/
tc_svd.rb
46 lines (40 loc) · 1.19 KB
/
tc_svd.rb
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#
# Copyright (c) 2004-2008 by James M. Lawrence
#
# See LICENSE
#
require 'linalg-test'
class TestSVD < Test::Unit::TestCase
def test_svd
$count.times {
begin
a = DMatrix.rand(1 + rand($dim), 1 + rand($dim))
mI = DMatrix.identity(a.vsize)
nI = DMatrix.identity(a.hsize)
a.svd { |u, s, vt|
if catch(:bad) {
s.each_with_index { |e, i, j|
if i != j and e != 0.0
throw :bad, true
end
}
throw :bad, false
}
assert_block { false }
end
assert_close(u*u.t, mI)
assert_close(vt*vt.t, nI)
assert_close(u*s*vt, a)
svlist = a.singular_values
svdlist = []
s.diags.each { |e| svdlist << e }
svlist.each_index { |i, j|
assert_close(svlist[i], svdlist[i])
}
}
rescue Diverged
puts "\nnote: divergent svd:\n#{a.inspect}"
end
}
end
end