/** Check results against symmetric matrices that are randomly generated */
public void checkRandomSymmetric() {
for (int N = 1; N <= 15; N++) {
for (int i = 0; i < 20; i++) {
// DenseMatrix64F A = RandomMatrices.createSymmetric(N,-1,1,rand);
AMatrix z = Matrixx.createRandomMatrix(3, 3);
AMatrix A = z.innerProduct(z.getTranspose());
SymmetricQRAlgorithmDecomposition alg = createDecomposition();
assertNotNull(alg.decompose(A));
performStandardTests(alg, A.toMatrix(), -1);
}
}
}
/** Sees if the pair of eigenvalue and eigenvector was found in the decomposition. */
public void testForEigenpair(
SymmetricQRAlgorithmDecomposition alg, double valueReal, double valueImg, double... vector) {
int N = alg.getNumberOfEigenvalues();
int numMatched = 0;
for (int i = 0; i < N; i++) {
Vector2 c = alg.getEigenvalue(i);
if (Math.abs(c.x - valueReal) < 1e-4 && Math.abs(c.y - valueImg) < 1e-4) {
// if( c.isReal() ) {
if (Math.abs(c.y - 0) < 1e-8)
if (vector.length > 0) {
AVector v = alg.getEigenVector(i);
AMatrix e = Matrix.createFromRows(vector);
e = e.getTranspose();
Matrix t = Matrix.create(v.length(), 1);
t.setColumn(0, v);
double error = diffNormF(e, t);
// CommonOps.changeSign(e);
e.multiply(-1);
double error2 = diffNormF(e, t);
if (error < 1e-3 || error2 < 1e-3) numMatched++;
} else {
numMatched++;
}
else if (Math.abs(c.y - 0) > 1e-8) {
numMatched++;
}
}
}
assertEquals(1, numMatched);
}
public CholeskyResult(AMatrix L) {
this(L, IdentityMatrix.create(L.rowCount()), L.getTranspose());
}