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Diffstat (limited to 'eigen/test/triangular.cpp')
| -rw-r--r-- | eigen/test/triangular.cpp | 232 |
1 files changed, 232 insertions, 0 deletions
diff --git a/eigen/test/triangular.cpp b/eigen/test/triangular.cpp new file mode 100644 index 0000000..5432039 --- /dev/null +++ b/eigen/test/triangular.cpp @@ -0,0 +1,232 @@ +// This file is triangularView of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2008-2009 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" + + + +template<typename MatrixType> void triangular_square(const MatrixType& m) +{ + typedef typename MatrixType::Scalar Scalar; + typedef typename NumTraits<Scalar>::Real RealScalar; + typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType; + + RealScalar largerEps = 10*test_precision<RealScalar>(); + + typename MatrixType::Index rows = m.rows(); + typename MatrixType::Index cols = m.cols(); + + MatrixType m1 = MatrixType::Random(rows, cols), + m2 = MatrixType::Random(rows, cols), + m3(rows, cols), + m4(rows, cols), + r1(rows, cols), + r2(rows, cols); + VectorType v2 = VectorType::Random(rows); + + MatrixType m1up = m1.template triangularView<Upper>(); + MatrixType m2up = m2.template triangularView<Upper>(); + + if (rows*cols>1) + { + VERIFY(m1up.isUpperTriangular()); + VERIFY(m2up.transpose().isLowerTriangular()); + VERIFY(!m2.isLowerTriangular()); + } + +// VERIFY_IS_APPROX(m1up.transpose() * m2, m1.upper().transpose().lower() * m2); + + // test overloaded operator+= + r1.setZero(); + r2.setZero(); + r1.template triangularView<Upper>() += m1; + r2 += m1up; + VERIFY_IS_APPROX(r1,r2); + + // test overloaded operator= + m1.setZero(); + m1.template triangularView<Upper>() = m2.transpose() + m2; + m3 = m2.transpose() + m2; + VERIFY_IS_APPROX(m3.template triangularView<Lower>().transpose().toDenseMatrix(), m1); + + // test overloaded operator= + m1.setZero(); + m1.template triangularView<Lower>() = m2.transpose() + m2; + VERIFY_IS_APPROX(m3.template triangularView<Lower>().toDenseMatrix(), m1); + + VERIFY_IS_APPROX(m3.template triangularView<Lower>().conjugate().toDenseMatrix(), + m3.conjugate().template triangularView<Lower>().toDenseMatrix()); + + m1 = MatrixType::Random(rows, cols); + for (int i=0; i<rows; ++i) + while (numext::abs2(m1(i,i))<1e-1) m1(i,i) = internal::random<Scalar>(); + + Transpose<MatrixType> trm4(m4); + // test back and forward subsitution with a vector as the rhs + m3 = m1.template triangularView<Upper>(); + VERIFY(v2.isApprox(m3.adjoint() * (m1.adjoint().template triangularView<Lower>().solve(v2)), largerEps)); + m3 = m1.template triangularView<Lower>(); + VERIFY(v2.isApprox(m3.transpose() * (m1.transpose().template triangularView<Upper>().solve(v2)), largerEps)); + m3 = m1.template triangularView<Upper>(); + VERIFY(v2.isApprox(m3 * (m1.template triangularView<Upper>().solve(v2)), largerEps)); + m3 = m1.template triangularView<Lower>(); + VERIFY(v2.isApprox(m3.conjugate() * (m1.conjugate().template triangularView<Lower>().solve(v2)), largerEps)); + + // test back and forward subsitution with a matrix as the rhs + m3 = m1.template triangularView<Upper>(); + VERIFY(m2.isApprox(m3.adjoint() * (m1.adjoint().template triangularView<Lower>().solve(m2)), largerEps)); + m3 = m1.template triangularView<Lower>(); + VERIFY(m2.isApprox(m3.transpose() * (m1.transpose().template triangularView<Upper>().solve(m2)), largerEps)); + m3 = m1.template triangularView<Upper>(); + VERIFY(m2.isApprox(m3 * (m1.template triangularView<Upper>().solve(m2)), largerEps)); + m3 = m1.template triangularView<Lower>(); + VERIFY(m2.isApprox(m3.conjugate() * (m1.conjugate().template triangularView<Lower>().solve(m2)), largerEps)); + + // check M * inv(L) using in place API + m4 = m3; + m1.transpose().template triangularView<Eigen::Upper>().solveInPlace(trm4); + VERIFY_IS_APPROX(m4 * m1.template triangularView<Eigen::Lower>(), m3); + + // check M * inv(U) using in place API + m3 = m1.template triangularView<Upper>(); + m4 = m3; + m3.transpose().template triangularView<Eigen::Lower>().solveInPlace(trm4); + VERIFY_IS_APPROX(m4 * m1.template triangularView<Eigen::Upper>(), m3); + + // check solve with unit diagonal + m3 = m1.template triangularView<UnitUpper>(); + VERIFY(m2.isApprox(m3 * (m1.template triangularView<UnitUpper>().solve(m2)), largerEps)); + +// VERIFY(( m1.template triangularView<Upper>() +// * m2.template triangularView<Upper>()).isUpperTriangular()); + + // test swap + m1.setOnes(); + m2.setZero(); + m2.template triangularView<Upper>().swap(m1); + m3.setZero(); + m3.template triangularView<Upper>().setOnes(); + VERIFY_IS_APPROX(m2,m3); + +} + + +template<typename MatrixType> void triangular_rect(const MatrixType& m) +{ + typedef const typename MatrixType::Index Index; + typedef typename MatrixType::Scalar Scalar; + typedef typename NumTraits<Scalar>::Real RealScalar; + enum { Rows = MatrixType::RowsAtCompileTime, Cols = MatrixType::ColsAtCompileTime }; + + Index rows = m.rows(); + Index cols = m.cols(); + + MatrixType m1 = MatrixType::Random(rows, cols), + m2 = MatrixType::Random(rows, cols), + m3(rows, cols), + m4(rows, cols), + r1(rows, cols), + r2(rows, cols); + + MatrixType m1up = m1.template triangularView<Upper>(); + MatrixType m2up = m2.template triangularView<Upper>(); + + if (rows>1 && cols>1) + { + VERIFY(m1up.isUpperTriangular()); + VERIFY(m2up.transpose().isLowerTriangular()); + VERIFY(!m2.isLowerTriangular()); + } + + // test overloaded operator+= + r1.setZero(); + r2.setZero(); + r1.template triangularView<Upper>() += m1; + r2 += m1up; + VERIFY_IS_APPROX(r1,r2); + + // test overloaded operator= + m1.setZero(); + m1.template triangularView<Upper>() = 3 * m2; + m3 = 3 * m2; + VERIFY_IS_APPROX(m3.template triangularView<Upper>().toDenseMatrix(), m1); + + + m1.setZero(); + m1.template triangularView<Lower>() = 3 * m2; + VERIFY_IS_APPROX(m3.template triangularView<Lower>().toDenseMatrix(), m1); + + m1.setZero(); + m1.template triangularView<StrictlyUpper>() = 3 * m2; + VERIFY_IS_APPROX(m3.template triangularView<StrictlyUpper>().toDenseMatrix(), m1); + + + m1.setZero(); + m1.template triangularView<StrictlyLower>() = 3 * m2; + VERIFY_IS_APPROX(m3.template triangularView<StrictlyLower>().toDenseMatrix(), m1); + m1.setRandom(); + m2 = m1.template triangularView<Upper>(); + VERIFY(m2.isUpperTriangular()); + VERIFY(!m2.isLowerTriangular()); + m2 = m1.template triangularView<StrictlyUpper>(); + VERIFY(m2.isUpperTriangular()); + VERIFY(m2.diagonal().isMuchSmallerThan(RealScalar(1))); + m2 = m1.template triangularView<UnitUpper>(); + VERIFY(m2.isUpperTriangular()); + m2.diagonal().array() -= Scalar(1); + VERIFY(m2.diagonal().isMuchSmallerThan(RealScalar(1))); + m2 = m1.template triangularView<Lower>(); + VERIFY(m2.isLowerTriangular()); + VERIFY(!m2.isUpperTriangular()); + m2 = m1.template triangularView<StrictlyLower>(); + VERIFY(m2.isLowerTriangular()); + VERIFY(m2.diagonal().isMuchSmallerThan(RealScalar(1))); + m2 = m1.template triangularView<UnitLower>(); + VERIFY(m2.isLowerTriangular()); + m2.diagonal().array() -= Scalar(1); + VERIFY(m2.diagonal().isMuchSmallerThan(RealScalar(1))); + // test swap + m1.setOnes(); + m2.setZero(); + m2.template triangularView<Upper>().swap(m1); + m3.setZero(); + m3.template triangularView<Upper>().setOnes(); + VERIFY_IS_APPROX(m2,m3); +} + +void bug_159() +{ + Matrix3d m = Matrix3d::Random().triangularView<Lower>(); + EIGEN_UNUSED_VARIABLE(m) +} + +void test_triangular() +{ + int maxsize = (std::min)(EIGEN_TEST_MAX_SIZE,20); + for(int i = 0; i < g_repeat ; i++) + { + int r = internal::random<int>(2,maxsize); TEST_SET_BUT_UNUSED_VARIABLE(r) + int c = internal::random<int>(2,maxsize); TEST_SET_BUT_UNUSED_VARIABLE(c) + + CALL_SUBTEST_1( triangular_square(Matrix<float, 1, 1>()) ); + CALL_SUBTEST_2( triangular_square(Matrix<float, 2, 2>()) ); + CALL_SUBTEST_3( triangular_square(Matrix3d()) ); + CALL_SUBTEST_4( triangular_square(Matrix<std::complex<float>,8, 8>()) ); + CALL_SUBTEST_5( triangular_square(MatrixXcd(r,r)) ); + CALL_SUBTEST_6( triangular_square(Matrix<float,Dynamic,Dynamic,RowMajor>(r, r)) ); + + CALL_SUBTEST_7( triangular_rect(Matrix<float, 4, 5>()) ); + CALL_SUBTEST_8( triangular_rect(Matrix<double, 6, 2>()) ); + CALL_SUBTEST_9( triangular_rect(MatrixXcf(r, c)) ); + CALL_SUBTEST_5( triangular_rect(MatrixXcd(r, c)) ); + CALL_SUBTEST_6( triangular_rect(Matrix<float,Dynamic,Dynamic,RowMajor>(r, c)) ); + } + + CALL_SUBTEST_1( bug_159() ); +} |