https://github.com/cran/fields
Tip revision: becb27b1c2d6423ce2dcadb74babbee7bbec368d authored by Douglas Nychka on 11 November 2019, 21:50:12 UTC
version 10.0
version 10.0
Tip revision: becb27b
diagonal2.test.R
# fields is a package for analysis of spatial data written for
# the R software environment .
# Copyright (C) 2018
# University Corporation for Atmospheric Research (UCAR)
# Contact: Douglas Nychka, nychka@ucar.edu,
# National Center for Atmospheric Research,
# PO Box 3000, Boulder, CO 80307-3000
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
suppressMessages(library(fields))
options(echo=FALSE)
test.for.zero.flag<- 1
n<- 50
x<- matrix( runif(n*2), n, 2)
A<- Exp.cov( x,x,theta=.2)
B<- Exp.cov( x,x, theta=.5)
fields.diagonalize(A,B)-> look
fields.diagonalize2(A,B, verbose=FALSE)-> look2
test.for.zero( look$D, look2$D, tol=1E-8,tag="eigenvalues of both versions")
G1<- look$G
G2<-look2$G
a1<- sign( G1[1,])
a2<- sign(G2[1,])
a<- a1*a2
lambda<- .8
test.for.zero( solve( A + lambda* B), G2%*%diag( 1/(1+ lambda*look2$D))%*%t(G2), tag="inverse A+lambda*B", tol=1e-8 )
test.for.zero( solve( A + lambda* B), G1%*%diag( 1/(1+ lambda*look$D))%*%t(G1), tag="inverse A+lambda*B", tol=1e-8 )
test.for.zero( G2%*%diag( 1/(1+ lambda*look2$D))%*%t(G2) ,
G1%*%diag( 1/(1+ lambda*look$D))%*%t(G1), tag="inverse A+lambda*B" , tol=1e-8)
options( echo=TRUE)
cat("all done testing both versions of simultaneous diagonalization ", fill=TRUE)