// // 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. // namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization { using LinearAlgebra.Complex; using LinearAlgebra.Generic.Factorization; using MbUnit.Framework; using LinearAlgebra.Complex.Factorization; public class GramSchmidtTests { [Test] [ExpectedArgumentNullException] public void ConstructorNull() { new DenseGramSchmidt(null); } [Test] [ExpectedArgumentException] public void WideMatrixThrowsInvalidMatrixOperationException() { new DenseGramSchmidt(new DenseMatrix(3, 4)); } [Test] [Row(1)] [Row(10)] [Row(100)] public void CanFactorizeIdentity(int order) { var I = DenseMatrix.Identity(order); var factorGramSchmidt = I.GramSchmidt(); Assert.AreEqual(I.RowCount, factorGramSchmidt.Q.RowCount); Assert.AreEqual(I.ColumnCount, factorGramSchmidt.Q.ColumnCount); for (var i = 0; i < factorGramSchmidt.R.RowCount; i++) { for (var j = 0; j < factorGramSchmidt.R.ColumnCount; j++) { if (i == j) { Assert.AreEqual(1.0, factorGramSchmidt.R[i, j]); } else { Assert.AreEqual(0.0, factorGramSchmidt.R[i, j]); } } } for (var i = 0; i < factorGramSchmidt.Q.RowCount; i++) { for (var j = 0; j < factorGramSchmidt.Q.ColumnCount; j++) { if (i == j) { Assert.AreEqual(1.0, factorGramSchmidt.Q[i, j]); } else { Assert.AreEqual(0.0, factorGramSchmidt.Q[i, j]); } } } } [Test] [Row(1)] [Row(10)] [Row(100)] public void IdentityDeterminantIsOne(int order) { var I = DenseMatrix.Identity(order); var factorGramSchmidt = I.GramSchmidt(); Assert.AreEqual(1.0, factorGramSchmidt.Determinant); } [Test] [Row(1,1)] [Row(2,2)] [Row(5,5)] [Row(10,6)] [Row(50,48)] [Row(100,98)] [MultipleAsserts] public void CanFactorizeRandomMatrix(int row, int column) { var matrixA = MatrixLoader.GenerateRandomDenseMatrix(row, column); var factorGramSchmidt = matrixA.GramSchmidt(); // Make sure the Q has the right dimensions. Assert.AreEqual(row, factorGramSchmidt.Q.RowCount); Assert.AreEqual(column, factorGramSchmidt.Q.ColumnCount); // Make sure the R has the right dimensions. Assert.AreEqual(column, factorGramSchmidt.R.RowCount); Assert.AreEqual(column, factorGramSchmidt.R.ColumnCount); // Make sure the R factor is upper triangular. for (var i = 0; i < factorGramSchmidt.R.RowCount; i++) { for (var j = 0; j < factorGramSchmidt.R.ColumnCount; j++) { if (i > j) { Assert.AreEqual(0.0, factorGramSchmidt.R[i, j]); } } } // Make sure the Q*R is the original matrix. var matrixQfromR = factorGramSchmidt.Q * factorGramSchmidt.R; for (var i = 0; i < matrixQfromR.RowCount; i++) { for (var j = 0; j < matrixQfromR.ColumnCount; j++) { Assert.AreApproximatelyEqual(matrixA[i, j].Real, matrixQfromR[i, j].Real, 1.0e-9); Assert.AreApproximatelyEqual(matrixA[i, j].Imaginary, matrixQfromR[i, j].Imaginary, 1.0e-9); } } // Make sure the Q is unitary --> (Q*)x(Q) = I var matrixQсtQ = factorGramSchmidt.Q.ConjugateTranspose() * factorGramSchmidt.Q; for (var i = 0; i < matrixQсtQ.RowCount; i++) { for (var j = 0; j < matrixQсtQ.ColumnCount; j++) { if (i == j) { Assert.AreApproximatelyEqual(matrixQсtQ[i, j].Real, 1.0, 1.0e-9); Assert.AreApproximatelyEqual(matrixQсtQ[i, j].Imaginary, 0.0, 1.0e-9); } else { Assert.AreApproximatelyEqual(matrixQсtQ[i, j].Real, 0.0, 1.0e-9); Assert.AreApproximatelyEqual(matrixQсtQ[i, j].Imaginary, 0.0, 1.0e-9); } } } } [Test] [Row(1)] [Row(2)] [Row(5)] [Row(10)] [Row(50)] [Row(100)] [MultipleAsserts] public void CanSolveForRandomVector(int order) { var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order); var matrixACopy = matrixA.Clone(); var factorGramSchmidt = matrixA.GramSchmidt(); var vectorb = MatrixLoader.GenerateRandomDenseVector(order); var resultx = factorGramSchmidt.Solve(vectorb); Assert.AreEqual(matrixA.ColumnCount, resultx.Count); var bReconstruct = matrixA * resultx; // Check the reconstruction. for (var i = 0; i < order; i++) { Assert.AreApproximatelyEqual(vectorb[i].Real, bReconstruct[i].Real, 1.0e-9); Assert.AreApproximatelyEqual(vectorb[i].Imaginary, bReconstruct[i].Imaginary, 1.0e-9); } // 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]); } } } [Test] [Row(1)] [Row(4)] [Row(8)] [Row(10)] [Row(50)] [Row(100)] [MultipleAsserts] public void CanSolveForRandomMatrix(int order) { var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order); var matrixACopy = matrixA.Clone(); var factorGramSchmidt = matrixA.GramSchmidt(); var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order); var matrixX = factorGramSchmidt.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.AreApproximatelyEqual(matrixB[i, j].Real, matrixBReconstruct[i, j].Real, 1.0e-9); Assert.AreApproximatelyEqual(matrixB[i, j].Imaginary, matrixBReconstruct[i, j].Imaginary, 1.0e-9); } } // 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]); } } } [Test] [Row(1)] [Row(2)] [Row(5)] [Row(10)] [Row(50)] [Row(100)] [MultipleAsserts] public void CanSolveForRandomVectorWhenResultVectorGiven(int order) { var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order); var matrixACopy = matrixA.Clone(); var factorGramSchmidt = matrixA.GramSchmidt(); var vectorb = MatrixLoader.GenerateRandomDenseVector(order); var vectorbCopy = vectorb.Clone(); var resultx = new DenseVector(order); factorGramSchmidt.Solve(vectorb,resultx); Assert.AreEqual(vectorb.Count, resultx.Count); var bReconstruct = matrixA * resultx; // Check the reconstruction. for (var i = 0; i < vectorb.Count; i++) { Assert.AreApproximatelyEqual(vectorb[i].Real, bReconstruct[i].Real, 1.0e-9); Assert.AreApproximatelyEqual(vectorb[i].Imaginary, bReconstruct[i].Imaginary, 1.0e-9); } // 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]); } } [Test] [Row(1)] [Row(4)] [Row(8)] [Row(10)] [Row(50)] [Row(100)] [MultipleAsserts] public void CanSolveForRandomMatrixWhenResultMatrixGiven(int order) { var matrixA = MatrixLoader.GenerateRandomDenseMatrix(order, order); var matrixACopy = matrixA.Clone(); var factorGramSchmidt = matrixA.GramSchmidt(); var matrixB = MatrixLoader.GenerateRandomDenseMatrix(order, order); var matrixBCopy = matrixB.Clone(); var matrixX = new DenseMatrix(order, order); factorGramSchmidt.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.AreApproximatelyEqual(matrixB[i, j].Real, matrixBReconstruct[i, j].Real, 1.0e-9); Assert.AreApproximatelyEqual(matrixB[i, j].Imaginary, matrixBReconstruct[i, j].Imaginary, 1.0e-9); } } // 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]); } } } } }