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23 package org.hipparchus.linear;
24
25 import org.hipparchus.exception.MathIllegalArgumentException;
26 import org.junit.Assert;
27 import org.junit.Test;
28
29 public class SingularValueSolverTest {
30
31 private double[][] testSquare = {
32 { 24.0 / 25.0, 43.0 / 25.0 },
33 { 57.0 / 25.0, 24.0 / 25.0 }
34 };
35 private double[][] bigSingular = {
36 { 1.0, 2.0, 3.0, 4.0 },
37 { 2.0, 5.0, 3.0, 4.0 },
38 { 7.0, 3.0, 256.0, 1930.0 },
39 { 3.0, 7.0, 6.0, 8.0 }
40 };
41
42 private static final double normTolerance = 10e-14;
43
44
45 @Test
46 public void testSolveDimensionErrors() {
47 DecompositionSolver solver =
48 new SingularValueDecomposition(MatrixUtils.createRealMatrix(testSquare)).getSolver();
49 RealMatrix b = MatrixUtils.createRealMatrix(new double[3][2]);
50 try {
51 solver.solve(b);
52 Assert.fail("an exception should have been thrown");
53 } catch (MathIllegalArgumentException iae) {
54
55 }
56 try {
57 solver.solve(b.getColumnVector(0));
58 Assert.fail("an exception should have been thrown");
59 } catch (MathIllegalArgumentException iae) {
60
61 }
62 try {
63 solver.solve(new ArrayRealVectorTest.RealVectorTestImpl(b.getColumn(0)));
64 Assert.fail("an exception should have been thrown");
65 } catch (MathIllegalArgumentException iae) {
66
67 }
68 }
69
70
71 @Test
72 public void testLeastSquareSolve() {
73 RealMatrix m =
74 MatrixUtils.createRealMatrix(new double[][] {
75 { 1.0, 0.0 },
76 { 0.0, 0.0 }
77 });
78 DecompositionSolver solver = new SingularValueDecomposition(m).getSolver();
79 RealMatrix b = MatrixUtils.createRealMatrix(new double[][] {
80 { 11, 12 }, { 21, 22 }
81 });
82 RealMatrix xMatrix = solver.solve(b);
83 Assert.assertEquals(11, xMatrix.getEntry(0, 0), 1.0e-15);
84 Assert.assertEquals(12, xMatrix.getEntry(0, 1), 1.0e-15);
85 Assert.assertEquals(0, xMatrix.getEntry(1, 0), 1.0e-15);
86 Assert.assertEquals(0, xMatrix.getEntry(1, 1), 1.0e-15);
87 RealVector xColVec = solver.solve(b.getColumnVector(0));
88 Assert.assertEquals(11, xColVec.getEntry(0), 1.0e-15);
89 Assert.assertEquals(0, xColVec.getEntry(1), 1.0e-15);
90 RealVector xColOtherVec = solver.solve(new ArrayRealVectorTest.RealVectorTestImpl(b.getColumn(0)));
91 Assert.assertEquals(11, xColOtherVec.getEntry(0), 1.0e-15);
92 Assert.assertEquals(0, xColOtherVec.getEntry(1), 1.0e-15);
93 }
94
95
96 @Test
97 public void testSolve() {
98 DecompositionSolver solver =
99 new SingularValueDecomposition(MatrixUtils.createRealMatrix(testSquare)).getSolver();
100 Assert.assertEquals(testSquare.length, solver.getRowDimension());
101 Assert.assertEquals(testSquare[0].length, solver.getColumnDimension());
102 RealMatrix b = MatrixUtils.createRealMatrix(new double[][] {
103 { 1, 2, 3 }, { 0, -5, 1 }
104 });
105 RealMatrix xRef = MatrixUtils.createRealMatrix(new double[][] {
106 { -8.0 / 25.0, -263.0 / 75.0, -29.0 / 75.0 },
107 { 19.0 / 25.0, 78.0 / 25.0, 49.0 / 25.0 }
108 });
109
110
111 Assert.assertEquals(0, solver.solve(b).subtract(xRef).getNorm1(), normTolerance);
112
113
114 for (int i = 0; i < b.getColumnDimension(); ++i) {
115 Assert.assertEquals(0,
116 solver.solve(b.getColumnVector(i)).subtract(xRef.getColumnVector(i)).getNorm(),
117 1.0e-13);
118 }
119
120
121 for (int i = 0; i < b.getColumnDimension(); ++i) {
122 ArrayRealVectorTest.RealVectorTestImpl v =
123 new ArrayRealVectorTest.RealVectorTestImpl(b.getColumn(i));
124 Assert.assertEquals(0,
125 solver.solve(v).subtract(xRef.getColumnVector(i)).getNorm(),
126 1.0e-13);
127 }
128
129 }
130
131
132 @Test
133 public void testConditionNumber() {
134 SingularValueDecomposition svd =
135 new SingularValueDecomposition(MatrixUtils.createRealMatrix(testSquare));
136
137 Assert.assertEquals(3.0, svd.getConditionNumber(), 1.5e-15);
138 }
139
140 @Test
141 public void testMath320B() {
142 RealMatrix rm = new Array2DRowRealMatrix(new double[][] {
143 { 1.0, 2.0 }, { 1.0, 2.0 }
144 });
145 SingularValueDecomposition svd =
146 new SingularValueDecomposition(rm);
147 RealMatrix recomposed = svd.getU().multiply(svd.getS()).multiply(svd.getVT());
148 Assert.assertEquals(0.0, recomposed.subtract(rm).getNorm1(), 2.0e-15);
149 }
150
151 @Test
152 public void testSingular() {
153 SingularValueDecomposition svd =
154 new SingularValueDecomposition(MatrixUtils.createRealMatrix(bigSingular));
155 RealMatrix pseudoInverse = svd.getSolver().getInverse();
156 RealMatrix expected = new Array2DRowRealMatrix(new double[][] {
157 {-0.0355022687,0.0512742236,-0.0001045523,0.0157719549},
158 {-0.3214992438,0.3162419255,0.0000348508,-0.0052573183},
159 {0.5437098346,-0.4107754586,-0.0008256918,0.132934376},
160 {-0.0714905202,0.053808742,0.0006279816,-0.0176817782}
161 });
162 Assert.assertEquals(0, expected.subtract(pseudoInverse).getNorm1(), 1.0e-9);
163 }
164
165 }