Math.NET Numerics
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// <copyright file="UserQRTests.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
using System;
using MathNet.Numerics.LinearAlgebra.Factorization;
using MathNet.Numerics.LinearAlgebra.Single.Factorization;
using NUnit.Framework;
namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Factorization
{
/// <summary>
/// QR factorization tests for a user matrix.
/// </summary>
public class UserQRTests
{
/// <summary>
/// Constructor with wide matrix throws <c>ArgumentException</c>.
/// </summary>
[Test]
public void ConstructorWideMatrixThrowsInvalidMatrixOperationException()
{
Assert.Throws<ArgumentException>(() => UserQR.Create(new UserDefinedMatrix(3, 4)));
}
/// <summary>
/// Can factorize identity matrix.
/// </summary>
/// <param name="order">Matrix order.</param>
[TestCase(1)]
[TestCase(10)]
[TestCase(100)]
public void CanFactorizeIdentity(int order)
{
var matrixI = UserDefinedMatrix.Identity(order);
var factorQR = matrixI.QR();
var r = factorQR.R;
Assert.AreEqual(matrixI.RowCount, r.RowCount);
Assert.AreEqual(matrixI.ColumnCount, r.ColumnCount);
for (var i = 0; i < r.RowCount; i++)
{
for (var j = 0; j < r.ColumnCount; j++)
{
if (i == j)
{
Assert.AreEqual(-1.0, r[i, j]);
}
else
{
Assert.AreEqual(0.0, r[i, j]);
}
}
}
}
/// <summary>
/// Can factorize identity matrix using thin QR.
/// </summary>
/// <param name="order">Matrix order.</param>
[TestCase(1)]
[TestCase(10)]
[TestCase(100)]
public void CanFactorizeIdentityUsingThinQR(int order)
{
var matrixI = UserDefinedMatrix.Identity(order);
var factorQR = matrixI.QR(QRMethod.Thin);
var r = factorQR.R;
Assert.AreEqual(matrixI.RowCount, r.RowCount);
Assert.AreEqual(matrixI.ColumnCount, r.ColumnCount);
for (var i = 0; i < r.RowCount; i++)
{
for (var j = 0; j < r.ColumnCount; j++)
{
if (i == j)
{
Assert.AreEqual(-1.0, r[i, j]);
}
else
{
Assert.AreEqual(0.0, r[i, j]);
}
}
}
}
/// <summary>
/// Identity determinant is one.
/// </summary>
/// <param name="order">Matrix order.</param>
[TestCase(1)]
[TestCase(10)]
[TestCase(100)]
public void IdentityDeterminantIsOne(int order)
{
var matrixI = UserDefinedMatrix.Identity(order);
var factorQR = matrixI.QR();
Assert.AreEqual(1.0, factorQR.Determinant);
}
/// <summary>
/// Can factorize a random matrix.
/// </summary>
/// <param name="row">Matrix row number.</param>
/// <param name="column">Matrix column number.</param>
[TestCase(1, 1)]
[TestCase(2, 2)]
[TestCase(5, 5)]
[TestCase(10, 6)]
[TestCase(50, 48)]
[TestCase(100, 98)]
public void CanFactorizeRandomMatrix(int row, int column)
{
var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(row, column);
var factorQR = matrixA.QR(QRMethod.Full);
var q = factorQR.Q;
var r = factorQR.R;
// Make sure the R has the right dimensions.
Assert.AreEqual(row, r.RowCount);
Assert.AreEqual(column, r.ColumnCount);
// Make sure the Q has the right dimensions.
Assert.AreEqual(row, q.RowCount);
Assert.AreEqual(row, q.ColumnCount);
// Make sure the R factor is upper triangular.
for (var i = 0; i < r.RowCount; i++)
{
for (var j = 0; j < r.ColumnCount; j++)
{
if (i > j)
{
Assert.AreEqual(0.0, r[i, j]);
}
}
}
// Make sure the Q*R is the original matrix.
var matrixQfromR = q * r;
for (var i = 0; i < matrixQfromR.RowCount; i++)
{
for (var j = 0; j < matrixQfromR.ColumnCount; j++)
{
Assert.AreEqual(matrixA[i, j], matrixQfromR[i, j], 1e-4);
}
}
}
/// <summary>
/// Can factorize a random matrix using thin QR.
/// </summary>
/// <param name="row">Matrix row number.</param>
/// <param name="column">Matrix column number.</param>
[TestCase(1, 1)]
[TestCase(2, 2)]
[TestCase(5, 5)]
[TestCase(10, 6)]
[TestCase(50, 48)]
[TestCase(100, 98)]
public void CanFactorizeRandomMatrixUsingThinQR(int row, int column)
{
var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(row, column);
var factorQR = matrixA.QR(QRMethod.Thin);
var q = factorQR.Q;
var r = factorQR.R;
// Make sure the R has the right dimensions.
Assert.AreEqual(column, r.RowCount);
Assert.AreEqual(column, r.ColumnCount);
// Make sure the Q has the right dimensions.
Assert.AreEqual(row, q.RowCount);
Assert.AreEqual(column, q.ColumnCount);
// Make sure the R factor is upper triangular.
for (var i = 0; i < r.RowCount; i++)
{
for (var j = 0; j < r.ColumnCount; j++)
{
if (i > j)
{
Assert.AreEqual(0.0, r[i, j]);
}
}
}
// Make sure the Q*R is the original matrix.
var matrixQfromR = q * r;
for (var i = 0; i < matrixQfromR.RowCount; i++)
{
for (var j = 0; j < matrixQfromR.ColumnCount; j++)
{
Assert.AreEqual(matrixA[i, j], matrixQfromR[i, j], 1.0e-4);
}
}
}
/// <summary>
/// Can solve a system of linear equations for a random vector (Ax=b).
/// </summary>
/// <param name="order">Matrix order.</param>
[TestCase(1)]
[TestCase(2)]
[TestCase(5)]
[TestCase(10)]
[TestCase(50)]
[TestCase(100)]
public void CanSolveForRandomVector(int order)
{
var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
var matrixACopy = matrixA.Clone();
var factorQR = matrixA.QR();
var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
var resultx = factorQR.Solve(vectorb);
Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
var matrixBReconstruct = matrixA * resultx;
// Check the reconstruction.
for (var i = 0; i < order; i++)
{
Assert.AreEqual(vectorb[i], matrixBReconstruct[i], 1e-4);
}
// Make sure A didn't change.
for (var i = 0; i < matrixA.RowCount; i++)
{
for (var j = 0; j < matrixA.ColumnCount; j++)
{
Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
}
}
}
/// <summary>
/// Can solve a system of linear equations for a random matrix (AX=B).
/// </summary>
/// <param name="order">Matrix order.</param>
[TestCase(1)]
[TestCase(2)]
[TestCase(5)]
[TestCase(10)]
[TestCase(50)]
[TestCase(100)]
public void CanSolveForRandomMatrix(int order)
{
var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
var matrixACopy = matrixA.Clone();
var factorQR = matrixA.QR();
var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
var matrixX = factorQR.Solve(matrixB);
// The solution X row dimension is equal to the column dimension of A
Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
// The solution X has the same number of columns as B
Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
var matrixBReconstruct = matrixA * matrixX;
// Check the reconstruction.
for (var i = 0; i < matrixB.RowCount; i++)
{
for (var j = 0; j < matrixB.ColumnCount; j++)
{
Assert.AreEqual(matrixB[i, j], matrixBReconstruct[i, j], 1e-4);
}
}
// Make sure A didn't change.
for (var i = 0; i < matrixA.RowCount; i++)
{
for (var j = 0; j < matrixA.ColumnCount; j++)
{
Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
}
}
}
/// <summary>
/// Can solve for a random vector into a result vector.
/// </summary>
/// <param name="order">Matrix order.</param>
[TestCase(1)]
[TestCase(2)]
[TestCase(5)]
[TestCase(10)]
[TestCase(50)]
[TestCase(100)]
public void CanSolveForRandomVectorWhenResultVectorGiven(int order)
{
var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
var matrixACopy = matrixA.Clone();
var factorQR = matrixA.QR();
var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
var vectorbCopy = vectorb.Clone();
var resultx = new UserDefinedVector(order);
factorQR.Solve(vectorb, resultx);
Assert.AreEqual(vectorb.Count, resultx.Count);
var matrixBReconstruct = matrixA * resultx;
// Check the reconstruction.
for (var i = 0; i < vectorb.Count; i++)
{
Assert.AreEqual(vectorb[i], matrixBReconstruct[i], 1e-4);
}
// Make sure A didn't change.
for (var i = 0; i < matrixA.RowCount; i++)
{
for (var j = 0; j < matrixA.ColumnCount; j++)
{
Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
}
}
// Make sure b didn't change.
for (var i = 0; i < vectorb.Count; i++)
{
Assert.AreEqual(vectorbCopy[i], vectorb[i]);
}
}
/// <summary>
/// Can solve a system of linear equations for a random matrix (AX=B) into a result matrix.
/// </summary>
/// <param name="order">Matrix order.</param>
[TestCase(1)]
[TestCase(2)]
[TestCase(5)]
[TestCase(10)]
[TestCase(50)]
[TestCase(100)]
public void CanSolveForRandomMatrixWhenResultMatrixGiven(int order)
{
var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
var matrixACopy = matrixA.Clone();
var factorQR = matrixA.QR();
var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
var matrixBCopy = matrixB.Clone();
var matrixX = new UserDefinedMatrix(order, order);
factorQR.Solve(matrixB, matrixX);
// The solution X row dimension is equal to the column dimension of A
Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
// The solution X has the same number of columns as B
Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
var matrixBReconstruct = matrixA * matrixX;
// Check the reconstruction.
for (var i = 0; i < matrixB.RowCount; i++)
{
for (var j = 0; j < matrixB.ColumnCount; j++)
{
Assert.AreEqual(matrixB[i, j], matrixBReconstruct[i, j], 1e-4);
}
}
// Make sure A didn't change.
for (var i = 0; i < matrixA.RowCount; i++)
{
for (var j = 0; j < matrixA.ColumnCount; j++)
{
Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
}
}
// Make sure B didn't change.
for (var i = 0; i < matrixB.RowCount; i++)
{
for (var j = 0; j < matrixB.ColumnCount; j++)
{
Assert.AreEqual(matrixBCopy[i, j], matrixB[i, j]);
}
}
}
/// <summary>
/// Can solve a system of linear equations for a random vector (Ax=b).
/// </summary>
/// <param name="order">Matrix order.</param>
[TestCase(1)]
[TestCase(2)]
[TestCase(5)]
[TestCase(10)]
[TestCase(50)]
[TestCase(100)]
public void CanSolveForRandomVectorUsingThinQR(int order)
{
var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
var matrixACopy = matrixA.Clone();
var factorQR = matrixA.QR(QRMethod.Thin);
var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
var resultx = factorQR.Solve(vectorb);
Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
var matrixBReconstruct = matrixA * resultx;
// Check the reconstruction.
for (var i = 0; i < order; i++)
{
Assert.AreEqual(vectorb[i], matrixBReconstruct[i], 1e-4);
}
// Make sure A didn't change.
for (var i = 0; i < matrixA.RowCount; i++)
{
for (var j = 0; j < matrixA.ColumnCount; j++)
{
Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
}
}
}
/// <summary>
/// Can solve a system of linear equations for a random matrix (AX=B).
/// </summary>
/// <param name="order">Matrix order.</param>
[TestCase(1)]
[TestCase(2)]
[TestCase(5)]
[TestCase(10)]
[TestCase(50)]
[TestCase(100)]
public void CanSolveForRandomMatrixUsingThinQR(int order)
{
var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
var matrixACopy = matrixA.Clone();
var factorQR = matrixA.QR(QRMethod.Thin);
var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
var matrixX = factorQR.Solve(matrixB);
// The solution X row dimension is equal to the column dimension of A
Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
// The solution X has the same number of columns as B
Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
var matrixBReconstruct = matrixA * matrixX;
// Check the reconstruction.
for (var i = 0; i < matrixB.RowCount; i++)
{
for (var j = 0; j < matrixB.ColumnCount; j++)
{
Assert.AreEqual(matrixB[i, j], matrixBReconstruct[i, j], 1e-4);
}
}
// Make sure A didn't change.
for (var i = 0; i < matrixA.RowCount; i++)
{
for (var j = 0; j < matrixA.ColumnCount; j++)
{
Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
}
}
}
/// <summary>
/// Can solve for a random vector into a result vector.
/// </summary>
/// <param name="order">Matrix order.</param>
[TestCase(1)]
[TestCase(2)]
[TestCase(5)]
[TestCase(10)]
[TestCase(50)]
[TestCase(100)]
public void CanSolveForRandomVectorWhenResultVectorGivenUsingThinQR(int order)
{
var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
var matrixACopy = matrixA.Clone();
var factorQR = matrixA.QR(QRMethod.Thin);
var vectorb = MatrixLoader.GenerateRandomUserDefinedVector(order);
var vectorbCopy = vectorb.Clone();
var resultx = new UserDefinedVector(order);
factorQR.Solve(vectorb, resultx);
Assert.AreEqual(vectorb.Count, resultx.Count);
var matrixBReconstruct = matrixA * resultx;
// Check the reconstruction.
for (var i = 0; i < vectorb.Count; i++)
{
Assert.AreEqual(vectorb[i], matrixBReconstruct[i], 1e-4);
}
// Make sure A didn't change.
for (var i = 0; i < matrixA.RowCount; i++)
{
for (var j = 0; j < matrixA.ColumnCount; j++)
{
Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
}
}
// Make sure b didn't change.
for (var i = 0; i < vectorb.Count; i++)
{
Assert.AreEqual(vectorbCopy[i], vectorb[i]);
}
}
/// <summary>
/// Can solve a system of linear equations for a random matrix (AX=B) into a result matrix.
/// </summary>
/// <param name="order">Matrix order.</param>
[TestCase(1)]
[TestCase(2)]
[TestCase(5)]
[TestCase(10)]
[TestCase(50)]
[TestCase(100)]
public void CanSolveForRandomMatrixWhenResultMatrixGivenUsingThinAR(int order)
{
var matrixA = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
var matrixACopy = matrixA.Clone();
var factorQR = matrixA.QR(QRMethod.Thin);
var matrixB = MatrixLoader.GenerateRandomUserDefinedMatrix(order, order);
var matrixBCopy = matrixB.Clone();
var matrixX = new UserDefinedMatrix(order, order);
factorQR.Solve(matrixB, matrixX);
// The solution X row dimension is equal to the column dimension of A
Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);
// The solution X has the same number of columns as B
Assert.AreEqual(matrixB.ColumnCount, matrixX.ColumnCount);
var matrixBReconstruct = matrixA * matrixX;
// Check the reconstruction.
for (var i = 0; i < matrixB.RowCount; i++)
{
for (var j = 0; j < matrixB.ColumnCount; j++)
{
Assert.AreEqual(matrixB[i, j], matrixBReconstruct[i, j], 1e-4);
}
}
// Make sure A didn't change.
for (var i = 0; i < matrixA.RowCount; i++)
{
for (var j = 0; j < matrixA.ColumnCount; j++)
{
Assert.AreEqual(matrixACopy[i, j], matrixA[i, j]);
}
}
// Make sure B didn't change.
for (var i = 0; i < matrixB.RowCount; i++)
{
for (var j = 0; j < matrixB.ColumnCount; j++)
{
Assert.AreEqual(matrixBCopy[i, j], matrixB[i, j]);
}
}
}
}
}