dQRSolver

Source: tests/dense/QRSolver.cpp

// ========================================================================= //
// This file is part of MyraMath, copyright (c) 2014-2019 by Ryan A Chilton  //
// and distributed by MyraCore, LLC. See LICENSE.txt for license terms.      //
// ========================================================================= //

// Containers.
#include <myramath/utility/Number.h>
#include <myramath/dense/Matrix.h>
#include <myramath/dense/Vector.h>

// Algorithms.
#include <myramath/dense/gemm.h>
#include <myramath/dense/euclidean.h>

// Solver class under test.
#include <myramath/dense/QRSolver.h>

// Reporting.
#include <tests/myratest.h>

using namespace myra;

ADD_TEST("dQRSolver","[dense][solver]")
  {
  // Fill A and b.
  auto A = Matrix<double>::fill_rmajor(4,3, 
    { 1.0, 1.0, 1.0,
      1.0, 2.0, 4.0,
      1.0, 3.0, 9.0,
      1.0, 4.0,16.0  } );
  auto b = Vector<double>::fill(
    { 1.0, 
      1.5, 
      3.0, 
      6.0  } );
  myra::out() << "A = " << A << std::endl;
  myra::out() << "b = " << b << std::endl;
  // Find least squares solution to A*x=b
  QRSolver<double> solver(A.add_const());
  auto x = solver.solve(b);
  myra::out() << "x = " << x << std::endl;
  // Compare to reference solution.
  auto r = Vector<double>::fill({1.875, -1.475, 0.625});
  double error = euclidean(r-x);
  myra::out() << "error = " << error << std::endl;
  REQUIRE(error < 1.0e-12);
  }

Results: [PASS]

A = size 4 by 3 Matrix of double: 
[ 1 1 1 ]
[ 1 2 4 ]
[ 1 3 9 ]
[ 1 4 16 ]

b = size 4 Vector of double: 
[ 1 1.5 3 6 ]

x = size 3 Vector of double: 
[ 1.875 -1.475 0.625 ]

error = 5.6436e-15

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