Accord.Tests.Math.SingularValueDecompositionTest.SingularValueDecompositionConstructorTest4 C# (CSharp) Method

        public void SingularValueDecompositionConstructorTest4()
        {
            // Test using SVD assumption auto-correction feature
            // without computing the right singular vectors.

            double[,] value = new double[,]
             { 
                 { 1, 2 },
                 { 3, 4 },
                 { 5, 6 },
                 { 7, 8 }
             }.Transpose(); // value is 2x4, having less rows than columns.

            var target = new SingularValueDecomposition(value, true, false, true);


            // Checking values
            double[,] U =
            {
                { 0.641423027995072, -0.767187395072177 },
                { 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 =
            {
                {  0.0, 0.0 },
                {  0.0, 0.0 },
                {  0.0, 0.0 },
                {  0.0, 0.0 },
            };

            // V should not have been computed.
            Assert.IsTrue(Matrix.IsEqual(target.RightSingularVectors, V));


            double[,] S = 
            {
                { 14.2690954992615, 0.000000000000000 },
                {  0.0000000000000,	0.626828232417543 },
            };

            // The diagonal values should be equal
            Assert.IsTrue(Matrix.IsEqual(target.Diagonal, Matrix.Diagonal(S), 0.001));
        }