Back to Cholesky decomposition
// Description: Testing for CholeskyDecomposition
// DocumentationOf: cholesky_decomposition.h
#include "test/test_init.h"
#include "pastel/math/matrix/cholesky_decomposition.h"
#include "pastel/math/matrix/matrix_norm.h"
TEST_CASE("cholesky_decomposition (cholesky_decomposition)")
{
CholeskyDecomposition<real> cholesky(
matrix2x2<real>(
1, 0.5,
0.5, 1));
{
Matrix<real> correctLower =
matrix2x2<real>(
1.000, 0.0000,
0.5000, 0.8660);
REQUIRE(maxNorm(cholesky.lower() - correctLower) < 0.001);
REQUIRE(determinant(cholesky) - (1 - 0.5 * 0.5) < 0.001);
}
}