import Test.HUnit import LinearAlgebra import GSL hiding (exp) import System.Random(randomRs,mkStdGen) realMatrix = fromLists :: [[Double]] -> Matrix Double realVector = fromList :: [Double] -> Vector Double infixl 2 =~= a =~= b = pnorm PNorm1 (flatten (a - b)) < 1E-6 randomMatrix seed (n,m) = reshape m $ realVector $ take (n*m) $ randomRs (-100,100) $ mkStdGen seed randomMatrixC seed (n,m) = toComplex (randomMatrix seed (n,m), randomMatrix (seed+1) (n,m)) besselTest = do let (r,e) = bessel_J0_e 5.0 let expected = -0.17759677131433830434739701 assertBool "bessel_J0_e" ( abs (r-expected) < e ) exponentialTest = do let (v,e,err) = exp_e10_e 30.0 let expected = exp 30.0 assertBool "exp_e10_e" ( abs (v*10^e - expected) < 4E-2 ) disp m = putStrLn (format " " show m) ms = realMatrix [[1,2,3] ,[-4,1,7]] ms' = randomMatrix 27 (50,100) ms'' = toComplex (randomMatrix 100 (50,100),randomMatrix 101 (50,100)) fullsvdTest method mat msg = do let (u,s,vt) = method mat assertBool msg (u <> s <> trans vt =~= mat) svdg' m = (u, diag s, v) where (u,s,v) = svdg m full_svd_Rd = svdRdd -------------------------------------------------------------------- mcu = toComplex (randomMatrix 33 (20,20),randomMatrix 34 (20,20)) mcur = randomMatrix 35 (40,40) -- eigenvectors are columns eigTest method m msg = do let (s,v) = method m assertBool msg $ m <> v =~= v <> diag s bigmat = m + trans m where m = randomMatrix 18 (1000,1000) bigmatc = mc + conjTrans mc where mc = toComplex(m,m) m = randomMatrix 19 (1000,1000) -------------------------------------------------------------------- invTest msg m = do assertBool msg $ m <> inv m =~= ident (rows m) invComplexTest msg m = do assertBool msg $ m <> invC m =~= identC (rows m) invC m = linearSolveC m (identC (rows m)) identC = comp . ident -------------------------------------------------------------------- pinvTest f msg m = do assertBool msg $ m <> f m <> m =~= m pinvC m = linearSolveLSC m (identC (rows m)) pinvSVDR m = linearSolveSVDR Nothing m (ident (rows m)) pinvSVDC m = linearSolveSVDC Nothing m (identC (rows m)) -------------------------------------------------------------------- tests = TestList [ TestCase $ besselTest , TestCase $ exponentialTest , TestCase $ invTest "inv 100x100" (randomMatrix 18 (100,100)) , TestCase $ invComplexTest "complex inv 100x100" (randomMatrixC 18 (100,100)) , TestCase $ pinvTest (pinvTolg 1) "pinvg 100x50" (randomMatrix 18 (100,50)) , TestCase $ pinvTest pinv "pinv 100x50" (randomMatrix 18 (100,50)) , TestCase $ pinvTest pinv "pinv 50x100" (randomMatrix 18 (50,100)) , TestCase $ pinvTest pinvSVDR "pinvSVDR 100x50" (randomMatrix 18 (100,50)) , TestCase $ pinvTest pinvSVDR "pinvSVDR 50x100" (randomMatrix 18 (50,100)) , TestCase $ pinvTest pinvC "pinvC 100x50" (randomMatrixC 18 (100,50)) , TestCase $ pinvTest pinvC "pinvC 50x100" (randomMatrixC 18 (50,100)) , TestCase $ pinvTest pinvSVDC "pinvSVDC 100x50" (randomMatrixC 18 (100,50)) , TestCase $ pinvTest pinvSVDC "pinvSVDC 50x100" (randomMatrixC 18 (50,100)) , TestCase $ eigTest eigC mcu "eigC" , TestCase $ eigTest eigR mcur "eigR" , TestCase $ eigTest eigS (mcur+trans mcur) "eigS" , TestCase $ eigTest eigSg (mcur+trans mcur) "eigSg" , TestCase $ eigTest eigH (mcu+ (conjTrans) mcu) "eigH" , TestCase $ eigTest eigHg (mcu+ (conjTrans) mcu) "eigHg" , TestCase $ fullsvdTest svdg' ms "GSL svd small" , TestCase $ fullsvdTest svdR ms "fullsvdR small" , TestCase $ fullsvdTest svdR (trans ms) "fullsvdR small" , TestCase $ fullsvdTest svdR ms' "fullsvdR" , TestCase $ fullsvdTest svdR (trans ms') "fullsvdR" , TestCase $ fullsvdTest full_svd_Rd ms' "fullsvdRd" , TestCase $ fullsvdTest full_svd_Rd (trans ms') "fullsvdRd" , TestCase $ fullsvdTest svdC ms'' "fullsvdC" , TestCase $ fullsvdTest svdC (trans ms'') "fullsvdC" , TestCase $ eigTest eigS bigmat "big eigS" , TestCase $ eigTest eigH bigmatc "big eigH" , TestCase $ eigTest eigR bigmat "big eigR" ] main = runTestTT tests