@Test
  public void testLinearRegression() throws Exception {
    long[] time = new long[] {1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11};
    double[][] xt1 = new double[][] {new double[] {0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10}};
    double[][] xt2 = new double[][] {new double[] {0, 1, 4, 9, 16, 25, 36, 49, 64, 81, 100}};
    // function params
    double[] m = new double[] {2, 10};
    double c = -2;
    int windowSize = 2;
    int offset = 1;

    double[][] perfectyt = new double[1][xt1[0].length];
    for (int i = windowSize; i < perfectyt[0].length; i++) {
      perfectyt[0][i] = c;
      for (int j = 0; j < windowSize; j++) {
        int index = i - (windowSize - (offset - 1)) + j;
        perfectyt[0][i] += xt1[0][index] * m[0] + xt2[0][index] * m[1];
      }
    }

    Matrix perfecty = new Matrix(perfectyt).transpose();

    Matrix noise =
        new Matrix(RandomData.getRandomDoubleArray(perfecty.getRowDimension(), 1, -1, 1, 2));
    Matrix y = perfecty.plus(noise).transpose();

    DoubleSynchronisedTimeSeriesCollection dstsc = new DoubleSynchronisedTimeSeriesCollection();
    dstsc.addTimeSeries("y", new DoubleTimeSeries(time, y.getArray()[0]));
    dstsc.addTimeSeries("xt1", new DoubleTimeSeries(time, xt1[0]));
    dstsc.addTimeSeries("xt2", new DoubleTimeSeries(time, xt2[0]));

    WindowedLinearRegressionAggregator wlra =
        new WindowedLinearRegressionAggregator("y", windowSize, offset, false);

    wlra.aggregate(dstsc);
    System.out.println(wlra.getReg());
  }
Пример #2
0
    private void RunSPKF() {
      // SPKF Steps:
      // 1) Generate Test Points
      // 2) Propagate Test Points
      // 3) Compute Predicted Mean and Covariance
      // 4) Compute Measurements
      // 5) Compute Innovations and Cross Covariance
      // 6) Compute corrections and update

      // Line up initial variables from the controller!
      Double dAlpha = dGreek.get(0);
      Double dBeta = dGreek.get(1);
      cController.setAlpha(dAlpha);
      cController.setBeta(dBeta);
      cController.setKappa(dGreek.get(2));
      Double dGamma = cController.getGamma();
      Double dLambda = cController.getLambda();

      // // DEBUG - Print the Greeks
      // System.out.println("Greeks!");
      // System.out.println("Alpha - " + dAlpha);
      // System.out.println("Beta - " + dBeta);
      // System.out.println("Kappa - " + dGreek.get(2));
      // System.out.println("Lambda - " + dLambda);
      // System.out.println("Gamma - " + dGamma);

      // Let's get started:
      // Step 1: Generate Test Points
      Vector<Matrix> Chi = new Vector<Matrix>();
      Vector<Matrix> UpChi = new Vector<Matrix>();
      Vector<Matrix> UpY = new Vector<Matrix>();
      Matrix UpPx = new Matrix(3, 3, 0.0);
      Matrix UpPy = new Matrix(3, 3, 0.0);
      Matrix UpPxy = new Matrix(3, 3, 0.0);
      Matrix K;
      Vector<Double> wc = new Vector<Double>();
      Vector<Double> wm = new Vector<Double>();
      Chi.add(X); // Add Chi_0 - the current state estimate (X, Y, Z)

      // Big P Matrix is LxL diagonal
      Matrix SqrtP = SqrtSPKF(P);
      SqrtP = SqrtP.times(dGamma);

      // Set up Sigma Points
      for (int i = 0; i <= 8; i++) {
        Matrix tempVec = SqrtP.getMatrix(0, 8, i, i);
        Matrix tempX = X;
        Matrix tempPlus = tempX.plus(tempVec);
        // System.out.println("TempPlus");
        // tempPlus.print(3, 2);
        Matrix tempMinu = tempX.minus(tempVec);
        // System.out.println("TempMinus");
        // tempMinu.print(3, 2);
        // tempX = X.copy();
        // tempX.setMatrix(i, i, 0, 2, tempPlus);
        Chi.add(tempPlus);
        // tempX = X.copy();
        // tempX.setMatrix(i, i, 0, 2, tempMinu);
        Chi.add(tempMinu);
      }

      // DEBUG Print the lines inside the Chi Matrix (2L x L)
      // for (int i = 0; i<=(2*L); i++){
      // System.out.println("Chi Matrix Set: "+i);
      // Chi.get(i).print(5, 2);
      // }

      // Generate weights
      Double WeightZero = (dLambda / (L + dLambda));
      Double OtherWeight = (1 / (2 * (L + dLambda)));
      Double TotalWeight = WeightZero;
      wm.add(WeightZero);
      wc.add(WeightZero + (1 - (dAlpha * dAlpha) + dBeta));
      for (int i = 1; i <= (2 * L); i++) {
        TotalWeight = TotalWeight + OtherWeight;
        wm.add(OtherWeight);
        wc.add(OtherWeight);
      }
      // Weights MUST BE 1 in total
      for (int i = 0; i <= (2 * L); i++) {
        wm.set(i, wm.get(i) / TotalWeight);
        wc.set(i, wc.get(i) / TotalWeight);
      }

      // //DEBUG Print the weights
      // System.out.println("Total Weight:");
      // System.out.println(TotalWeight);
      // for (int i = 0; i<=(2*L); i++){
      // System.out.println("Weight M for "+i+" Entry");
      // System.out.println(wm.get(i));
      // System.out.println("Weight C for "+i+" Entry");
      // System.out.println(wc.get(i));
      // }

      // Step 2: Propagate Test Points
      // This will also handle computing the mean
      Double ux = dControl.elementAt(0);
      Double uy = dControl.elementAt(1);
      Double uz = dControl.elementAt(2);
      Matrix XhatMean = new Matrix(3, 1, 0.0);
      for (int i = 0; i < Chi.size(); i++) {
        Matrix ChiOne = Chi.get(i);
        Matrix Chixminus = new Matrix(3, 1, 0.0);
        Double Xhat = ChiOne.get(0, 0);
        Double Yhat = ChiOne.get(1, 0);
        Double Zhat = ChiOne.get(2, 0);
        Double Xerr = ChiOne.get(3, 0);
        Double Yerr = ChiOne.get(4, 0);
        Double Zerr = ChiOne.get(5, 0);

        Xhat = Xhat + ux + Xerr;
        Yhat = Yhat + uy + Yerr;
        Zhat = Zhat + uz + Zerr;

        Chixminus.set(0, 0, Xhat);
        Chixminus.set(1, 0, Yhat);
        Chixminus.set(2, 0, Zhat);
        // System.out.println("ChixMinus:");
        // Chixminus.print(3, 2);
        UpChi.add(Chixminus);
        XhatMean = XhatMean.plus(Chixminus.times(wm.get(i)));
      }

      // Mean is right!

      // System.out.println("XhatMean: ");
      // XhatMean.print(3, 2);

      // Step 3: Compute Predicted Mean and Covariance
      // Welp, we already solved the mean - let's do the covariance now
      for (int i = 0; i <= (2 * L); i++) {
        Matrix tempP = UpChi.get(i).minus(XhatMean);
        Matrix tempPw = tempP.times(wc.get(i));
        tempP = tempPw.times(tempP.transpose());
        UpPx = UpPx.plus(tempP);
      }

      // New Steps!

      // Step 4: Compute Measurements! (and Y mean!)
      Matrix YhatMean = new Matrix(3, 1, 0.0);
      for (int i = 0; i <= (2 * L); i++) {
        Matrix ChiOne = Chi.get(i);
        Matrix Chiyminus = new Matrix(3, 1, 0.0);
        Double Xhat = UpChi.get(i).get(0, 0);
        Double Yhat = UpChi.get(i).get(1, 0);
        Double Zhat = UpChi.get(i).get(2, 0);
        Double Xerr = ChiOne.get(6, 0);
        Double Yerr = ChiOne.get(7, 0);
        Double Zerr = ChiOne.get(8, 0);

        Xhat = Xhat + Xerr;
        Yhat = Yhat + Yerr;
        Zhat = Zhat + Zerr;

        Chiyminus.set(0, 0, Xhat);
        Chiyminus.set(1, 0, Yhat);
        Chiyminus.set(2, 0, Zhat);
        UpY.add(Chiyminus);
        YhatMean = YhatMean.plus(Chiyminus.times(wm.get(i)));
      }

      // // Welp, we already solved the mean - let's do the covariances
      // now
      // System.out.println("XHatMean and YHatMean = ");
      // XhatMean.print(3, 2);
      // YhatMean.print(3, 2);

      for (int i = 0; i <= (2 * L); i++) {
        Matrix tempPx = UpChi.get(i).minus(XhatMean);
        Matrix tempPy = UpY.get(i).minus(YhatMean);
        // System.out.println("ChiX - XhatMean and ChiY-YhatMean");
        // tempPx.print(3, 2);
        // tempPy.print(3, 2);

        Matrix tempPxw = tempPx.times(wc.get(i));
        Matrix tempPyw = tempPy.times(wc.get(i));

        tempPx = tempPxw.times(tempPy.transpose());
        tempPy = tempPyw.times(tempPy.transpose());
        UpPy = UpPy.plus(tempPy);
        UpPxy = UpPxy.plus(tempPx);
      }

      // Step 6: Compute Corrections and Update

      // Compute Kalman Gain!
      // System.out.println("Updated Px");
      // UpPx.print(5, 2);
      // System.out.println("Updated Py");
      // UpPy.print(5, 2);
      // System.out.println("Updated Pxy");
      // UpPxy.print(5, 2);
      K = UpPxy.times(UpPy.inverse());
      // System.out.println("Kalman");
      // K.print(5, 2);

      Matrix Mea = new Matrix(3, 1, 0.0);
      Mea.set(0, 0, dMeasure.get(0));
      Mea.set(1, 0, dMeasure.get(1));
      Mea.set(2, 0, dMeasure.get(2));

      Matrix Out = K.times(Mea.minus(YhatMean));
      Out = Out.plus(XhatMean);
      // System.out.println("Out:");
      // Out.print(3, 2);

      Matrix Px = UpPx.minus(K.times(UpPy.times(K.transpose())));

      // Update Stuff!
      // Push the P to the controller
      Matrix OutP = P.copy();
      OutP.setMatrix(0, 2, 0, 2, Px);
      X.setMatrix(0, 2, 0, 0, Out);

      Residual = XhatMean.minus(Out);
      cController.inputState(OutP, Residual);
      // cController.setL(L);

      cController.startProcess();
      while (!cController.finishedProcess()) {
        try {
          Thread.sleep(10);
        } catch (InterruptedException e) {
          e.printStackTrace();
        }
      }

      // System.out.println("Post Greeks: " + cController.getAlpha() + " ,
      // "+ cController.getBeta());

      dGreek.set(0, cController.getAlpha());
      dGreek.set(1, cController.getBeta());
      dGreek.set(2, cController.getKappa());
      P = cController.getP();

      // System.out.println("P is post Process:");
      // P.print(3, 2);

      StepDone = true;
    }
  public static void main(String argv[]) {
    Matrix A, B, C, Z, O, I, R, S, X, SUB, M, T, SQ, DEF, SOL;
    // Uncomment this to test IO in a different locale.
    // Locale.setDefault(Locale.GERMAN);
    int errorCount = 0;
    int warningCount = 0;
    double tmp, s;
    double[] columnwise = {1., 2., 3., 4., 5., 6., 7., 8., 9., 10., 11., 12.};
    double[] rowwise = {1., 4., 7., 10., 2., 5., 8., 11., 3., 6., 9., 12.};
    double[][] avals = {{1., 4., 7., 10.}, {2., 5., 8., 11.}, {3., 6., 9., 12.}};
    double[][] rankdef = avals;
    double[][] tvals = {{1., 2., 3.}, {4., 5., 6.}, {7., 8., 9.}, {10., 11., 12.}};
    double[][] subavals = {{5., 8., 11.}, {6., 9., 12.}};
    double[][] rvals = {{1., 4., 7.}, {2., 5., 8., 11.}, {3., 6., 9., 12.}};
    double[][] pvals = {{4., 1., 1.}, {1., 2., 3.}, {1., 3., 6.}};
    double[][] ivals = {{1., 0., 0., 0.}, {0., 1., 0., 0.}, {0., 0., 1., 0.}};
    double[][] evals = {
      {0., 1., 0., 0.}, {1., 0., 2.e-7, 0.}, {0., -2.e-7, 0., 1.}, {0., 0., 1., 0.}
    };
    double[][] square = {{166., 188., 210.}, {188., 214., 240.}, {210., 240., 270.}};
    double[][] sqSolution = {{13.}, {15.}};
    double[][] condmat = {{1., 3.}, {7., 9.}};
    double[][] badeigs = {
      {0, 0, 0, 0, 0}, {0, 0, 0, 0, 1}, {0, 0, 0, 1, 0}, {1, 1, 0, 0, 1}, {1, 0, 1, 0, 1}
    };
    int rows = 3, cols = 4;
    int invalidld = 5; /* should trigger bad shape for construction with val */
    int raggedr = 0; /* (raggedr,raggedc) should be out of bounds in ragged array */
    int raggedc = 4;
    int validld = 3; /* leading dimension of intended test Matrices */
    int nonconformld = 4; /* leading dimension which is valid, but nonconforming */
    int ib = 1, ie = 2, jb = 1, je = 3; /* index ranges for sub Matrix */
    int[] rowindexset = {1, 2};
    int[] badrowindexset = {1, 3};
    int[] columnindexset = {1, 2, 3};
    int[] badcolumnindexset = {1, 2, 4};
    double columnsummax = 33.;
    double rowsummax = 30.;
    double sumofdiagonals = 15;
    double sumofsquares = 650;

    /**
     * Constructors and constructor-like methods: double[], int double[][] int, int int, int, double
     * int, int, double[][] constructWithCopy(double[][]) random(int,int) identity(int)
     */
    print("\nTesting constructors and constructor-like methods...\n");
    try {
      /** check that exception is thrown in packed constructor with invalid length * */
      A = new Matrix(columnwise, invalidld);
      errorCount =
          try_failure(
              errorCount,
              "Catch invalid length in packed constructor... ",
              "exception not thrown for invalid input");
    } catch (IllegalArgumentException e) {
      try_success("Catch invalid length in packed constructor... ", e.getMessage());
    }
    try {
      /** check that exception is thrown in default constructor if input array is 'ragged' * */
      A = new Matrix(rvals);
      tmp = A.get(raggedr, raggedc);
    } catch (IllegalArgumentException e) {
      try_success("Catch ragged input to default constructor... ", e.getMessage());
    } catch (java.lang.ArrayIndexOutOfBoundsException e) {
      errorCount =
          try_failure(
              errorCount,
              "Catch ragged input to constructor... ",
              "exception not thrown in construction...ArrayIndexOutOfBoundsException thrown later");
    }
    try {
      /** check that exception is thrown in constructWithCopy if input array is 'ragged' * */
      A = Matrix.constructWithCopy(rvals);
      tmp = A.get(raggedr, raggedc);
    } catch (IllegalArgumentException e) {
      try_success("Catch ragged input to constructWithCopy... ", e.getMessage());
    } catch (java.lang.ArrayIndexOutOfBoundsException e) {
      errorCount =
          try_failure(
              errorCount,
              "Catch ragged input to constructWithCopy... ",
              "exception not thrown in construction...ArrayIndexOutOfBoundsException thrown later");
    }

    A = new Matrix(columnwise, validld);
    B = new Matrix(avals);
    tmp = B.get(0, 0);
    avals[0][0] = 0.0;
    C = B.minus(A);
    avals[0][0] = tmp;
    B = Matrix.constructWithCopy(avals);
    tmp = B.get(0, 0);
    avals[0][0] = 0.0;
    if ((tmp - B.get(0, 0)) != 0.0) {
      /** check that constructWithCopy behaves properly * */
      errorCount =
          try_failure(
              errorCount, "constructWithCopy... ", "copy not effected... data visible outside");
    } else {
      try_success("constructWithCopy... ", "");
    }
    avals[0][0] = columnwise[0];
    I = new Matrix(ivals);
    try {
      check(I, Matrix.identity(3, 4));
      try_success("identity... ", "");
    } catch (java.lang.RuntimeException e) {
      errorCount =
          try_failure(errorCount, "identity... ", "identity Matrix not successfully created");
    }

    /**
     * Access Methods: getColumnDimension() getRowDimension() getArray() getArrayCopy()
     * getColumnPackedCopy() getRowPackedCopy() get(int,int) getMatrix(int,int,int,int)
     * getMatrix(int,int,int[]) getMatrix(int[],int,int) getMatrix(int[],int[]) set(int,int,double)
     * setMatrix(int,int,int,int,Matrix) setMatrix(int,int,int[],Matrix)
     * setMatrix(int[],int,int,Matrix) setMatrix(int[],int[],Matrix)
     */
    print("\nTesting access methods...\n");

    /** Various get methods: */
    B = new Matrix(avals);
    if (B.getRowDimension() != rows) {
      errorCount = try_failure(errorCount, "getRowDimension... ", "");
    } else {
      try_success("getRowDimension... ", "");
    }
    if (B.getColumnDimension() != cols) {
      errorCount = try_failure(errorCount, "getColumnDimension... ", "");
    } else {
      try_success("getColumnDimension... ", "");
    }
    B = new Matrix(avals);
    double[][] barray = B.getArray();
    if (barray != avals) {
      errorCount = try_failure(errorCount, "getArray... ", "");
    } else {
      try_success("getArray... ", "");
    }
    barray = B.getArrayCopy();
    if (barray == avals) {
      errorCount = try_failure(errorCount, "getArrayCopy... ", "data not (deep) copied");
    }
    try {
      check(barray, avals);
      try_success("getArrayCopy... ", "");
    } catch (java.lang.RuntimeException e) {
      errorCount =
          try_failure(errorCount, "getArrayCopy... ", "data not successfully (deep) copied");
    }
    double[] bpacked = B.getColumnPackedCopy();
    try {
      check(bpacked, columnwise);
      try_success("getColumnPackedCopy... ", "");
    } catch (java.lang.RuntimeException e) {
      errorCount =
          try_failure(
              errorCount,
              "getColumnPackedCopy... ",
              "data not successfully (deep) copied by columns");
    }
    bpacked = B.getRowPackedCopy();
    try {
      check(bpacked, rowwise);
      try_success("getRowPackedCopy... ", "");
    } catch (java.lang.RuntimeException e) {
      errorCount =
          try_failure(
              errorCount, "getRowPackedCopy... ", "data not successfully (deep) copied by rows");
    }
    try {
      tmp = B.get(B.getRowDimension(), B.getColumnDimension() - 1);
      errorCount =
          try_failure(
              errorCount, "get(int,int)... ", "OutOfBoundsException expected but not thrown");
    } catch (java.lang.ArrayIndexOutOfBoundsException e) {
      try {
        tmp = B.get(B.getRowDimension() - 1, B.getColumnDimension());
        errorCount =
            try_failure(
                errorCount, "get(int,int)... ", "OutOfBoundsException expected but not thrown");
      } catch (java.lang.ArrayIndexOutOfBoundsException e1) {
        try_success("get(int,int)... OutofBoundsException... ", "");
      }
    } catch (java.lang.IllegalArgumentException e1) {
      errorCount =
          try_failure(
              errorCount, "get(int,int)... ", "OutOfBoundsException expected but not thrown");
    }
    try {
      if (B.get(B.getRowDimension() - 1, B.getColumnDimension() - 1)
          != avals[B.getRowDimension() - 1][B.getColumnDimension() - 1]) {
        errorCount =
            try_failure(
                errorCount, "get(int,int)... ", "Matrix entry (i,j) not successfully retreived");
      } else {
        try_success("get(int,int)... ", "");
      }
    } catch (java.lang.ArrayIndexOutOfBoundsException e) {
      errorCount =
          try_failure(errorCount, "get(int,int)... ", "Unexpected ArrayIndexOutOfBoundsException");
    }
    SUB = new Matrix(subavals);
    try {
      M = B.getMatrix(ib, ie + B.getRowDimension() + 1, jb, je);
      errorCount =
          try_failure(
              errorCount,
              "getMatrix(int,int,int,int)... ",
              "ArrayIndexOutOfBoundsException expected but not thrown");
    } catch (java.lang.ArrayIndexOutOfBoundsException e) {
      try {
        M = B.getMatrix(ib, ie, jb, je + B.getColumnDimension() + 1);
        errorCount =
            try_failure(
                errorCount,
                "getMatrix(int,int,int,int)... ",
                "ArrayIndexOutOfBoundsException expected but not thrown");
      } catch (java.lang.ArrayIndexOutOfBoundsException e1) {
        try_success("getMatrix(int,int,int,int)... ArrayIndexOutOfBoundsException... ", "");
      }
    } catch (java.lang.IllegalArgumentException e1) {
      errorCount =
          try_failure(
              errorCount,
              "getMatrix(int,int,int,int)... ",
              "ArrayIndexOutOfBoundsException expected but not thrown");
    }
    try {
      M = B.getMatrix(ib, ie, jb, je);
      try {
        check(SUB, M);
        try_success("getMatrix(int,int,int,int)... ", "");
      } catch (java.lang.RuntimeException e) {
        errorCount =
            try_failure(
                errorCount,
                "getMatrix(int,int,int,int)... ",
                "submatrix not successfully retreived");
      }
    } catch (java.lang.ArrayIndexOutOfBoundsException e) {
      errorCount =
          try_failure(
              errorCount,
              "getMatrix(int,int,int,int)... ",
              "Unexpected ArrayIndexOutOfBoundsException");
    }

    try {
      M = B.getMatrix(ib, ie, badcolumnindexset);
      errorCount =
          try_failure(
              errorCount,
              "getMatrix(int,int,int[])... ",
              "ArrayIndexOutOfBoundsException expected but not thrown");
    } catch (java.lang.ArrayIndexOutOfBoundsException e) {
      try {
        M = B.getMatrix(ib, ie + B.getRowDimension() + 1, columnindexset);
        errorCount =
            try_failure(
                errorCount,
                "getMatrix(int,int,int[])... ",
                "ArrayIndexOutOfBoundsException expected but not thrown");
      } catch (java.lang.ArrayIndexOutOfBoundsException e1) {
        try_success("getMatrix(int,int,int[])... ArrayIndexOutOfBoundsException... ", "");
      }
    } catch (java.lang.IllegalArgumentException e1) {
      errorCount =
          try_failure(
              errorCount,
              "getMatrix(int,int,int[])... ",
              "ArrayIndexOutOfBoundsException expected but not thrown");
    }
    try {
      M = B.getMatrix(ib, ie, columnindexset);
      try {
        check(SUB, M);
        try_success("getMatrix(int,int,int[])... ", "");
      } catch (java.lang.RuntimeException e) {
        errorCount =
            try_failure(
                errorCount, "getMatrix(int,int,int[])... ", "submatrix not successfully retreived");
      }
    } catch (java.lang.ArrayIndexOutOfBoundsException e) {
      errorCount =
          try_failure(
              errorCount,
              "getMatrix(int,int,int[])... ",
              "Unexpected ArrayIndexOutOfBoundsException");
    }
    try {
      M = B.getMatrix(badrowindexset, jb, je);
      errorCount =
          try_failure(
              errorCount,
              "getMatrix(int[],int,int)... ",
              "ArrayIndexOutOfBoundsException expected but not thrown");
    } catch (java.lang.ArrayIndexOutOfBoundsException e) {
      try {
        M = B.getMatrix(rowindexset, jb, je + B.getColumnDimension() + 1);
        errorCount =
            try_failure(
                errorCount,
                "getMatrix(int[],int,int)... ",
                "ArrayIndexOutOfBoundsException expected but not thrown");
      } catch (java.lang.ArrayIndexOutOfBoundsException e1) {
        try_success("getMatrix(int[],int,int)... ArrayIndexOutOfBoundsException... ", "");
      }
    } catch (java.lang.IllegalArgumentException e1) {
      errorCount =
          try_failure(
              errorCount,
              "getMatrix(int[],int,int)... ",
              "ArrayIndexOutOfBoundsException expected but not thrown");
    }
    try {
      M = B.getMatrix(rowindexset, jb, je);
      try {
        check(SUB, M);
        try_success("getMatrix(int[],int,int)... ", "");
      } catch (java.lang.RuntimeException e) {
        errorCount =
            try_failure(
                errorCount, "getMatrix(int[],int,int)... ", "submatrix not successfully retreived");
      }
    } catch (java.lang.ArrayIndexOutOfBoundsException e) {
      errorCount =
          try_failure(
              errorCount,
              "getMatrix(int[],int,int)... ",
              "Unexpected ArrayIndexOutOfBoundsException");
    }
    try {
      M = B.getMatrix(badrowindexset, columnindexset);
      errorCount =
          try_failure(
              errorCount,
              "getMatrix(int[],int[])... ",
              "ArrayIndexOutOfBoundsException expected but not thrown");
    } catch (java.lang.ArrayIndexOutOfBoundsException e) {
      try {
        M = B.getMatrix(rowindexset, badcolumnindexset);
        errorCount =
            try_failure(
                errorCount,
                "getMatrix(int[],int[])... ",
                "ArrayIndexOutOfBoundsException expected but not thrown");
      } catch (java.lang.ArrayIndexOutOfBoundsException e1) {
        try_success("getMatrix(int[],int[])... ArrayIndexOutOfBoundsException... ", "");
      }
    } catch (java.lang.IllegalArgumentException e1) {
      errorCount =
          try_failure(
              errorCount,
              "getMatrix(int[],int[])... ",
              "ArrayIndexOutOfBoundsException expected but not thrown");
    }
    try {
      M = B.getMatrix(rowindexset, columnindexset);
      try {
        check(SUB, M);
        try_success("getMatrix(int[],int[])... ", "");
      } catch (java.lang.RuntimeException e) {
        errorCount =
            try_failure(
                errorCount, "getMatrix(int[],int[])... ", "submatrix not successfully retreived");
      }
    } catch (java.lang.ArrayIndexOutOfBoundsException e) {
      errorCount =
          try_failure(
              errorCount,
              "getMatrix(int[],int[])... ",
              "Unexpected ArrayIndexOutOfBoundsException");
    }

    /** Various set methods: */
    try {
      B.set(B.getRowDimension(), B.getColumnDimension() - 1, 0.);
      errorCount =
          try_failure(
              errorCount,
              "set(int,int,double)... ",
              "OutOfBoundsException expected but not thrown");
    } catch (java.lang.ArrayIndexOutOfBoundsException e) {
      try {
        B.set(B.getRowDimension() - 1, B.getColumnDimension(), 0.);
        errorCount =
            try_failure(
                errorCount,
                "set(int,int,double)... ",
                "OutOfBoundsException expected but not thrown");
      } catch (java.lang.ArrayIndexOutOfBoundsException e1) {
        try_success("set(int,int,double)... OutofBoundsException... ", "");
      }
    } catch (java.lang.IllegalArgumentException e1) {
      errorCount =
          try_failure(
              errorCount,
              "set(int,int,double)... ",
              "OutOfBoundsException expected but not thrown");
    }
    try {
      B.set(ib, jb, 0.);
      tmp = B.get(ib, jb);
      try {
        check(tmp, 0.);
        try_success("set(int,int,double)... ", "");
      } catch (java.lang.RuntimeException e) {
        errorCount =
            try_failure(
                errorCount, "set(int,int,double)... ", "Matrix element not successfully set");
      }
    } catch (java.lang.ArrayIndexOutOfBoundsException e1) {
      errorCount =
          try_failure(
              errorCount, "set(int,int,double)... ", "Unexpected ArrayIndexOutOfBoundsException");
    }
    M = new Matrix(2, 3, 0.);
    try {
      B.setMatrix(ib, ie + B.getRowDimension() + 1, jb, je, M);
      errorCount =
          try_failure(
              errorCount,
              "setMatrix(int,int,int,int,Matrix)... ",
              "ArrayIndexOutOfBoundsException expected but not thrown");
    } catch (java.lang.ArrayIndexOutOfBoundsException e) {
      try {
        B.setMatrix(ib, ie, jb, je + B.getColumnDimension() + 1, M);
        errorCount =
            try_failure(
                errorCount,
                "setMatrix(int,int,int,int,Matrix)... ",
                "ArrayIndexOutOfBoundsException expected but not thrown");
      } catch (java.lang.ArrayIndexOutOfBoundsException e1) {
        try_success("setMatrix(int,int,int,int,Matrix)... ArrayIndexOutOfBoundsException... ", "");
      }
    } catch (java.lang.IllegalArgumentException e1) {
      errorCount =
          try_failure(
              errorCount,
              "setMatrix(int,int,int,int,Matrix)... ",
              "ArrayIndexOutOfBoundsException expected but not thrown");
    }
    try {
      B.setMatrix(ib, ie, jb, je, M);
      try {
        check(M.minus(B.getMatrix(ib, ie, jb, je)), M);
        try_success("setMatrix(int,int,int,int,Matrix)... ", "");
      } catch (java.lang.RuntimeException e) {
        errorCount =
            try_failure(
                errorCount,
                "setMatrix(int,int,int,int,Matrix)... ",
                "submatrix not successfully set");
      }
      B.setMatrix(ib, ie, jb, je, SUB);
    } catch (java.lang.ArrayIndexOutOfBoundsException e1) {
      errorCount =
          try_failure(
              errorCount,
              "setMatrix(int,int,int,int,Matrix)... ",
              "Unexpected ArrayIndexOutOfBoundsException");
    }
    try {
      B.setMatrix(ib, ie + B.getRowDimension() + 1, columnindexset, M);
      errorCount =
          try_failure(
              errorCount,
              "setMatrix(int,int,int[],Matrix)... ",
              "ArrayIndexOutOfBoundsException expected but not thrown");
    } catch (java.lang.ArrayIndexOutOfBoundsException e) {
      try {
        B.setMatrix(ib, ie, badcolumnindexset, M);
        errorCount =
            try_failure(
                errorCount,
                "setMatrix(int,int,int[],Matrix)... ",
                "ArrayIndexOutOfBoundsException expected but not thrown");
      } catch (java.lang.ArrayIndexOutOfBoundsException e1) {
        try_success("setMatrix(int,int,int[],Matrix)... ArrayIndexOutOfBoundsException... ", "");
      }
    } catch (java.lang.IllegalArgumentException e1) {
      errorCount =
          try_failure(
              errorCount,
              "setMatrix(int,int,int[],Matrix)... ",
              "ArrayIndexOutOfBoundsException expected but not thrown");
    }
    try {
      B.setMatrix(ib, ie, columnindexset, M);
      try {
        check(M.minus(B.getMatrix(ib, ie, columnindexset)), M);
        try_success("setMatrix(int,int,int[],Matrix)... ", "");
      } catch (java.lang.RuntimeException e) {
        errorCount =
            try_failure(
                errorCount,
                "setMatrix(int,int,int[],Matrix)... ",
                "submatrix not successfully set");
      }
      B.setMatrix(ib, ie, jb, je, SUB);
    } catch (java.lang.ArrayIndexOutOfBoundsException e1) {
      errorCount =
          try_failure(
              errorCount,
              "setMatrix(int,int,int[],Matrix)... ",
              "Unexpected ArrayIndexOutOfBoundsException");
    }
    try {
      B.setMatrix(rowindexset, jb, je + B.getColumnDimension() + 1, M);
      errorCount =
          try_failure(
              errorCount,
              "setMatrix(int[],int,int,Matrix)... ",
              "ArrayIndexOutOfBoundsException expected but not thrown");
    } catch (java.lang.ArrayIndexOutOfBoundsException e) {
      try {
        B.setMatrix(badrowindexset, jb, je, M);
        errorCount =
            try_failure(
                errorCount,
                "setMatrix(int[],int,int,Matrix)... ",
                "ArrayIndexOutOfBoundsException expected but not thrown");
      } catch (java.lang.ArrayIndexOutOfBoundsException e1) {
        try_success("setMatrix(int[],int,int,Matrix)... ArrayIndexOutOfBoundsException... ", "");
      }
    } catch (java.lang.IllegalArgumentException e1) {
      errorCount =
          try_failure(
              errorCount,
              "setMatrix(int[],int,int,Matrix)... ",
              "ArrayIndexOutOfBoundsException expected but not thrown");
    }
    try {
      B.setMatrix(rowindexset, jb, je, M);
      try {
        check(M.minus(B.getMatrix(rowindexset, jb, je)), M);
        try_success("setMatrix(int[],int,int,Matrix)... ", "");
      } catch (java.lang.RuntimeException e) {
        errorCount =
            try_failure(
                errorCount,
                "setMatrix(int[],int,int,Matrix)... ",
                "submatrix not successfully set");
      }
      B.setMatrix(ib, ie, jb, je, SUB);
    } catch (java.lang.ArrayIndexOutOfBoundsException e1) {
      errorCount =
          try_failure(
              errorCount,
              "setMatrix(int[],int,int,Matrix)... ",
              "Unexpected ArrayIndexOutOfBoundsException");
    }
    try {
      B.setMatrix(rowindexset, badcolumnindexset, M);
      errorCount =
          try_failure(
              errorCount,
              "setMatrix(int[],int[],Matrix)... ",
              "ArrayIndexOutOfBoundsException expected but not thrown");
    } catch (java.lang.ArrayIndexOutOfBoundsException e) {
      try {
        B.setMatrix(badrowindexset, columnindexset, M);
        errorCount =
            try_failure(
                errorCount,
                "setMatrix(int[],int[],Matrix)... ",
                "ArrayIndexOutOfBoundsException expected but not thrown");
      } catch (java.lang.ArrayIndexOutOfBoundsException e1) {
        try_success("setMatrix(int[],int[],Matrix)... ArrayIndexOutOfBoundsException... ", "");
      }
    } catch (java.lang.IllegalArgumentException e1) {
      errorCount =
          try_failure(
              errorCount,
              "setMatrix(int[],int[],Matrix)... ",
              "ArrayIndexOutOfBoundsException expected but not thrown");
    }
    try {
      B.setMatrix(rowindexset, columnindexset, M);
      try {
        check(M.minus(B.getMatrix(rowindexset, columnindexset)), M);
        try_success("setMatrix(int[],int[],Matrix)... ", "");
      } catch (java.lang.RuntimeException e) {
        errorCount =
            try_failure(
                errorCount, "setMatrix(int[],int[],Matrix)... ", "submatrix not successfully set");
      }
    } catch (java.lang.ArrayIndexOutOfBoundsException e1) {
      errorCount =
          try_failure(
              errorCount,
              "setMatrix(int[],int[],Matrix)... ",
              "Unexpected ArrayIndexOutOfBoundsException");
    }

    /**
     * Array-like methods: minus minusEquals plus plusEquals arrayLeftDivide arrayLeftDivideEquals
     * arrayRightDivide arrayRightDivideEquals arrayTimes arrayTimesEquals uminus
     */
    print("\nTesting array-like methods...\n");
    S = new Matrix(columnwise, nonconformld);
    R = Matrix.random(A.getRowDimension(), A.getColumnDimension());
    A = R;
    try {
      S = A.minus(S);
      errorCount =
          try_failure(errorCount, "minus conformance check... ", "nonconformance not raised");
    } catch (IllegalArgumentException e) {
      try_success("minus conformance check... ", "");
    }
    if (A.minus(R).norm1() != 0.) {
      errorCount =
          try_failure(
              errorCount,
              "minus... ",
              "(difference of identical Matrices is nonzero,\nSubsequent use of minus should be suspect)");
    } else {
      try_success("minus... ", "");
    }
    A = R.copy();
    A.minusEquals(R);
    Z = new Matrix(A.getRowDimension(), A.getColumnDimension());
    try {
      A.minusEquals(S);
      errorCount =
          try_failure(errorCount, "minusEquals conformance check... ", "nonconformance not raised");
    } catch (IllegalArgumentException e) {
      try_success("minusEquals conformance check... ", "");
    }
    if (A.minus(Z).norm1() != 0.) {
      errorCount =
          try_failure(
              errorCount,
              "minusEquals... ",
              "(difference of identical Matrices is nonzero,\nSubsequent use of minus should be suspect)");
    } else {
      try_success("minusEquals... ", "");
    }

    A = R.copy();
    B = Matrix.random(A.getRowDimension(), A.getColumnDimension());
    C = A.minus(B);
    try {
      S = A.plus(S);
      errorCount =
          try_failure(errorCount, "plus conformance check... ", "nonconformance not raised");
    } catch (IllegalArgumentException e) {
      try_success("plus conformance check... ", "");
    }
    try {
      check(C.plus(B), A);
      try_success("plus... ", "");
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "plus... ", "(C = A - B, but C + B != A)");
    }
    C = A.minus(B);
    C.plusEquals(B);
    try {
      A.plusEquals(S);
      errorCount =
          try_failure(errorCount, "plusEquals conformance check... ", "nonconformance not raised");
    } catch (IllegalArgumentException e) {
      try_success("plusEquals conformance check... ", "");
    }
    try {
      check(C, A);
      try_success("plusEquals... ", "");
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "plusEquals... ", "(C = A - B, but C = C + B != A)");
    }
    A = R.uminus();
    try {
      check(A.plus(R), Z);
      try_success("uminus... ", "");
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "uminus... ", "(-A + A != zeros)");
    }
    A = R.copy();
    O = new Matrix(A.getRowDimension(), A.getColumnDimension(), 1.0);
    C = A.arrayLeftDivide(R);
    try {
      S = A.arrayLeftDivide(S);
      errorCount =
          try_failure(
              errorCount, "arrayLeftDivide conformance check... ", "nonconformance not raised");
    } catch (IllegalArgumentException e) {
      try_success("arrayLeftDivide conformance check... ", "");
    }
    try {
      check(C, O);
      try_success("arrayLeftDivide... ", "");
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "arrayLeftDivide... ", "(M.\\M != ones)");
    }
    try {
      A.arrayLeftDivideEquals(S);
      errorCount =
          try_failure(
              errorCount,
              "arrayLeftDivideEquals conformance check... ",
              "nonconformance not raised");
    } catch (IllegalArgumentException e) {
      try_success("arrayLeftDivideEquals conformance check... ", "");
    }
    A.arrayLeftDivideEquals(R);
    try {
      check(A, O);
      try_success("arrayLeftDivideEquals... ", "");
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "arrayLeftDivideEquals... ", "(M.\\M != ones)");
    }
    A = R.copy();
    try {
      A.arrayRightDivide(S);
      errorCount =
          try_failure(
              errorCount, "arrayRightDivide conformance check... ", "nonconformance not raised");
    } catch (IllegalArgumentException e) {
      try_success("arrayRightDivide conformance check... ", "");
    }
    C = A.arrayRightDivide(R);
    try {
      check(C, O);
      try_success("arrayRightDivide... ", "");
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "arrayRightDivide... ", "(M./M != ones)");
    }
    try {
      A.arrayRightDivideEquals(S);
      errorCount =
          try_failure(
              errorCount,
              "arrayRightDivideEquals conformance check... ",
              "nonconformance not raised");
    } catch (IllegalArgumentException e) {
      try_success("arrayRightDivideEquals conformance check... ", "");
    }
    A.arrayRightDivideEquals(R);
    try {
      check(A, O);
      try_success("arrayRightDivideEquals... ", "");
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "arrayRightDivideEquals... ", "(M./M != ones)");
    }
    A = R.copy();
    B = Matrix.random(A.getRowDimension(), A.getColumnDimension());
    try {
      S = A.arrayTimes(S);
      errorCount =
          try_failure(errorCount, "arrayTimes conformance check... ", "nonconformance not raised");
    } catch (IllegalArgumentException e) {
      try_success("arrayTimes conformance check... ", "");
    }
    C = A.arrayTimes(B);
    try {
      check(C.arrayRightDivideEquals(B), A);
      try_success("arrayTimes... ", "");
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "arrayTimes... ", "(A = R, C = A.*B, but C./B != A)");
    }
    try {
      A.arrayTimesEquals(S);
      errorCount =
          try_failure(
              errorCount, "arrayTimesEquals conformance check... ", "nonconformance not raised");
    } catch (IllegalArgumentException e) {
      try_success("arrayTimesEquals conformance check... ", "");
    }
    A.arrayTimesEquals(B);
    try {
      check(A.arrayRightDivideEquals(B), R);
      try_success("arrayTimesEquals... ", "");
    } catch (java.lang.RuntimeException e) {
      errorCount =
          try_failure(errorCount, "arrayTimesEquals... ", "(A = R, A = A.*B, but A./B != R)");
    }

    /** I/O methods: read print serializable: writeObject readObject */
    print("\nTesting I/O methods...\n");
    try {
      DecimalFormat fmt = new DecimalFormat("0.0000E00");
      fmt.setDecimalFormatSymbols(new DecimalFormatSymbols(Locale.US));

      PrintWriter FILE = new PrintWriter(new FileOutputStream("JamaTestMatrix.out"));
      A.print(FILE, fmt, 10);
      FILE.close();
      R = Matrix.read(new BufferedReader(new FileReader("JamaTestMatrix.out")));
      if (A.minus(R).norm1() < .001) {
        try_success("print()/read()...", "");
      } else {
        errorCount =
            try_failure(
                errorCount,
                "print()/read()...",
                "Matrix read from file does not match Matrix printed to file");
      }
    } catch (java.io.IOException ioe) {
      warningCount =
          try_warning(
              warningCount,
              "print()/read()...",
              "unexpected I/O error, unable to run print/read test;  check write permission in current directory and retry");
    } catch (Exception e) {
      try {
        e.printStackTrace(System.out);
        warningCount =
            try_warning(
                warningCount,
                "print()/read()...",
                "Formatting error... will try JDK1.1 reformulation...");
        DecimalFormat fmt = new DecimalFormat("0.0000");
        PrintWriter FILE = new PrintWriter(new FileOutputStream("JamaTestMatrix.out"));
        A.print(FILE, fmt, 10);
        FILE.close();
        R = Matrix.read(new BufferedReader(new FileReader("JamaTestMatrix.out")));
        if (A.minus(R).norm1() < .001) {
          try_success("print()/read()...", "");
        } else {
          errorCount =
              try_failure(
                  errorCount,
                  "print()/read() (2nd attempt) ...",
                  "Matrix read from file does not match Matrix printed to file");
        }
      } catch (java.io.IOException ioe) {
        warningCount =
            try_warning(
                warningCount,
                "print()/read()...",
                "unexpected I/O error, unable to run print/read test;  check write permission in current directory and retry");
      }
    }

    R = Matrix.random(A.getRowDimension(), A.getColumnDimension());
    String tmpname = "TMPMATRIX.serial";
    try {
      @SuppressWarnings("resource")
      ObjectOutputStream out = new ObjectOutputStream(new FileOutputStream(tmpname));
      out.writeObject(R);
      @SuppressWarnings("resource")
      ObjectInputStream sin = new ObjectInputStream(new FileInputStream(tmpname));
      A = (Matrix) sin.readObject();

      try {
        check(A, R);
        try_success("writeObject(Matrix)/readObject(Matrix)...", "");
      } catch (java.lang.RuntimeException e) {
        errorCount =
            try_failure(
                errorCount,
                "writeObject(Matrix)/readObject(Matrix)...",
                "Matrix not serialized correctly");
      }
    } catch (java.io.IOException ioe) {
      warningCount =
          try_warning(
              warningCount,
              "writeObject()/readObject()...",
              "unexpected I/O error, unable to run serialization test;  check write permission in current directory and retry");
    } catch (Exception e) {
      errorCount =
          try_failure(
              errorCount,
              "writeObject(Matrix)/readObject(Matrix)...",
              "unexpected error in serialization test");
    }

    /**
     * LA methods: transpose times cond rank det trace norm1 norm2 normF normInf solve
     * solveTranspose inverse chol eig lu qr svd
     */
    print("\nTesting linear algebra methods...\n");
    A = new Matrix(columnwise, 3);
    T = new Matrix(tvals);
    T = A.transpose();
    try {
      check(A.transpose(), T);
      try_success("transpose...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "transpose()...", "transpose unsuccessful");
    }
    A.transpose();
    try {
      check(A.norm1(), columnsummax);
      try_success("norm1...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "norm1()...", "incorrect norm calculation");
    }
    try {
      check(A.normInf(), rowsummax);
      try_success("normInf()...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "normInf()...", "incorrect norm calculation");
    }
    try {
      check(A.normF(), Math.sqrt(sumofsquares));
      try_success("normF...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "normF()...", "incorrect norm calculation");
    }
    try {
      check(A.trace(), sumofdiagonals);
      try_success("trace()...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "trace()...", "incorrect trace calculation");
    }
    try {
      check(A.getMatrix(0, A.getRowDimension() - 1, 0, A.getRowDimension() - 1).det(), 0.);
      try_success("det()...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "det()...", "incorrect determinant calculation");
    }
    SQ = new Matrix(square);
    try {
      check(A.times(A.transpose()), SQ);
      try_success("times(Matrix)...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount =
          try_failure(
              errorCount, "times(Matrix)...", "incorrect Matrix-Matrix product calculation");
    }
    try {
      check(A.times(0.), Z);
      try_success("times(double)...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount =
          try_failure(
              errorCount, "times(double)...", "incorrect Matrix-scalar product calculation");
    }

    A = new Matrix(columnwise, 4);
    QRDecomposition QR = A.qr();
    R = QR.getR();
    try {
      check(A, QR.getQ().times(R));
      try_success("QRDecomposition...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount =
          try_failure(errorCount, "QRDecomposition...", "incorrect QR decomposition calculation");
    }
    SingularValueDecomposition SVD = A.svd();
    try {
      check(A, SVD.getU().times(SVD.getS().times(SVD.getV().transpose())));
      try_success("SingularValueDecomposition...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount =
          try_failure(
              errorCount,
              "SingularValueDecomposition...",
              "incorrect singular value decomposition calculation");
    }
    DEF = new Matrix(rankdef);
    try {
      check(DEF.rank(), Math.min(DEF.getRowDimension(), DEF.getColumnDimension()) - 1);
      try_success("rank()...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "rank()...", "incorrect rank calculation");
    }
    B = new Matrix(condmat);
    SVD = B.svd();
    double[] singularvalues = SVD.getSingularValues();
    try {
      check(
          B.cond(),
          singularvalues[0]
              / singularvalues[Math.min(B.getRowDimension(), B.getColumnDimension()) - 1]);
      try_success("cond()...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "cond()...", "incorrect condition number calculation");
    }
    int n = A.getColumnDimension();
    A = A.getMatrix(0, n - 1, 0, n - 1);
    A.set(0, 0, 0.);
    LUDecomposition LU = A.lu();
    try {
      check(A.getMatrix(LU.getPivot(), 0, n - 1), LU.getL().times(LU.getU()));
      try_success("LUDecomposition...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount =
          try_failure(errorCount, "LUDecomposition...", "incorrect LU decomposition calculation");
    }
    X = A.inverse();
    try {
      check(A.times(X), Matrix.identity(3, 3));
      try_success("inverse()...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "inverse()...", "incorrect inverse calculation");
    }
    O = new Matrix(SUB.getRowDimension(), 1, 1.0);
    SOL = new Matrix(sqSolution);
    SQ = SUB.getMatrix(0, SUB.getRowDimension() - 1, 0, SUB.getRowDimension() - 1);
    try {
      check(SQ.solve(SOL), O);
      try_success("solve()...", "");
    } catch (java.lang.IllegalArgumentException e1) {
      errorCount = try_failure(errorCount, "solve()...", e1.getMessage());
    } catch (java.lang.RuntimeException e) {
      errorCount = try_failure(errorCount, "solve()...", e.getMessage());
    }
    A = new Matrix(pvals);
    CholeskyDecomposition Chol = A.chol();
    Matrix L = Chol.getL();
    try {
      check(A, L.times(L.transpose()));
      try_success("CholeskyDecomposition...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount =
          try_failure(
              errorCount,
              "CholeskyDecomposition...",
              "incorrect Cholesky decomposition calculation");
    }
    X = Chol.solve(Matrix.identity(3, 3));
    try {
      check(A.times(X), Matrix.identity(3, 3));
      try_success("CholeskyDecomposition solve()...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount =
          try_failure(
              errorCount,
              "CholeskyDecomposition solve()...",
              "incorrect Choleskydecomposition solve calculation");
    }
    EigenvalueDecomposition Eig = A.eig();
    Matrix D = Eig.getD();
    Matrix V = Eig.getV();
    try {
      check(A.times(V), V.times(D));
      try_success("EigenvalueDecomposition (symmetric)...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount =
          try_failure(
              errorCount,
              "EigenvalueDecomposition (symmetric)...",
              "incorrect symmetric Eigenvalue decomposition calculation");
    }
    A = new Matrix(evals);
    Eig = A.eig();
    D = Eig.getD();
    V = Eig.getV();
    try {
      check(A.times(V), V.times(D));
      try_success("EigenvalueDecomposition (nonsymmetric)...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount =
          try_failure(
              errorCount,
              "EigenvalueDecomposition (nonsymmetric)...",
              "incorrect nonsymmetric Eigenvalue decomposition calculation");
    }

    try {
      print("\nTesting Eigenvalue; If this hangs, we've failed\n");
      Matrix bA = new Matrix(badeigs);
      EigenvalueDecomposition bEig = bA.eig();
      try_success("EigenvalueDecomposition (hang)...", "");
    } catch (java.lang.RuntimeException e) {
      errorCount =
          try_failure(errorCount, "EigenvalueDecomposition (hang)...", "incorrect termination");
    }

    print("\nTestMatrix completed.\n");
    print("Total errors reported: " + Integer.toString(errorCount) + "\n");
    print("Total warnings reported: " + Integer.toString(warningCount) + "\n");
  }
Пример #4
0
 public MyMatrix plus(MyMatrix m) {
   return new MyMatrix(a.plus(m.toMatrix()));
 }
Пример #5
0
  private double generalizedCorrelationRatio(SampleIterator it, int inputDim, int out) {
    Map<Double, Integer> n_y = new HashMap<>();
    Map<Double, MultivariateSummaryStatistics> stat_y = new HashMap<>();
    List<RealMatrix> x = new ArrayList<>();
    MultivariateSummaryStatistics stat = new MultivariateSummaryStatistics(inputDim, unbiased);

    for (int i = 0; i < maxSamples && it.hasNext(); i++) {
      Sample sample = it.next();
      double[] input = sample.getEncodedInput().toArray();
      double output = sample.getEncodedOutput().getEntry(out);
      if (!n_y.containsKey(output)) {
        n_y.put(output, 0);
        stat_y.put(output, new MultivariateSummaryStatistics(inputDim, unbiased));
      }

      injectNoise(input);
      n_y.put(output, n_y.get(output) + 1);
      stat_y.get(output).addValue(input);
      x.add(new Array2DRowRealMatrix(input));
      stat.addValue(input);
    }

    RealMatrix x_sum = new Array2DRowRealMatrix(stat.getSum());
    Map<Double, RealMatrix> x_y_sum = new HashMap<>();
    for (Entry<Double, MultivariateSummaryStatistics> entry : stat_y.entrySet()) {
      x_y_sum.put(entry.getKey(), new Array2DRowRealMatrix(entry.getValue().getSum()));
    }

    RealMatrix H = new Array2DRowRealMatrix(inputDim, inputDim);
    RealMatrix temp = new Array2DRowRealMatrix(inputDim, inputDim);

    for (double key : n_y.keySet()) {
      temp =
          temp.add(
              x_y_sum
                  .get(key)
                  .multiply(x_y_sum.get(key).transpose())
                  .scalarMultiply(1.0 / n_y.get(key)));
    }
    H = temp.subtract(x_sum.multiply(x_sum.transpose()).scalarMultiply(1.0 / x.size()));

    RealMatrix E = new Array2DRowRealMatrix(inputDim, inputDim);
    for (RealMatrix m : x) {
      E = E.add(m.multiply(m.transpose()));
    }
    E = E.subtract(temp);

    List<Integer> zeroColumns = findZeroColumns(E);
    E = removeZeroColumns(E, zeroColumns);
    H = removeZeroColumns(H, zeroColumns);

    Matrix JE = new Matrix(E.getData());
    Matrix JH = new Matrix(H.getData());

    if (JE.rank() < JE.getRowDimension()) {
      Log.write(this, "Some error occurred (E matrix is singular)");
      return -1;
    } else {
      double lambda;
      if (useEigenvalues) {
        Matrix L = JE.inverse().times(JH);
        double[] eigs = L.eig().getRealEigenvalues();
        Arrays.sort(eigs);

        lambda = 1;
        int nonNullEigs = n_y.keySet().size() - 1;
        for (int i = eigs.length - nonNullEigs; i < eigs.length; i++) {
          if (Math.abs(eigs[i]) < zeroThreshold) {
            Log.write(this, "Some error occurred (E matrix has too many null eigenvalues)");
            return -1;
          }
          lambda *= 1.0 / (1.0 + eigs[i]);
        }
      } else {
        Matrix sum = JE.plus(JH);
        if (sum.rank() < sum.getRowDimension()) {
          Log.write(this, "Some error occourred (E+H is singular");
          return -1;
        }
        lambda = JE.det() / sum.det();
      }

      return Math.sqrt(1 - lambda);
    }
  }