/** * Tests A = L L^T. */ public void recoverOrginal() { final CholeskyDecompositionResult result = CDOG.apply(A3); final DoubleMatrix a = (DoubleMatrix) ALGEBRA.multiply(result.getL(), result.getLT()); checkEquals(A3, a); }
/** * Compare results with Common decomposition */ public void compareCommon() { final CholeskyDecompositionResult resultOG = CDOG.apply(A3); final CholeskyDecompositionResult resultC = CDC.apply(A3); checkEquals(resultC.getL(), resultOG.getL()); checkEquals(ALGEBRA.getTranspose(resultC.getL()), resultOG.getLT()); assertEquals("Determinant", resultC.getDeterminant(), resultOG.getDeterminant(), 1.0E-10); }