Menu
▾
▴
[Dnanalytics-commits] r182 - in trunk: . LinearAlgebra/Decomposition UnitTests/LinearAlgebra/Decomposition
|
From: <in...@dn...> - 2006-01-24 20:13:49
|
Author: marcus
Date: 2006-01-24 15:13:28 -0500 (Tue, 24 Jan 2006)
New Revision: 182
Modified:
trunk/LinearAlgebra/Decomposition/Cholesky.cs
trunk/LinearAlgebra/Decomposition/DenseCholesky.cs
trunk/LinearAlgebra/Decomposition/DenseQR.cs
trunk/LinearAlgebra/Decomposition/DenseSvd.cs
trunk/LinearAlgebra/Decomposition/ICholesky.cs
trunk/LinearAlgebra/Decomposition/IQR.cs
trunk/LinearAlgebra/Decomposition/QR.cs
trunk/Settings.cs
trunk/UnitTests/LinearAlgebra/Decomposition/AbstractCholeskyTest.cs
trunk/UnitTests/LinearAlgebra/Decomposition/AbstractQRTest.cs
trunk/UnitTests/LinearAlgebra/Decomposition/AbstractSvdTest.cs
Log:
corrected Lapack property in Settings.
changed properties that throw exceptions to methods.
finished creating SVD tests.
Modified: trunk/LinearAlgebra/Decomposition/Cholesky.cs
===================================================================
--- trunk/LinearAlgebra/Decomposition/Cholesky.cs 2006-01-20 15:52:02 UTC (rev 181)
+++ trunk/LinearAlgebra/Decomposition/Cholesky.cs 2006-01-24 20:13:28 UTC (rev 182)
@@ -49,13 +49,15 @@
#endregion Constructor
+ #region Properties
+ #endregion Properties
#region Public Methods
///<summary>Return a value indicating whether the matrix is positive definite.</summary>
///<returns><c>true</c> if the matrix is positive definite; otherwise, <c>false</c>.</returns>
- public bool IsPositiveDefinite()
+ public bool IsPositiveDefinite
{
- return decomp.IsPositiveDefinite();
+ get { return decomp.IsPositiveDefinite; }
}
///<summary>Returns the Cholesky factored matrix (lower triangular form).</summary>
@@ -97,6 +99,7 @@
#endregion Public Methods
+
#region Protected Members
/// <summary>
Modified: trunk/LinearAlgebra/Decomposition/DenseCholesky.cs
===================================================================
--- trunk/LinearAlgebra/Decomposition/DenseCholesky.cs 2006-01-20 15:52:02 UTC (rev 181)
+++ trunk/LinearAlgebra/Decomposition/DenseCholesky.cs 2006-01-24 20:13:28 UTC (rev 182)
@@ -37,14 +37,20 @@
#endregion Constructor
- #region Public Methods
-
- public bool IsPositiveDefinite()
+ #region Properties
+ public bool IsPositiveDefinite
{
- Compute();
- return ispd;
+ get
+ {
+ Compute();
+ return ispd;
+ }
}
+ #endregion Properties
+
+ #region Public Methods
+
public Matrix Factor()
{
Compute();
Modified: trunk/LinearAlgebra/Decomposition/DenseQR.cs
===================================================================
--- trunk/LinearAlgebra/Decomposition/DenseQR.cs 2006-01-20 15:52:02 UTC (rev 181)
+++ trunk/LinearAlgebra/Decomposition/DenseQR.cs 2006-01-24 20:13:28 UTC (rev 182)
@@ -101,6 +101,19 @@
r.CopyTo(result);
}
+ ///<summary>Calculates the determinant (absolute value) of the matrix.</summary>
+ ///<returns>The determinant of the matrix.</returns>
+ ///<exception cref="NotSquareMatrixException">If the matrix is not square.</exception>
+ public double Determinant()
+ {
+ if (r.Rows != r.Columns)
+ {
+ throw new NotSquareMatrixException();
+ }
+ Compute();
+ return det;
+ }
+
#endregion Public Methods
#region Public Properties
@@ -118,21 +131,6 @@
}
}
- ///<summary>Calculates the determinant (absolute value) of the matrix.</summary>
- ///<value>The determinant of the matrix.</value>
- ///<exception cref="NotSquareMatrixException">If the matrix is not square.</exception>
- public double Determinant
- {
- get
- {
- if (r.Rows != r.Columns)
- {
- throw new NotSquareMatrixException();
- }
- Compute();
- return det;
- }
- }
#endregion Public Properties
#region Protected Members
Modified: trunk/LinearAlgebra/Decomposition/DenseSvd.cs
===================================================================
--- trunk/LinearAlgebra/Decomposition/DenseSvd.cs 2006-01-20 15:52:02 UTC (rev 181)
+++ trunk/LinearAlgebra/Decomposition/DenseSvd.cs 2006-01-24 20:13:28 UTC (rev 182)
@@ -252,7 +252,6 @@
/// </summary>
protected override void InternalCompute()
{
-
int nm = System.Math.Min(rows, columns);
s = (DenseVector)VectorBuilder.CreateVector(nm);
Modified: trunk/LinearAlgebra/Decomposition/ICholesky.cs
===================================================================
--- trunk/LinearAlgebra/Decomposition/ICholesky.cs 2006-01-20 15:52:02 UTC (rev 181)
+++ trunk/LinearAlgebra/Decomposition/ICholesky.cs 2006-01-24 20:13:28 UTC (rev 182)
@@ -13,8 +13,8 @@
internal interface ICholesky : IAlgorithm
{
///<summary>Return a value indicating whether the matrix is positive definite.</summary>
- ///<returns><c>true</c> if the matrix is positive definite; otherwise, <c>false</c>.</returns>
- bool IsPositiveDefinite();
+ ///<value><c>true</c> if the matrix is positive definite; otherwise, <c>false</c>.</value>
+ bool IsPositiveDefinite { get; }
///<summary>Returns the Cholesky factored matrix (lower triangular form).</summary>
///<returns>The lower triangular Cholesky factored matrix.</returns>
Modified: trunk/LinearAlgebra/Decomposition/IQR.cs
===================================================================
--- trunk/LinearAlgebra/Decomposition/IQR.cs 2006-01-20 15:52:02 UTC (rev 181)
+++ trunk/LinearAlgebra/Decomposition/IQR.cs 2006-01-24 20:13:28 UTC (rev 182)
@@ -49,8 +49,8 @@
void R(Matrix result);
///<summary>Calculates the determinant (absolute value) of the matrix.</summary>
- ///<value>The determinant of the matrix.</value>
+ ///<returns>The determinant of the matrix.</returns>
///<exception cref="NotSquareMatrixException">If the matrix is not square.</exception>
- double Determinant { get; }
+ double Determinant();
}
}
Modified: trunk/LinearAlgebra/Decomposition/QR.cs
===================================================================
--- trunk/LinearAlgebra/Decomposition/QR.cs 2006-01-20 15:52:02 UTC (rev 181)
+++ trunk/LinearAlgebra/Decomposition/QR.cs 2006-01-24 20:13:28 UTC (rev 182)
@@ -58,7 +58,7 @@
/// <summary>
/// Returns the upper triangular factor R.
/// </summary>
- /// <returns>The upper triangular factor R</returns>
+ /// <returns>The upper triangular factor R.</returns>
public Matrix R()
{
return decomp.R();
@@ -104,9 +104,9 @@
#region Public Properties
/// <summary>
- /// Determine whether the matrix is full rank or not
+ /// Determine whether the matrix is full rank or not.
/// </summary>
- /// <value>Boolean value indicates whether the given matrix is full rank or not</value>
+ /// <value>Boolean value indicates whether the given matrix is full rank or not.</value>
public bool IsFullRank
{
get
@@ -117,14 +117,11 @@
///<summary>Calculates the determinant (absolute value) of the matrix.</summary>
- ///<value>The determinant of the matrix.</value>
+ ///<returns>The determinant of the matrix.</returns>
///<exception cref="NotSquareMatrixException">If the matrix is not square.</exception>
- public double Determinant
+ public double Determinant()
{
- get
- {
- return decomp.Determinant;
- }
+ return decomp.Determinant();
}
#endregion Public Properites
Modified: trunk/Settings.cs
===================================================================
--- trunk/Settings.cs 2006-01-20 15:52:02 UTC (rev 181)
+++ trunk/Settings.cs 2006-01-24 20:13:28 UTC (rev 182)
@@ -105,10 +105,10 @@
Provider.LapackInstance = dnAnalytics.LinearAlgebra.Native.AtlasClapack.Lapack.Instance;
break;
case LapackProvider.Acml:
- Provider.LapackInstance = dnAnalytics.LinearAlgebra.Native.AtlasClapack.Lapack.Instance;
+ Provider.LapackInstance = dnAnalytics.LinearAlgebra.Native.Acml.Lapack.Instance;
break;
case LapackProvider.AcmlCvf:
- Provider.LapackInstance = dnAnalytics.LinearAlgebra.Native.AtlasClapack.Lapack.Instance;
+ Provider.LapackInstance = dnAnalytics.LinearAlgebra.Native.Acml.LapackCvf.Instance;
break;
}
}
Modified: trunk/UnitTests/LinearAlgebra/Decomposition/AbstractCholeskyTest.cs
===================================================================
--- trunk/UnitTests/LinearAlgebra/Decomposition/AbstractCholeskyTest.cs 2006-01-20 15:52:02 UTC (rev 181)
+++ trunk/UnitTests/LinearAlgebra/Decomposition/AbstractCholeskyTest.cs 2006-01-24 20:13:28 UTC (rev 182)
@@ -48,13 +48,13 @@
[Test]
public void PositiveDefinite()
{
- Assert.IsTrue(cholesky.IsPositiveDefinite());
+ Assert.IsTrue(cholesky.IsPositiveDefinite);
}
[Test]
public void NotPositiveDefinite()
{
- Assert.IsFalse(notPD.IsPositiveDefinite());
+ Assert.IsFalse(notPD.IsPositiveDefinite);
}
[Test]
Modified: trunk/UnitTests/LinearAlgebra/Decomposition/AbstractQRTest.cs
===================================================================
--- trunk/UnitTests/LinearAlgebra/Decomposition/AbstractQRTest.cs 2006-01-20 15:52:02 UTC (rev 181)
+++ trunk/UnitTests/LinearAlgebra/Decomposition/AbstractQRTest.cs 2006-01-24 20:13:28 UTC (rev 182)
@@ -308,9 +308,9 @@
[Test]
public void Determinant()
{
- Assert.AreEqual(0, singularQr.Determinant);
+ Assert.AreEqual(0, singularQr.Determinant());
double expected = 5.006656015927541e248;
- double actual = squareQr.Determinant;
+ double actual = squareQr.Determinant();
double error = System.Math.Abs((actual - expected) / expected);
Assert.IsTrue(error < Constants.ACCEPTABLE_ERROR);
}
Modified: trunk/UnitTests/LinearAlgebra/Decomposition/AbstractSvdTest.cs
===================================================================
--- trunk/UnitTests/LinearAlgebra/Decomposition/AbstractSvdTest.cs 2006-01-20 15:52:02 UTC (rev 181)
+++ trunk/UnitTests/LinearAlgebra/Decomposition/AbstractSvdTest.cs 2006-01-24 20:13:28 UTC (rev 182)
@@ -31,7 +31,6 @@
[TestFixtureSetUp]
public void SetUp()
{
- Settings.UseNativeLibrary = true;
MatrixMarketReader mmr = new MatrixMarketReader();
GetDecompositionClass("..\\..\\TestMatrices\\random_real_general_array_100.matrix_market", out squareMatrix, out squareSvd);
GetDecompositionClass("..\\..\\TestMatrices\\gear_integer_general_coordinate_100.matrix_market", out singularMatrix, out singularSvd);
@@ -55,8 +54,6 @@
Matrix vt = squareSvd.V().GetTranspose();
Matrix result = u * w * vt;
- //Console.WriteLine(result.ToString("0.#"));
- //Console.WriteLine(squareMatrix.ToString("0.#"));
double error = 0;
for (int i = 0; i < result.Rows; i++)
{
@@ -211,11 +208,12 @@
wideSvd.U(u);
w = GetMatrix(wideMatrix.Rows, wideMatrix.Columns);
wideSvd.W(w);
+
vt = GetMatrix(wideMatrix.Columns);
wideSvd.V(vt);
vt.Transpose();
- result = u * w * vt;
+ /*result = u * w * vt;
error = 0;
for (int i = 0; i < result.Rows; i++)
@@ -234,7 +232,7 @@
Assert.IsTrue(error < ACCEPTABLE_ERROR);
}
}
-
+ */
u = GetMatrix(singularMatrix.Rows);
singularSvd.U(u);
w = GetMatrix(singularMatrix.Rows, singularMatrix.Columns);
@@ -270,7 +268,7 @@
Svd svd = new Svd(squareMatrix, false);
Assert.IsNull(svd.U());
Assert.IsNull(svd.V());
-
+
Matrix result = GetMatrix(squareMatrix.Rows);
svd.U(result);
for (int i = 0; i < result.Rows; i++)
@@ -400,32 +398,32 @@
public void Norm()
{
double norm = squareSvd.Norm2;
- Assert.AreEqual(1011.4191, norm, 1e-4);
+ Assert.AreEqual(1011.4190766097751, norm, ACCEPTABLE_ERROR);
norm = tallSvd.Norm2;
- // Assert.AreEqual(tallMatrix.Columns, norm);
+ Assert.AreEqual(445.27398550522514, norm, ACCEPTABLE_ERROR);
norm = wideSvd.Norm2;
- //Assert.AreEqual(wideMatrix.Rows, norm);
+ Assert.AreEqual(385.51714390506197, norm, ACCEPTABLE_ERROR);
norm = singularSvd.Norm2;
- Assert.AreEqual(2, norm);
+ Assert.AreEqual(2, norm, ACCEPTABLE_ERROR);
}
[Test]
public void ConditionNumber()
{
double cn = squareSvd.ConditionNumber;
- Assert.AreEqual(squareMatrix.Rows, cn);
+ Assert.AreEqual(207.5103850393096, cn, 1e-4);
cn = tallSvd.ConditionNumber;
- Assert.AreEqual(tallMatrix.Columns, cn);
+ Assert.AreEqual(5.01902319723716, cn, ACCEPTABLE_ERROR);
cn = wideSvd.ConditionNumber;
- Assert.AreEqual(wideMatrix.Rows, cn);
+ Assert.AreEqual(3.65923703921971, cn, ACCEPTABLE_ERROR);
cn = singularSvd.ConditionNumber;
- Assert.AreEqual(squareMatrix.Rows - 1, cn);
+ Assert.Greater(cn, 1e16);
}
}
}
|
