public void JaggedSingularValueDecompositionConstructorTest4()
{
// Test using SVD assumption auto-correction feature
// without computing the right singular vectors.
double[][] value = new double[][]
{
new double[] { 1, 2 },
new double[] { 3, 4 },
new double[] { 5, 6 },
new double[] { 7, 8 }
}.Transpose(); // value is 2x4, having less rows than columns.
var target = new JaggedSingularValueDecomposition(value, true, false, true);
// Checking values
double[][] U =
{
new double[] { 0.641423027995072, -0.767187395072177 },
new double[] { 0.767187395072177, 0.641423027995072 },
};
// U should be equal despite some sign changes
Assert.IsTrue(Matrix.IsEqual(target.LeftSingularVectors, U, 0.001));
// Checking values
double[][] V =
{
new double[] { 0.0, 0.0 },
new double[] { 0.0, 0.0 },
new double[] { 0.0, 0.0 },
new double[] { 0.0, 0.0 },
};
// V should not have been computed.
Assert.IsTrue(Matrix.IsEqual(target.RightSingularVectors, V));
double[][] S =
{
new double[] { 14.2690954992615, 0.000000000000000 },
new double[] { 0.0000000000000, 0.626828232417543 },
};
// The diagonal values should be equal
Assert.IsTrue(Matrix.IsEqual(target.Diagonal, Matrix.Diagonal(S), 0.001));
}