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2    * Licensed to the Apache Software Foundation (ASF) under one or more
3    * contributor license agreements.  See the NOTICE file distributed with
4    * this work for additional information regarding copyright ownership.
5    * The ASF licenses this file to You under the Apache License, Version 2.0
6    * (the "License"); you may not use this file except in compliance with
7    * the License.  You may obtain a copy of the License at
8    *
9    *      https://www.apache.org/licenses/LICENSE-2.0
10   *
11   * Unless required by applicable law or agreed to in writing, software
12   * distributed under the License is distributed on an "AS IS" BASIS,
13   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14   * See the License for the specific language governing permissions and
15   * limitations under the License.
16   */
17  
18  /*
19   * This is not the original file distributed by the Apache Software Foundation
20   * It has been modified by the Hipparchus project
21   */
22  
23  package org.hipparchus.linear;
24  
25  import org.junit.jupiter.api.Test;
26  
27  import java.io.BufferedReader;
28  import java.io.DataInputStream;
29  import java.io.IOException;
30  import java.io.InputStreamReader;
31  import java.util.Random;
32  
33  import static org.junit.jupiter.api.Assertions.assertDoesNotThrow;
34  import static org.junit.jupiter.api.Assertions.assertEquals;
35  import static org.junit.jupiter.api.Assertions.assertFalse;
36  import static org.junit.jupiter.api.Assertions.assertTrue;
37  
38  
39  public class SingularValueDecompositionTest {
40  
41      private double[][] testSquare = {
42              { 24.0 / 25.0, 43.0 / 25.0 },
43              { 57.0 / 25.0, 24.0 / 25.0 }
44      };
45  
46      private double[][] testNonSquare = {
47          {  -540.0 / 625.0,  963.0 / 625.0, -216.0 / 625.0 },
48          { -1730.0 / 625.0, -744.0 / 625.0, 1008.0 / 625.0 },
49          {  -720.0 / 625.0, 1284.0 / 625.0, -288.0 / 625.0 },
50          {  -360.0 / 625.0,  192.0 / 625.0, 1756.0 / 625.0 },
51      };
52  
53      private static final double normTolerance = 10e-14;
54  
55      @Test
56      void testMoreRows() {
57          final double[] singularValues = { 123.456, 2.3, 1.001, 0.999 };
58          final int rows    = singularValues.length + 2;
59          final int columns = singularValues.length;
60          Random r = new Random(15338437322523l);
61          SingularValueDecomposition svd =
62              new SingularValueDecomposition(createTestMatrix(r, rows, columns, singularValues));
63          double[] computedSV = svd.getSingularValues();
64          assertEquals(singularValues.length, computedSV.length);
65          for (int i = 0; i < singularValues.length; ++i) {
66              assertEquals(singularValues[i], computedSV[i], 1.0e-10);
67          }
68      }
69  
70      @Test
71      void testMoreColumns() {
72          final double[] singularValues = { 123.456, 2.3, 1.001, 0.999 };
73          final int rows    = singularValues.length;
74          final int columns = singularValues.length + 2;
75          Random r = new Random(732763225836210l);
76          SingularValueDecomposition svd =
77              new SingularValueDecomposition(createTestMatrix(r, rows, columns, singularValues));
78          double[] computedSV = svd.getSingularValues();
79          assertEquals(singularValues.length, computedSV.length);
80          for (int i = 0; i < singularValues.length; ++i) {
81              assertEquals(singularValues[i], computedSV[i], 1.0e-10);
82          }
83      }
84  
85      /** test dimensions */
86      @Test
87      void testDimensions() {
88          RealMatrix matrix = MatrixUtils.createRealMatrix(testSquare);
89          final int m = matrix.getRowDimension();
90          final int n = matrix.getColumnDimension();
91          SingularValueDecomposition svd = new SingularValueDecomposition(matrix);
92          assertEquals(m, svd.getU().getRowDimension());
93          assertEquals(m, svd.getU().getColumnDimension());
94          assertEquals(m, svd.getS().getColumnDimension());
95          assertEquals(n, svd.getS().getColumnDimension());
96          assertEquals(n, svd.getV().getRowDimension());
97          assertEquals(n, svd.getV().getColumnDimension());
98  
99      }
100 
101     @Test
102     void testDecomposer() {
103         MatrixDecomposer decomposer = new SingularValueDecomposer();
104         assertTrue(decomposer.decompose(MatrixUtils.createRealMatrix(testSquare)).isNonSingular());
105         assertFalse(decomposer.decompose(MatrixUtils.createRealMatrix(testNonSquare)).isNonSingular());
106     }
107 
108     /** Test based on a dimension 4 Hadamard matrix. */
109     @Test
110     void testHadamard() {
111         RealMatrix matrix = new Array2DRowRealMatrix(new double[][] {
112                 {15.0 / 2.0,  5.0 / 2.0,  9.0 / 2.0,  3.0 / 2.0 },
113                 { 5.0 / 2.0, 15.0 / 2.0,  3.0 / 2.0,  9.0 / 2.0 },
114                 { 9.0 / 2.0,  3.0 / 2.0, 15.0 / 2.0,  5.0 / 2.0 },
115                 { 3.0 / 2.0,  9.0 / 2.0,  5.0 / 2.0, 15.0 / 2.0 }
116         }, false);
117         SingularValueDecomposition svd = new SingularValueDecomposition(matrix);
118         assertEquals(16.0, svd.getSingularValues()[0], 1.0e-14);
119         assertEquals( 8.0, svd.getSingularValues()[1], 1.0e-14);
120         assertEquals( 4.0, svd.getSingularValues()[2], 1.0e-14);
121         assertEquals( 2.0, svd.getSingularValues()[3], 1.0e-14);
122 
123         RealMatrix fullCovariance = new Array2DRowRealMatrix(new double[][] {
124                 {  85.0 / 1024, -51.0 / 1024, -75.0 / 1024,  45.0 / 1024 },
125                 { -51.0 / 1024,  85.0 / 1024,  45.0 / 1024, -75.0 / 1024 },
126                 { -75.0 / 1024,  45.0 / 1024,  85.0 / 1024, -51.0 / 1024 },
127                 {  45.0 / 1024, -75.0 / 1024, -51.0 / 1024,  85.0 / 1024 }
128         }, false);
129         assertEquals(0.0,
130                      fullCovariance.subtract(svd.getCovariance(0.0)).getNorm1(),
131                      1.0e-14);
132 
133         RealMatrix halfCovariance = new Array2DRowRealMatrix(new double[][] {
134                 {   5.0 / 1024,  -3.0 / 1024,   5.0 / 1024,  -3.0 / 1024 },
135                 {  -3.0 / 1024,   5.0 / 1024,  -3.0 / 1024,   5.0 / 1024 },
136                 {   5.0 / 1024,  -3.0 / 1024,   5.0 / 1024,  -3.0 / 1024 },
137                 {  -3.0 / 1024,   5.0 / 1024,  -3.0 / 1024,   5.0 / 1024 }
138         }, false);
139         assertEquals(0.0,
140                      halfCovariance.subtract(svd.getCovariance(6.0)).getNorm1(),
141                      1.0e-14);
142 
143     }
144 
145     /** test A = USVt */
146     @Test
147     void testAEqualUSVt() {
148         checkAEqualUSVt(MatrixUtils.createRealMatrix(testSquare));
149         checkAEqualUSVt(MatrixUtils.createRealMatrix(testNonSquare));
150         checkAEqualUSVt(MatrixUtils.createRealMatrix(testNonSquare).transpose());
151     }
152 
153     public void checkAEqualUSVt(final RealMatrix matrix) {
154         SingularValueDecomposition svd = new SingularValueDecomposition(matrix);
155         RealMatrix u = svd.getU();
156         RealMatrix s = svd.getS();
157         RealMatrix v = svd.getV();
158         double norm = u.multiply(s).multiplyTransposed(v).subtract(matrix).getNorm1();
159         assertEquals(0, norm, normTolerance);
160 
161     }
162 
163     /** test that U is orthogonal */
164     @Test
165     void testUOrthogonal() {
166         checkOrthogonal(new SingularValueDecomposition(MatrixUtils.createRealMatrix(testSquare)).getU());
167         checkOrthogonal(new SingularValueDecomposition(MatrixUtils.createRealMatrix(testNonSquare)).getU());
168         checkOrthogonal(new SingularValueDecomposition(MatrixUtils.createRealMatrix(testNonSquare).transpose()).getU());
169     }
170 
171     /** test that V is orthogonal */
172     @Test
173     void testVOrthogonal() {
174         checkOrthogonal(new SingularValueDecomposition(MatrixUtils.createRealMatrix(testSquare)).getV());
175         checkOrthogonal(new SingularValueDecomposition(MatrixUtils.createRealMatrix(testNonSquare)).getV());
176         checkOrthogonal(new SingularValueDecomposition(MatrixUtils.createRealMatrix(testNonSquare).transpose()).getV());
177     }
178 
179     public void checkOrthogonal(final RealMatrix m) {
180         RealMatrix mTm = m.transposeMultiply(m);
181         RealMatrix id  = MatrixUtils.createRealIdentityMatrix(mTm.getRowDimension());
182         assertEquals(0, mTm.subtract(id).getNorm1(), normTolerance);
183     }
184 
185     /** test matrices values */
186     // This test is useless since whereas the columns of U and V are linked
187     // together, the actual triplet (U,S,V) is not uniquely defined.
188     public void testMatricesValues1() {
189        SingularValueDecomposition svd =
190             new SingularValueDecomposition(MatrixUtils.createRealMatrix(testSquare));
191         RealMatrix uRef = MatrixUtils.createRealMatrix(new double[][] {
192                 { 3.0 / 5.0, -4.0 / 5.0 },
193                 { 4.0 / 5.0,  3.0 / 5.0 }
194         });
195         RealMatrix sRef = MatrixUtils.createRealMatrix(new double[][] {
196                 { 3.0, 0.0 },
197                 { 0.0, 1.0 }
198         });
199         RealMatrix vRef = MatrixUtils.createRealMatrix(new double[][] {
200                 { 4.0 / 5.0,  3.0 / 5.0 },
201                 { 3.0 / 5.0, -4.0 / 5.0 }
202         });
203 
204         // check values against known references
205         RealMatrix u = svd.getU();
206         assertEquals(0, u.subtract(uRef).getNorm1(), normTolerance);
207         RealMatrix s = svd.getS();
208         assertEquals(0, s.subtract(sRef).getNorm1(), normTolerance);
209         RealMatrix v = svd.getV();
210         assertEquals(0, v.subtract(vRef).getNorm1(), normTolerance);
211 
212         // check the same cached instance is returned the second time
213         assertTrue(u == svd.getU());
214         assertTrue(s == svd.getS());
215         assertTrue(v == svd.getV());
216 
217     }
218 
219     /** test matrices values */
220     // This test is useless since whereas the columns of U and V are linked
221     // together, the actual triplet (U,S,V) is not uniquely defined.
222     public void useless_testMatricesValues2() {
223 
224         RealMatrix uRef = MatrixUtils.createRealMatrix(new double[][] {
225             {  0.0 / 5.0,  3.0 / 5.0,  0.0 / 5.0 },
226             { -4.0 / 5.0,  0.0 / 5.0, -3.0 / 5.0 },
227             {  0.0 / 5.0,  4.0 / 5.0,  0.0 / 5.0 },
228             { -3.0 / 5.0,  0.0 / 5.0,  4.0 / 5.0 }
229         });
230         RealMatrix sRef = MatrixUtils.createRealMatrix(new double[][] {
231             { 4.0, 0.0, 0.0 },
232             { 0.0, 3.0, 0.0 },
233             { 0.0, 0.0, 2.0 }
234         });
235         RealMatrix vRef = MatrixUtils.createRealMatrix(new double[][] {
236             {  80.0 / 125.0,  -60.0 / 125.0, 75.0 / 125.0 },
237             {  24.0 / 125.0,  107.0 / 125.0, 60.0 / 125.0 },
238             { -93.0 / 125.0,  -24.0 / 125.0, 80.0 / 125.0 }
239         });
240 
241         // check values against known references
242         SingularValueDecomposition svd =
243             new SingularValueDecomposition(MatrixUtils.createRealMatrix(testNonSquare));
244         RealMatrix u = svd.getU();
245         assertEquals(0, u.subtract(uRef).getNorm1(), normTolerance);
246         RealMatrix s = svd.getS();
247         assertEquals(0, s.subtract(sRef).getNorm1(), normTolerance);
248         RealMatrix v = svd.getV();
249         assertEquals(0, v.subtract(vRef).getNorm1(), normTolerance);
250 
251         // check the same cached instance is returned the second time
252         assertTrue(u == svd.getU());
253         assertTrue(s == svd.getS());
254         assertTrue(v == svd.getV());
255 
256     }
257 
258     /** test MATH-465 */
259     @Test
260     void testRank() {
261         double[][] d = { { 1, 1, 1 }, { 0, 0, 0 }, { 1, 2, 3 } };
262         RealMatrix m = new Array2DRowRealMatrix(d);
263         SingularValueDecomposition svd = new SingularValueDecomposition(m);
264         assertEquals(2, svd.getRank());
265     }
266 
267     /** test MATH-583 */
268     @Test
269     void testStability1() {
270         RealMatrix m = new Array2DRowRealMatrix(201, 201);
271         loadRealMatrix(m,"matrix1.csv");
272         assertDoesNotThrow(() -> {
273             new SingularValueDecomposition(m);
274         }, "Exception whilst constructing SVD");
275     }
276 
277     /** test MATH-327 */
278     @Test
279     void testStability2() {
280         RealMatrix m = new Array2DRowRealMatrix(7, 168);
281         loadRealMatrix(m,"matrix2.csv");
282         assertDoesNotThrow(() -> {
283             new SingularValueDecomposition(m);
284         }, "Exception whilst constructing SVD");
285     }
286 
287     private void loadRealMatrix(RealMatrix m, String resourceName) {
288         try {
289             DataInputStream in = new DataInputStream(getClass().getResourceAsStream(resourceName));
290             BufferedReader br = new BufferedReader(new InputStreamReader(in));
291             String strLine;
292             int row = 0;
293             while ((strLine = br.readLine()) != null) {
294                 if (!strLine.startsWith("#")) {
295                     int col = 0;
296                     for (String entry : strLine.split(",")) {
297                         m.setEntry(row, col++, Double.parseDouble(entry));
298                     }
299                     row++;
300                 }
301             }
302             in.close();
303         } catch (IOException e) {}
304     }
305 
306     /** test condition number */
307     @Test
308     void testConditionNumber() {
309         SingularValueDecomposition svd =
310             new SingularValueDecomposition(MatrixUtils.createRealMatrix(testSquare));
311         // replace 1.0e-15 with 1.5e-15
312         assertEquals(3.0, svd.getConditionNumber(), 1.5e-15);
313     }
314 
315     @Test
316     void testInverseConditionNumber() {
317         SingularValueDecomposition svd =
318             new SingularValueDecomposition(MatrixUtils.createRealMatrix(testSquare));
319         assertEquals(1.0/3.0, svd.getInverseConditionNumber(), 1.5e-15);
320     }
321 
322     private RealMatrix createTestMatrix(final Random r, final int rows, final int columns,
323                                         final double[] singularValues) {
324         final RealMatrix u = EigenDecompositionSymmetricTest.createOrthogonalMatrix(r, rows);
325         final RealMatrix d = new Array2DRowRealMatrix(rows, columns);
326         d.setSubMatrix(MatrixUtils.createRealDiagonalMatrix(singularValues).getData(), 0, 0);
327         final RealMatrix v = EigenDecompositionSymmetricTest.createOrthogonalMatrix(r, columns);
328         return u.multiply(d).multiply(v);
329     }
330 
331     @Test
332     void testIssue947() {
333         double[][] nans = new double[][] {
334             { Double.NaN, Double.NaN },
335             { Double.NaN, Double.NaN }
336         };
337         RealMatrix m = new Array2DRowRealMatrix(nans, false);
338         SingularValueDecomposition svd = new SingularValueDecomposition(m);
339         assertTrue(Double.isNaN(svd.getSingularValues()[0]));
340         assertTrue(Double.isNaN(svd.getSingularValues()[1]));
341     }
342 
343 }