added module Random.hs

1 files changed, 11 insertions, 0 deletions

diff --git a/lib/Numeric/LinearAlgebra/Tests.hs b/lib/Numeric/LinearAlgebra/Tests.hs
index d7c3f99..097756e 100644
--- a/lib/Numeric/LinearAlgebra/Tests.hs
+++ b/lib/Numeric/LinearAlgebra/Tests.hs
@@ -131,6 +131,16 @@ rootFindingTest = TestList [ utest "root Hybrids" (fst sol1 ~~ [1,1])
 
 ---------------------------------------------------------------------
 
+randomTest = c :~1~: snd (meanCov dat) where
+    a = (3><3) [1,2,3,
+                2,4,0,
+               -2,2,1]
+    m = 3 |> [1,2,3]
+    c = a <> trans a
+    dat = gaussianSample 7 (10^6) m c
+
+---------------------------------------------------------------------
+
 rot :: Double -> Matrix Double
 rot a = (3><3) [ c,0,s
                , 0,1,0
@@ -227,6 +237,7 @@ runTests n = do
         , utest "polySolve" (polySolveProp [1,2,3,4])
         , minimizationTest
         , rootFindingTest
+        , utest "random" randomTest
         ]
     return ()