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Java Source Code / Java Documentation » Science » Apache commons math 1.1 » org.apache.commons.math.linear 
Source Cross Referenced  Class Diagram Java Document (Java Doc) 


001:        /*
002:         * Copyright 2004-2005 The Apache Software Foundation.
003:         * 
004:         * Licensed under the Apache License, Version 2.0 (the "License");
005:         * you may not use this file except in compliance with the License.
006:         * You may obtain a copy of the License at
007:         * 
008:         *      http://www.apache.org/licenses/LICENSE-2.0
009:         * 
010:         * Unless required by applicable law or agreed to in writing, software
011:         * distributed under the License is distributed on an "AS IS" BASIS,
012:         * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
013:         * See the License for the specific language governing permissions and
014:         * limitations under the License.
015:         */
016:        package org.apache.commons.math.linear;
017:
018:        import junit.framework.Test;
019:        import junit.framework.TestCase;
020:        import junit.framework.TestSuite;
021:
022:        import java.math.BigDecimal;
023:
024:        /**
025:         * Test cases for the {@link BigMatrixImpl} class.
026:         *
027:         * @version $Revision: 240244 $ $Date: 2005-08-26 06:40:32 -0700 (Fri, 26 Aug 2005) $
028:         */
029:
030:        public final class BigMatrixImplTest extends TestCase {
031:
032:            // Test data for String constructors
033:            protected String[][] testDataString = { { "1", "2", "3" },
034:                    { "2", "5", "3" }, { "1", "0", "8" } };
035:
036:            // 3 x 3 identity matrix
037:            protected double[][] id = { { 1d, 0d, 0d }, { 0d, 1d, 0d },
038:                    { 0d, 0d, 1d } };
039:
040:            // Test data for group operations
041:            protected double[][] testData = { { 1d, 2d, 3d }, { 2d, 5d, 3d },
042:                    { 1d, 0d, 8d } };
043:            protected double[][] testDataLU = { { 2d, 5d, 3d },
044:                    { .5d, -2.5d, 6.5d }, { 0.5d, 0.2d, .2d } };
045:            protected double[][] testDataPlus2 = { { 3d, 4d, 5d },
046:                    { 4d, 7d, 5d }, { 3d, 2d, 10d } };
047:            protected double[][] testDataMinus = { { -1d, -2d, -3d },
048:                    { -2d, -5d, -3d }, { -1d, 0d, -8d } };
049:            protected double[] testDataRow1 = { 1d, 2d, 3d };
050:            protected double[] testDataCol3 = { 3d, 3d, 8d };
051:            protected double[][] testDataInv = { { -40d, 16d, 9d },
052:                    { 13d, -5d, -3d }, { 5d, -2d, -1d } };
053:            protected double[] preMultTest = { 8, 12, 33 };
054:            protected double[][] testData2 = { { 1d, 2d, 3d }, { 2d, 5d, 3d } };
055:            protected double[][] testData2T = { { 1d, 2d }, { 2d, 5d },
056:                    { 3d, 3d } };
057:            protected double[][] testDataPlusInv = { { -39d, 18d, 12d },
058:                    { 15d, 0d, 0d }, { 6d, -2d, 7d } };
059:
060:            // lu decomposition tests
061:            protected double[][] luData = { { 2d, 3d, 3d }, { 0d, 5d, 7d },
062:                    { 6d, 9d, 8d } };
063:            protected double[][] luDataLUDecomposition = { { 6d, 9d, 8d },
064:                    { 0d, 5d, 7d }, { 0.33333333333333, 0d, 0.33333333333333 } };
065:
066:            // singular matrices
067:            protected double[][] singular = { { 2d, 3d }, { 2d, 3d } };
068:            protected double[][] bigSingular = { { 1d, 2d, 3d, 4d },
069:                    { 2d, 5d, 3d, 4d }, { 7d, 3d, 256d, 1930d },
070:                    { 3d, 7d, 6d, 8d } }; // 4th row = 1st + 2nd
071:            protected double[][] detData = { { 1d, 2d, 3d }, { 4d, 5d, 6d },
072:                    { 7d, 8d, 10d } };
073:            protected double[][] detData2 = { { 1d, 3d }, { 2d, 4d } };
074:
075:            // vectors
076:            protected double[] testVector = { 1, 2, 3 };
077:            protected double[] testVector2 = { 1, 2, 3, 4 };
078:
079:            // submatrix accessor tests
080:            protected double[][] subTestData = { { 1, 2, 3, 4 },
081:                    { 1.5, 2.5, 3.5, 4.5 }, { 2, 4, 6, 8 }, { 4, 5, 6, 7 } };
082:            // array selections
083:            protected double[][] subRows02Cols13 = { { 2, 4 }, { 4, 8 } };
084:            protected double[][] subRows03Cols12 = { { 2, 3 }, { 5, 6 } };
085:            protected double[][] subRows03Cols123 = { { 2, 3, 4 }, { 5, 6, 7 } };
086:            // effective permutations
087:            protected double[][] subRows20Cols123 = { { 4, 6, 8 }, { 2, 3, 4 } };
088:            protected double[][] subRows31Cols31 = { { 7, 5 }, { 4.5, 2.5 } };
089:            // contiguous ranges
090:            protected double[][] subRows01Cols23 = { { 3, 4 }, { 3.5, 4.5 } };
091:            protected double[][] subRows23Cols00 = { { 2 }, { 4 } };
092:            protected double[][] subRows00Cols33 = { { 4 } };
093:            // row matrices
094:            protected double[][] subRow0 = { { 1, 2, 3, 4 } };
095:            protected double[][] subRow3 = { { 4, 5, 6, 7 } };
096:            // column matrices
097:            protected double[][] subColumn1 = { { 2 }, { 2.5 }, { 4 }, { 5 } };
098:            protected double[][] subColumn3 = { { 4 }, { 4.5 }, { 8 }, { 7 } };
099:
100:            // tolerances
101:            protected double entryTolerance = 10E-16;
102:            protected double normTolerance = 10E-14;
103:
104:            public BigMatrixImplTest(String name) {
105:                super (name);
106:            }
107:
108:            public void setUp() {
109:
110:            }
111:
112:            public static Test suite() {
113:                TestSuite suite = new TestSuite(BigMatrixImplTest.class);
114:                suite.setName("BigMatrixImpl Tests");
115:                return suite;
116:            }
117:
118:            public static final double[] asDouble(BigDecimal[] data) {
119:                double d[] = new double[data.length];
120:                for (int i = 0; i < d.length; i++) {
121:                    d[i] = data[i].doubleValue();
122:                }
123:                return d;
124:            }
125:
126:            public static final double[][] asDouble(BigDecimal[][] data) {
127:                double d[][] = new double[data.length][data[0].length];
128:                for (int i = 0; i < d.length; i++) {
129:                    for (int j = 0; j < d[i].length; j++)
130:                        d[i][j] = data[i][j].doubleValue();
131:                }
132:                return d;
133:            }
134:
135:            public static final BigDecimal[] asBigDecimal(double[] data) {
136:                BigDecimal d[] = new BigDecimal[data.length];
137:                for (int i = 0; i < d.length; i++) {
138:                    d[i] = new BigDecimal(data[i]);
139:                }
140:                return d;
141:            }
142:
143:            public static final BigDecimal[][] asBigDecimal(double[][] data) {
144:                BigDecimal d[][] = new BigDecimal[data.length][data[0].length];
145:                for (int i = 0; i < d.length; i++) {
146:                    for (int j = 0; j < data[i].length; j++) {
147:                        d[i][j] = new BigDecimal(data[i][j]);
148:                    }
149:                }
150:                return d;
151:            }
152:
153:            /** test dimensions */
154:            public void testDimensions() {
155:                BigMatrixImpl m = new BigMatrixImpl(testData);
156:                BigMatrixImpl m2 = new BigMatrixImpl(testData2);
157:                assertEquals("testData row dimension", 3, m.getRowDimension());
158:                assertEquals("testData column dimension", 3, m
159:                        .getColumnDimension());
160:                assertTrue("testData is square", m.isSquare());
161:                assertEquals("testData2 row dimension", m2.getRowDimension(), 2);
162:                assertEquals("testData2 column dimension", m2
163:                        .getColumnDimension(), 3);
164:                assertTrue("testData2 is not square", !m2.isSquare());
165:            }
166:
167:            /** test copy functions */
168:            public void testCopyFunctions() {
169:                BigMatrixImpl m = new BigMatrixImpl(testData);
170:                BigMatrixImpl m2 = new BigMatrixImpl(m.getData());
171:                assertEquals(m2, m);
172:            }
173:
174:            /** test constructors */
175:            public void testConstructors() {
176:                BigMatrix m1 = new BigMatrixImpl(testData);
177:                BigMatrix m2 = new BigMatrixImpl(testDataString);
178:                BigMatrix m3 = new BigMatrixImpl(asBigDecimal(testData));
179:                assertClose("double, string", m1, m2, Double.MIN_VALUE);
180:                assertClose("double, BigDecimal", m1, m3, Double.MIN_VALUE);
181:                assertClose("string, BigDecimal", m2, m3, Double.MIN_VALUE);
182:                try {
183:                    BigMatrix m4 = new BigMatrixImpl(new String[][] { { "0",
184:                            "hello", "1" } });
185:                    fail("Expecting NumberFormatException");
186:                } catch (NumberFormatException ex) {
187:                    // expected
188:                }
189:                try {
190:                    BigMatrix m4 = new BigMatrixImpl(new String[][] {});
191:                    fail("Expecting IllegalArgumentException");
192:                } catch (IllegalArgumentException ex) {
193:                    // expected
194:                }
195:                try {
196:                    BigMatrix m4 = new BigMatrixImpl(new String[][] { {}, {} });
197:                    fail("Expecting IllegalArgumentException");
198:                } catch (IllegalArgumentException ex) {
199:                    // expected
200:                }
201:                try {
202:                    BigMatrix m4 = new BigMatrixImpl(new String[][] {
203:                            { "a", "b" }, { "c" } });
204:                    fail("Expecting IllegalArgumentException");
205:                } catch (IllegalArgumentException ex) {
206:                    // expected
207:                }
208:
209:                try {
210:                    BigMatrix m4 = new BigMatrixImpl(0, 1);
211:                    fail("Expecting IllegalArgumentException");
212:                } catch (IllegalArgumentException ex) {
213:                    // expected
214:                }
215:                try {
216:                    BigMatrix m4 = new BigMatrixImpl(1, 0);
217:                    fail("Expecting IllegalArgumentException");
218:                } catch (IllegalArgumentException ex) {
219:                    // expected
220:                }
221:            }
222:
223:            /** test add */
224:            public void testAdd() {
225:                BigMatrixImpl m = new BigMatrixImpl(testData);
226:                BigMatrixImpl mInv = new BigMatrixImpl(testDataInv);
227:                BigMatrixImpl mPlusMInv = (BigMatrixImpl) m.add(mInv);
228:                double[][] sumEntries = asDouble(mPlusMInv.getData());
229:                for (int row = 0; row < m.getRowDimension(); row++) {
230:                    for (int col = 0; col < m.getColumnDimension(); col++) {
231:                        assertEquals("sum entry entry",
232:                                testDataPlusInv[row][col],
233:                                sumEntries[row][col], entryTolerance);
234:                    }
235:                }
236:            }
237:
238:            /** test add failure */
239:            public void testAddFail() {
240:                BigMatrixImpl m = new BigMatrixImpl(testData);
241:                BigMatrixImpl m2 = new BigMatrixImpl(testData2);
242:                try {
243:                    BigMatrixImpl mPlusMInv = (BigMatrixImpl) m.add(m2);
244:                    fail("IllegalArgumentException expected");
245:                } catch (IllegalArgumentException ex) {
246:                    ;
247:                }
248:            }
249:
250:            /** test norm */
251:            public void testNorm() {
252:                BigMatrixImpl m = new BigMatrixImpl(testData);
253:                BigMatrixImpl m2 = new BigMatrixImpl(testData2);
254:                assertEquals("testData norm", 14d, m.getNorm().doubleValue(),
255:                        entryTolerance);
256:                assertEquals("testData2 norm", 7d, m2.getNorm().doubleValue(),
257:                        entryTolerance);
258:            }
259:
260:            /** test m-n = m + -n */
261:            public void testPlusMinus() {
262:                BigMatrixImpl m = new BigMatrixImpl(testData);
263:                BigMatrixImpl m2 = new BigMatrixImpl(testDataInv);
264:                assertClose("m-n = m + -n", m.subtract(m2), m2.scalarMultiply(
265:                        new BigDecimal(-1d)).add(m), entryTolerance);
266:                try {
267:                    BigMatrix a = m.subtract(new BigMatrixImpl(testData2));
268:                    fail("Expecting illegalArgumentException");
269:                } catch (IllegalArgumentException ex) {
270:                    ;
271:                }
272:            }
273:
274:            /** test multiply */
275:            public void testMultiply() {
276:                BigMatrixImpl m = new BigMatrixImpl(testData);
277:                BigMatrixImpl mInv = new BigMatrixImpl(testDataInv);
278:                BigMatrixImpl identity = new BigMatrixImpl(id);
279:                BigMatrixImpl m2 = new BigMatrixImpl(testData2);
280:                assertClose("inverse multiply", m.multiply(mInv), identity,
281:                        entryTolerance);
282:                assertClose("inverse multiply", mInv.multiply(m), identity,
283:                        entryTolerance);
284:                assertClose("identity multiply", m.multiply(identity), m,
285:                        entryTolerance);
286:                assertClose("identity multiply", identity.multiply(mInv), mInv,
287:                        entryTolerance);
288:                assertClose("identity multiply", m2.multiply(identity), m2,
289:                        entryTolerance);
290:                try {
291:                    BigMatrix a = m.multiply(new BigMatrixImpl(bigSingular));
292:                    fail("Expecting illegalArgumentException");
293:                } catch (IllegalArgumentException ex) {
294:                    ;
295:                }
296:            }
297:
298:            //Additional Test for BigMatrixImplTest.testMultiply
299:
300:            private double[][] d3 = new double[][] { { 1, 2, 3, 4 },
301:                    { 5, 6, 7, 8 } };
302:            private double[][] d4 = new double[][] { { 1 }, { 2 }, { 3 }, { 4 } };
303:            private double[][] d5 = new double[][] { { 30 }, { 70 } };
304:
305:            public void testMultiply2() {
306:                BigMatrix m3 = new BigMatrixImpl(d3);
307:                BigMatrix m4 = new BigMatrixImpl(d4);
308:                BigMatrix m5 = new BigMatrixImpl(d5);
309:                assertClose("m3*m4=m5", m3.multiply(m4), m5, entryTolerance);
310:            }
311:
312:            /** test isSingular */
313:            public void testIsSingular() {
314:                BigMatrixImpl m = new BigMatrixImpl(singular);
315:                assertTrue("singular", m.isSingular());
316:                m = new BigMatrixImpl(bigSingular);
317:                assertTrue("big singular", m.isSingular());
318:                m = new BigMatrixImpl(id);
319:                assertTrue("identity nonsingular", !m.isSingular());
320:                m = new BigMatrixImpl(testData);
321:                assertTrue("testData nonsingular", !m.isSingular());
322:            }
323:
324:            /** test inverse */
325:            public void testInverse() {
326:                BigMatrixImpl m = new BigMatrixImpl(testData);
327:                BigMatrix mInv = new BigMatrixImpl(testDataInv);
328:                assertClose("inverse", mInv, m.inverse(), normTolerance);
329:                assertClose("inverse^2", m, m.inverse().inverse(), 10E-12);
330:
331:                // Not square
332:                m = new BigMatrixImpl(testData2);
333:                try {
334:                    m.inverse();
335:                    fail("Expecting InvalidMatrixException");
336:                } catch (InvalidMatrixException ex) {
337:                    // expected
338:                }
339:
340:                // Singular
341:                m = new BigMatrixImpl(singular);
342:                try {
343:                    m.inverse();
344:                    fail("Expecting InvalidMatrixException");
345:                } catch (InvalidMatrixException ex) {
346:                    // expected
347:                }
348:            }
349:
350:            /** test solve */
351:            public void testSolve() {
352:                BigMatrixImpl m = new BigMatrixImpl(testData);
353:                BigMatrix mInv = new BigMatrixImpl(testDataInv);
354:                // being a bit slothful here -- actually testing that X = A^-1 * B
355:                assertClose("inverse-operate", asDouble(mInv
356:                        .operate(asBigDecimal(testVector))), asDouble(m
357:                        .solve(asBigDecimal(testVector))), normTolerance);
358:                try {
359:                    double[] x = asDouble(m.solve(asBigDecimal(testVector2)));
360:                    fail("expecting IllegalArgumentException");
361:                } catch (IllegalArgumentException ex) {
362:                    ;
363:                }
364:                BigMatrix bs = new BigMatrixImpl(bigSingular);
365:                try {
366:                    BigMatrix a = bs.solve(bs);
367:                    fail("Expecting InvalidMatrixException");
368:                } catch (InvalidMatrixException ex) {
369:                    ;
370:                }
371:                try {
372:                    BigMatrix a = m.solve(bs);
373:                    fail("Expecting IllegalArgumentException");
374:                } catch (IllegalArgumentException ex) {
375:                    ;
376:                }
377:                try {
378:                    BigMatrix a = (new BigMatrixImpl(testData2)).solve(bs);
379:                    fail("Expecting illegalArgumentException");
380:                } catch (IllegalArgumentException ex) {
381:                    ;
382:                }
383:                try {
384:                    (new BigMatrixImpl(testData2)).luDecompose();
385:                    fail("Expecting InvalidMatrixException");
386:                } catch (InvalidMatrixException ex) {
387:                    ;
388:                }
389:            }
390:
391:            /** test determinant */
392:            public void testDeterminant() {
393:                BigMatrix m = new BigMatrixImpl(bigSingular);
394:                assertEquals("singular determinant", 0, m.getDeterminant()
395:                        .doubleValue(), 0);
396:                m = new BigMatrixImpl(detData);
397:                assertEquals("nonsingular test", -3d, m.getDeterminant()
398:                        .doubleValue(), normTolerance);
399:
400:                // Examples verified against R (version 1.8.1, Red Hat Linux 9)
401:                m = new BigMatrixImpl(detData2);
402:                assertEquals("nonsingular R test 1", -2d, m.getDeterminant()
403:                        .doubleValue(), normTolerance);
404:                m = new BigMatrixImpl(testData);
405:                assertEquals("nonsingular  R test 2", -1d, m.getDeterminant()
406:                        .doubleValue(), normTolerance);
407:
408:                try {
409:                    double a = new BigMatrixImpl(testData2).getDeterminant()
410:                            .doubleValue();
411:                    fail("Expecting InvalidMatrixException");
412:                } catch (InvalidMatrixException ex) {
413:                    ;
414:                }
415:            }
416:
417:            /** test trace */
418:            public void testTrace() {
419:                BigMatrix m = new BigMatrixImpl(id);
420:                assertEquals("identity trace", 3d, m.getTrace().doubleValue(),
421:                        entryTolerance);
422:                m = new BigMatrixImpl(testData2);
423:                try {
424:                    double x = m.getTrace().doubleValue();
425:                    fail("Expecting illegalArgumentException");
426:                } catch (IllegalArgumentException ex) {
427:                    ;
428:                }
429:            }
430:
431:            /** test sclarAdd */
432:            public void testScalarAdd() {
433:                BigMatrix m = new BigMatrixImpl(testData);
434:                assertClose("scalar add", new BigMatrixImpl(testDataPlus2), m
435:                        .scalarAdd(new BigDecimal(2d)), entryTolerance);
436:            }
437:
438:            /** test operate */
439:            public void testOperate() {
440:                BigMatrix m = new BigMatrixImpl(id);
441:                double[] x = asDouble(m.operate(asBigDecimal(testVector)));
442:                assertClose("identity operate", testVector, x, entryTolerance);
443:                m = new BigMatrixImpl(bigSingular);
444:                try {
445:                    x = asDouble(m.operate(asBigDecimal(testVector)));
446:                    fail("Expecting illegalArgumentException");
447:                } catch (IllegalArgumentException ex) {
448:                    ;
449:                }
450:            }
451:
452:            /** test transpose */
453:            public void testTranspose() {
454:                BigMatrix m = new BigMatrixImpl(testData);
455:                assertClose("inverse-transpose", m.inverse().transpose(), m
456:                        .transpose().inverse(), normTolerance);
457:                m = new BigMatrixImpl(testData2);
458:                BigMatrix mt = new BigMatrixImpl(testData2T);
459:                assertClose("transpose", mt, m.transpose(), normTolerance);
460:            }
461:
462:            /** test preMultiply by vector */
463:            public void testPremultiplyVector() {
464:                BigMatrix m = new BigMatrixImpl(testData);
465:                assertClose("premultiply", asDouble(m
466:                        .preMultiply(asBigDecimal(testVector))), preMultTest,
467:                        normTolerance);
468:                m = new BigMatrixImpl(bigSingular);
469:                try {
470:                    m.preMultiply(asBigDecimal(testVector));
471:                    fail("expecting IllegalArgumentException");
472:                } catch (IllegalArgumentException ex) {
473:                    ;
474:                }
475:            }
476:
477:            public void testPremultiply() {
478:                BigMatrix m3 = new BigMatrixImpl(d3);
479:                BigMatrix m4 = new BigMatrixImpl(d4);
480:                BigMatrix m5 = new BigMatrixImpl(d5);
481:                assertClose("m3*m4=m5", m4.preMultiply(m3), m5, entryTolerance);
482:
483:                BigMatrixImpl m = new BigMatrixImpl(testData);
484:                BigMatrixImpl mInv = new BigMatrixImpl(testDataInv);
485:                BigMatrixImpl identity = new BigMatrixImpl(id);
486:                BigMatrixImpl m2 = new BigMatrixImpl(testData2);
487:                assertClose("inverse multiply", m.preMultiply(mInv), identity,
488:                        entryTolerance);
489:                assertClose("inverse multiply", mInv.preMultiply(m), identity,
490:                        entryTolerance);
491:                assertClose("identity multiply", m.preMultiply(identity), m,
492:                        entryTolerance);
493:                assertClose("identity multiply", identity.preMultiply(mInv),
494:                        mInv, entryTolerance);
495:                try {
496:                    BigMatrix a = m.preMultiply(new BigMatrixImpl(bigSingular));
497:                    fail("Expecting illegalArgumentException");
498:                } catch (IllegalArgumentException ex) {
499:                    ;
500:                }
501:            }
502:
503:            public void testGetVectors() {
504:                BigMatrix m = new BigMatrixImpl(testData);
505:                assertClose("get row", m.getRowAsDoubleArray(0), testDataRow1,
506:                        entryTolerance);
507:                assertClose("get col", m.getColumnAsDoubleArray(2),
508:                        testDataCol3, entryTolerance);
509:                try {
510:                    double[] x = m.getRowAsDoubleArray(10);
511:                    fail("expecting MatrixIndexException");
512:                } catch (MatrixIndexException ex) {
513:                    ;
514:                }
515:                try {
516:                    double[] x = m.getColumnAsDoubleArray(-1);
517:                    fail("expecting MatrixIndexException");
518:                } catch (MatrixIndexException ex) {
519:                    ;
520:                }
521:            }
522:
523:            public void testLUDecomposition() throws Exception {
524:                BigMatrixImpl m = new BigMatrixImpl(testData);
525:                BigMatrix lu = m.getLUMatrix();
526:                assertClose("LU decomposition", lu,
527:                        (BigMatrix) new BigMatrixImpl(testDataLU),
528:                        normTolerance);
529:                verifyDecomposition(m, lu);
530:                m = new BigMatrixImpl(luData);
531:                lu = m.getLUMatrix();
532:                assertClose("LU decomposition", lu,
533:                        (BigMatrix) new BigMatrixImpl(luDataLUDecomposition),
534:                        normTolerance);
535:                verifyDecomposition(m, lu);
536:                m = new BigMatrixImpl(testDataMinus);
537:                lu = m.getLUMatrix();
538:                verifyDecomposition(m, lu);
539:                m = new BigMatrixImpl(id);
540:                lu = m.getLUMatrix();
541:                verifyDecomposition(m, lu);
542:                try {
543:                    m = new BigMatrixImpl(bigSingular); // singular
544:                    lu = m.getLUMatrix();
545:                    fail("Expecting InvalidMatrixException");
546:                } catch (InvalidMatrixException ex) {
547:                    // expected
548:                }
549:                try {
550:                    m = new BigMatrixImpl(testData2); // not square
551:                    lu = m.getLUMatrix();
552:                    fail("Expecting InvalidMatrixException");
553:                } catch (InvalidMatrixException ex) {
554:                    // expected
555:                }
556:            }
557:
558:            /**
559:             * test submatrix accessors
560:             */
561:            public void testSubMatrix() {
562:                BigMatrix m = new BigMatrixImpl(subTestData);
563:                BigMatrix mRows23Cols00 = new BigMatrixImpl(subRows23Cols00);
564:                BigMatrix mRows00Cols33 = new BigMatrixImpl(subRows00Cols33);
565:                BigMatrix mRows01Cols23 = new BigMatrixImpl(subRows01Cols23);
566:                BigMatrix mRows02Cols13 = new BigMatrixImpl(subRows02Cols13);
567:                BigMatrix mRows03Cols12 = new BigMatrixImpl(subRows03Cols12);
568:                BigMatrix mRows03Cols123 = new BigMatrixImpl(subRows03Cols123);
569:                BigMatrix mRows20Cols123 = new BigMatrixImpl(subRows20Cols123);
570:                BigMatrix mRows31Cols31 = new BigMatrixImpl(subRows31Cols31);
571:                assertEquals("Rows23Cols00", mRows23Cols00, m.getSubMatrix(2,
572:                        3, 0, 0));
573:                assertEquals("Rows00Cols33", mRows00Cols33, m.getSubMatrix(0,
574:                        0, 3, 3));
575:                assertEquals("Rows01Cols23", mRows01Cols23, m.getSubMatrix(0,
576:                        1, 2, 3));
577:                assertEquals("Rows02Cols13", mRows02Cols13, m.getSubMatrix(
578:                        new int[] { 0, 2 }, new int[] { 1, 3 }));
579:                assertEquals("Rows03Cols12", mRows03Cols12, m.getSubMatrix(
580:                        new int[] { 0, 3 }, new int[] { 1, 2 }));
581:                assertEquals("Rows03Cols123", mRows03Cols123, m.getSubMatrix(
582:                        new int[] { 0, 3 }, new int[] { 1, 2, 3 }));
583:                assertEquals("Rows20Cols123", mRows20Cols123, m.getSubMatrix(
584:                        new int[] { 2, 0 }, new int[] { 1, 2, 3 }));
585:                assertEquals("Rows31Cols31", mRows31Cols31, m.getSubMatrix(
586:                        new int[] { 3, 1 }, new int[] { 3, 1 }));
587:                assertEquals("Rows31Cols31", mRows31Cols31, m.getSubMatrix(
588:                        new int[] { 3, 1 }, new int[] { 3, 1 }));
589:
590:                try {
591:                    m.getSubMatrix(1, 0, 2, 4);
592:                    fail("Expecting MatrixIndexException");
593:                } catch (MatrixIndexException ex) {
594:                    // expected
595:                }
596:                try {
597:                    m.getSubMatrix(-1, 1, 2, 2);
598:                    fail("Expecting MatrixIndexException");
599:                } catch (MatrixIndexException ex) {
600:                    // expected
601:                }
602:                try {
603:                    m.getSubMatrix(1, 0, 2, 2);
604:                    fail("Expecting MatrixIndexException");
605:                } catch (MatrixIndexException ex) {
606:                    // expected
607:                }
608:                try {
609:                    m.getSubMatrix(1, 0, 2, 4);
610:                    fail("Expecting MatrixIndexException");
611:                } catch (MatrixIndexException ex) {
612:                    // expected
613:                }
614:                try {
615:                    m.getSubMatrix(new int[] {}, new int[] { 0 });
616:                    fail("Expecting MatrixIndexException");
617:                } catch (MatrixIndexException ex) {
618:                    // expected
619:                }
620:                try {
621:                    m.getSubMatrix(new int[] { 0 }, new int[] { 4 });
622:                    fail("Expecting MatrixIndexException");
623:                } catch (MatrixIndexException ex) {
624:                    // expected
625:                }
626:            }
627:
628:            public void testGetColumnMatrix() {
629:                BigMatrix m = new BigMatrixImpl(subTestData);
630:                BigMatrix mColumn1 = new BigMatrixImpl(subColumn1);
631:                BigMatrix mColumn3 = new BigMatrixImpl(subColumn3);
632:                assertEquals("Column1", mColumn1, m.getColumnMatrix(1));
633:                assertEquals("Column3", mColumn3, m.getColumnMatrix(3));
634:                try {
635:                    m.getColumnMatrix(-1);
636:                    fail("Expecting MatrixIndexException");
637:                } catch (MatrixIndexException ex) {
638:                    // expected
639:                }
640:                try {
641:                    m.getColumnMatrix(4);
642:                    fail("Expecting MatrixIndexException");
643:                } catch (MatrixIndexException ex) {
644:                    // expected
645:                }
646:            }
647:
648:            public void testGetRowMatrix() {
649:                BigMatrix m = new BigMatrixImpl(subTestData);
650:                BigMatrix mRow0 = new BigMatrixImpl(subRow0);
651:                BigMatrix mRow3 = new BigMatrixImpl(subRow3);
652:                assertEquals("Row0", mRow0, m.getRowMatrix(0));
653:                assertEquals("Row3", mRow3, m.getRowMatrix(3));
654:                try {
655:                    m.getRowMatrix(-1);
656:                    fail("Expecting MatrixIndexException");
657:                } catch (MatrixIndexException ex) {
658:                    // expected
659:                }
660:                try {
661:                    m.getRowMatrix(4);
662:                    fail("Expecting MatrixIndexException");
663:                } catch (MatrixIndexException ex) {
664:                    // expected
665:                }
666:            }
667:
668:            public void testEqualsAndHashCode() {
669:                BigMatrixImpl m = new BigMatrixImpl(testData);
670:                BigMatrixImpl m1 = (BigMatrixImpl) m.copy();
671:                BigMatrixImpl mt = (BigMatrixImpl) m.transpose();
672:                assertTrue(m.hashCode() != mt.hashCode());
673:                assertEquals(m.hashCode(), m1.hashCode());
674:                assertEquals(m, m);
675:                assertEquals(m, m1);
676:                assertFalse(m.equals(null));
677:                assertFalse(m.equals(mt));
678:                assertFalse(m.equals(new BigMatrixImpl(bigSingular)));
679:                // Different scales make BigDecimals, so matrices unequal
680:                m = new BigMatrixImpl(new String[][] { { "2.0" } });
681:                m1 = new BigMatrixImpl(new String[][] { { "2.00" } });
682:                assertTrue(m.hashCode() != m1.hashCode());
683:                assertFalse(m.equals(m1));
684:            }
685:
686:            public void testToString() {
687:                BigMatrixImpl m = new BigMatrixImpl(testData);
688:                assertEquals("BigMatrixImpl{{1,2,3},{2,5,3},{1,0,8}}", m
689:                        .toString());
690:                m = new BigMatrixImpl();
691:                assertEquals("BigMatrixImpl{}", m.toString());
692:            }
693:
694:            public void testSetSubMatrix() throws Exception {
695:                BigDecimal[][] detData3 = MatrixUtils.createBigMatrix(detData2)
696:                        .getData();
697:                BigMatrixImpl m = new BigMatrixImpl(testData);
698:                m.setSubMatrix(detData3, 1, 1);
699:                BigMatrix expected = MatrixUtils
700:                        .createBigMatrix(new double[][] { { 1.0, 2.0, 3.0 },
701:                                { 2.0, 1.0, 3.0 }, { 1.0, 2.0, 4.0 } });
702:                assertEquals(expected, m);
703:
704:                m.setSubMatrix(detData3, 0, 0);
705:                expected = MatrixUtils
706:                        .createBigMatrix(new double[][] { { 1.0, 3.0, 3.0 },
707:                                { 2.0, 4.0, 3.0 }, { 1.0, 2.0, 4.0 } });
708:                assertEquals(expected, m);
709:
710:                BigDecimal[][] testDataPlus3 = MatrixUtils.createBigMatrix(
711:                        testDataPlus2).getData();
712:                m.setSubMatrix(testDataPlus3, 0, 0);
713:                expected = MatrixUtils.createBigMatrix(new double[][] {
714:                        { 3.0, 4.0, 5.0 }, { 4.0, 7.0, 5.0 },
715:                        { 3.0, 2.0, 10.0 } });
716:                assertEquals(expected, m);
717:
718:                // javadoc example
719:                BigMatrixImpl matrix = (BigMatrixImpl) MatrixUtils
720:                        .createBigMatrix(new double[][] { { 1, 2, 3, 4 },
721:                                { 5, 6, 7, 8 }, { 9, 0, 1, 2 } });
722:                matrix.setSubMatrix(new BigDecimal[][] {
723:                        { new BigDecimal(3), new BigDecimal(4) },
724:                        { new BigDecimal(5), new BigDecimal(6) } }, 1, 1);
725:                expected = MatrixUtils.createBigMatrix(new BigDecimal[][] {
726:                        { new BigDecimal(1), new BigDecimal(2),
727:                                new BigDecimal(3), new BigDecimal(4) },
728:                        { new BigDecimal(5), new BigDecimal(3),
729:                                new BigDecimal(4), new BigDecimal(8) },
730:                        { new BigDecimal(9), new BigDecimal(5),
731:                                new BigDecimal(6), new BigDecimal(2) } });
732:                assertEquals(expected, matrix);
733:
734:                // dimension overflow
735:                try {
736:                    m.setSubMatrix(matrix.getData(), 1, 1);
737:                    fail("expecting MatrixIndexException");
738:                } catch (MatrixIndexException e) {
739:                    // expected
740:                }
741:
742:                // null
743:                try {
744:                    m.setSubMatrix(null, 1, 1);
745:                    fail("expecting NullPointerException");
746:                } catch (NullPointerException e) {
747:                    // expected
748:                }
749:
750:                // ragged
751:                try {
752:                    m.setSubMatrix(new BigDecimal[][] { { new BigDecimal(1) },
753:                            { new BigDecimal(2), new BigDecimal(3) } }, 0, 0);
754:                    fail("expecting IllegalArgumentException");
755:                } catch (IllegalArgumentException e) {
756:                    // expected
757:                }
758:
759:                // empty
760:                try {
761:                    m.setSubMatrix(new BigDecimal[][] { {} }, 0, 0);
762:                    fail("expecting IllegalArgumentException");
763:                } catch (IllegalArgumentException e) {
764:                    // expected
765:                }
766:
767:            }
768:
769:            //--------------- -----------------Protected methods
770:
771:            /** verifies that two matrices are close (1-norm) */
772:            protected void assertClose(String msg, BigMatrix m, BigMatrix n,
773:                    double tolerance) {
774:                assertTrue(msg,
775:                        m.subtract(n).getNorm().doubleValue() < tolerance);
776:            }
777:
778:            /** verifies that two vectors are close (sup norm) */
779:            protected void assertClose(String msg, double[] m, double[] n,
780:                    double tolerance) {
781:                if (m.length != n.length) {
782:                    fail("vectors not same length");
783:                }
784:                for (int i = 0; i < m.length; i++) {
785:                    assertEquals(msg + " " + i + " elements differ", m[i],
786:                            n[i], tolerance);
787:                }
788:            }
789:
790:            /** extracts the l  and u matrices from compact lu representation */
791:            protected void splitLU(BigMatrix lu, BigDecimal[][] lowerData,
792:                    BigDecimal[][] upperData) throws InvalidMatrixException {
793:                if (!lu.isSquare() || lowerData.length != lowerData[0].length
794:                        || upperData.length != upperData[0].length
795:                        || lowerData.length != upperData.length
796:                        || lowerData.length != lu.getRowDimension()) {
797:                    throw new InvalidMatrixException("incorrect dimensions");
798:                }
799:                int n = lu.getRowDimension();
800:                for (int i = 0; i < n; i++) {
801:                    for (int j = 0; j < n; j++) {
802:                        if (j < i) {
803:                            lowerData[i][j] = lu.getEntry(i, j);
804:                            upperData[i][j] = new BigDecimal(0);
805:                        } else if (i == j) {
806:                            lowerData[i][j] = new BigDecimal(1);
807:                            upperData[i][j] = lu.getEntry(i, j);
808:                        } else {
809:                            lowerData[i][j] = new BigDecimal(0);
810:                            upperData[i][j] = lu.getEntry(i, j);
811:                        }
812:                    }
813:                }
814:            }
815:
816:            /** Returns the result of applying the given row permutation to the matrix */
817:            protected BigMatrix permuteRows(BigMatrix matrix, int[] permutation) {
818:                if (!matrix.isSquare()
819:                        || matrix.getRowDimension() != permutation.length) {
820:                    throw new IllegalArgumentException("dimension mismatch");
821:                }
822:                int n = matrix.getRowDimension();
823:                int m = matrix.getColumnDimension();
824:                BigDecimal out[][] = new BigDecimal[m][n];
825:                for (int i = 0; i < n; i++) {
826:                    for (int j = 0; j < m; j++) {
827:                        out[i][j] = matrix.getEntry(permutation[i], j);
828:                    }
829:                }
830:                return new BigMatrixImpl(out);
831:            }
832:
833:            /** Extracts l and u matrices from lu and verifies that matrix = l times u modulo permutation */
834:            protected void verifyDecomposition(BigMatrix matrix, BigMatrix lu)
835:                    throws Exception {
836:                int n = matrix.getRowDimension();
837:                BigDecimal[][] lowerData = new BigDecimal[n][n];
838:                BigDecimal[][] upperData = new BigDecimal[n][n];
839:                splitLU(lu, lowerData, upperData);
840:                BigMatrix lower = new BigMatrixImpl(lowerData);
841:                BigMatrix upper = new BigMatrixImpl(upperData);
842:                int[] permutation = ((BigMatrixImpl) matrix).getPermutation();
843:                BigMatrix permuted = permuteRows(matrix, permutation);
844:                assertClose("lu decomposition does not work", permuted, lower
845:                        .multiply(upper), normTolerance);
846:            }
847:
848:            /** Useful for debugging */
849:            private void dumpMatrix(BigMatrix m) {
850:                for (int i = 0; i < m.getRowDimension(); i++) {
851:                    String os = "";
852:                    for (int j = 0; j < m.getColumnDimension(); j++) {
853:                        os += m.getEntry(i, j) + " ";
854:                    }
855:                    System.out.println(os);
856:                }
857:            }
858:
859:        }
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