def test_for_simetric_indefinite_matrix(self):
# Define test matrix A.
# Note that the leading 5x5 submatrix is indefinite.
A = np.asarray([[1, 2, 3, 7, 8],
[2, 5, 5, 9, 0],
[3, 5, 11, 1, 2],
[7, 9, 1, 7, 5],
[8, 0, 2, 5, 8]])
# Get Cholesky from lapack functions
cholesky, = get_lapack_funcs(('potrf',), (A,))
# Compute Cholesky Decomposition
c, k = cholesky(A, lower=False, overwrite_a=False, clean=True)
delta, v = singular_leading_submatrix(A, c, k)
A[k-1, k-1] += delta
# Check if the leading submatrix is singular.
assert_array_almost_equal(det(A[:k, :k]), 0)
# Check if `v` fullfil the specified properties
quadratic_term = np.dot(v, np.dot(A, v))
assert_array_almost_equal(quadratic_term, 0)
def test_for_simetric_indefinite_matrix(self):
# Define test matrix A.
# Note that the leading 5x5 submatrix is indefinite.
A = np.asarray([[1, 2, 3, 7, 8],
[2, 5, 5, 9, 0],
[3, 5, 11, 1, 2],
[7, 9, 1, 7, 5],
[8, 0, 2, 5, 8]])
# Get Cholesky from lapack functions
cholesky, = get_lapack_funcs(('potrf',), (A,))
# Compute Cholesky Decomposition
c, k = cholesky(A, lower=False, overwrite_a=False, clean=True)
delta, v = singular_leading_submatrix(A, c, k)
A[k-1, k-1] += delta
# Check if the leading submatrix is singular.
assert_array_almost_equal(det(A[:k, :k]), 0)
# Check if `v` fullfil the specified properties
quadratic_term = np.dot(v, np.dot(A, v))
assert_array_almost_equal(quadratic_term, 0)
def test_for_first_element_equal_to_zero(self):
# Define test matrix A.
# Note that the leading 2x2 submatrix is singular.
A = np.array([[0, 3, 11], [3, 12, 5], [11, 5, 6]])
# Get Cholesky from lapack functions
cholesky, = get_lapack_funcs(('potrf', ), (A, ))
# Compute Cholesky Decomposition
c, k = cholesky(A, lower=False, overwrite_a=False, clean=True)
delta, v = singular_leading_submatrix(A, c, k)
A[k - 1, k - 1] += delta
# Check if the leading submatrix is singular
assert_array_almost_equal(det(A[:k, :k]), 0)
# Check if `v` fullfil the specified properties
quadratic_term = np.dot(v, np.dot(A, v))
assert_array_almost_equal(quadratic_term, 0)
def test_for_first_element_equal_to_zero(self):
# Define test matrix A.
# Note that the leading 2x2 submatrix is singular.
A = np.array([[0, 3, 11],
[3, 12, 5],
[11, 5, 6]])
# Get Cholesky from lapack functions
cholesky, = get_lapack_funcs(('potrf',), (A,))
# Compute Cholesky Decomposition
c, k = cholesky(A, lower=False, overwrite_a=False, clean=True)
delta, v = singular_leading_submatrix(A, c, k)
A[k-1, k-1] += delta
# Check if the leading submatrix is singular
assert_array_almost_equal(det(A[:k, :k]), 0)
# Check if `v` fullfil the specified properties
quadratic_term = np.dot(v, np.dot(A, v))
assert_array_almost_equal(quadratic_term, 0)