least_squares.cpp

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#include "test_macros.hpp"
#include <matrix/math.hpp>

using namespace matrix;

int test_4x3(void);
template<typename Type> int test_4x4(void);
int test_4x4_type_double(void);
int test_div_zero(void);

int main()
{
    int ret;

    ret = test_4x4<float>();
    if (ret != 0) return ret;

    ret = test_4x4<double>();
    if (ret != 0) return ret;

    ret = test_4x3();
    if (ret != 0) return ret;

    ret = test_div_zero();
    if (ret != 0) return ret;

    return 0;
}

int test_4x3() {
    // Start with an (m x n) A matrix
    float data[12] = {20.f, -10.f, -13.f,
                      17.f,  16.f, -18.f,
                      0.7f,  -0.8f,   0.9f,
                      -1.f,  -1.1f,  -1.2f
                     };
    Matrix<float, 4, 3> A(data);

    float b_data[4] = {2.0f, 3.0f, 4.0f, 5.0f};
    Vector<float, 4> b(b_data);

    float x_check_data[3] = {-0.69168233f,
                             -0.26227593f,
                             -1.03767522f
                            };
    Vector<float, 3> x_check(x_check_data);

    LeastSquaresSolver<float, 4, 3> qrd = LeastSquaresSolver<float, 4, 3>(A);

    Vector<float, 3> x = qrd.solve(b);
    TEST(isEqual(x, x_check));
    return 0;
}

template<typename Type>
int test_4x4() {
    // Start with an (m x n) A matrix
    const Type data[16] = { 20.f, -10.f, -13.f,  21.f,
                            17.f,  16.f, -18.f, -14.f,
                            0.7f,  -0.8f,   0.9f,  -0.5f,
                            -1.f,  -1.1f,  -1.2f,  -1.3f
                          };
    Matrix<Type, 4, 4> A(data);

    Type b_data[4] = {2.0f, 3.0f, 4.0f, 5.0f};
    Vector<Type, 4> b(b_data);

    Type x_check_data[4] = { 0.97893433f,
                             -2.80798701f,
                             -0.03175765f,
                             -2.19387649f
                           };
    Vector<Type, 4> x_check(x_check_data);

    LeastSquaresSolver<Type, 4, 4> qrd = LeastSquaresSolver<Type, 4, 4>(A);

    Vector<Type, 4> x = qrd.solve(b);
    TEST(isEqual(x, x_check));
    return 0;
}

int test_div_zero() {
    float data[4] = {0.0f, 0.0f, 0.0f, 0.0f};
    Matrix<float, 2, 2> A(data);

    float b_data[2] = {1.0f, 1.0f};
    Vector<float, 2> b(b_data);

    // Implement such that x returns zeros if it reaches div by zero
    float x_check_data[2] = {0.0f, 0.0f};
    Vector<float, 2> x_check(x_check_data);

    LeastSquaresSolver<float, 2, 2> qrd = LeastSquaresSolver<float, 2, 2>(A);

    Vector<float, 2> x = qrd.solve(b);
    TEST(isEqual(x, x_check));
    return 0;
}

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