https://github.com/root-project/root
Tip revision: 8483108b510b110a664c89af1e452e5547bdaa38 authored by Fons Rademakers on 31 October 2013, 15:46:31 UTC
make version v5-34-11.
make version v5-34-11.
Tip revision: 8483108
vmatrix.cxx
// @(#)root/test:$Id$
// Author: Fons Rademakers and Eddy Offermann Nov 2003
//////////////////////////////////////////////////////////////////////////
// //
// Linear Algebra Package -- Matrix Verifications. //
// //
// This file implements a large set of TMat operation tests. //
// ******************************************************************* //
// * Starting Matrix - S T R E S S suite //
// ******************************************************************* //
// Test 1 : Allocation, Resizing.................................. OK //
// Test 2 : Filling, Inserting, Using............................. OK //
// Test 3 : Uniform matrix operations............................. OK //
// Test 4 : Binary Matrix element-by-element operations............OK //
// Test 5 : Matrix transposition...................................OK //
// Test 6 : Haar/Hilbert Matrix....................................OK //
// Test 7 : Matrix promises........................................OK //
// Test 8 : Matrix Norms...........................................OK //
// Test 9 : Matrix Determinant.....................................OK //
// Test 10 : General Matrix Multiplications.........................OK //
// Test 11 : Symmetric Matrix Multiplications.......................OK //
// Test 12 : Matrix Vector Multiplications..........................OK //
// Test 13 : Matrix Inversion.......................................OK //
// Test 14 : Matrix Persistence.....................................OK //
// ******************************************************************* //
// //
//////////////////////////////////////////////////////////////////////////
//_____________________________batch only_____________________
#ifndef __CINT__
#include "Riostream.h"
#include "TFile.h"
#include "TMatrixD.h"
#include "TMatrixDSym.h"
#include "TMatrixDLazy.h"
#include "TVectorD.h"
#include "TArrayD.h"
#include "TMath.h"
#include "TDecompLU.h"
#include "TDecompQRH.h"
#include "TDecompSVD.h"
void stress_matrix (Int_t verbose);
void StatusPrint (Int_t id,const TString &title,Int_t status);
void stress_allocation ();
void stress_matrix_fill (Int_t rsize,Int_t csize);
void stress_element_op (Int_t rsize,Int_t csize);
void stress_binary_ebe_op (Int_t rsize, Int_t csize);
void stress_transposition (Int_t msize);
void stress_special_creation (Int_t dim);
void stress_matrix_fill (Int_t rsize,Int_t csize);
void stress_matrix_promises (Int_t dim);
void stress_norms (Int_t rsize,Int_t csize);
void stress_determinant (Int_t msize);
void stress_mm_multiplications (Int_t msize);
void stress_sym_mm_multiplications(Int_t msize);
void stress_vm_multiplications (Int_t msize);
void stress_inversion (Int_t msize);
void stress_matrix_io ();
int main(int argc,char **argv)
{
Int_t verbose = 0;
Char_t c;
while (argc > 1 && argv[1][0] == '-' && argv[1][1] != 0) {
for (Int_t i = 1; (c = argv[1][i]) != 0; i++) {
switch (c) {
case 'v':
verbose = 1;
break;
default:
Error("vmatrix", "unknown flag -%c",c);
break;
}
}
argc--;
argv++;
}
stress_matrix(verbose);
return 0;
}
#endif
#define EPSILON 1.0e-14
Int_t gVerbose = 0;
//________________________________common part_________________________
void stress_matrix(Int_t verbose=0)
{
cout << "******************************************************************" <<endl;
cout << "* Starting Matrix - S T R E S S suite *" <<endl;
cout << "******************************************************************" <<endl;
gVerbose = verbose;
stress_allocation();
stress_matrix_fill(20,10);
stress_element_op(20,10);
stress_binary_ebe_op(10,20);
stress_transposition(20);
stress_special_creation(20);
#ifndef __CINT__
stress_matrix_promises(20);
#endif
stress_norms(40,20);
stress_determinant(20);
stress_mm_multiplications(20);
stress_sym_mm_multiplications(20);
stress_vm_multiplications(20);
stress_inversion(20);
stress_matrix_io();
cout << "******************************************************************" <<endl;
}
//------------------------------------------------------------------------
void StatusPrint(Int_t id,const Char_t *title,Bool_t status)
{
// Print test program number and its title
// const Int_t kMAX = 65;
// TString header = TString("Test ")+Form("%2d",id)+" : "+title;
// const Int_t nch = header.Length();
// for (Int_t i = nch; i < kMAX; i++) header += '.';
// cout << header << (status ? "OK" : "FAILED") << endl;
// Print test program number and its title
const Int_t kMAX = 65;
char header[80];
snprintf(header,80,"Test %2d : %s",id,title);
Int_t nch = strlen(header);
for (Int_t i=nch;i<kMAX;i++) header[i] = '.';
header[kMAX] = 0;
header[kMAX-1] = ' ';
cout << header << (status ? "OK" : "FAILED") << endl;
}
//------------------------------------------------------------------------
// Test allocation functions and compatibility check
//
void stress_allocation()
{
if (gVerbose)
cout << "\n\n---> Test allocation and compatibility check" << endl;
Bool_t ok = kTRUE;
Int_t i,j;
TMatrixD m1(4,20);
for (i = m1.GetRowLwb(); i <= m1.GetRowUpb(); i++)
for (j = m1.GetColLwb(); j <= m1.GetColUpb(); j++)
m1(i,j) = TMath::Pi()*i+TMath::E()*j;
TMatrixD m2(0,3,0,19);
TMatrixD m3(1,4,0,19);
TMatrixD m4(m1);
if (gVerbose) {
cout << "\nStatus information reported for matrix m3:" << endl;
cout << " Row lower bound ... " << m3.GetRowLwb() << endl;
cout << " Row upper bound ... " << m3.GetRowUpb() << endl;
cout << " Col lower bound ... " << m3.GetColLwb() << endl;
cout << " Col upper bound ... " << m3.GetColUpb() << endl;
cout << " No. rows ..........." << m3.GetNrows() << endl;
cout << " No. cols ..........." << m3.GetNcols() << endl;
cout << " No. of elements ...." << m3.GetNoElements() << endl;
}
if (gVerbose)
cout << "\nCheck matrices 1 & 2 for compatibility" << endl;
ok &= AreCompatible(m1,m2,gVerbose);
if (gVerbose)
cout << "Check matrices 1 & 4 for compatibility" << endl;
ok &= AreCompatible(m1,m4,gVerbose);
if (gVerbose)
cout << "m2 has to be compatible with m3 after resizing to m3" << endl;
m2.ResizeTo(m3);
ok &= AreCompatible(m2,m3,gVerbose);
TMatrixD m5(m1.GetNrows()+1,m1.GetNcols()+5);
for (i = m5.GetRowLwb(); i <= m5.GetRowUpb(); i++)
for (j = m5.GetColLwb(); j <= m5.GetColUpb(); j++)
m5(i,j) = TMath::Pi()*i+TMath::E()*j;
if (gVerbose)
cout << "m1 has to be compatible with m5 after resizing to m5" << endl;
m1.ResizeTo(m5.GetNrows(),m5.GetNcols());
ok &= AreCompatible(m1,m5,gVerbose);
if (gVerbose)
cout << "m1 has to be equal to m4 after stretching and shrinking" << endl;
m1.ResizeTo(m4.GetNrows(),m4.GetNcols());
ok &= VerifyMatrixIdentity(m1,m4,gVerbose,EPSILON);
if (gVerbose)
cout << "m5 has to be equal to m1 after shrinking" << endl;
m5.ResizeTo(m1.GetNrows(),m1.GetNcols());
ok &= VerifyMatrixIdentity(m1,m5,gVerbose,EPSILON);
if (gVerbose)
cout << "stretching and shrinking for small matrices (stack)" << endl;
if (gVerbose)
cout << "m8 has to be equal to m7 after stretching and shrinking" << endl;
TMatrixD m6(4,4);
for (i = m6.GetRowLwb(); i <= m6.GetRowUpb(); i++)
for (j = m6.GetColLwb(); j <= m6.GetColUpb(); j++)
m6(i,j) = TMath::Pi()*i+TMath::E()*j;
TMatrixD m8(3,3);
for (i = m8.GetRowLwb(); i <= m8.GetRowUpb(); i++)
for (j = m8.GetColLwb(); j <= m8.GetColUpb(); j++)
m8(i,j) = TMath::Pi()*i+TMath::E()*j;
TMatrixD m7(m8);
m8.ResizeTo(4,4);
m8.ResizeTo(3,3);
ok &= VerifyMatrixIdentity(m7,m8,gVerbose,EPSILON);
if (gVerbose)
cout << "m6 has to be equal to m8 after shrinking" << endl;
m6.ResizeTo(3,3);
ok &= VerifyMatrixIdentity(m6,m8,gVerbose,EPSILON);
if (gVerbose)
cout << "\nDone\n" << endl;
StatusPrint(1,"Allocation, Resizing",ok);
}
class FillMatrix : public TElementPosActionD {
Int_t no_elems,no_cols;
void Operation(Double_t &element) const
{ element = 4*TMath::Pi()/no_elems * (fI*no_cols+fJ); }
public:
FillMatrix() {}
FillMatrix(const TMatrixD &m) :
no_elems(m.GetNoElements()),no_cols(m.GetNcols()) { }
};
//
//------------------------------------------------------------------------
// Test Filling of matrix
//
void stress_matrix_fill(Int_t rsize,Int_t csize)
{
if (gVerbose)
cout << "\n\n---> Test different matrix filling methods\n" << endl;
Bool_t ok = kTRUE;
if (gVerbose)
cout << "Creating m with Apply function..." << endl;
TMatrixD m(-1,rsize-2,1,csize);
#ifndef __CINT__
FillMatrix f(m);
m.Apply(f);
#else
for (Int_t i = m.GetRowLwb(); i <= m.GetRowUpb(); i++)
for (Int_t j = m.GetColLwb(); j <= m.GetColUpb(); j++)
m(i,j) = 4*TMath::Pi()/m.GetNoElements() * (i*m.GetNcols()+j);
#endif
{
if (gVerbose)
cout << "Check identity between m and matrix filled through (i,j)" << endl;
TMatrixD m_overload1(-1,rsize-2,1,csize);
TMatrixD m_overload2(-1,rsize-2,1,csize);
for (Int_t i = m.GetRowLwb(); i <= m.GetRowUpb(); i++)
{
for (Int_t j = m.GetColLwb(); j <= m.GetColUpb(); j++)
{
const Double_t val = 4*TMath::Pi()/rsize/csize*(i*csize+j);
m_overload1(i,j) = val;
m_overload2[i][j] = val;
}
}
ok &= VerifyMatrixIdentity(m,m_overload1,gVerbose,EPSILON);
if (gVerbose)
cout << "Check identity between m and matrix filled through [i][j]" << endl;
ok &= VerifyMatrixIdentity(m,m_overload2,gVerbose,EPSILON);
if (gVerbose)
cout << "Check identity between matrix filled through [i][j] and (i,j)" << endl;
ok &= VerifyMatrixIdentity(m_overload1,m_overload2,gVerbose,EPSILON);
}
{
TArrayD a_fortran(rsize*csize);
TArrayD a_c (rsize*csize);
for (Int_t i = 0; i < rsize; i++)
{
for (Int_t j = 0; j < csize; j++)
{
a_c[i*csize+j] = 4*TMath::Pi()/rsize/csize*((i-1)*csize+j+1);
a_fortran[i+rsize*j] = a_c[i*csize+j];
}
}
if (gVerbose)
cout << "Creating m_fortran by filling with fortran stored matrix" << endl;
TMatrixD m_fortran(-1,rsize-2,1,csize,a_fortran.GetArray(),"F");
if (gVerbose)
cout << "Check identity between m and m_fortran" << endl;
ok &= VerifyMatrixIdentity(m,m_fortran,gVerbose,EPSILON);
if (gVerbose)
cout << "Creating m_c by filling with c stored matrix" << endl;
TMatrixD m_c(-1,rsize-2,1,csize,a_c.GetArray());
if (gVerbose)
cout << "Check identity between m and m_c" << endl;
ok &= VerifyMatrixIdentity(m,m_c,gVerbose,EPSILON);
}
{
if (gVerbose)
cout << "Check insertion/extraction of sub-matrices" << endl;
{
TMatrixD m_sub1 = m;
m_sub1.ResizeTo(0,rsize-2,2,csize);
TMatrixD m_sub2 = m.GetSub(0,rsize-2,2,csize,"");
ok &= VerifyMatrixIdentity(m_sub1,m_sub2,gVerbose,EPSILON);
}
{
TMatrixD m2(-1,rsize-2,1,csize);
TMatrixD m_part1 = m.GetSub(0,rsize-2,2,csize,"");
TMatrixD m_part2 = m.GetSub(0,rsize-2,1,1,"");
TMatrixD m_part3 = m.GetSub(-1,-1,2,csize,"");
TMatrixD m_part4 = m.GetSub(-1,-1,1,1,"");
m2.SetSub(0,2,m_part1);
m2.SetSub(0,1,m_part2);
m2.SetSub(-1,2,m_part3);
m2.SetSub(-1,1,m_part4);
ok &= VerifyMatrixIdentity(m,m2,gVerbose,EPSILON);
}
{
TMatrixD m2(-1,rsize-2,1,csize);
TMatrixD m_part1 = m.GetSub(0,rsize-2,2,csize,"S");
TMatrixD m_part2 = m.GetSub(0,rsize-2,1,1,"S");
TMatrixD m_part3 = m.GetSub(-1,-1,2,csize,"S");
TMatrixD m_part4 = m.GetSub(-1,-1,1,1,"S");
m2.SetSub(0,2,m_part1);
m2.SetSub(0,1,m_part2);
m2.SetSub(-1,2,m_part3);
m2.SetSub(-1,1,m_part4);
ok &= VerifyMatrixIdentity(m,m2,gVerbose,EPSILON);
}
}
{
if (gVerbose)
cout << "Check array Use" << endl;
{
TMatrixD *m1 = new TMatrixD(m);
TMatrixD *m2 = new TMatrixD();
m2->Use(m1->GetRowLwb(),m1->GetRowUpb(),m1->GetColLwb(),m1->GetColUpb(),m1->GetMatrixArray());
ok &= VerifyMatrixIdentity(m,*m2,gVerbose,EPSILON);
m2->Sqr();
TMatrixD m3 = m; m3.Sqr();
ok &= VerifyMatrixIdentity(m3,*m1,gVerbose,EPSILON);
delete m1;
delete m2;
}
}
if (gVerbose)
cout << "\nDone\n" << endl;
StatusPrint(2,"Filling, Inserting, Using",ok);
}
//
//------------------------------------------------------------------------
// Test uniform element operations
//
typedef double (*dfunc)(double);
class ApplyFunction : public TElementActionD {
dfunc fFunc;
void Operation(Double_t &element) const { element = fFunc(double(element)); }
public:
ApplyFunction(dfunc func) : fFunc(func) { }
};
void stress_element_op(Int_t rsize,Int_t csize)
{
Bool_t ok = kTRUE;
const Double_t pattern = 8.625;
TMatrixD m(-1,rsize-2,1,csize);
if (gVerbose)
cout << "\nWriting zeros to m..." << endl;
{
for (Int_t i = m.GetRowLwb(); i <= m.GetRowUpb(); i++)
for(Int_t j = m.GetColLwb(); j <= m.GetColUpb(); j++)
m(i,j) = 0;
ok &= VerifyMatrixValue(m,0.,gVerbose,EPSILON);
}
if (gVerbose)
cout << "Creating zero m1 ..." << endl;
TMatrixD m1(TMatrixD::kZero, m);
ok &= VerifyMatrixValue(m1,0.,gVerbose,EPSILON);
if (gVerbose)
cout << "Comparing m1 with 0 ..." << endl;
R__ASSERT(m1 == 0);
R__ASSERT(!(m1 != 0));
if (gVerbose)
cout << "Writing a pattern " << pattern << " by assigning to m(i,j)..." << endl;
{
for (Int_t i = m.GetRowLwb(); i <= m.GetRowUpb(); i++)
for (Int_t j = m.GetColLwb(); j <= m.GetColUpb(); j++)
m(i,j) = pattern;
ok &= VerifyMatrixValue(m,pattern,gVerbose,EPSILON);
}
if (gVerbose)
cout << "Writing the pattern by assigning to m1 as a whole ..." << endl;
m1 = pattern;
ok &= VerifyMatrixValue(m1,pattern,gVerbose,EPSILON);
if (gVerbose)
cout << "Comparing m and m1 ..." << endl;
R__ASSERT(m == m1);
if (gVerbose)
cout << "Comparing (m=0) and m1 ..." << endl;
R__ASSERT(!(m.Zero() == m1));
if (gVerbose)
cout << "Clearing m1 ..." << endl;
m1.Zero();
ok &= VerifyMatrixValue(m1,0.,gVerbose,EPSILON);
if (gVerbose)
cout << "\nClear m and add the pattern" << endl;
m.Zero();
m += pattern;
ok &= VerifyMatrixValue(m,pattern,gVerbose,EPSILON);
if (gVerbose)
cout << " add the doubled pattern with the negative sign" << endl;
m += -2*pattern;
ok &= VerifyMatrixValue(m,-pattern,gVerbose,EPSILON);
if (gVerbose)
cout << " subtract the trippled pattern with the negative sign" << endl;
m -= -3*pattern;
ok &= VerifyMatrixValue(m,2*pattern,gVerbose,EPSILON);
if (gVerbose)
cout << "\nVerify comparison operations when all elems are the same" << endl;
m = pattern;
R__ASSERT( m == pattern && !(m != pattern) );
R__ASSERT( m > 0 && m >= pattern && m <= pattern );
R__ASSERT( m > -pattern && m >= -pattern );
R__ASSERT( m <= pattern && !(m < pattern) );
m -= 2*pattern;
R__ASSERT( m < -pattern/2 && m <= -pattern/2 );
R__ASSERT( m >= -pattern && !(m > -pattern) );
if (gVerbose)
cout << "\nVerify comparison operations when not all elems are the same" << endl;
m = pattern; m(m.GetRowUpb(),m.GetColUpb()) = pattern-1;
R__ASSERT( !(m == pattern) && !(m != pattern) );
R__ASSERT( m != 0 ); // none of elements are 0
R__ASSERT( !(m >= pattern) && m <= pattern && !(m<pattern) );
R__ASSERT( !(m <= pattern-1) && m >= pattern-1 && !(m>pattern-1) );
if (gVerbose)
cout << "\nAssign 2*pattern to m by repeating additions" << endl;
m = 0; m += pattern; m += pattern;
if (gVerbose)
cout << "Assign 2*pattern to m1 by multiplying by two " << endl;
m1 = pattern; m1 *= 2;
ok &= VerifyMatrixValue(m1,2*pattern,gVerbose,EPSILON);
R__ASSERT( m == m1 );
if (gVerbose)
cout << "Multiply m1 by one half returning it to the 1*pattern" << endl;
m1 *= 1/2.;
ok &= VerifyMatrixValue(m1,pattern,gVerbose,EPSILON);
if (gVerbose)
cout << "\nAssign -pattern to m and m1" << endl;
m.Zero(); m -= pattern; m1 = -pattern;
ok &= VerifyMatrixValue(m,-pattern,gVerbose,EPSILON);
R__ASSERT( m == m1 );
if (gVerbose)
cout << "m = sqrt(sqr(m)); m1 = abs(m1); Now m and m1 have to be the same" << endl;
m.Sqr();
ok &= VerifyMatrixValue(m,pattern*pattern,gVerbose,EPSILON);
m.Sqrt();
ok &= VerifyMatrixValue(m,pattern,gVerbose,EPSILON);
m1.Abs();
ok &= VerifyMatrixValue(m1,pattern,gVerbose,EPSILON);
ok &= VerifyMatrixIdentity(m,m1,gVerbose,EPSILON);
if (gVerbose)
cout << "\nCheck out to see that sin^2(x) + cos^2(x) = 1" << endl;
{
#ifndef __CINT__
FillMatrix f(m);
m.Apply(f);
#else
for (Int_t i = m.GetRowLwb(); i <= m.GetRowUpb(); i++)
for (Int_t j = m.GetColLwb(); j <= m.GetColUpb(); j++)
m(i,j) = 4*TMath::Pi()/m.GetNoElements() * (i*m.GetNcols()+j);
#endif
}
m1 = m;
{
#ifndef __CINT__
ApplyFunction s(&TMath::Sin);
ApplyFunction c(&TMath::Cos);
m.Apply(s);
m1.Apply(c);
#else
for (Int_t i = m.GetRowLwb(); i <= m.GetRowUpb(); i++) {
for (Int_t j = m.GetColLwb(); j <= m.GetColUpb(); j++) {
m(i,j) = TMath::Sin(m(i,j));
m1(i,j) = TMath::Cos(m1(i,j));
}
}
#endif
}
m.Sqr();
m1.Sqr();
m += m1;
ok &= VerifyMatrixValue(m,1.,gVerbose,EPSILON);
if (gVerbose)
cout << "\nDone\n" << endl;
StatusPrint(3,"Uniform matrix operations",ok);
}
//
//------------------------------------------------------------------------
// Test binary matrix element-by-element operations
//
void stress_binary_ebe_op(Int_t rsize, Int_t csize)
{
if (gVerbose)
cout << "\n---> Test Binary Matrix element-by-element operations" << endl;
Bool_t ok = kTRUE;
const double pattern = 4.25;
TMatrixD m(2,rsize+1,0,csize-1);
TMatrixD m1(TMatrixD::kZero,m);
TMatrixD mp(TMatrixD::kZero,m);
{
for (Int_t i = mp.GetRowLwb(); i <= mp.GetRowUpb(); i++)
for (Int_t j = mp.GetColLwb(); j <= mp.GetColUpb(); j++)
mp(i,j) = (i-m.GetNrows()/2.)*j*pattern;
}
if (gVerbose)
cout << "\nVerify assignment of a matrix to the matrix" << endl;
m = pattern;
m1.Zero();
m1 = m;
ok &= VerifyMatrixValue(m1,pattern,gVerbose,EPSILON);
R__ASSERT( m1 == m );
if (gVerbose)
cout << "\nAdding the matrix to itself, uniform pattern " << pattern << endl;
m.Zero(); m = pattern;
m1 = m; m1 += m1;
ok &= VerifyMatrixValue(m1,2*pattern,gVerbose,EPSILON);
if (gVerbose)
cout << " subtracting two matrices ..." << endl;
m1 -= m;
ok &= VerifyMatrixValue(m1,pattern,gVerbose,EPSILON);
if (gVerbose)
cout << " subtracting the matrix from itself" << endl;
m1 -= m1;
ok &= VerifyMatrixValue(m1,0.,gVerbose,EPSILON);
if (gVerbose)
cout << " adding two matrices together" << endl;
m1 += m;
ok &= VerifyMatrixValue(m1,pattern,gVerbose,EPSILON);
if (gVerbose) {
cout << "\nArithmetic operations on matrices with not the same elements" << endl;
cout << " adding mp to the zero matrix..." << endl;
}
m.Zero(); m += mp;
ok &= VerifyMatrixIdentity(m,mp,gVerbose,EPSILON);
m1 = m;
if (gVerbose)
cout << " making m = 3*mp and m1 = 3*mp, via add() and succesive mult" << endl;
Add(m,2.,mp);
m1 += m1; m1 += mp;
ok &= VerifyMatrixIdentity(m,m1,gVerbose,EPSILON);
if (gVerbose)
cout << " clear both m and m1, by subtracting from itself and via add()" << endl;
m1 -= m1;
Add(m,-3.,mp);
ok &= VerifyMatrixIdentity(m,m1,gVerbose,EPSILON);
if (gVerbose) {
cout << "\nTesting element-by-element multiplications and divisions" << endl;
cout << " squaring each element with sqr() and via multiplication" << endl;
}
m = mp; m1 = mp;
m.Sqr();
ElementMult(m1,m1);
ok &= VerifyMatrixIdentity(m,m1,gVerbose,EPSILON);
if (gVerbose)
cout << " compare (m = pattern^2)/pattern with pattern" << endl;
m = pattern; m1 = pattern;
m.Sqr();
ElementDiv(m,m1);
ok &= VerifyMatrixValue(m,pattern,gVerbose,EPSILON);
if (gVerbose)
Compare(m1,m);
if (gVerbose)
cout << "\nDone\n" << endl;
StatusPrint(4,"Binary Matrix element-by-element operations",ok);
}
//
//------------------------------------------------------------------------
// Verify matrix transposition
//
void stress_transposition(Int_t msize)
{
if (gVerbose) {
cout << "\n---> Verify matrix transpose "
"for matrices of a characteristic size " << msize << endl;
}
Bool_t ok = kTRUE;
{
if (gVerbose)
cout << "\nCheck to see that a square UnitMatrix stays the same";
TMatrixD m(msize,msize);
m.UnitMatrix();
TMatrixD mt(TMatrixD::kTransposed,m);
ok &= ( m == mt ) ? kTRUE : kFALSE;
}
{
if (gVerbose)
cout << "\nTest a non-square UnitMatrix";
TMatrixD m(msize,msize+1);
m.UnitMatrix();
TMatrixD mt(TMatrixD::kTransposed,m);
R__ASSERT(m.GetNrows() == mt.GetNcols() && m.GetNcols() == mt.GetNrows() );
for (Int_t i = m.GetRowLwb(); i <= TMath::Min(m.GetRowUpb(),m.GetColUpb()); i++)
for (Int_t j = m.GetColLwb(); j <= TMath::Min(m.GetRowUpb(),m.GetColUpb()); j++)
ok &= ( m(i,j) == mt(i,j) ) ? kTRUE : kFALSE;
}
{
if (gVerbose)
cout << "\nCheck to see that a symmetric (Hilbert)Matrix stays the same";
TMatrixD m = THilbertMatrixD(msize,msize);
TMatrixD mt(TMatrixD::kTransposed,m);
ok &= ( m == mt ) ? kTRUE : kFALSE;
}
{
if (gVerbose)
cout << "\nCheck transposing a non-symmetric matrix";
TMatrixD m = THilbertMatrixD(msize+1,msize);
m(1,2) = TMath::Pi();
TMatrixD mt(TMatrixD::kTransposed,m);
R__ASSERT(m.GetNrows() == mt.GetNcols() && m.GetNcols() == mt.GetNrows());
R__ASSERT(mt(2,1) == (Double_t)TMath::Pi() && mt(1,2) != (Double_t)TMath::Pi());
R__ASSERT(mt[2][1] == (Double_t)TMath::Pi() && mt[1][2] != (Double_t)TMath::Pi());
if (gVerbose)
cout << "\nCheck double transposing a non-symmetric matrix" << endl;
TMatrixD mtt(TMatrixD::kTransposed,mt);
ok &= ( m == mtt ) ? kTRUE : kFALSE;
}
if (gVerbose)
cout << "\nDone\n" << endl;
StatusPrint(5,"Matrix transposition",ok);
}
//
//------------------------------------------------------------------------
// Test special matrix creation
//
class MakeHilbert : public TElementPosActionD {
void Operation(Double_t &element) const { element = 1./(fI+fJ+1); }
public:
MakeHilbert() { }
};
#ifndef __CINT__
class TestUnit : public TElementPosActionD {
mutable Int_t fIsUnit;
void Operation(Double_t &element) const
{ if (fIsUnit)
fIsUnit = ((fI==fJ) ? (element == 1.0) : (element == 0)); }
public:
TestUnit() : fIsUnit(0==0) { }
Int_t is_indeed_unit() const { return fIsUnit; }
};
#else
Bool_t is_indeed_unit(TMatrixD &m) {
Bool_t isUnit = kTRUE;
for (Int_t i = m.GetRowLwb(); i <= m.GetRowUpb(); i++)
for (Int_t j = m.GetColLwb(); j <= m.GetColUpb(); j++) {
if (isUnit)
isUnit = ((i==j) ? (m(i,j) == 1.0) : (m(i,j) == 0));
}
return isUnit;
}
#endif
void stress_special_creation(Int_t dim)
{
if (gVerbose)
cout << "\n---> Check creating some special matrices of dimension " << dim << endl;
Int_t j;
Bool_t ok = kTRUE;
{
if (gVerbose)
cout << "\ntest creating Hilbert matrices" << endl;
TMatrixD m = THilbertMatrixD(dim+1,dim);
TMatrixD m1(TMatrixD::kZero,m);
ok &= ( !(m == m1) ) ? kTRUE : kFALSE;
ok &= ( m != 0 ) ? kTRUE : kFALSE;
#ifndef __CINT__
MakeHilbert mh;
m1.Apply(mh);
#else
for (Int_t i = m1.GetRowLwb(); i <= m1.GetRowUpb(); i++)
for (j = m1.GetColLwb(); j <= m1.GetColUpb(); j++)
m1(i,j) = 1./(i+j+1);
#endif
ok &= ( m1 != 0 ) ? kTRUE : kFALSE;
ok &= ( m == m1 ) ? kTRUE : kFALSE;
}
{
if (gVerbose)
cout << "test creating zero matrix and copy constructor" << endl;
TMatrixD m = THilbertMatrixD(dim,dim+1);
ok &= ( m != 0 ) ? kTRUE : kFALSE;
TMatrixD m1(m); // Applying the copy constructor
ok &= ( m1 == m ) ? kTRUE : kFALSE;
TMatrixD m2(TMatrixD::kZero,m);
ok &= ( m2 == 0 ) ? kTRUE : kFALSE;
ok &= ( m != 0 ) ? kTRUE : kFALSE;
}
{
if (gVerbose)
cout << "test creating unit matrices" << endl;
TMatrixD m(dim,dim);
#ifndef __CINT__
{
TestUnit test_unit;
m.Apply(test_unit);
ok &= ( !test_unit.is_indeed_unit() ) ? kTRUE : kFALSE;
}
#else
ok &= ( !is_indeed_unit(m) ) ? kTRUE : kFALSE;
#endif
m.UnitMatrix();
#ifndef __CINT__
{
TestUnit test_unit;
m.Apply(test_unit);
ok &= ( test_unit.is_indeed_unit() ) ? kTRUE : kFALSE;
}
#else
ok &= ( is_indeed_unit(m) ) ? kTRUE : kFALSE;
#endif
m.ResizeTo(dim-1,dim);
TMatrixD m2(TMatrixD::kUnit,m);
#ifndef __CINT__
{
TestUnit test_unit;
m2.Apply(test_unit);
ok &= ( test_unit.is_indeed_unit() ) ? kTRUE : kFALSE;
}
#else
ok &= ( is_indeed_unit(m2) ) ? kTRUE : kFALSE;
#endif
m.ResizeTo(dim,dim-2);
m.UnitMatrix();
#ifndef __CINT__
{
TestUnit test_unit;
m.Apply(test_unit);
ok &= ( test_unit.is_indeed_unit() ) ? kTRUE : kFALSE;
}
#else
ok &= ( is_indeed_unit(m) ) ? kTRUE : kFALSE;
#endif
}
{
if (gVerbose)
cout << "check to see that Haar matrix has *exactly* orthogonal columns" << endl;
const Int_t order = 5;
const TMatrixD haar = THaarMatrixD(order);
ok &= ( haar.GetNrows() == (1<<order) &&
haar.GetNrows() == haar.GetNcols() ) ? kTRUE : kFALSE;
TVectorD colj(1<<order);
TVectorD coll(1<<order);
for (j = haar.GetColLwb(); j <= haar.GetColUpb(); j++) {
colj = TMatrixDColumn_const(haar,j);
ok &= (TMath::Abs(colj*colj-1.0) <= 1.0e-15 ) ? kTRUE : kFALSE;
for (Int_t l = j+1; l <= haar.GetColUpb(); l++) {
coll = TMatrixDColumn_const(haar,l);
const Double_t val = colj*coll;
ok &= ( TMath::Abs(val) <= 1.0e-15 ) ? kTRUE : kFALSE;
}
}
if (gVerbose)
cout << "make Haar (sub)matrix and test it *is* a submatrix" << endl;
const Int_t no_sub_cols = (1<<order) - 3;
const TMatrixD haar_sub = THaarMatrixD(order,no_sub_cols);
ok &= ( haar_sub.GetNrows() == (1<<order) &&
haar_sub.GetNcols() == no_sub_cols ) ? kTRUE : kFALSE;
for (j = haar_sub.GetColLwb(); j <= haar_sub.GetColUpb(); j++) {
colj = TMatrixDColumn_const(haar,j);
coll = TMatrixDColumn_const(haar_sub,j);
ok &= VerifyVectorIdentity(colj,coll,gVerbose);
}
}
if (gVerbose)
cout << "\nDone\n" << endl;
StatusPrint(6,"Haar/Hilbert Matrix",ok);
}
//
//------------------------------------------------------------------------
// Test matrix promises
//
class hilbert_matrix_promise : public TMatrixDLazy {
void FillIn(TMatrixD &m) const { m = THilbertMatrixD(m.GetRowLwb(),m.GetRowUpb(),
m.GetColLwb(),m.GetColUpb()); }
public:
hilbert_matrix_promise(Int_t nrows,Int_t ncols)
: TMatrixDLazy(nrows,ncols) {}
hilbert_matrix_promise(Int_t row_lwb,Int_t row_upb,
Int_t col_lwb,Int_t col_upb)
: TMatrixDLazy(row_lwb,row_upb,col_lwb,col_upb) { }
};
void stress_matrix_promises(Int_t dim)
{
if (gVerbose)
cout << "\n---> Check making/forcing promises, (lazy)matrices of dimension " << dim << endl;
Bool_t ok = kTRUE;
{
if (gVerbose)
cout << "\nmake a promise and force it by a constructor" << endl;
TMatrixD m = hilbert_matrix_promise(dim,dim+1);
TMatrixD m1 = THilbertMatrixD(dim,dim+1);
ok &= VerifyMatrixIdentity(m,m1,gVerbose,EPSILON);
}
{
if (gVerbose)
cout << "make a promise and force it by an assignment" << endl;
TMatrixD m(-1,dim,0,dim);
m = hilbert_matrix_promise(-1,dim,0,dim);
TMatrixD m1 = THilbertMatrixD(-1,dim,0,dim);
ok &= VerifyMatrixIdentity(m,m1,gVerbose,EPSILON);
}
if (gVerbose)
cout << "\nDone\n" << endl;
StatusPrint(7,"Matrix promises",ok);
}
//
//------------------------------------------------------------------------
// Verify the norm calculation
//
void stress_norms(Int_t rsize,Int_t csize)
{
if (gVerbose)
cout << "\n---> Verify norm calculations" << endl;
Bool_t ok = kTRUE;
const double pattern = 10.25;
if (rsize % 2 == 1 || csize %2 == 1)
Fatal("stress_norms","Sorry, size of the matrix to test must be even for this test\n");
TMatrixD m(rsize,csize);
if (gVerbose)
cout << "\nAssign " << pattern << " to all the elements and check norms" << endl;
m = pattern;
if (gVerbose)
cout << " 1. (col) norm should be pattern*nrows" << endl;
ok &= ( m.Norm1() == pattern*m.GetNrows() ) ? kTRUE : kFALSE;
ok &= ( m.Norm1() == m.ColNorm() ) ? kTRUE : kFALSE;
if (gVerbose)
cout << " Inf (row) norm should be pattern*ncols" << endl;
ok &= ( m.NormInf() == pattern*m.GetNcols() ) ? kTRUE : kFALSE;
ok &= ( m.NormInf() == m.RowNorm() ) ? kTRUE : kFALSE;
if (gVerbose)
cout << " Square of the Eucl norm has got to be pattern^2 * no_elems" << endl;
ok &= ( m.E2Norm() == (pattern*pattern)*m.GetNoElements() ) ? kTRUE : kFALSE;
TMatrixD m1(TMatrixD::kZero,m);
ok &= ( m.E2Norm() == E2Norm(m,m1) ) ? kTRUE : kFALSE;
if (gVerbose)
cout << "\nDone\n" << endl;
StatusPrint(8,"Matrix Norms",ok);
}
//
//------------------------------------------------------------------------
// Verify the determinant evaluation
//
void stress_determinant(Int_t msize)
{
if (gVerbose)
cout << "\n---> Verify determinant evaluation for a square matrix of size " << msize << endl;
Bool_t ok = kTRUE;
TMatrixD m(msize,msize);
const double pattern = 2.5;
if (gVerbose)
cout << "\nCheck to see that the determinant of the unit matrix is one";
m.UnitMatrix();
if (gVerbose)
cout << "\n determinant is " << m.Determinant();
ok &= ( m.Determinant() == 1 ) ? kTRUE : kFALSE;
if (gVerbose)
cout << "\nCheck the determinant for the matrix with " << pattern << " at the diagonal";
{
for (Int_t i = m.GetRowLwb(); i <= m.GetRowUpb(); i++)
for (Int_t j = m.GetColLwb(); j <= m.GetColUpb(); j++)
m(i,j) = ( i==j ? pattern : 0 );
}
if (gVerbose)
cout << "\n determinant is " << m.Determinant() << " should be " << TMath::Power(pattern,(double)m.GetNrows()) <<endl;
ok &= ( TMath::Abs(m.Determinant()-TMath::Power(pattern,(double)m.GetNrows())) < DBL_EPSILON ) ? kTRUE : kFALSE;
if (gVerbose)
cout << "\nCheck the determinant of the transposed matrix";
m.UnitMatrix();
m(1,2) = pattern;
TMatrixD m_tran(TMatrixD::kTransposed,m);
ok &= ( !(m == m_tran) ) ? kTRUE : kFALSE;
ok &= ( m.Determinant() == m_tran.Determinant() ) ? kTRUE : kFALSE;
{
if (gVerbose)
cout << "\nswap two rows/cols of a matrix through method 1 and watch det's sign";
m.UnitMatrix();
TMatrixDRow(m,3) = pattern;
const double det1 = m.Determinant();
TMatrixDRow row1(m,1);
TVectorD vrow1(m.GetRowLwb(),m.GetRowUpb()); vrow1 = row1;
TVectorD vrow3(m.GetRowLwb(),m.GetRowUpb()); vrow3 = TMatrixDRow(m,3);
row1 = vrow3; TMatrixDRow(m,3) = vrow1;
ok &= ( m.Determinant() == -det1 ) ? kTRUE : kFALSE;
TMatrixDColumn col2(m,2);
TVectorD vcol2(m.GetRowLwb(),m.GetRowUpb()); vcol2 = col2;
TVectorD vcol4(m.GetRowLwb(),m.GetRowUpb()); vcol4 = TMatrixDColumn(m,4);
col2 = vcol4; TMatrixDColumn(m,4) = vcol2;
ok &= ( m.Determinant() == det1 ) ? kTRUE : kFALSE;
}
{
if (gVerbose)
cout << "\nswap two rows/cols of a matrix through method 2 and watch det's sign";
m.UnitMatrix();
TMatrixDRow(m,3) = pattern;
const double det1 = m.Determinant();
TMatrixD m_save( m);
TMatrixDRow(m,1) = TMatrixDRow(m_save,3);
TMatrixDRow(m,3) = TMatrixDRow(m_save,1);
ok &= ( m.Determinant() == -det1 ) ? kTRUE : kFALSE;
m_save = m;
TMatrixDColumn(m,2) = TMatrixDColumn(m_save,4);
TMatrixDColumn(m,4) = TMatrixDColumn(m_save,2);
ok &= ( m.Determinant() == det1 ) ? kTRUE : kFALSE;
}
if (gVerbose)
cout << "\nCheck the determinant for the matrix with " << pattern << " at the anti-diagonal";
{
for (Int_t i = m.GetRowLwb(); i <= m.GetRowUpb(); i++)
for (Int_t j = m.GetColLwb(); j <= m.GetColUpb(); j++)
m(i,j) = ( i==(m.GetColUpb()+m.GetColLwb()-j) ? pattern : 0 );
ok &= ( m.Determinant() == TMath::Power(pattern,(double)m.GetNrows()) *
( m.GetNrows()*(m.GetNrows()-1)/2 & 1 ? -1 : 1 ) ) ? kTRUE : kFALSE;
}
if (0)
{
if (gVerbose)
cout << "\nCheck the determinant for the singular matrix"
"\n defined as above with zero first row";
m.Zero();
{
for (Int_t i = m.GetRowLwb()+1; i <= m.GetRowUpb(); i++)
for (Int_t j = m.GetColLwb(); j <= m.GetColUpb(); j++)
m(i,j) = ( i==(m.GetColUpb()+m.GetColLwb()-j) ? pattern : 0 );
}
if (gVerbose)
cout << "\n determinant is " << m.Determinant();
ok &= ( m.Determinant() == 0 ) ? kTRUE : kFALSE;
}
if (gVerbose)
cout << "\nCheck out the determinant of the Hilbert matrix";
TMatrixD H = THilbertMatrixD(3,3);
if (gVerbose) {
cout << "\n 3x3 Hilbert matrix: exact determinant 1/2160 ";
cout << "\n computed 1/"<< 1/H.Determinant();
}
H.ResizeTo(4,4);
H = THilbertMatrixD(4,4);
if (gVerbose) {
cout << "\n 4x4 Hilbert matrix: exact determinant 1/6048000 ";
cout << "\n computed 1/"<< 1/H.Determinant();
}
H.ResizeTo(5,5);
H = THilbertMatrixD(5,5);
if (gVerbose) {
cout << "\n 5x5 Hilbert matrix: exact determinant 3.749295e-12";
cout << "\n computed "<< H.Determinant();
}
if (gVerbose) {
TDecompQRH qrh(H);
Double_t d1,d2;
qrh.Det(d1,d2);
cout << "\n qrh det = " << d1*TMath::Power(2.0,d2) <<endl;
}
if (gVerbose) {
TDecompSVD svd(H);
Double_t d1,d2;
svd.Det(d1,d2);
cout << "\n svd det = " << d1*TMath::Power(2.0,d2) <<endl;
}
H.ResizeTo(7,7);
H = THilbertMatrixD(7,7);
if (gVerbose) {
cout << "\n 7x7 Hilbert matrix: exact determinant 4.8358e-25";
cout << "\n computed "<< H.Determinant();
}
H.ResizeTo(9,9);
H = THilbertMatrixD(9,9);
if (gVerbose) {
cout << "\n 9x9 Hilbert matrix: exact determinant 9.72023e-43";
cout << "\n computed "<< H.Determinant();
}
H.ResizeTo(10,10);
H = THilbertMatrixD(10,10);
if (gVerbose) {
cout << "\n 10x10 Hilbert matrix: exact determinant 2.16418e-53";
cout << "\n computed "<< H.Determinant();
}
if (gVerbose)
cout << "\nDone\n" << endl;
StatusPrint(9,"Matrix Determinant",ok);
}
//
//------------------------------------------------------------------------
// Verify matrix multiplications
//
void stress_mm_multiplications(Int_t msize)
{
if (gVerbose)
cout << "\n---> Verify matrix multiplications "
"for matrices of the characteristic size " << msize << endl;
const Double_t epsilon = EPSILON*msize/100;
Int_t i,j;
Bool_t ok = kTRUE;
{
if (gVerbose)
cout << "\nTest inline multiplications of the UnitMatrix" << endl;
TMatrixD m = THilbertMatrixD(-1,msize,-1,msize);
TMatrixD u(TMatrixD::kUnit,m);
m(3,1) = TMath::Pi();
u *= m;
ok &= VerifyMatrixIdentity(u,m,gVerbose,epsilon);
}
{
if (gVerbose)
cout << "Test inline multiplications by a DiagMat" << endl;
TMatrixD m = THilbertMatrixD(msize+3,msize);
m(1,3) = TMath::Pi();
TVectorD v(msize);
for (i = v.GetLwb(); i <= v.GetUpb(); i++)
v(i) = 1+i;
TMatrixD diag(msize,msize);
TMatrixDDiag d = TMatrixDDiag(diag);
d = v;
TMatrixD eth = m;
for (i = eth.GetRowLwb(); i <= eth.GetRowUpb(); i++)
for (j = eth.GetColLwb(); j <= eth.GetColUpb(); j++)
eth(i,j) *= v(j);
m *= diag;
ok &= VerifyMatrixIdentity(m,eth,gVerbose,epsilon);
}
{
if (gVerbose)
cout << "Test XPP = X where P is a permutation matrix" << endl;
TMatrixD m = THilbertMatrixD(msize-1,msize);
m(2,3) = TMath::Pi();
TMatrixD eth = m;
TMatrixD p(msize,msize);
for (i = p.GetRowLwb(); i <= p.GetRowUpb(); i++)
p(p.GetRowUpb()+p.GetRowLwb()-i,i) = 1;
m *= p;
m *= p;
ok &= VerifyMatrixIdentity(m,eth,gVerbose,epsilon);
}
{
if (gVerbose)
cout << "Test general matrix multiplication through inline mult" << endl;
TMatrixD m = THilbertMatrixD(msize-2,msize);
m(3,3) = TMath::Pi();
TMatrixD mt(TMatrixD::kTransposed,m);
TMatrixD p = THilbertMatrixD(msize,msize);
TMatrixDDiag(p) += 1;
TMatrixD mp(m,TMatrixD::kMult,p);
TMatrixD m1 = m;
m *= p;
ok &= VerifyMatrixIdentity(m,mp,gVerbose,epsilon);
TMatrixD mp1(mt,TMatrixD::kTransposeMult,p);
VerifyMatrixIdentity(m,mp1,gVerbose,epsilon);
ok &= ( !(m1 == m) );
TMatrixD mp2(TMatrixD::kZero,m1);
ok &= ( mp2 == 0 );
mp2.Mult(m1,p);
ok &= VerifyMatrixIdentity(m,mp2,gVerbose,epsilon);
if (gVerbose)
cout << "Test XP=X*P vs XP=X;XP*=P" << endl;
TMatrixD mp3 = m1*p;
ok &= VerifyMatrixIdentity(m,mp3,gVerbose,epsilon);
}
{
if (gVerbose)
cout << "Check to see UU' = U'U = E when U is the Haar matrix" << endl;
const Int_t order = 5;
const Int_t no_sub_cols = (1<<order)-5;
TMatrixD haar_sub = THaarMatrixD(5,no_sub_cols);
TMatrixD haar_sub_t(TMatrixD::kTransposed,haar_sub);
TMatrixD hsths(haar_sub_t,TMatrixD::kMult,haar_sub);
TMatrixD hsths1(TMatrixD::kZero,hsths); hsths1.Mult(haar_sub_t,haar_sub);
TMatrixD hsths_eth(TMatrixD::kUnit,hsths);
ok &= ( hsths.GetNrows() == no_sub_cols && hsths.GetNcols() == no_sub_cols );
ok &= VerifyMatrixIdentity(hsths,hsths_eth,gVerbose,EPSILON);
ok &= VerifyMatrixIdentity(hsths1,hsths_eth,gVerbose,EPSILON);
TMatrixD haar = THaarMatrixD(5);
TMatrixD unit(TMatrixD::kUnit,haar);
TMatrixD haar_t(TMatrixD::kTransposed,haar);
TMatrixD hth(haar,TMatrixD::kTransposeMult,haar);
TMatrixD hht(haar,TMatrixD::kMult,haar_t);
TMatrixD hht1 = haar; hht1 *= haar_t;
TMatrixD hht2(TMatrixD::kZero,haar); hht2.Mult(haar,haar_t);
ok &= VerifyMatrixIdentity(unit,hth,gVerbose,EPSILON);
ok &= VerifyMatrixIdentity(unit,hht,gVerbose,EPSILON);
ok &= VerifyMatrixIdentity(unit,hht1,gVerbose,EPSILON);
ok &= VerifyMatrixIdentity(unit,hht2,gVerbose,EPSILON);
}
if (gVerbose)
cout << "\nDone\n" << endl;
StatusPrint(10,"General Matrix Multiplications",ok);
}
//
//------------------------------------------------------------------------
// Verify symmetric matrix multiplications
//
void stress_sym_mm_multiplications(Int_t msize)
{
if (gVerbose)
cout << "\n---> Verify symmetric matrix multiplications "
"for matrices of the characteristic size " << msize << endl;
Bool_t ok = kTRUE;
Int_t i,j;
const Double_t epsilon = EPSILON*msize/100;
{
if (gVerbose)
cout << "\nTest inline multiplications of the UnitMatrix" << endl;
TMatrixD m = THilbertMatrixD(-1,msize,-1,msize);
TMatrixDSym m_sym(-1,msize,m.GetMatrixArray());
TMatrixDSym u(TMatrixDSym::kUnit,m_sym);
TMatrixD u2 = u * m_sym;
ok &= VerifyMatrixIdentity(u2,m_sym,gVerbose,epsilon);
}
if (ok)
{
if (gVerbose)
cout << "\nTest symmetric multiplications" << endl;
{
if (gVerbose)
cout << "\n Test m * m_sym == m_sym * m == m_sym * m_sym multiplications" << endl;
TMatrixD m = THilbertMatrixD(-1,msize,-1,msize);
TMatrixDSym m_sym(-1,msize,m.GetMatrixArray());
TMatrixD mm = m * m;
TMatrixD mm_sym1 = m_sym * m_sym;
TMatrixD mm_sym2 = m * m_sym;
TMatrixD mm_sym3 = m_sym * m;
ok &= VerifyMatrixIdentity(mm,mm_sym1,gVerbose,epsilon);
ok &= VerifyMatrixIdentity(mm,mm_sym2,gVerbose,epsilon);
ok &= VerifyMatrixIdentity(mm,mm_sym3,gVerbose,epsilon);
}
{
if (gVerbose)
cout << "\n Test n * m_sym == n * m multiplications" << endl;
TMatrixD n = THilbertMatrixD(-1,msize,-1,msize);
TMatrixD m = n;
n(1,3) = TMath::Pi();
n(3,1) = TMath::Pi();
TMatrixDSym m_sym(-1,msize,m.GetMatrixArray());
TMatrixD nm1 = n * m_sym;
TMatrixD nm2 = n * m;
ok &= VerifyMatrixIdentity(nm1,nm2,gVerbose,epsilon);
}
}
if (ok)
{
if (gVerbose)
cout << "Test inline multiplications by a DiagMatrix" << endl;
TMatrixDSym m = THilbertMatrixDSym(msize);
m(1,3) = TMath::Pi();
m(3,1) = TMath::Pi();
TVectorD v(msize);
for (i = v.GetLwb(); i <= v.GetUpb(); i++)
v(i) = 1+i;
TMatrixDSym diag(msize);
TMatrixDDiag d(diag); d = v;
TMatrixDSym eth = m;
for (i = eth.GetRowLwb(); i <= eth.GetRowUpb(); i++)
for (j = eth.GetColLwb(); j <= eth.GetColUpb(); j++)
eth(i,j) *= v(j);
TMatrixD m2 = m * diag;
ok &= VerifyMatrixIdentity(m2,eth,gVerbose,epsilon);
}
if (ok)
{
if (gVerbose)
cout << "Test XPP = X where P is a permutation matrix" << endl;
TMatrixDSym m = THilbertMatrixDSym(msize);
m(2,3) = TMath::Pi();
m(3,2) = TMath::Pi();
TMatrixDSym eth = m;
TMatrixDSym p(msize);
for (i = p.GetRowLwb(); i <= p.GetRowUpb(); i++)
p(p.GetRowUpb()+p.GetRowLwb()-i,i) = 1;
TMatrixD m2 = m * p;
m2 *= p;
ok &= VerifyMatrixIdentity(m2,eth,gVerbose,epsilon);
}
if (ok)
{
if (gVerbose)
cout << "Test general matrix multiplication through inline mult" << endl;
TMatrixDSym m = THilbertMatrixDSym(msize);
m(2,3) = TMath::Pi();
m(3,2) = TMath::Pi();
TMatrixDSym mt(TMatrixDSym::kTransposed,m);
TMatrixDSym p = THilbertMatrixDSym(msize);
TMatrixDDiag(p) += 1;
TMatrixD mp(m,TMatrixD::kMult,p);
TMatrixDSym m1 = m;
TMatrixD m3(m,TMatrixD::kMult,p);
memcpy(m.GetMatrixArray(),m3.GetMatrixArray(),msize*msize*sizeof(Double_t));
ok &= VerifyMatrixIdentity(m,mp,gVerbose,epsilon);
TMatrixD mp1(mt,TMatrixD::kTransposeMult,p);
ok &= VerifyMatrixIdentity(m,mp1,gVerbose,epsilon);
ok &= ( !(m1 == m) ) ? kTRUE : kFALSE;
TMatrixDSym mp2(TMatrixDSym::kZero,m);
ok &= ( mp2 == 0 ) ? kTRUE : kFALSE;
if (gVerbose)
cout << "Test XP=X*P vs XP=X;XP*=P" << endl;
TMatrixD mp3 = m1*p;
ok &= VerifyMatrixIdentity(m,mp3,gVerbose,epsilon);
}
if (ok)
{
if (gVerbose)
cout << "Check to see UU' = U'U = E when U is the Haar matrix" << endl;
{
const Int_t order = 5;
const Int_t no_sub_cols = (1<<order)-5;
TMatrixD haarb = THaarMatrixD(5,no_sub_cols);
TMatrixD haarb_t(TMatrixD::kTransposed,haarb);
TMatrixD hth(haarb_t,TMatrixD::kMult,haarb);
TMatrixDSym hth1(TMatrixDSym::kAtA,haarb);
ok &= VerifyMatrixIdentity(hth,hth1,gVerbose,epsilon);
}
{
TMatrixD haar = THaarMatrixD(5);
TMatrixD unit(TMatrixD::kUnit,haar);
TMatrixD haar_t(TMatrixD::kTransposed,haar);
TMatrixDSym hth(TMatrixDSym::kAtA,haar);
TMatrixD hht(haar,TMatrixD::kMult,haar_t);
TMatrixD hht1 = haar; hht1 *= haar_t;
ok &= VerifyMatrixIdentity(unit,hth,gVerbose,epsilon);
ok &= VerifyMatrixIdentity(unit,hht,gVerbose,epsilon);
ok &= VerifyMatrixIdentity(unit,hht1,gVerbose,epsilon);
}
}
if (gVerbose)
cout << "\nDone\n" << endl;
StatusPrint(11,"Symmetric Matrix Multiplications",ok);
}
//
//------------------------------------------------------------------------
// Verify vector-matrix multiplications
//
void stress_vm_multiplications(Int_t msize)
{
if (gVerbose)
cout << "\n---> Verify vector-matrix multiplications "
"for matrices of the characteristic size " << msize << endl;
const Double_t epsilon = EPSILON*msize/100;
Bool_t ok = kTRUE;
{
if (gVerbose)
cout << "\nCheck shrinking a vector by multiplying by a non-sq unit matrix" << endl;
TVectorD vb(-2,msize);
for (Int_t i = vb.GetLwb(); i <= vb.GetUpb(); i++)
vb(i) = TMath::Pi()-i;
ok &= ( vb != 0 ) ? kTRUE : kFALSE;
TMatrixD mc(1,msize-2,-2,msize); // contracting matrix
mc.UnitMatrix();
TVectorD v1 = vb;
TVectorD v2 = vb;
v1 *= mc;
v2.ResizeTo(1,msize-2);
ok &= VerifyVectorIdentity(v1,v2,gVerbose,epsilon);
}
{
if (gVerbose)
cout << "Check expanding a vector by multiplying by a non-sq unit matrix" << endl;
TVectorD vb(msize);
for (Int_t i = vb.GetLwb(); i <= vb.GetUpb(); i++)
vb(i) = TMath::Pi()+i;
ok &= ( vb != 0 ) ? kTRUE : kFALSE;
TMatrixD me(2,msize+5,0,msize-1); // expanding matrix
me.UnitMatrix();
TVectorD v1 = vb;
TVectorD v2 = vb;
v1 *= me;
v2.ResizeTo(v1);
ok &= VerifyVectorIdentity(v1,v2,gVerbose,epsilon);
}
{
if (gVerbose)
cout << "Check general matrix-vector multiplication" << endl;
TVectorD vb(msize);
for (Int_t i = vb.GetLwb(); i <= vb.GetUpb(); i++)
vb(i) = TMath::Pi()+i;
TMatrixD vm(msize,1);
TMatrixDColumn(vm,0) = vb;
TMatrixD m = THilbertMatrixD(0,msize,0,msize-1);
vb *= m;
ok &= ( vb.GetLwb() == 0 ) ? kTRUE : kFALSE;
TMatrixD mvm(m,TMatrixD::kMult,vm);
TMatrixD mvb(msize+1,1);
TMatrixDColumn(mvb,0) = vb;
ok &= VerifyMatrixIdentity(mvb,mvm,gVerbose,epsilon);
}
if (gVerbose)
cout << "\nDone\n" << endl;
StatusPrint(12,"Matrix Vector Multiplications",ok);
}
//
//------------------------------------------------------------------------
// Verify matrix inversion
//
void stress_inversion(Int_t msize)
{
if (gVerbose)
cout << "\n---> Verify matrix inversion for square matrices of size " << msize << endl;
const Double_t epsilon = EPSILON*msize/10;
Bool_t ok = kTRUE;
{
if (gVerbose)
cout << "\nTest inversion of a diagonal matrix" << endl;
TMatrixD m(-1,msize,-1,msize);
TMatrixD mi(TMatrixD::kZero,m);
for (Int_t i = m.GetRowLwb(); i <= m.GetRowUpb(); i++)
mi(i,i) = 1/(m(i,i)=i-m.GetRowLwb()+1);
TMatrixD mi1(TMatrixD::kInverted,m);
m.Invert();
ok &= VerifyMatrixIdentity(m,mi,gVerbose,epsilon);
ok &= VerifyMatrixIdentity(mi1,mi,gVerbose,epsilon);
}
{
if (gVerbose)
cout << "Test inversion of an orthonormal (Haar) matrix" << endl;
TMatrixD m = THaarMatrixD(3);
TMatrixD morig = m;
TMatrixD mt(TMatrixD::kTransposed,m);
double det = -1; // init to a wrong val to see if it's changed
m.Invert(&det);
ok &= ( TMath::Abs(det-1) <= msize*epsilon ) ? kTRUE : kFALSE;
ok &= VerifyMatrixIdentity(m,mt,gVerbose,epsilon);
TMatrixD mti(TMatrixD::kInverted,mt);
ok &= VerifyMatrixIdentity(mti,morig,gVerbose,msize*epsilon);
}
{
if (gVerbose)
cout << "Test inversion of a good matrix with diagonal dominance" << endl;
TMatrixD m = THilbertMatrixD(msize,msize);
TMatrixDDiag(m) += 1;
TMatrixD morig = m;
Double_t det_inv = 0;
const Double_t det_comp = m.Determinant();
m.Invert(&det_inv);
if (gVerbose) {
cout << "\tcomputed determinant " << det_comp << endl;
cout << "\tdeterminant returned by Invert() " << det_inv << endl;
}
if (gVerbose)
cout << "\tcheck to see M^(-1) * M is E" << endl;
TMatrixD mim(m,TMatrixD::kMult,morig);
TMatrixD unit(TMatrixD::kUnit,m);
ok &= VerifyMatrixIdentity(mim,unit,gVerbose,epsilon);
if (gVerbose)
cout << "\tcheck to see M * M^(-1) is E" << endl;
TMatrixD mmi = morig; mmi *= m;
ok &= VerifyMatrixIdentity(mmi,unit,gVerbose,epsilon);
}
if (gVerbose)
cout << "\nDone\n" << endl;
StatusPrint(13,"Matrix Inversion",ok);
}
//
//------------------------------------------------------------------------
// Test matrix I/O
//
void stress_matrix_io()
{
if (gVerbose)
cout << "\n---> Test matrix I/O" << endl;
Bool_t ok = kTRUE;
const double pattern = TMath::Pi();
TMatrixD m(40,40);
m = pattern;
if (gVerbose)
cout << "\nWrite matrix m to database" << endl;
TFile *f = new TFile("vmatrix.root", "RECREATE");
m.Write("m");
if (gVerbose)
cout << "\nClose database" << endl;
delete f;
if (gVerbose)
cout << "\nOpen database in read-only mode and read matrix" << endl;
TFile *f1 = new TFile("vmatrix.root");
TMatrixD *mr = (TMatrixD*) f1->Get("m");
if (gVerbose)
cout << "\nRead matrix should be same as original still in memory" << endl;
ok &= ((*mr) == m) ? kTRUE : kFALSE;
delete f1;
if (gVerbose)
cout << "\nDone\n" << endl;
StatusPrint(14,"Matrix Persistence",ok);
}