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MATH-1045 

Added unit test (tiny eigenvalues).


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1535725 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Gilles Sadowski 2013-10-25 13:11:50 +00:00
parent cffd29da6b
commit 18308998a0
1 changed files with 23 additions and 0 deletions
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23
src/test/java/org/apache/commons/math3/linear/EigenDecompositionTest.java
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@ -24,6 +24,7 @@ import java.util.Random;
import org.apache.commons.math3.distribution.NormalDistribution;
import org.apache.commons.math3.util.FastMath;
import org.apache.commons.math3.util.Precision;
import org.apache.commons.math3.util.MathArrays;
import org.apache.commons.math3.exception.MathUnsupportedOperationException;
import org.junit.After;
import org.junit.Assert;
@ -601,6 +602,28 @@ public class EigenDecompositionTest {
double isqrt6 = 1/FastMath.sqrt(6.0);
checkEigenVector((new double[] {2*isqrt6,-isqrt6,isqrt6}), ed, 1E-12);
}
/**
* Verifies operation on very small values.
* Matrix with eigenvalues {2e-100, 0, 12e-100}
*/
@Test
public void testTinyValues() {
final double tiny = 1e-100;
RealMatrix distinct = MatrixUtils.createRealMatrix(new double[][] {
{3, 1, -4},
{1, 3, -4},
{-4, -4, 8}
});
distinct = distinct.scalarMultiply(tiny);
final EigenDecomposition ed = new EigenDecomposition(distinct);
checkEigenValues(MathArrays.scale(tiny, new double[] {2, 0, 12}), ed, 1e-12 * tiny);
checkEigenVector(new double[] {1, -1, 0}, ed, 1e-12);
checkEigenVector(new double[] {1, 1, 1}, ed, 1e-12);
checkEigenVector(new double[] {-1, -1, 2}, ed, 1e-12);
}
/**
* Verifies that the given EigenDecomposition has eigenvalues equivalent to
* the targetValues, ignoring the order of the values and allowing