tests/testthat/test_implicit_cca.R

In davidaknowles/implicit: Implicitly scaled matrices and products of two matrices for use in diagonal CCA

test_that( "Correct function of implicit product matrices in CCA", {
  P1 = 70
  P2 = 100
  N = 50

  X = matrix(runif(N * P1), N)
  Y = matrix(runif(N * P2), N)

  XY <- t(scale(X)) %*% scale(Y)
  i = irlba(XY)

  i_fast = implicit_cca(X, Y)

  err = max(abs(i$d - i_fast$d))
  expect_true(err < 1e-8)
})