2 files changed, 113 insertions, 0 deletions
diff --git a/mllib-local/src/test/scala/org/apache/spark/ml/impl/UtilsSuite.scala b/mllib-local/src/test/scala/org/apache/spark/ml/impl/UtilsSuite.scala
new file mode 100644
index 0000000000..44b122b694
--- /dev/null
+++ b/mllib-local/src/test/scala/org/apache/spark/ml/impl/UtilsSuite.scala
@@ -0,0 +1,30 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *    http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.spark.ml.impl
+
+import org.apache.spark.ml.impl.Utils.EPSILON
+import org.apache.spark.ml.SparkMLFunSuite
+
+
+class UtilsSuite extends SparkMLFunSuite {
+
+  test("EPSILON") {
+    assert(1.0 + EPSILON > 1.0, s"EPSILON is too small: $EPSILON.")
+    assert(1.0 + EPSILON / 2.0 === 1.0, s"EPSILON is too big: $EPSILON.")
+  }
+}
diff --git a/mllib-local/src/test/scala/org/apache/spark/ml/stat/distribution/MultivariateGaussianSuite.scala b/mllib-local/src/test/scala/org/apache/spark/ml/stat/distribution/MultivariateGaussianSuite.scala
new file mode 100644
index 0000000000..f9306ed83e
--- /dev/null
+++ b/mllib-local/src/test/scala/org/apache/spark/ml/stat/distribution/MultivariateGaussianSuite.scala
@@ -0,0 +1,83 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *    http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.spark.ml.stat.distribution
+
+import org.apache.spark.ml.SparkMLFunSuite
+import org.apache.spark.ml.linalg.{Matrices, Vectors}
+import org.apache.spark.ml.util.TestingUtils._
+
+
+class MultivariateGaussianSuite extends SparkMLFunSuite {
+
+  test("univariate") {
+    val x1 = Vectors.dense(0.0)
+    val x2 = Vectors.dense(1.5)
+
+    val mu = Vectors.dense(0.0)
+    val sigma1 = Matrices.dense(1, 1, Array(1.0))
+    val dist1 = new MultivariateGaussian(mu, sigma1)
+    assert(dist1.pdf(x1) ~== 0.39894 absTol 1E-5)
+    assert(dist1.pdf(x2) ~== 0.12952 absTol 1E-5)
+
+    val sigma2 = Matrices.dense(1, 1, Array(4.0))
+    val dist2 = new MultivariateGaussian(mu, sigma2)
+    assert(dist2.pdf(x1) ~== 0.19947 absTol 1E-5)
+    assert(dist2.pdf(x2) ~== 0.15057 absTol 1E-5)
+  }
+
+  test("multivariate") {
+    val x1 = Vectors.dense(0.0, 0.0)
+    val x2 = Vectors.dense(1.0, 1.0)
+
+    val mu = Vectors.dense(0.0, 0.0)
+    val sigma1 = Matrices.dense(2, 2, Array(1.0, 0.0, 0.0, 1.0))
+    val dist1 = new MultivariateGaussian(mu, sigma1)
+    assert(dist1.pdf(x1) ~== 0.15915 absTol 1E-5)
+    assert(dist1.pdf(x2) ~== 0.05855 absTol 1E-5)
+
+    val sigma2 = Matrices.dense(2, 2, Array(4.0, -1.0, -1.0, 2.0))
+    val dist2 = new MultivariateGaussian(mu, sigma2)
+    assert(dist2.pdf(x1) ~== 0.060155 absTol 1E-5)
+    assert(dist2.pdf(x2) ~== 0.033971 absTol 1E-5)
+  }
+
+  test("multivariate degenerate") {
+    val x1 = Vectors.dense(0.0, 0.0)
+    val x2 = Vectors.dense(1.0, 1.0)
+
+    val mu = Vectors.dense(0.0, 0.0)
+    val sigma = Matrices.dense(2, 2, Array(1.0, 1.0, 1.0, 1.0))
+    val dist = new MultivariateGaussian(mu, sigma)
+    assert(dist.pdf(x1) ~== 0.11254 absTol 1E-5)
+    assert(dist.pdf(x2) ~== 0.068259 absTol 1E-5)
+  }
+
+  test("SPARK-11302") {
+    val x = Vectors.dense(629, 640, 1.7188, 618.19)
+    val mu = Vectors.dense(
+      1055.3910505836575, 1070.489299610895, 1.39020554474708, 1040.5907503867697)
+    val sigma = Matrices.dense(4, 4, Array(
+      166769.00466698944, 169336.6705268059, 12.820670788921873, 164243.93314092053,
+      169336.6705268059, 172041.5670061245, 21.62590020524533, 166678.01075856484,
+      12.820670788921873, 21.62590020524533, 0.872524191943962, 4.283255814732373,
+      164243.93314092053, 166678.01075856484, 4.283255814732373, 161848.9196719207))
+    val dist = new MultivariateGaussian(mu, sigma)
+    // Agrees with R's dmvnorm: 7.154782e-05
+    assert(dist.pdf(x) ~== 7.154782224045512E-5 absTol 1E-9)
+  }
+}