2 files changed, 55 insertions, 0 deletions
diff --git a/test/src/unittests-main.cpp b/test/src/unittests-main.cpp
new file mode 100644
index 0000000..3c3c6f2
--- /dev/null
+++ b/test/src/unittests-main.cpp
@@ -0,0 +1,2 @@
+#define CATCH_CONFIG_MAIN  // This tells Catch to provide a main() - only do this in one cpp file
+#include <catch.hpp>
diff --git a/test/src/unittests-math.cpp b/test/src/unittests-math.cpp
new file mode 100644
index 0000000..11aadf6
--- /dev/null
+++ b/test/src/unittests-math.cpp
@@ -0,0 +1,53 @@
+#include <catch.hpp>
+#include <iostream>
+#include "gsl/gsl_matrix.h"
+#include "mathfunc.h"
+#include <algorithm>
+#include <limits>
+#include <numeric>
+
+using namespace std;
+
+TEST_CASE( "Math functions", "[math]" ) {
+  double data[] = { 2,-1, 0,
+                   -1, 2,-1,
+                    0,-1, 2};
+  gsl_matrix *m = gsl_matrix_alloc(3,3);
+  copy(data, data+9, m->data);
+  REQUIRE( isMatrixPositiveDefinite(m) );
+  REQUIRE( isMatrixSymmetric(m) );
+  REQUIRE( checkMatrixEigen(m,0.001) );
+
+  double data1[] = {1.0,0,0,
+                    0,3.0,0,
+                    0,0,2.0};
+  copy(data1, data1+9, m->data);
+  REQUIRE( isMatrixPositiveDefinite(m) );
+  REQUIRE( checkMatrixEigen(m) );
+
+  double data2[] = {1,1,1,
+                    1,1,1,
+                    1,1,0.5};
+  copy(data2, data2+9, m->data);
+  REQUIRE( !isMatrixPositiveDefinite(m));
+  REQUIRE( !checkMatrixEigen(m) );
+
+  double data3[] = {1.0,  0,  0,
+                    3.0,3.0,  0,
+                      0,  0,2.0};
+  copy(data3, data3+9, m->data);
+  REQUIRE( !isMatrixPositiveDefinite(m) );
+  REQUIRE( !isMatrixSymmetric(m) );
+  REQUIRE( !checkMatrixEigen(m) );
+
+  // ---- NaN checks
+  vector<double> v = {1.0, 2.0};
+  REQUIRE (!std::isnan(std::accumulate(v.begin(), v.end(), 0)));
+  vector<double> v2 = {1.0, 2.0, std::numeric_limits<double>::quiet_NaN()};
+  REQUIRE (std::isnan(v2[2]));
+  REQUIRE(has_nan(v2));
+  // test minus nan
+  vector<double> v3 = {1.0, 2.0, -std::numeric_limits<double>::quiet_NaN()};
+  REQUIRE (std::isnan(v3[2]));
+  REQUIRE(has_nan(v3));
+}