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Add LU::transpose().solve() and LU::adjoint().solve() API.

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This commit is contained in:
Gael Guennebaud
2015-12-01 14:38:47 +01:00
parent 1663d15da7
commit 0bb12fa614
23 changed files with 267 additions and 48 deletions
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22
test/lu.cpp
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@@ -99,6 +99,9 @@ template<typename MatrixType> void lu_non_invertible()
m3 = MatrixType::Random(rows,cols2);
lu.template _solve_impl_transposed<false>(m2, m3);
VERIFY_IS_APPROX(m2, m1.transpose()*m3);
m3 = MatrixType::Random(rows,cols2);
m3 = lu.transpose().solve(m2);
VERIFY_IS_APPROX(m2, m1.transpose()*m3);
// test solve with conjugate transposed
m3 = MatrixType::Random(rows,cols2);
@@ -106,6 +109,9 @@ template<typename MatrixType> void lu_non_invertible()
m3 = MatrixType::Random(rows,cols2);
lu.template _solve_impl_transposed<true>(m2, m3);
VERIFY_IS_APPROX(m2, m1.adjoint()*m3);
m3 = MatrixType::Random(rows,cols2);
m3 = lu.adjoint().solve(m2);
VERIFY_IS_APPROX(m2, m1.adjoint()*m3);
}
template<typename MatrixType> void lu_invertible()
@@ -138,12 +144,20 @@ template<typename MatrixType> void lu_invertible()
m2 = lu.solve(m3);
VERIFY_IS_APPROX(m3, m1*m2);
VERIFY_IS_APPROX(m2, lu.inverse()*m3);
// test solve with transposed
lu.template _solve_impl_transposed<false>(m3, m2);
VERIFY_IS_APPROX(m3, m1.transpose()*m2);
m3 = MatrixType::Random(size,size);
m3 = lu.transpose().solve(m2);
VERIFY_IS_APPROX(m2, m1.transpose()*m3);
// test solve with conjugate transposed
lu.template _solve_impl_transposed<true>(m3, m2);
VERIFY_IS_APPROX(m3, m1.adjoint()*m2);
m3 = MatrixType::Random(size,size);
m3 = lu.adjoint().solve(m2);
VERIFY_IS_APPROX(m2, m1.adjoint()*m3);
// Regression test for Bug 302
MatrixType m4 = MatrixType::Random(size,size);
@@ -168,12 +182,20 @@ template<typename MatrixType> void lu_partial_piv()
m2 = plu.solve(m3);
VERIFY_IS_APPROX(m3, m1*m2);
VERIFY_IS_APPROX(m2, plu.inverse()*m3);
// test solve with transposed
plu.template _solve_impl_transposed<false>(m3, m2);
VERIFY_IS_APPROX(m3, m1.transpose()*m2);
m3 = MatrixType::Random(size,size);
m3 = plu.transpose().solve(m2);
VERIFY_IS_APPROX(m2, m1.transpose()*m3);
// test solve with conjugate transposed
plu.template _solve_impl_transposed<true>(m3, m2);
VERIFY_IS_APPROX(m3, m1.adjoint()*m2);
m3 = MatrixType::Random(size,size);
m3 = plu.adjoint().solve(m2);
VERIFY_IS_APPROX(m2, m1.adjoint()*m3);
}
template<typename MatrixType> void lu_verify_assert()