compute dominant eigenvalue

1 files changed, 23 insertions, 0 deletions

diff --git a/test/eigen.t.c b/test/eigen.t.c
new file mode 100644
index 0000000..985a304
--- /dev/null
+++ b/test/eigen.t.c
@@ -0,0 +1,23 @@
+#include "lizfcm.test.h"
+
+UTEST(eigen, dominant_eigenvalue) {
+  Matrix_double *m = InitMatrixWithSize(double, 2, 2, 0.0);
+  m->data[0]->data[0] = 2.0;
+  m->data[0]->data[1] = -12.0;
+  m->data[1]->data[0] = 1.0;
+  m->data[1]->data[1] = -5.0;
+
+  Array_double *v_guess = InitArrayWithSize(double, 2, 1.0);
+  double tolerance = 0.0001;
+  uint64_t max_iterations = 64;
+
+  double expect_dominant_eigenvalue = -2.0;
+
+  double approx_dominant_eigenvalue =
+      dominant_eigenvalue(m, v_guess, tolerance, max_iterations);
+
+  EXPECT_NEAR(expect_dominant_eigenvalue, approx_dominant_eigenvalue,
+              tolerance);
+  free_matrix(m);
+  free_vector(v_guess);
+}