More unit tests for optimize

Also added auxiliary Octave files used to construct the unit tests

1 files changed, 37 insertions, 0 deletions

diff --git a/tests/aux/dsysvtest.m b/tests/aux/dsysvtest.m
new file mode 100644
index 0000000..fb22f5c
--- /dev/null
+++ b/tests/aux/dsysvtest.m
@@ -0,0 +1,37 @@
+more off;
+clear;
+
+rand('state', 891716);
+
+n = 6;
+m = 5;
+
+
+tmp = rand(n);
+% A is symmetric, but not necessarily p.s.d.
+A = tmp + tmp';
+clear tmp;
+
+for i=1:size(A, 1)
+  for j=1:size(A, 2)
+    if j >= i % only print the upper part
+      fprintf('matrix_set(A, n, %i, %i, %.16f);\n', i-1, j-1, A(i, j));
+    end
+  end
+end
+fprintf('\n\n');
+
+B = rand(n, m);
+b = vec(B); % this gives B in column-major order
+for i=1:numel(b)
+  fprintf('B[%i] = %.16f;\n', i-1, b(i));
+end
+
+X = A \ B;
+
+x = vec(X);
+for i=1:numel(x)
+  fprintf('mu_assert(fabs(B[%i] - %.16f) < 1e-14,\n"Incorrect value of B at %i");\n', i-1, x(i), i-1);
+end
+
+fprintf('\n\n');