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18 package org.apache.commons.math4.legacy.linear;
19
20 import java.util.Random;
21
22 import org.apache.commons.math4.legacy.exception.MathIllegalArgumentException;
23 import org.junit.Test;
24 import org.junit.Assert;
25
26 public class QRSolverTest {
27 private double[][] testData3x3NonSingular = {
28 { 12, -51, 4 },
29 { 6, 167, -68 },
30 { -4, 24, -41 }
31 };
32
33 private double[][] testData3x3Singular = {
34 { 1, 2, 2 },
35 { 2, 4, 6 },
36 { 4, 8, 12 }
37 };
38
39 private double[][] testData3x4 = {
40 { 12, -51, 4, 1 },
41 { 6, 167, -68, 2 },
42 { -4, 24, -41, 3 }
43 };
44
45 private double[][] testData4x3 = {
46 { 12, -51, 4 },
47 { 6, 167, -68 },
48 { -4, 24, -41 },
49 { -5, 34, 7 }
50 };
51
52
53 @Test
54 public void testRank() {
55 DecompositionSolver solver =
56 new QRDecomposition(MatrixUtils.createRealMatrix(testData3x3NonSingular)).getSolver();
57 Assert.assertTrue(solver.isNonSingular());
58
59 solver = new QRDecomposition(MatrixUtils.createRealMatrix(testData3x3Singular)).getSolver();
60 Assert.assertFalse(solver.isNonSingular());
61
62 solver = new QRDecomposition(MatrixUtils.createRealMatrix(testData3x4)).getSolver();
63 Assert.assertTrue(solver.isNonSingular());
64
65 solver = new QRDecomposition(MatrixUtils.createRealMatrix(testData4x3)).getSolver();
66 Assert.assertTrue(solver.isNonSingular());
67 }
68
69
70 @Test
71 public void testSolveDimensionErrors() {
72 DecompositionSolver solver =
73 new QRDecomposition(MatrixUtils.createRealMatrix(testData3x3NonSingular)).getSolver();
74 RealMatrix b = MatrixUtils.createRealMatrix(new double[2][2]);
75 try {
76 solver.solve(b);
77 Assert.fail("an exception should have been thrown");
78 } catch (MathIllegalArgumentException iae) {
79
80 }
81 try {
82 solver.solve(b.getColumnVector(0));
83 Assert.fail("an exception should have been thrown");
84 } catch (MathIllegalArgumentException iae) {
85
86 }
87 }
88
89
90 @Test
91 public void testSolveRankErrors() {
92 DecompositionSolver solver =
93 new QRDecomposition(MatrixUtils.createRealMatrix(testData3x3Singular)).getSolver();
94 RealMatrix b = MatrixUtils.createRealMatrix(new double[3][2]);
95 try {
96 solver.solve(b);
97 Assert.fail("an exception should have been thrown");
98 } catch (SingularMatrixException iae) {
99
100 }
101 try {
102 solver.solve(b.getColumnVector(0));
103 Assert.fail("an exception should have been thrown");
104 } catch (SingularMatrixException iae) {
105
106 }
107 }
108
109
110 @Test
111 public void testSolve() {
112 QRDecomposition decomposition =
113 new QRDecomposition(MatrixUtils.createRealMatrix(testData3x3NonSingular));
114 DecompositionSolver solver = decomposition.getSolver();
115 RealMatrix b = MatrixUtils.createRealMatrix(new double[][] {
116 { -102, 12250 }, { 544, 24500 }, { 167, -36750 }
117 });
118 RealMatrix xRef = MatrixUtils.createRealMatrix(new double[][] {
119 { 1, 2515 }, { 2, 422 }, { -3, 898 }
120 });
121
122
123 Assert.assertEquals(0, solver.solve(b).subtract(xRef).getNorm(), 2.0e-16 * xRef.getNorm());
124
125
126 for (int i = 0; i < b.getColumnDimension(); ++i) {
127 final RealVector x = solver.solve(b.getColumnVector(i));
128 final double error = x.subtract(xRef.getColumnVector(i)).getNorm();
129 Assert.assertEquals(0, error, 3.0e-16 * xRef.getColumnVector(i).getNorm());
130 }
131
132
133 for (int i = 0; i < b.getColumnDimension(); ++i) {
134 ArrayRealVectorTest.RealVectorTestImpl v =
135 new ArrayRealVectorTest.RealVectorTestImpl(b.getColumn(i));
136 final RealVector x = solver.solve(v);
137 final double error = x.subtract(xRef.getColumnVector(i)).getNorm();
138 Assert.assertEquals(0, error, 3.0e-16 * xRef.getColumnVector(i).getNorm());
139 }
140 }
141
142 @Test
143 public void testOverdetermined() {
144 final Random r = new Random(5559252868205245L);
145 int p = (7 * BlockRealMatrix.BLOCK_SIZE) / 4;
146 int q = (5 * BlockRealMatrix.BLOCK_SIZE) / 4;
147 RealMatrix a = createTestMatrix(r, p, q);
148 RealMatrix xRef = createTestMatrix(r, q, BlockRealMatrix.BLOCK_SIZE + 3);
149
150
151 RealMatrix b = a.multiply(xRef);
152 final double noise = 0.001;
153 b.walkInOptimizedOrder(new DefaultRealMatrixChangingVisitor() {
154 @Override
155 public double visit(int row, int column, double value) {
156 return value * (1.0 + noise * (2 * r.nextDouble() - 1));
157 }
158 });
159
160
161 RealMatrix x = new QRDecomposition(a).getSolver().solve(b);
162 Assert.assertEquals(0, x.subtract(xRef).getNorm(), 0.01 * noise * p * q);
163 }
164
165 @Test
166 public void testUnderdetermined() {
167 final Random r = new Random(42185006424567123L);
168 int p = (5 * BlockRealMatrix.BLOCK_SIZE) / 4;
169 int q = (7 * BlockRealMatrix.BLOCK_SIZE) / 4;
170 RealMatrix a = createTestMatrix(r, p, q);
171 RealMatrix xRef = createTestMatrix(r, q, BlockRealMatrix.BLOCK_SIZE + 3);
172 RealMatrix b = a.multiply(xRef);
173 RealMatrix x = new QRDecomposition(a).getSolver().solve(b);
174
175
176 Assert.assertTrue(x.subtract(xRef).getNorm() / (p * q) > 0.01);
177
178
179 Assert.assertEquals(0.0, x.getSubMatrix(p, q - 1, 0, x.getColumnDimension() - 1).getNorm(), 0);
180 }
181
182 private RealMatrix createTestMatrix(final Random r, final int rows, final int columns) {
183 RealMatrix m = MatrixUtils.createRealMatrix(rows, columns);
184 m.walkInOptimizedOrder(new DefaultRealMatrixChangingVisitor() {
185 @Override
186 public double visit(int row, int column, double value) {
187 return 2.0 * r.nextDouble() - 1.0;
188 }
189 });
190 return m;
191 }
192 }