Exemplo n.º 1
0
def eigenvalue_decomposition_default_epsilon_test():
    pos_eigenvectors, pos_eigenvalues = eigenvalue_decomposition(cov_matrix)

    assert_almost_equal(pos_eigenvalues, [4.0, 2.0])
    sqrt_one_over_2 = np.sqrt(2.0) / 2.0
    assert_almost_equal(pos_eigenvectors, [[sqrt_one_over_2, -sqrt_one_over_2],
                                           [sqrt_one_over_2, sqrt_one_over_2]])
Exemplo n.º 2
0
def eigenvalue_decomposition_default_epsilon_test():
    pos_eigenvectors, pos_eigenvalues = eigenvalue_decomposition(cov_matrix)

    assert_almost_equal(pos_eigenvalues, [4.0, 2.0])
    sqrt_one_over_2 = np.sqrt(2.0) / 2.0
    assert_almost_equal(pos_eigenvectors, [[sqrt_one_over_2, -sqrt_one_over_2],
                                           [sqrt_one_over_2, sqrt_one_over_2]])
Exemplo n.º 3
0
def test_eigenvalue_decomposition_large_epsilon():
    pos_eigenvectors, pos_eigenvalues = eigenvalue_decomposition(cov_matrix,
                                                                 eps=0.5)

    assert_almost_equal(pos_eigenvalues, [4.0])
    sqrt_one_over_2 = np.sqrt(2.0) / 2.0
    assert_almost_equal(pos_eigenvectors,
                        [[sqrt_one_over_2], [sqrt_one_over_2]])
def test_eigenvalue_decomposition_large_epsilon():
    pos_eigenvectors, pos_eigenvalues = eigenvalue_decomposition(cov_matrix,
                                                                 eps=0.5)

    assert_almost_equal(pos_eigenvalues, [4.0])
    sqrt_one_over_2 = np.sqrt(2.0) / 2.0
    assert_almost_equal(pos_eigenvectors,
                        [[sqrt_one_over_2], [sqrt_one_over_2]])