1 files changed, 43 insertions, 0 deletions
diff --git a/tests/aux/test_eigendecomp.m b/tests/aux/test_eigendecomp.m
new file mode 100644
index 0000000..921f44b
--- /dev/null
+++ b/tests/aux/test_eigendecomp.m
@@ -0,0 +1,43 @@
+clear;
+rand('state', 123456);
+more off; # for Octave
+
+n = 10;
+
+A = rand(n, n);
+K = A'*A;
+
+
+for ii=1:n
+  for jj=1:n
+    fprintf("matrix_set(K, n, %i, %i, %.16f);\n", ii-1, jj-1, K(ii, jj));
+  end
+end
+
+[P, Sigma] = eig(K);
+
+
+eigenvalues = diag(Sigma);
+ratios = eigenvalues ./ eigenvalues(end, end);
+
+cutoff = 1e-2;
+
+realP = fliplr(P(:, ratios > cutoff));
+realSigma = flipud(eigenvalues(ratios > cutoff));
+
+r = sum(ratios > cutoff);
+
+assert(r == size(realP, 2));
+
+fprintf('\n');
+for ii=1:n
+  for jj=1:r
+    fprintf("mu_assert(fabs(fabs(matrix_get(P, r, %i, %i)) -\nfabs(%.16f)) < eps,\n\"Incorrect P at %i, %i\");\n", ii-1, jj-1, realP(ii, jj), ii-1, jj-1);
+  end
+end
+
+fprintf('\n');
+for jj=1:r
+  fprintf("mu_assert(fabs(Sigma[%i] - %.16f) < eps,\n\"Incorrect Sigma at %i\");\n", jj-1, realSigma(jj), jj-1);
+end
+