1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
|
/*
* (C) Copyright 1996- ECMWF.
*
* This software is licensed under the terms of the Apache Licence Version 2.0
* which can be obtained at http://www.apache.org/licenses/LICENSE-2.0.
* In applying this licence, ECMWF does not waive the privileges and immunities
* granted to it by virtue of its status as an intergovernmental organisation nor
* does it submit to any jurisdiction.
*/
#include <array>
#include "eckit/maths/Matrix.h"
#include "eckit/types/FloatCompare.h"
#include "eckit/testing/Test.h"
using eckit::types::is_approximately_equal;
namespace eckit::test {
constexpr double tolerance = 1.e-8;
//----------------------------------------------------------------------------------------------------------------------
CASE("test_determinant") {
using Matrix = eckit::maths::Matrix<double>;
Matrix m{
{9., 6., 2., 0., 3.}, {3., 6., 8., 10., 12.}, {4., 8., 2., 6., 9.}, {1., 5., 5., 3., 2.}, {1., 3., 6., 8., 10}};
EXPECT(is_approximately_equal(m.determinant(), 1124., tolerance));
}
//----------------------------------------------------------------------------------------------------------------------
CASE("test_inverse") {
using Matrix = eckit::maths::Matrix<double>;
Matrix m{
{9., 6., 2., 0., 3.}, {3., 6., 8., 10., 12.}, {4., 8., 2., 6., 9.}, {1., 5., 5., 3., 2.}, {1., 3., 6., 8., 10}};
// Expected inverse
Matrix minv = {{0.03024911, 0.78113879, -0.1405694, -0.29181495, -0.76156584},
{-0.01067616, -0.33451957, 0.16725979, 0.22064057, 0.20996441},
{0.12366548, -0.54181495, -0.10409253, 0.27758007, 0.65124555},
{-0.31939502, 2.07562278, -0.16281139, -0.5658363, -2.13523132},
{0.18149466, -1.31316726, 0.15658363, 0.24911032, 1.43060498}};
constexpr double minv_precision = 1.e-4;
// Compute inverse
Matrix mi(5, 5);
mi.noalias() = m.inverse();
// Compute identity matrix
Matrix I(5, 5);
I = m * mi;
// Verify results
for (int i = 0; i < m.rows(); ++i) {
for (int j = 0; j < m.cols(); ++j) {
EXPECT(is_approximately_equal(mi(i, j), minv(i, j), minv_precision));
EXPECT(is_approximately_equal(I(i, j), i == j ? 1. : 0., tolerance));
}
}
}
CASE("test matrix operations") {
using Matrix = eckit::maths::Matrix<double>;
SECTION("bounds") {
const auto A = Matrix{{1., 2.}, {3., 4.}, {5., 6.}};
EXPECT_EQUAL(A.rows(), 3);
EXPECT_EQUAL(A.cols(), 2);
EXPECT_EQUAL(A.size(), 6);
EXPECT_EQUAL(A(0, 0), 1.);
EXPECT_EQUAL(A(0, 1), 2.);
EXPECT_EQUAL(A(1, 0), 3.);
EXPECT_EQUAL(A(1, 1), 4.);
EXPECT_EQUAL(A(2, 0), 5.);
EXPECT_EQUAL(A(2, 1), 6.);
}
SECTION("addition") {
const auto A = Matrix{{1., 2.}, {3., 4.}};
const auto B = Matrix{{5., 6.}, {7., 8.}};
const auto APlusB = Matrix{{6., 8.}, {10., 12.}};
EXPECT(A + B == APlusB);
EXPECT(APlusB - B == A);
Log::info() << "A = " << std::endl << A << std::endl;
Log::info() << "B = " << std::endl << B << std::endl;
Log::info() << "A + B = " << std::endl << A + B << std::endl << std::endl;
}
SECTION("multiplication") {
const auto A = Matrix{{1., 0., 1.}, {2., 1., 1.}, {0., 1., 1.}, {1., 1., 2.}};
const auto B = Matrix{{1., 2., 1.}, {2., 3., 1.}, {4., 2., 2.}};
const auto AB = Matrix{{5., 4., 3.}, {8., 9., 5.}, {6., 5., 3.}, {11., 9., 6.}};
EXPECT(A * B == AB);
Log::info() << "A = " << std::endl << A << std::endl;
Log::info() << "B = " << std::endl << B << std::endl;
Log::info() << "A x B = " << std::endl << A * B << std::endl << std::endl;
}
SECTION("inverse") {
const auto A = Matrix{{-1., 1.5}, {1., -1.}};
const auto invA = Matrix{{2., 3.}, {2., 2.}};
EXPECT(A.inverse() == invA);
Log::info() << "A = " << std::endl << A << std::endl;
Log::info() << "A^-1 = " << std::endl << A.inverse() << std::endl << std::endl;
}
SECTION("transpose") {
const auto A = Matrix{{1., 2.}, {3., 4.}};
const auto At = Matrix{{1., 3.}, {2., 4.}};
EXPECT(A.transpose() == At);
Log::info() << "A = " << std::endl << A << std::endl;
Log::info() << "A^T = " << std::endl << A.transpose() << std::endl << std::endl;
}
SECTION("determinant") {
const auto A = Matrix{{3., 7.}, {1., -4.}};
EXPECT(is_approximately_equal(A.determinant(), -19., tolerance));
Log::info() << "A = " << std::endl << A << std::endl;
Log::info() << "|A| = " << std::endl << A.determinant() << std::endl << std::endl;
}
SECTION("row/col slice") {
const auto A = Matrix{{1., 2., 1.}, {2., 3., 1.}, {4., 2., 2.}};
const auto ARow0 = Matrix{{1., 2., 1.}};
const auto ACol0 = Matrix{{1.}, {2.}, {4.}};
EXPECT(A.row(0) == ARow0);
EXPECT(A.col(0) == ACol0);
Log::info() << "A = " << std::endl << A << std::endl;
Log::info() << "A(0, j) = " << std::endl << ARow0 << std::endl;
Log::info() << "A(i, 0) = " << std::endl << ACol0 << std::endl << std::endl;
}
SECTION("matrix times scalar") {
const auto A = Matrix{{1., 2.}, {3., 4.}};
const auto ATimes2 = Matrix{{2., 4.}, {6., 8.}};
EXPECT(A * 2 == ATimes2);
Log::info() << "A = " << std::endl << A << std::endl;
Log::info() << "2A = " << std::endl << ATimes2 << std::endl << std::endl;
}
SECTION("coefficient wise product") {
const auto A = Matrix{{1., 2.}, {3., 4.}};
const auto B = Matrix{{5., 6.}, {7., 8.}};
const auto ATimesB = Matrix{{5., 12.}, {21., 32.}};
EXPECT(A.cwiseProduct(B) == ATimesB);
EXPECT(B.cwiseProduct(A) == ATimesB);
Log::info() << "A = " << std::endl << A << std::endl;
Log::info() << "B = " << std::endl << B << std::endl;
Log::info() << "cwiseProd(A, B) = " << std::endl << A.cwiseProduct(B) << std::endl << std::endl;
}
}
CASE("Mappings to existing data") {
using Matrix = maths::Matrix<double>;
using ColVector = maths::ColVector<double>;
using RowVector = maths::RowVector<double>;
std::array<double, 6> matrix{1, 3, 5, 2, 4, 6}; // 3x2 column-major layout
auto A = Matrix::ConstMapType(matrix.data(), 3, 2);
EXPECT_EQUAL(A(0, 0), 1.);
EXPECT_EQUAL(A(0, 1), 2.);
EXPECT_EQUAL(A(1, 0), 3.);
EXPECT_EQUAL(A(1, 1), 4.);
EXPECT_EQUAL(A(2, 0), 5.);
EXPECT_EQUAL(A(2, 1), 6.);
// y = A * x
{
std::array<double, 2> vector_x{1, 2};
std::array<double, 3> vector_y{};
auto x = ColVector::ConstMapType(vector_x.data(), 2);
EXPECT_EQUAL(x(0), 1.);
EXPECT_EQUAL(x(1), 2.);
auto y = ColVector::MapType(vector_y.data(), 3);
y = A * x;
EXPECT_EQUAL(vector_y[0], 5.);
EXPECT_EQUAL(vector_y[1], 11.);
EXPECT_EQUAL(vector_y[2], 17.);
}
// y = x * A
{
std::array<double, 3> vector_x{1, 2, 3};
std::array<double, 2> vector_y{};
auto x = RowVector::ConstMapType(vector_x.data(), 3);
EXPECT_EQUAL(x(0), 1.);
EXPECT_EQUAL(x(1), 2.);
EXPECT_EQUAL(x(2), 3.);
auto y = RowVector::MapType(vector_y.data(), 2);
y = x * A;
EXPECT_EQUAL(vector_y[0], 22.);
EXPECT_EQUAL(vector_y[1], 28.);
}
}
//----------------------------------------------------------------------------------------------------------------------
} // namespace eckit::test
int main(int argc, char** argv) {
return eckit::testing::run_tests(argc, argv);
}
|
