func TestEigSymm(t *testing.T) {
n := 100
a := randMat(n, n)
a = mat.Plus(a, mat.T(a))
// Take eigen decomposition.
v, d, err := EigSymm(a)
if err != nil {
t.Fatal(err)
}
got := mat.Mul(mat.Mul(v, mat.NewDiag(d)), mat.T(v))
testMatEq(t, a, got)
}
func TestSVD(t *testing.T) {
m, n := 150, 100
want := randMat(m, n)
// Take singular value decomposition.
u, s, vt, err := SVD(want)
if err != nil {
t.Fatal(err)
}
// Check that A = U S V'.
got := mat.Mul(u, mat.Mul(mat.NewDiag(s), vt))
testMatEq(t, want, got)
}