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Diffstat (limited to 'eigen/test/eigen2/eigen2_cholesky.cpp')
-rw-r--r-- | eigen/test/eigen2/eigen2_cholesky.cpp | 113 |
1 files changed, 0 insertions, 113 deletions
diff --git a/eigen/test/eigen2/eigen2_cholesky.cpp b/eigen/test/eigen2/eigen2_cholesky.cpp deleted file mode 100644 index 9c4b6f5..0000000 --- a/eigen/test/eigen2/eigen2_cholesky.cpp +++ /dev/null @@ -1,113 +0,0 @@ -// This file is part of Eigen, a lightweight C++ template library -// for linear algebra. Eigen itself is part of the KDE project. -// -// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr> -// -// This Source Code Form is subject to the terms of the Mozilla -// Public License v. 2.0. If a copy of the MPL was not distributed -// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. - -#define EIGEN_NO_ASSERTION_CHECKING -#include "main.h" -#include <Eigen/Cholesky> -#include <Eigen/LU> - -#ifdef HAS_GSL -#include "gsl_helper.h" -#endif - -template<typename MatrixType> void cholesky(const MatrixType& m) -{ - /* this test covers the following files: - LLT.h LDLT.h - */ - int rows = m.rows(); - int cols = m.cols(); - - typedef typename MatrixType::Scalar Scalar; - typedef typename NumTraits<Scalar>::Real RealScalar; - typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType; - typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType; - - MatrixType a0 = MatrixType::Random(rows,cols); - VectorType vecB = VectorType::Random(rows), vecX(rows); - MatrixType matB = MatrixType::Random(rows,cols), matX(rows,cols); - SquareMatrixType symm = a0 * a0.adjoint(); - // let's make sure the matrix is not singular or near singular - MatrixType a1 = MatrixType::Random(rows,cols); - symm += a1 * a1.adjoint(); - - #ifdef HAS_GSL - if (ei_is_same_type<RealScalar,double>::ret) - { - typedef GslTraits<Scalar> Gsl; - typename Gsl::Matrix gMatA=0, gSymm=0; - typename Gsl::Vector gVecB=0, gVecX=0; - convert<MatrixType>(symm, gSymm); - convert<MatrixType>(symm, gMatA); - convert<VectorType>(vecB, gVecB); - convert<VectorType>(vecB, gVecX); - Gsl::cholesky(gMatA); - Gsl::cholesky_solve(gMatA, gVecB, gVecX); - VectorType vecX(rows), _vecX, _vecB; - convert(gVecX, _vecX); - symm.llt().solve(vecB, &vecX); - Gsl::prod(gSymm, gVecX, gVecB); - convert(gVecB, _vecB); - // test gsl itself ! - VERIFY_IS_APPROX(vecB, _vecB); - VERIFY_IS_APPROX(vecX, _vecX); - - Gsl::free(gMatA); - Gsl::free(gSymm); - Gsl::free(gVecB); - Gsl::free(gVecX); - } - #endif - - { - LDLT<SquareMatrixType> ldlt(symm); - VERIFY(ldlt.isPositiveDefinite()); - // in eigen3, LDLT is pivoting - //VERIFY_IS_APPROX(symm, ldlt.matrixL() * ldlt.vectorD().asDiagonal() * ldlt.matrixL().adjoint()); - ldlt.solve(vecB, &vecX); - VERIFY_IS_APPROX(symm * vecX, vecB); - ldlt.solve(matB, &matX); - VERIFY_IS_APPROX(symm * matX, matB); - } - - { - LLT<SquareMatrixType> chol(symm); - VERIFY(chol.isPositiveDefinite()); - VERIFY_IS_APPROX(symm, chol.matrixL() * chol.matrixL().adjoint()); - chol.solve(vecB, &vecX); - VERIFY_IS_APPROX(symm * vecX, vecB); - chol.solve(matB, &matX); - VERIFY_IS_APPROX(symm * matX, matB); - } - -#if 0 // cholesky is not rank-revealing anyway - // test isPositiveDefinite on non definite matrix - if (rows>4) - { - SquareMatrixType symm = a0.block(0,0,rows,cols-4) * a0.block(0,0,rows,cols-4).adjoint(); - LLT<SquareMatrixType> chol(symm); - VERIFY(!chol.isPositiveDefinite()); - LDLT<SquareMatrixType> cholnosqrt(symm); - VERIFY(!cholnosqrt.isPositiveDefinite()); - } -#endif -} - -void test_eigen2_cholesky() -{ - for(int i = 0; i < g_repeat; i++) { - CALL_SUBTEST_1( cholesky(Matrix<double,1,1>()) ); - CALL_SUBTEST_2( cholesky(Matrix2d()) ); - CALL_SUBTEST_3( cholesky(Matrix3f()) ); - CALL_SUBTEST_4( cholesky(Matrix4d()) ); - CALL_SUBTEST_5( cholesky(MatrixXcd(7,7)) ); - CALL_SUBTEST_6( cholesky(MatrixXf(17,17)) ); - CALL_SUBTEST_7( cholesky(MatrixXd(33,33)) ); - } -} |