@Test
public void testSVD() {
AMatrix a = Matrixx.createRandomMatrix(5, 3);
AMatrix[] ms = ThinSVD.decompose(a);
AMatrix u = ms[0];
AMatrix s = ms[1];
AMatrix v = ms[2];
// we are testing that A = USV*
AMatrix usvt = u.innerProduct(s.innerProduct(v.getTranspose()));
// assertEquals(a,usvt);
assertTrue(usvt.epsilonEquals(a));
assertTrue(v.isOrthogonal());
assertTrue(s.isRectangularDiagonal());
assertTrue(u.hasOrthonormalColumns());
}
@Test
public void testQR() {
AMatrix a = Matrixx.createRandomMatrix(5, 4);
AMatrix[] ms = QR.decompose(a);
AMatrix q = ms[0];
AMatrix r = ms[1];
// we are testing that A = QR
assertTrue(q.innerProduct(r).epsilonEquals(a));
// check properties of Q - should be orthogonal
assertTrue(q.hasOrthonormalColumns());
// assertTrue(q.isSquare()); // TODO: should be square??
// check properties of R - should be upper triangular
assertTrue(r.isUpperTriangular());
}