15 uqFullEnvironment env;
16 uqVectorSpace<uqGslVector, uqGslMatrix> imageSpace(env,
"test_space", 2, NULL);
17 uqMap eMap(2, 0, env.comm());
25 uqGslVector expectedValues(env, eMap, 0.0);
26 uqGslMatrix lowerCholCovMatrix(env, eMap, 1.0);
28 int ierr = lowerCholCovMatrix.chol();
29 BOOST_REQUIRE( ierr==0 );
31 lowerCholCovMatrix.zeroUpper(
false);
33 uqGaussianVectorRealizer<uqGslVector, uqGslMatrix>* gaussianRealizer =
34 new uqGaussianVectorRealizer<uqGslVector, uqGslMatrix>(
"test_realizer",
39 uqGslVector myRealization(expectedValues);
41 gaussianRealizer->realization(myRealization);
46 BOOST_REQUIRE_CLOSE(myRealization[0], 2.2285703126720258e-01, tol);
47 BOOST_REQUIRE_CLOSE(myRealization[1], -8.5156524864967331e-01, tol);
49 delete gaussianRealizer;
52 expectedValues[0] = -2.0; expectedValues[1] = 1.0;
54 lowerCholCovMatrix(0,0) = 2.0; lowerCholCovMatrix(0,1) = 1.0;
55 lowerCholCovMatrix(1,0) = 1.0; lowerCholCovMatrix(1,1) = 2.0;
57 ierr = lowerCholCovMatrix.chol();
58 BOOST_REQUIRE( ierr==0 );
60 lowerCholCovMatrix.zeroUpper(
false);
62 gaussianRealizer =
new uqGaussianVectorRealizer<uqGslVector, uqGslMatrix>(
"test_realizer",
68 gaussianRealizer->realization(myRealization);
71 BOOST_REQUIRE_CLOSE(myRealization[0], -1.315078621127142e+00, tol);
72 BOOST_REQUIRE_CLOSE(myRealization[1], 9.780380444774379e-01, tol);
74 delete gaussianRealizer;