Fixed failing tests.

Source of failure was MATH-1355: "EigenDecomposition" was assuming that a diagonal matrix could be made non-diagonal.
Added a utility method that creates a dense matrix from an array specifying its diagonal elements.
This commit is contained in:
Gilles 2016-04-22 03:33:53 +02:00
parent 84143c4629
commit f16d5b1722
2 changed files with 20 additions and 1 deletions

View File

@ -189,7 +189,7 @@ public class EigenDecomposition {
if (cachedD == null) {
// cache the matrix for subsequent calls
cachedD = MatrixUtils.createRealDiagonalMatrix(realEigenvalues);
cachedD = MatrixUtils.createRealMatrixWithDiagonal(realEigenvalues);
for (int i = 0; i < imagEigenvalues.length; i++) {
if (Precision.compareTo(imagEigenvalues[i], 0.0, EPSILON) > 0) {

View File

@ -210,12 +210,31 @@ public class MatrixUtils {
* The array elements will be copied.
* @return a diagonal matrix instance.
*
* @see #createRealMatrixWithDiagonal(double[])
* @since 2.0
*/
public static DiagonalMatrix createRealDiagonalMatrix(final double[] diagonal) {
return new DiagonalMatrix(diagonal, true);
}
/**
* Creates a dense matrix with the specified diagonal elements.
*
* @param diagonal Diagonal elements of the matrix.
* @return a matrix instance.
*
* @see #createRealDiagonalMatrix(double[])
* @since 4.0
*/
public static RealMatrix createRealMatrixWithDiagonal(final double[] diagonal) {
final int size = diagonal.length;
final RealMatrix m = createRealMatrix(size, size);
for (int i = 0; i < size; i++) {
m.setEntry(i, i, diagonal[i]);
}
return m;
}
/**
* Returns a diagonal matrix with specified elements.
*