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23 package org.hipparchus.linear;
24
25 import org.hipparchus.exception.MathIllegalArgumentException;
26 import org.junit.jupiter.api.Test;
27
28 import static org.junit.jupiter.api.Assertions.assertEquals;
29 import static org.junit.jupiter.api.Assertions.fail;
30
31 class SingularValueSolverTest {
32
33 private double[][] testSquare = {
34 { 24.0 / 25.0, 43.0 / 25.0 },
35 { 57.0 / 25.0, 24.0 / 25.0 }
36 };
37 private double[][] bigSingular = {
38 { 1.0, 2.0, 3.0, 4.0 },
39 { 2.0, 5.0, 3.0, 4.0 },
40 { 7.0, 3.0, 256.0, 1930.0 },
41 { 3.0, 7.0, 6.0, 8.0 }
42 };
43
44 private static final double normTolerance = 10e-14;
45
46
47 @Test
48 void testSolveDimensionErrors() {
49 DecompositionSolver solver =
50 new SingularValueDecomposition(MatrixUtils.createRealMatrix(testSquare)).getSolver();
51 RealMatrix b = MatrixUtils.createRealMatrix(new double[3][2]);
52 try {
53 solver.solve(b);
54 fail("an exception should have been thrown");
55 } catch (MathIllegalArgumentException iae) {
56
57 }
58 try {
59 solver.solve(b.getColumnVector(0));
60 fail("an exception should have been thrown");
61 } catch (MathIllegalArgumentException iae) {
62
63 }
64 try {
65 solver.solve(new ArrayRealVectorTest.RealVectorTestImpl(b.getColumn(0)));
66 fail("an exception should have been thrown");
67 } catch (MathIllegalArgumentException iae) {
68
69 }
70 }
71
72
73 @Test
74 void testLeastSquareSolve() {
75 RealMatrix m =
76 MatrixUtils.createRealMatrix(new double[][] {
77 { 1.0, 0.0 },
78 { 0.0, 0.0 }
79 });
80 DecompositionSolver solver = new SingularValueDecomposition(m).getSolver();
81 RealMatrix b = MatrixUtils.createRealMatrix(new double[][] {
82 { 11, 12 }, { 21, 22 }
83 });
84 RealMatrix xMatrix = solver.solve(b);
85 assertEquals(11, xMatrix.getEntry(0, 0), 1.0e-15);
86 assertEquals(12, xMatrix.getEntry(0, 1), 1.0e-15);
87 assertEquals(0, xMatrix.getEntry(1, 0), 1.0e-15);
88 assertEquals(0, xMatrix.getEntry(1, 1), 1.0e-15);
89 RealVector xColVec = solver.solve(b.getColumnVector(0));
90 assertEquals(11, xColVec.getEntry(0), 1.0e-15);
91 assertEquals(0, xColVec.getEntry(1), 1.0e-15);
92 RealVector xColOtherVec = solver.solve(new ArrayRealVectorTest.RealVectorTestImpl(b.getColumn(0)));
93 assertEquals(11, xColOtherVec.getEntry(0), 1.0e-15);
94 assertEquals(0, xColOtherVec.getEntry(1), 1.0e-15);
95 }
96
97
98 @Test
99 void testSolve() {
100 DecompositionSolver solver =
101 new SingularValueDecomposition(MatrixUtils.createRealMatrix(testSquare)).getSolver();
102 assertEquals(testSquare.length, solver.getRowDimension());
103 assertEquals(testSquare[0].length, solver.getColumnDimension());
104 RealMatrix b = MatrixUtils.createRealMatrix(new double[][] {
105 { 1, 2, 3 }, { 0, -5, 1 }
106 });
107 RealMatrix xRef = MatrixUtils.createRealMatrix(new double[][] {
108 { -8.0 / 25.0, -263.0 / 75.0, -29.0 / 75.0 },
109 { 19.0 / 25.0, 78.0 / 25.0, 49.0 / 25.0 }
110 });
111
112
113 assertEquals(0, solver.solve(b).subtract(xRef).getNorm1(), normTolerance);
114
115
116 for (int i = 0; i < b.getColumnDimension(); ++i) {
117 assertEquals(0,
118 solver.solve(b.getColumnVector(i)).subtract(xRef.getColumnVector(i)).getNorm(),
119 1.0e-13);
120 }
121
122
123 for (int i = 0; i < b.getColumnDimension(); ++i) {
124 ArrayRealVectorTest.RealVectorTestImpl v =
125 new ArrayRealVectorTest.RealVectorTestImpl(b.getColumn(i));
126 assertEquals(0,
127 solver.solve(v).subtract(xRef.getColumnVector(i)).getNorm(),
128 1.0e-13);
129 }
130
131 }
132
133
134 @Test
135 void testConditionNumber() {
136 SingularValueDecomposition svd =
137 new SingularValueDecomposition(MatrixUtils.createRealMatrix(testSquare));
138
139 assertEquals(3.0, svd.getConditionNumber(), 1.5e-15);
140 }
141
142 @Test
143 void testMath320B() {
144 RealMatrix rm = new Array2DRowRealMatrix(new double[][] {
145 { 1.0, 2.0 }, { 1.0, 2.0 }
146 });
147 SingularValueDecomposition svd =
148 new SingularValueDecomposition(rm);
149 RealMatrix recomposed = svd.getU().multiply(svd.getS()).multiply(svd.getVT());
150 assertEquals(0.0, recomposed.subtract(rm).getNorm1(), 2.0e-15);
151 }
152
153 @Test
154 void testSingular() {
155 SingularValueDecomposition svd =
156 new SingularValueDecomposition(MatrixUtils.createRealMatrix(bigSingular));
157 RealMatrix pseudoInverse = svd.getSolver().getInverse();
158 RealMatrix expected = new Array2DRowRealMatrix(new double[][] {
159 {-0.0355022687,0.0512742236,-0.0001045523,0.0157719549},
160 {-0.3214992438,0.3162419255,0.0000348508,-0.0052573183},
161 {0.5437098346,-0.4107754586,-0.0008256918,0.132934376},
162 {-0.0714905202,0.053808742,0.0006279816,-0.0176817782}
163 });
164 assertEquals(0, expected.subtract(pseudoInverse).getNorm1(), 1.0e-9);
165 }
166
167 }