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Diffstat (limited to 'src/ml/dlib/dlib/test/matrix_chol.cpp')
| -rw-r--r-- | src/ml/dlib/dlib/test/matrix_chol.cpp | 182 |
1 files changed, 182 insertions, 0 deletions
diff --git a/src/ml/dlib/dlib/test/matrix_chol.cpp b/src/ml/dlib/dlib/test/matrix_chol.cpp new file mode 100644 index 000000000..b46c4866d --- /dev/null +++ b/src/ml/dlib/dlib/test/matrix_chol.cpp @@ -0,0 +1,182 @@ +// Copyright (C) 2009 Davis E. King (davis@dlib.net) +// License: Boost Software License See LICENSE.txt for the full license. + + +#include <dlib/matrix.h> +#include <sstream> +#include <string> +#include <cstdlib> +#include <ctime> +#include <vector> +#include "../stl_checked.h" +#include "../array.h" +#include "../rand.h" +#include <dlib/string.h> + +#include "tester.h" + +namespace +{ + + using namespace test; + using namespace dlib; + using namespace std; + + logger dlog("test.matrix_chol"); + + dlib::rand rnd; + +// ---------------------------------------------------------------------------------------- + + template <typename mat_type> + const matrix<typename mat_type::type> symm(const mat_type& m) { return m*trans(m); } + +// ---------------------------------------------------------------------------------------- + + template <typename type> + const matrix<type> randmat(long r, long c) + { + matrix<type> m(r,c); + for (long row = 0; row < m.nr(); ++row) + { + for (long col = 0; col < m.nc(); ++col) + { + m(row,col) = static_cast<type>(rnd.get_random_double()); + } + } + + return m; + } + + template <typename type, long NR, long NC> + const matrix<type,NR,NC> randmat() + { + matrix<type,NR,NC> m; + for (long row = 0; row < m.nr(); ++row) + { + for (long col = 0; col < m.nc(); ++col) + { + m(row,col) = static_cast<type>(rnd.get_random_double()); + } + } + + return m; + } + +// ---------------------------------------------------------------------------------------- + + template <typename matrix_type> + void test_cholesky ( const matrix_type& m) + { + typedef typename matrix_type::type type; + const type eps = 10*max(abs(m))*sqrt(std::numeric_limits<type>::epsilon()); + dlog << LDEBUG << "test_cholesky(): " << m.nr() << " x " << m.nc() << " eps: " << eps; + print_spinner(); + + + cholesky_decomposition<matrix_type> test(m); + + // none of the matrices we should be passing in to test_cholesky() should be non-spd. + DLIB_TEST(test.is_spd() == true); + + type temp; + DLIB_TEST_MSG( (temp= max(abs(test.get_l()*trans(test.get_l()) - m))) < eps,temp); + + { + matrix<type> mat = chol(m); + DLIB_TEST_MSG( (temp= max(abs(mat*trans(mat) - m))) < eps,temp); + } + + + matrix<type> m2; + matrix<type,0,1> col; + + m2 = identity_matrix<type>(m.nr()); + DLIB_TEST_MSG(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2))); + m2 = randmat<type>(m.nr(),5); + DLIB_TEST_MSG(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2))); + m2 = randmat<type>(m.nr(),1); + DLIB_TEST_MSG(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2))); + col = randmat<type>(m.nr(),1); + DLIB_TEST_MSG(equal(m*test.solve(col), col,eps),max(abs(m*test.solve(m2)- m2))); + + // now make us a non-spd matrix + if (m.nr() > 2) + { + matrix<type> sm(lowerm(m)); + sm(1,1) = 0; + + cholesky_decomposition<matrix_type> test2(sm); + DLIB_TEST_MSG(test2.is_spd() == false, test2.get_l()); + + + cholesky_decomposition<matrix_type> test3(sm*trans(sm)); + DLIB_TEST_MSG(test3.is_spd() == false, test3.get_l()); + + sm = sm*trans(sm); + sm(1,1) = 5; + sm(1,0) -= 1; + cholesky_decomposition<matrix_type> test4(sm); + DLIB_TEST_MSG(test4.is_spd() == false, test4.get_l()); + } + + } + +// ---------------------------------------------------------------------------------------- + + void matrix_test_double() + { + + test_cholesky(uniform_matrix<double>(1,1,1) + 10*symm(randmat<double>(1,1))); + test_cholesky(uniform_matrix<double>(2,2,1) + 10*symm(randmat<double>(2,2))); + test_cholesky(uniform_matrix<double>(3,3,1) + 10*symm(randmat<double>(3,3))); + test_cholesky(uniform_matrix<double>(4,4,1) + 10*symm(randmat<double>(4,4))); + test_cholesky(uniform_matrix<double>(15,15,1) + 10*symm(randmat<double>(15,15))); + test_cholesky(uniform_matrix<double>(101,101,1) + 10*symm(randmat<double>(101,101))); + + typedef matrix<double,0,0,default_memory_manager, column_major_layout> mat; + test_cholesky(mat(uniform_matrix<double>(101,101,1) + 10*symm(randmat<double>(101,101)))); + } + +// ---------------------------------------------------------------------------------------- + + void matrix_test_float() + { + + test_cholesky(uniform_matrix<float>(1,1,1) + 2*symm(randmat<float>(1,1))); + test_cholesky(uniform_matrix<float>(2,2,1) + 2*symm(randmat<float>(2,2))); + test_cholesky(uniform_matrix<float>(3,3,1) + 2*symm(randmat<float>(3,3))); + + typedef matrix<float,0,0,default_memory_manager, column_major_layout> mat; + test_cholesky(mat(uniform_matrix<float>(3,3,1) + 2*symm(randmat<float>(3,3)))); + } + +// ---------------------------------------------------------------------------------------- + + class matrix_tester : public tester + { + public: + matrix_tester ( + ) : + tester ("test_matrix_chol", + "Runs tests on the matrix cholesky component.") + { + rnd.set_seed(cast_to_string(time(0))); + } + + void perform_test ( + ) + { + dlog << LINFO << "seed string: " << rnd.get_seed(); + + dlog << LINFO << "begin testing with double"; + matrix_test_double(); + dlog << LINFO << "begin testing with float"; + matrix_test_float(); + } + } a; + +} + + + |