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Class linear_algebra.CholTest 

java.lang.Object
   |
   +----linear_algebra.CholTest
public class CholTest
extends Object
This class tests the Cholesky decomposition class and the Triangular solve/invert class. It
  1. Randomly generates numbers between randlow and randhigh and fills a lower triangular matrix R with them. Note that randlow and randhigh should be of the same sign. Otherwise it would be possible for R not to be of full rank.
  2. Obtains the positive definite matrix A = RR´.
  3. Randomly generates a vector x.
  4. Calculates the vector b = Ax.
  5. Performs a Cholesky decomposition of A in an effort to recover R. (This tests Cholesky.factorPosDef.)
  6. Solves the system Az = b in an effort to recover x. (This tests Cholesky.solvePosDef, Triangular.solveLower, and Triangular.solveUpper.)
  7. Obtains an estimate of A^{-1} and compares A^{-1}A with the identity matrix. (This tests Cholesky.invertPosDef and Triangular.invertLower.)
  8. Obtains the inverse of an upper triangular matrix and compares the product of this inverse and the original upper triangular matrix with the identity matrix. (This tests Triangular.invertUpper.)

Constructor Index

o CholTest()

Method Index

o main(String[])

Constructors

o CholTest 
 public CholTest()

Methods

o main 
 public static void main(String args[])

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