func TestLUFact_Solve_t(t *testing.T) { n := 100 // Random square matrix. a := randMat(n, n) // Random vector. want := randVec(n) // Factorize. lu, err := LU(a) if err != nil { t.Fatal(err) } // Solve un-transposed system. b := mat.MulVec(a, want) got, err := lu.Solve(false, b) if err != nil { t.Fatal(err) } testSliceEq(t, want, got) // Then solve transposed system. b = mat.MulVec(mat.T(a), want) got, err = lu.Solve(true, b) if err != nil { t.Fatal(err) } testSliceEq(t, want, got) }
func TestSolveSquare(t *testing.T) { n := 100 a := randMat(n, n) want := randVec(n) b := mat.MulVec(a, want) got, err := SolveSquare(a, b) if err != nil { t.Fatal(err) } testSliceEq(t, want, got) }
func TestSolvePosDef(t *testing.T) { n := 100 // Random symmetric positive definite matrix. a := randMat(2*n, n) a = mat.Mul(mat.T(a), a) // Random vector. want := randVec(n) b := mat.MulVec(a, want) got, err := SolvePosDef(a, b) if err != nil { t.Fatal(err) } testSliceEq(t, want, got) }
func overDetProb(m, n int) (a *mat.Mat, b, x []float64, err error) { if m < n { panic("expect m >= n") } a = randMat(m, n) b = randVec(m) // Compute pseudo-inverse explicitly. // y <- (A' A) \ b x, err = SolveSymm(mat.Mul(mat.T(a), a), mat.MulVec(mat.T(a), b)) if err != nil { return nil, nil, nil, err } return }
func underDetProb(m, n int) (a *mat.Mat, b, x []float64, err error) { if m > n { panic("expect m <= n") } a = randMat(m, n) b = randVec(m) // Compute pseudo-inverse explicitly. // y <- (A A') \ b y, err := SolveSymm(mat.Mul(a, mat.T(a)), b) if err != nil { return nil, nil, nil, err } // x <- A' y x = mat.MulVec(mat.T(a), y) return }
func TestLUFact_Solve(t *testing.T) { n := 100 // Random square matrix. a := randMat(n, n) // Random vector. want := randVec(n) b := mat.MulVec(a, want) lu, err := LU(a) if err != nil { t.Fatal(err) } got, err := lu.Solve(false, b) if err != nil { t.Fatal(err) } testSliceEq(t, want, got) }
func TestLDLFact_Solve(t *testing.T) { n := 100 // Random symmetric matrix. a := randMat(n, n) a = mat.Plus(a, mat.T(a)) // Random vector. want := randVec(n) b := mat.MulVec(a, want) ldl, err := LDL(a) if err != nil { t.Fatal(err) } got, err := ldl.Solve(b) if err != nil { t.Fatal(err) } testSliceEq(t, want, got) }
func TestCholFact_Solve(t *testing.T) { n := 100 // Random symmetric positive definite matrix. a := randMat(2*n, n) a = mat.Mul(mat.T(a), a) // Random vector. want := randVec(n) b := mat.MulVec(a, want) // Factorize matrix. chol, err := Chol(a) if err != nil { t.Fatal(err) } got, err := chol.Solve(b) if err != nil { t.Fatal(err) } testSliceEq(t, want, got) }