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cholesky fix

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This commit is contained in:
Roland Grinis 2022-04-06 12:32:41 +01:00
parent 41238d8837
commit 25e60f85b8
3 changed files with 5 additions and 4 deletions
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2
kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleTensorAlgebra.kt
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@ -810,7 +810,7 @@ public open class DoubleTensorAlgebra :
val lTensor = zeroesLike()
for ((a, l) in tensor.matrixSequence().zip(lTensor.matrixSequence()))
for (i in 0 until n) choleskyHelper(a.as2D(), l.as2D(), n)
choleskyHelper(a.as2D(), l.as2D(), n)
return lTensor
}

5
kmath-tensors/src/commonTest/kotlin/space/kscience/kmath/tensors/core/TestDoubleAnalyticTensorAlgebra.kt
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@ -8,6 +8,7 @@ package space.kscience.kmath.tensors.core
import space.kscience.kmath.operations.invoke
import kotlin.math.*
import kotlin.test.Test
import kotlin.test.assertEquals
import kotlin.test.assertTrue
internal class TestDoubleAnalyticTensorAlgebra {
@ -302,11 +303,11 @@ internal class TestDoubleAnalyticTensorAlgebra {
@Test
fun testStd() = DoubleTensorAlgebra {
assertTrue { floor(tensor5.std() * 10000 ) / 10000 == 2.9439 }
assertEquals(2.9439, floor(tensor5.std() * 10000 ) / 10000)
}
@Test
fun testVariance() = DoubleTensorAlgebra {
assertTrue { floor(tensor5.variance() * 10000 ) / 10000 == 8.6666 }
assertEquals(8.6666, floor(tensor5.variance() * 10000 ) / 10000)
}
}

2
kmath-tensors/src/commonTest/kotlin/space/kscience/kmath/tensors/core/TestDoubleTensor.kt
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@ -55,7 +55,7 @@ internal class TestDoubleTensor {
val buffer = doubleArrayOf(1.0, 2.0, -3.0, 4.0)
val tensor = DoubleTensor(shape, buffer)
val value = 3
assertTrue { tensor.times(value).toBufferedTensor() eq DoubleTensor(shape, buffer.map { x -> 3 * x }.toDoubleArray()) }
assertTrue { tensor.times(value).toBufferedTensor() eq DoubleTensor(shape, buffer.map { x -> value * x }.toDoubleArray()) }
val buffer2 = doubleArrayOf(7.0, -8.0, -5.0, 2.0)
val tensor2 = DoubleTensor(shape, buffer2)
assertTrue {tensor.times(tensor2).toBufferedTensor() eq DoubleTensor(shape, doubleArrayOf(7.0, -16.0, 15.0, 8.0)) }