Add random_positive_definite_matrix() and its tests.

[octave.git] / tests / random_positive_definite_matrix_tests.m

diff --git a/tests/random_positive_definite_matrix_tests.m b/tests/random_positive_definite_matrix_tests.m
new file mode 100644 (file)
index 0000000..01afb4c
--- /dev/null
+++ b/tests/random_positive_definite_matrix_tests.m
@@ -0,0 +1,9 @@
+for n = [ 5, 10, 25, 50, 100 ]
+  A = random_positive_definite_matrix(n);
+  [R, P] = chol(A);
+
+  # chol() will set P=0 if A was symmetric positive-definite.
+  expected = 0;
+  msg = sprintf('random_positive_definite_matrix(%d) has a chol()', n);
+  unit_test_equals(msg, expected, P);
+end