def test_08(self):
rho = 1e-1
N = 128
M = 64
K = 32
D = cp.random.randn(N, M)
X = cp.random.randn(M, K)
S = D.dot(X)
Z = (D.dot(X).dot(X.T) + rho * D - S.dot(X.T)) / rho
c, lwr = linalg.cho_factor(X, rho)
Dslv = linalg.cho_solve_AATI(X, rho, S.dot(X.T) + rho * Z, c, lwr)
assert (linalg.rrs(
Dslv.dot(X).dot(X.T) + rho * Dslv,
S.dot(X.T) + rho * Z) < 1e-11)
def test_06(self):
rho = 1e-1
N = 128
M = 64
K = 32
D = cp.random.randn(N, M)
X = cp.random.randn(M, K)
S = D.dot(X)
Z = (D.T.dot(D).dot(X) + rho * X - D.T.dot(S)) / rho
c, lwr = linalg.cho_factor(D, rho)
Xslv = linalg.cho_solve_ATAI(D, rho, D.T.dot(S) + rho * Z, c, lwr)
assert (linalg.rrs(
D.T.dot(D).dot(Xslv) + rho * Xslv,
D.T.dot(S) + rho * Z) < 1e-14)