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Diffstat (limited to 'eigen/test/inplace_decomposition.cpp')
-rw-r--r-- | eigen/test/inplace_decomposition.cpp | 110 |
1 files changed, 110 insertions, 0 deletions
diff --git a/eigen/test/inplace_decomposition.cpp b/eigen/test/inplace_decomposition.cpp new file mode 100644 index 0000000..92d0d91 --- /dev/null +++ b/eigen/test/inplace_decomposition.cpp @@ -0,0 +1,110 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2016 Gael Guennebaud <gael.guennebaud@inria.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/. + +#include "main.h" +#include <Eigen/LU> +#include <Eigen/Cholesky> +#include <Eigen/QR> + +// This file test inplace decomposition through Ref<>, as supported by Cholesky, LU, and QR decompositions. + +template<typename DecType,typename MatrixType> void inplace(bool square = false, bool SPD = false) +{ + typedef typename MatrixType::Scalar Scalar; + typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> RhsType; + typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> ResType; + + Index rows = MatrixType::RowsAtCompileTime==Dynamic ? internal::random<Index>(2,EIGEN_TEST_MAX_SIZE/2) : Index(MatrixType::RowsAtCompileTime); + Index cols = MatrixType::ColsAtCompileTime==Dynamic ? (square?rows:internal::random<Index>(2,rows)) : Index(MatrixType::ColsAtCompileTime); + + MatrixType A = MatrixType::Random(rows,cols); + RhsType b = RhsType::Random(rows); + ResType x(cols); + + if(SPD) + { + assert(square); + A.topRows(cols) = A.topRows(cols).adjoint() * A.topRows(cols); + A.diagonal().array() += 1e-3; + } + + MatrixType A0 = A; + MatrixType A1 = A; + + DecType dec(A); + + // Check that the content of A has been modified + VERIFY_IS_NOT_APPROX( A, A0 ); + + // Check that the decomposition is correct: + if(rows==cols) + { + VERIFY_IS_APPROX( A0 * (x = dec.solve(b)), b ); + } + else + { + VERIFY_IS_APPROX( A0.transpose() * A0 * (x = dec.solve(b)), A0.transpose() * b ); + } + + // Check that modifying A breaks the current dec: + A.setRandom(); + if(rows==cols) + { + VERIFY_IS_NOT_APPROX( A0 * (x = dec.solve(b)), b ); + } + else + { + VERIFY_IS_NOT_APPROX( A0.transpose() * A0 * (x = dec.solve(b)), A0.transpose() * b ); + } + + // Check that calling compute(A1) does not modify A1: + A = A0; + dec.compute(A1); + VERIFY_IS_EQUAL(A0,A1); + VERIFY_IS_NOT_APPROX( A, A0 ); + if(rows==cols) + { + VERIFY_IS_APPROX( A0 * (x = dec.solve(b)), b ); + } + else + { + VERIFY_IS_APPROX( A0.transpose() * A0 * (x = dec.solve(b)), A0.transpose() * b ); + } +} + + +void test_inplace_decomposition() +{ + EIGEN_UNUSED typedef Matrix<double,4,3> Matrix43d; + for(int i = 0; i < g_repeat; i++) { + CALL_SUBTEST_1(( inplace<LLT<Ref<MatrixXd> >, MatrixXd>(true,true) )); + CALL_SUBTEST_1(( inplace<LLT<Ref<Matrix4d> >, Matrix4d>(true,true) )); + + CALL_SUBTEST_2(( inplace<LDLT<Ref<MatrixXd> >, MatrixXd>(true,true) )); + CALL_SUBTEST_2(( inplace<LDLT<Ref<Matrix4d> >, Matrix4d>(true,true) )); + + CALL_SUBTEST_3(( inplace<PartialPivLU<Ref<MatrixXd> >, MatrixXd>(true,false) )); + CALL_SUBTEST_3(( inplace<PartialPivLU<Ref<Matrix4d> >, Matrix4d>(true,false) )); + + CALL_SUBTEST_4(( inplace<FullPivLU<Ref<MatrixXd> >, MatrixXd>(true,false) )); + CALL_SUBTEST_4(( inplace<FullPivLU<Ref<Matrix4d> >, Matrix4d>(true,false) )); + + CALL_SUBTEST_5(( inplace<HouseholderQR<Ref<MatrixXd> >, MatrixXd>(false,false) )); + CALL_SUBTEST_5(( inplace<HouseholderQR<Ref<Matrix43d> >, Matrix43d>(false,false) )); + + CALL_SUBTEST_6(( inplace<ColPivHouseholderQR<Ref<MatrixXd> >, MatrixXd>(false,false) )); + CALL_SUBTEST_6(( inplace<ColPivHouseholderQR<Ref<Matrix43d> >, Matrix43d>(false,false) )); + + CALL_SUBTEST_7(( inplace<FullPivHouseholderQR<Ref<MatrixXd> >, MatrixXd>(false,false) )); + CALL_SUBTEST_7(( inplace<FullPivHouseholderQR<Ref<Matrix43d> >, Matrix43d>(false,false) )); + + CALL_SUBTEST_8(( inplace<CompleteOrthogonalDecomposition<Ref<MatrixXd> >, MatrixXd>(false,false) )); + CALL_SUBTEST_8(( inplace<CompleteOrthogonalDecomposition<Ref<Matrix43d> >, Matrix43d>(false,false) )); + } +} |