    boolean modified = !MatrixFeatures.isEquals(A, A_orig);

    assertTrue(modified + " " + decomp.inputModified(), decomp.inputModified() == modified);
  }
  @DeployableTestMethod(estimatedDuration = 0.3)
  @Test(timeout = 30000)
  public void test() {
    Random random = new Random(176L);
    int matrixSize = 5;
    YoVariableRegistry parentRegistry = new YoVariableRegistry("test");
    DenseMatrix64F jacobianMatrix = RandomMatrices.createRandom(matrixSize, matrixSize, random);
    DenseMatrix64F taskVelocity = RandomMatrices.createRandom(matrixSize, 1, random);

    DampedLeastSquaresJacobianSolver solver =
        new DampedLeastSquaresJacobianSolver("testSolver", matrixSize, parentRegistry);
    solver.setAlpha(1.0);
    DenseMatrix64F jointVelocities = new DenseMatrix64F(matrixSize, 1);
    solver.setJacobian(jacobianMatrix);
    solver.solve(jointVelocities, taskVelocity);

    DenseMatrix64F taskVelocityBack = new DenseMatrix64F(matrixSize, 1);
    solver.inverseSolve(taskVelocityBack, jointVelocities);

    double delta = 1e-9;
    JUnitTools.assertMatrixEquals(taskVelocity, taskVelocityBack, delta);
  }
コード例 #10
0
  /**
   * Compare the determinant computed from LU to the value computed from the minor matrix method.
   */
  @Test
  public void testDeterminant() {
    Random rand = new Random(0xfff);

    int width = 10;

    DenseMatrix64F A = RandomMatrices.createRandom(width, width, rand);

    DeterminantFromMinor minor = new DeterminantFromMinor(width);
    double minorVal = minor.compute(A);

    LUDecompositionAlt alg = new LUDecompositionAlt();
    alg.decompose(A);
    double luVal = alg.computeDeterminant();

    assertEquals(minorVal, luVal, 1e-6);
  }
コード例 #11
0
  @Test
  public void _solveVectorInternal() {
    int width = 10;
    DenseMatrix64F LU = RandomMatrices.createRandom(width, width, rand);

    double a[] = new double[] {1, 2, 3, 4, 5, 6, 7, 8, 9, 10};
    double b[] = new double[] {1, 2, 3, 4, 5, 6, 7, 8, 9, 10};
    for (int i = 0; i < width; i++) LU.set(i, i, 1);

    TriangularSolver.solveL(LU.data, a, width);
    TriangularSolver.solveU(LU.data, a, width);

    DebugDecompose alg = new DebugDecompose(width);
    for (int i = 0; i < width; i++) alg.getIndx()[i] = i;
    alg.setLU(LU);

    alg._solveVectorInternal(b);

    for (int i = 0; i < width; i++) {
      assertEquals(a[i], b[i], 1e-6);
    }
  }