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-
- //#define WANT_STREAM
- #define WANT_MATH
-
- #include "include.h"
-
- #include "newmatap.h"
-
- void Print(const Matrix& X);
- void Print(const UpperTriangularMatrix& X);
- void Print(const DiagonalMatrix& X);
- void Print(const SymmetricMatrix& X);
- void Print(const LowerTriangularMatrix& X);
-
- void Clean(Matrix&, Real);
- void Clean(DiagonalMatrix&, Real);
-
-
-
-
- void trymate()
- {
- // cout << "\nFourteenth test of Matrix package\n";
- Tracer et("Fourteenth test of Matrix package");
- Exception::PrintTrace(TRUE);
-
- {
- Tracer et1("Stage 1");
- Matrix A(8,5);
- #ifndef ATandT
- Real a[] = { 22, 10, 2, 3, 7,
- 14, 7, 10, 0, 8,
- -1, 13, -1,-11, 3,
- -3, -2, 13, -2, 4,
- 9, 8, 1, -2, 4,
- 9, 1, -7, 5, -1,
- 2, -6, 6, 5, 1,
- 4, 5, 0, -2, 2 };
- #else
- Real a[40];
- a[ 0]=22; a[ 1]=10; a[ 2]= 2; a[ 3]= 3; a[ 4]= 7;
- a[ 5]=14; a[ 6]= 7; a[ 7]=10; a[ 8]= 0; a[ 9]= 8;
- a[10]=-1; a[11]=13; a[12]=-1; a[13]=-11;a[14]= 3;
- a[15]=-3; a[16]=-2; a[17]=13; a[18]=-2; a[19]= 4;
- a[20]= 9; a[21]= 8; a[22]= 1; a[23]=-2; a[24]= 4;
- a[25]= 9; a[26]= 1; a[27]=-7; a[28]= 5; a[29]=-1;
- a[30]= 2; a[31]=-6; a[32]= 6; a[33]= 5; a[34]= 1;
- a[35]= 4; a[36]= 5; a[37]= 0; a[38]=-2; a[39]= 2;
- #endif
- A << a;
- DiagonalMatrix D; Matrix U; Matrix V;
- #ifdef ATandT
- int anc = A.Ncols(); DiagonalMatrix I(anc); // AT&T 2.1 bug
- #else
- DiagonalMatrix I(A.Ncols());
- #endif
- I=1.0;
- SymmetricMatrix S1; S1 << A.t() * A;
- SymmetricMatrix S2; S2 << A * A.t();
- Real zero = 0.0; SVD(A+zero,D,U,V);
- DiagonalMatrix D1; SVD(A,D1); Print(DiagonalMatrix(D-D1));
- Matrix SU = U.t() * U - I; Clean(SU,0.000000001); Print(SU);
- Matrix SV = V.t() * V - I; Clean(SV,0.000000001); Print(SV);
- Matrix B = U * D * V.t() - A; Clean(B,0.000000001);Print(B);
- D1=0.0; SVD(A,D1,A); Print(Matrix(A-U));
- SortDescending(D);
- D(1) -= sqrt(1248); D(2) -= 20; D(3) -= sqrt(384);
- Clean(D,0.000000001); Print(D);
- Jacobi(S1, D, V);
- V = S1 - V * D * V.t(); Clean(V,0.000000001); Print(V);
- SortDescending(D); D(1)-=1248; D(2)-=400; D(3)-=384;
- Clean(D,0.000000001); Print(D);
- Jacobi(S2, D, V);
- V = S2 - V * D * V.t(); Clean(V,0.000000001); Print(V);
- SortDescending(D); D(1)-=1248; D(2)-=400; D(3)-=384;
- Clean(D,0.000000001); Print(D);
-
- EigenValues(S1, D, V);
- V = S1 - V * D * V.t(); Clean(V,0.000000001); Print(V);
- D(5)-=1248; D(4)-=400; D(3)-=384;
- Clean(D,0.000000001); Print(D);
- EigenValues(S2, D, V);
- V = S2 - V * D * V.t(); Clean(V,0.000000001); Print(V);
- D(8)-=1248; D(7)-=400; D(6)-=384;
- Clean(D,0.000000001); Print(D);
-
- EigenValues(S1, D);
- D(5)-=1248; D(4)-=400; D(3)-=384;
- Clean(D,0.000000001); Print(D);
- EigenValues(S2, D);
- D(8)-=1248; D(7)-=400; D(6)-=384;
- Clean(D,0.000000001); Print(D);
- }
- {
- Tracer et1("Stage 2");
- Matrix A(20,21);
- for (int i=1; i<=20; i++) for (int j=1; j<=21; j++)
- { if (i>j) A(i,j) = 0; else if (i==j) A(i,j) = 21-i; else A(i,j) = -1; }
- A = A.t();
- SymmetricMatrix S1; S1 << A.t() * A;
- SymmetricMatrix S2; S2 << A * A.t();
- DiagonalMatrix D; Matrix U; Matrix V;
- #ifdef ATandT
- int anc = A.Ncols(); DiagonalMatrix I(anc); // AT&T 2.1 bug
- #else
- DiagonalMatrix I(A.Ncols());
- #endif
- I=1.0;
- SVD(A,D,U,V);
- Matrix SU = U.t() * U - I; Clean(SU,0.000000001); Print(SU);
- Matrix SV = V.t() * V - I; Clean(SV,0.000000001); Print(SV);
- Matrix B = U * D * V.t() - A; Clean(B,0.000000001); Print(B);
- for (i=1; i<=20; i++) D(i) -= sqrt((22-i)*(21-i));
- Clean(D,0.000000001); Print(D);
- Jacobi(S1, D, V);
- V = S1 - V * D * V.t(); Clean(V,0.000000001); Print(V);
- SortDescending(D);
- for (i=1; i<=20; i++) D(i) -= (22-i)*(21-i);
- Clean(D,0.000000001); Print(D);
- Jacobi(S2, D, V);
- V = S2 - V * D * V.t(); Clean(V,0.000000001); Print(V);
- SortDescending(D);
- for (i=1; i<=20; i++) D(i) -= (22-i)*(21-i);
- Clean(D,0.000000001); Print(D);
-
- EigenValues(S1, D, V);
- V = S1 - V * D * V.t(); Clean(V,0.000000001); Print(V);
- for (i=1; i<=20; i++) D(i) -= (i+1)*i;
- Clean(D,0.000000001); Print(D);
- EigenValues(S2, D, V);
- V = S2 - V * D * V.t(); Clean(V,0.000000001); Print(V);
- for (i=2; i<=21; i++) D(i) -= (i-1)*i;
- Clean(D,0.000000001); Print(D);
-
- EigenValues(S1, D);
- for (i=1; i<=20; i++) D(i) -= (i+1)*i;
- Clean(D,0.000000001); Print(D);
- EigenValues(S2, D);
- for (i=2; i<=21; i++) D(i) -= (i-1)*i;
- Clean(D,0.000000001); Print(D);
- }
-
- {
- Tracer et1("Stage 3");
- Matrix A(30,30);
- for (int i=1; i<=30; i++) for (int j=1; j<=30; j++)
- { if (i>j) A(i,j) = 0; else if (i==j) A(i,j) = 1; else A(i,j) = -1; }
- Real d1 = A.LogDeterminant().Value();
- DiagonalMatrix D; Matrix U; Matrix V;
- #ifdef ATandT
- int anc = A.Ncols(); DiagonalMatrix I(anc); // AT&T 2.1 bug
- #else
- DiagonalMatrix I(A.Ncols());
- #endif
- I=1.0;
- SVD(A,D,U,V);
- Matrix SU = U.t() * U - I; Clean(SU,0.000000001); Print(SU);
- Matrix SV = V.t() * V - I; Clean(SV,0.000000001); Print(SV);
- Real d2 = D.LogDeterminant().Value();
- Matrix B = U * D * V.t() - A; Clean(B,0.000000001); Print(B);
- SortDescending(D); // Print(D);
- Real d3 = D.LogDeterminant().Value();
- ColumnVector Test(3);
- Test(1) = d1 - 1; Test(2) = d2 - 1; Test(3) = d3 - 1;
- Clean(Test,0.00000001); Print(Test); // only 8 decimal figures
- A.ReDimension(2,2);
- Real a = 1.5; Real b = 2; Real c = 2 * (a*a + b*b);
- A << a << b << a << b;
- I.ReDimension(2); I=1;
- SVD(A,D,U,V);
- SU = U.t() * U - I; Clean(SU,0.000000001); Print(SU);
- SV = V.t() * V - I; Clean(SV,0.000000001); Print(SV);
- B = U * D * V.t() - A; Clean(B,0.000000001); Print(B);
- D = D*D; SortDescending(D);
- DiagonalMatrix D50(2); D50 << c << 0; D = D - D50;
- Clean(D,0.000000001);
- Print(D);
- A << a << a << b << b;
- SVD(A,D,U,V);
- SU = U.t() * U - I; Clean(SU,0.000000001); Print(SU);
- SV = V.t() * V - I; Clean(SV,0.000000001); Print(SV);
- B = U * D * V.t() - A; Clean(B,0.000000001); Print(B);
- D = D*D; SortDescending(D);
- D = D - D50;
- Clean(D,0.000000001);
- Print(D);
- }
-
- // cout << "\nEnd of Fourteenth test\n";
- }
-