def test_chol(self,thr=1e-8):
""" Verify Cholesky decomposition.
"""
n = 31
A = np.random.rand(n,n)
A = np.dot(A.T,A)
L = inf.chol(A)
self.assertLessEqual(np.linalg.norm(np.dot(L,L.T)-A),thr)
self.assertLessEqual(np.linalg.norm(np.tril(L)-L),thr)
def test_solve_chol(self,thr=1e-8):
""" Verify Cholesky-based solution of linear equations.
"""
n = 31
A = np.random.rand(n,n)
A = np.dot(A.T,A)
B = np.random.randn(n,4)
X = np.linalg.solve(A,B)
Y = inf.solve_chol(inf.chol(A),B)
self.assertLessEqual(np.linalg.norm(X-Y),thr)
