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
|
/*!
* \file
* \brief LU factorization routines test program
* \author Tony Ottosson and Adam Piatyszek
*
* -------------------------------------------------------------------------
*
* Copyright (C) 1995-2013 (see AUTHORS file for a list of contributors)
*
* This file is part of IT++ - a C++ library of mathematical, signal
* processing, speech processing, and communications classes and functions.
*
* IT++ is free software: you can redistribute it and/or modify it under the
* terms of the GNU General Public License as published by the Free Software
* Foundation, either version 3 of the License, or (at your option) any
* later version.
*
* IT++ is distributed in the hope that it will be useful, but WITHOUT ANY
* WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
* FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
* details.
*
* You should have received a copy of the GNU General Public License along
* with IT++. If not, see <http://www.gnu.org/licenses/>.
*
* -------------------------------------------------------------------------
*/
#include <itpp/itstat.h>
#include "gtest/gtest.h"
using namespace itpp;
TEST(LU, All)
{
// Test of LU factorization routines
RNG_reset(0);
static const double tol = 1e-10;
{
// Real matrix
mat X = randn(5, 5);
mat L, U;
ivec p;
lu(X, L, U, p);
mat P = to_mat(permutation_matrix(p));
ASSERT_NEAR(0, norm(X - transpose(P) * L * U), tol);
}
{
// Complex matrix
cmat X = randn_c(5, 5);
cmat L, U;
ivec p;
lu(X, L, U, p);
mat P = to_mat(permutation_matrix(p));
ASSERT_NEAR(0, norm(X - hermitian_transpose(P) * L * U), tol);
}
}
|
