public function testCholesky()
{
$m1 = [[1, 0, 0, 0], [0, 1, 0, 0], [0, 0, 1, 0], [0, 0, 0, 1]];
$matrix1 = Matrix::matrixFromDoubles($m1);
$m2 = [[17, 18, 19, 20], [21, 22, 23, 24], [25, 27, 28, 29], [37, 33, 31, 30]];
$matrix2 = Matrix::matrixFromDoubles($m2);
$c = new CholeskyDecomposition($matrix1);
$c->solve($matrix2);
$mx = $c->getL();
$this->assertEquals(1.0, $mx->get(0, 0));
$this->assertEquals(1.0, $mx->get(1, 1));
$this->assertEquals(1.0, $mx->get(2, 2));
$this->assertEquals(4, $mx->getRows());
$this->assertEquals(4, $mx->getCols());
}
public function testBipolar2double()
{
// test a 1x4
$booleanData1 = [true, false, true, false];
$checkData1 = [1, -1, 1, -1];
$matrix1 = Matrix::createRowMatrix(BiPolarUtil\bipolar2double($booleanData1));
$checkMatrix1 = Matrix::createRowMatrix($checkData1);
$this->assertTrue($matrix1->equals($checkMatrix1));
// test a 2x2
$booleanData2 = [[true, false], [false, true]];
$checkData2 = [[1, -1], [-1, 1]];
$matrix2 = Matrix::matrixFromDoubles(BiPolarUtil\bipolar2double($booleanData2));
$checkMatrix2 = Matrix::matrixFromDoubles($checkData2);
$this->assertTrue($matrix2->equals($checkMatrix2));
}
public function testCopy()
{
$data = [[1.0, 2.0], [3.0, 4.0]];
$source = Matrix::matrixFromDoubles($data);
$target = new Matrix(2, 2);
MatrixMath\copy($source, $target);
$this->assertTrue($source->equals($target));
}
/**
* Return the transposition of a matrix.
*
* @param $input Matrix
* The matrix to transpose.
* @return Matrix The matrix transposed.
*/
function transpose(Matrix $input)
{
$transposeMatrix = array();
$d = $input->getData();
for ($r = 0; $r < $input->getRows(); ++$r) {
for ($c = 0; $c < $input->getCols(); ++$c) {
$transposeMatrix[$c][$r] = $d[$r][$c];
}
}
return Matrix::matrixFromDoubles($transposeMatrix);
}
public function inverseCholesky()
{
$li = lowerTriangularInverse($l);
$ic = array();
for ($r = 0; $r < $this->n; ++$r) {
for ($c = 0; $c < $this->n; ++$c) {
for ($i = 0; $i < $this->n; ++$i) {
$ic[$r][$c] += $li[$i][$r] * $li[$i][$c];
}
}
}
return Matrix::matrixFromDoubles($ic);
}
public function testSize()
{
$data = [[1.0, 2.0], [3.0, 4.0]];
$matrix = Matrix::matrixFromDoubles($data);
$this->assertEquals(4, $matrix->size());
}
