test kron

JuliaStats · Jul 23, 2019 · b7c30fd · b7c30fd
1 parent c1eb233
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Showing 2 changed files with 23 additions and 1 deletion.
diff --git a/test/kron.jl b/test/kron.jl
@@ -0,0 +1,22 @@
+using PDMats
+using Test
+
+n = 4
+m = 7
+
+for T in [Float64, Float32]
+    X = randn(T, n, n)
+    Y = randn(T, m, m)
+    A = X * X'
+    B = Y * Y'
+    AkB = kron(A, B)
+    PDA = PDMat(A)
+    PDB = PDMat(B)
+    PDAkB1 = PDMat(AkB)
+    PDAkB2 = kron(PDA, PDB)
+    @test PDAkB1.dim == PDAkB2.dim
+    @test PDAkB1.mat ≈ PDAkB2.mat
+    @test PDAkB1.chol.L ≈ PDAkB2.chol.L
+    @test PDAkB1.chol.U ≈ PDAkB2.chol.U
+    @test Matrix(PDAkB2.chol) ≈ PDAkB2.mat
+end
diff --git a/test/runtests.jl b/test/runtests.jl
@@ -1,4 +1,4 @@
-tests = ["pdmtypes", "addition", "generics"]
+tests = ["pdmtypes", "addition", "generics", "kron"]
 println("Running tests ...")
 
 for t in tests