setMatrix([ [25, 15, -5], [15, 17, 0], [-5, 0, 11], ]); $cholesky = new CholeskyDecomposition($A); self::assertEqualsWithDelta( $A->toArray(), $cholesky->getL() ->mult($cholesky->getL()->transpose()) ->toArray(), 0.2 ); } /** * @testdox The decomposition matrix has the expected values * @covers phpOMS\Math\Matrix\CholeskyDecomposition * @group framework */ public function testL() : void { $A = new Matrix(); $A->setMatrix([ [25, 15, -5], [15, 17, 0], [-5, 0, 11], ]); $cholesky = new CholeskyDecomposition($A); self::assertEqualsWithDelta([ [5, 0, 0], [3, 3, 0], [-1, 1, 3], ], $cholesky->getL()->toArray(), 0.2); } /** * @testdox A matrix can be checked for symmetric positivity * @covers phpOMS\Math\Matrix\CholeskyDecomposition * @group framework */ public function testSymmetricPositive() : void { $A = new Matrix(); $A->setMatrix([ [25, 15, -5], [15, 17, 0], [-5, 0, 11], ]); $cholesky = new CholeskyDecomposition($A); self::assertTrue($cholesky->isSpd()); $B = new Matrix(); $B->setMatrix([ [25, 15, 5], [15, 17, 0], [-5, 0, 11], ]); $choleskyB = new CholeskyDecomposition($B); self::assertTrue($choleskyB->isSpd()); } /** * @testdox The equation Ax = b can be solved * @covers phpOMS\Math\Matrix\CholeskyDecomposition * @group framework */ public function testSolve() : void { $A = new Matrix(); $A->setMatrix([ [25, 15, -5], [15, 17, 0], [-5, 0, 11], ]); $cholesky = new CholeskyDecomposition($A); $vec = new Vector(); $vec->setMatrix([[40], [49], [28]]); self::assertEqualsWithDelta([[1], [2], [3]], $cholesky->solve($vec)->toArray(), 0.2); } /** * @testdox A invalid vector throws a InvalidDimensionException * @covers phpOMS\Math\Matrix\CholeskyDecomposition * @group framework */ public function testInvalidDimension() : void { $this->expectException(\phpOMS\Math\Matrix\Exception\InvalidDimensionException::class); $A = new Matrix(); $A->setMatrix([ [25, 15, -5], [15, 17, 0], [-5, 0, 11], ]); $cholesky = new CholeskyDecomposition($A); $vec = new Vector(); $vec->setMatrix([[40], [49]]); $cholesky->solve($vec); } }