Check that the abstract Cholesky algorithm respects non-commutative f…

…ields
pwl · Feb 20, 2015 · 5e70d46 · 5e70d46
1 parent 8c87a32
commit 5e70d46
Showing 1 changed file with 12 additions and 0 deletions.
diff --git a/test/linalg/cholesky.jl b/test/linalg/cholesky.jl
@@ -95,3 +95,15 @@ debug && println("pivoted Choleksy decomposition")
  end
  end
 end
+
+begin
+ # Cholesky factor of Matrix with non-commutative elements, here 2x2-matrices
+
+ X = Matrix{Float64}[0.1*rand(2,2) for i in 1:3, j = 1:3]
+ L = full(Base.LinAlg.chol!(X*X', :L))
+ U = full(Base.LinAlg.chol!(X*X', :U))
+ XX = full(X*X')
+
+ @test sum(sum(norm, L*L' - XX)) < eps()
+ @test sum(sum(norm, U'*U - XX)) < eps()
+end