cholesky-test.js (770B)
1 var vows = require('vows'); 2 var assert = require('assert'); 3 var suite = vows.describe('jStat'); 4 5 require('../env.js'); 6 7 suite.addBatch({ 8 'cholesky decomposition': { 9 'topic': function() { 10 return jStat; 11 }, 12 'example1': function(jStat) { 13 var A = [[4, 6, 10], [6, 58, 29], [10, 29, 38]]; 14 var T = jStat.cholesky(A); 15 var tol=0.0001; 16 assert.epsilon(tol, T[0][0], 2.0); 17 assert.epsilon(tol, T[0][1], 0.0); 18 assert.epsilon(tol, T[0][2], 0.0); 19 assert.epsilon(tol, T[1][0], 3.0); 20 assert.epsilon(tol, T[1][1], 7.0); 21 assert.epsilon(tol, T[1][2], 0.0); 22 assert.epsilon(tol, T[2][0], 5.0); 23 assert.epsilon(tol, T[2][1], 2.0); 24 assert.epsilon(tol, T[2][2], 3.0); 25 } 26 } 27 }); 28 29 suite.export(module);