def test_var_identitysum(): beta = .95 A = np.eye(3) C = np.zeros((3, 3)) H = np.eye(3) x0 = np.ones(3) val = var_quadratic_sum(A, C, H, beta, x0) assert(abs(val-60) < 1e-10)
def test_var_simplesum(): beta = .95 A = 1. C = 0. H = 1. x0 = 1. val = var_quadratic_sum(A, C, H, beta, x0) assert abs(val-20) < 1e-10