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PR 567: makes all dense solvers inherit SoverBase (LU,Cholesky,QR,SVD).

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This changeset also includes:
 * add HouseholderSequence::conjugateIf
 * define int as the StorageIndex type for all dense solvers
 * dedicated unit tests, including assertion checking
 * _check_solve_assertion(): this method can be implemented in derived solver classes to implement custom checks
 * CompleteOrthogonalDecompositions: add applyZOnTheLeftInPlace, fix scalar type in applyZAdjointOnTheLeftInPlace(), add missing assertions
 * Cholesky: add missing assertions
 * FullPivHouseholderQR: Corrected Scalar type in _solve_impl()
 * BDCSVD: Unambiguous return type for ternary operator
 * SVDBase: Corrected Scalar type in _solve_impl()
This commit is contained in:
Patrick Peltzer
2019-01-17 01:17:39 +01:00
parent 7f32109c11
commit 15e53d5d93
23 changed files with 576 additions and 239 deletions
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49
test/cholesky.cpp
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@@ -7,15 +7,12 @@
// 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/.
#ifndef EIGEN_NO_ASSERTION_CHECKING
#define EIGEN_NO_ASSERTION_CHECKING
#endif
#define TEST_ENABLE_TEMPORARY_TRACKING
#include "main.h"
#include <Eigen/Cholesky>
#include <Eigen/QR>
#include "solverbase.h"
template<typename MatrixType, int UpLo>
typename MatrixType::RealScalar matrix_l1_norm(const MatrixType& m) {
@@ -81,15 +78,17 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
}
{
STATIC_CHECK(( internal::is_same<typename LLT<MatrixType,Lower>::StorageIndex,int>::value ));
STATIC_CHECK(( internal::is_same<typename LLT<MatrixType,Upper>::StorageIndex,int>::value ));
SquareMatrixType symmUp = symm.template triangularView<Upper>();
SquareMatrixType symmLo = symm.template triangularView<Lower>();
LLT<SquareMatrixType,Lower> chollo(symmLo);
VERIFY_IS_APPROX(symm, chollo.reconstructedMatrix());
vecX = chollo.solve(vecB);
VERIFY_IS_APPROX(symm * vecX, vecB);
matX = chollo.solve(matB);
VERIFY_IS_APPROX(symm * matX, matB);
check_solverbase<VectorType, VectorType>(symm, chollo, rows, rows, 1);
check_solverbase<MatrixType, MatrixType>(symm, chollo, rows, cols, rows);
const MatrixType symmLo_inverse = chollo.solve(MatrixType::Identity(rows,cols));
RealScalar rcond = (RealScalar(1) / matrix_l1_norm<MatrixType, Lower>(symmLo)) /
@@ -143,6 +142,9 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
// LDLT
{
STATIC_CHECK(( internal::is_same<typename LDLT<MatrixType,Lower>::StorageIndex,int>::value ));
STATIC_CHECK(( internal::is_same<typename LDLT<MatrixType,Upper>::StorageIndex,int>::value ));
int sign = internal::random<int>()%2 ? 1 : -1;
if(sign == -1)
@@ -156,10 +158,9 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
LDLT<SquareMatrixType,Lower> ldltlo(symmLo);
VERIFY(ldltlo.info()==Success);
VERIFY_IS_APPROX(symm, ldltlo.reconstructedMatrix());
vecX = ldltlo.solve(vecB);
VERIFY_IS_APPROX(symm * vecX, vecB);
matX = ldltlo.solve(matB);
VERIFY_IS_APPROX(symm * matX, matB);
check_solverbase<VectorType, VectorType>(symm, ldltlo, rows, rows, 1);
check_solverbase<MatrixType, MatrixType>(symm, ldltlo, rows, cols, rows);
const MatrixType symmLo_inverse = ldltlo.solve(MatrixType::Identity(rows,cols));
RealScalar rcond = (RealScalar(1) / matrix_l1_norm<MatrixType, Lower>(symmLo)) /
@@ -313,10 +314,9 @@ template<typename MatrixType> void cholesky_cplx(const MatrixType& m)
LLT<RealMatrixType,Lower> chollo(symmLo);
VERIFY_IS_APPROX(symm, chollo.reconstructedMatrix());
vecX = chollo.solve(vecB);
VERIFY_IS_APPROX(symm * vecX, vecB);
// matX = chollo.solve(matB);
// VERIFY_IS_APPROX(symm * matX, matB);
check_solverbase<VectorType, VectorType>(symm, chollo, rows, rows, 1);
//check_solverbase<MatrixType, MatrixType>(symm, chollo, rows, cols, rows);
}
// LDLT
@@ -333,10 +333,9 @@ template<typename MatrixType> void cholesky_cplx(const MatrixType& m)
LDLT<RealMatrixType,Lower> ldltlo(symmLo);
VERIFY(ldltlo.info()==Success);
VERIFY_IS_APPROX(symm, ldltlo.reconstructedMatrix());
vecX = ldltlo.solve(vecB);
VERIFY_IS_APPROX(symm * vecX, vecB);
// matX = ldltlo.solve(matB);
// VERIFY_IS_APPROX(symm * matX, matB);
check_solverbase<VectorType, VectorType>(symm, ldltlo, rows, rows, 1);
//check_solverbase<MatrixType, MatrixType>(symm, ldltlo, rows, cols, rows);
}
}
@@ -477,16 +476,20 @@ template<typename MatrixType> void cholesky_verify_assert()
VERIFY_RAISES_ASSERT(llt.matrixL())
VERIFY_RAISES_ASSERT(llt.matrixU())
VERIFY_RAISES_ASSERT(llt.solve(tmp))
VERIFY_RAISES_ASSERT(llt.solveInPlace(&tmp))
VERIFY_RAISES_ASSERT(llt.transpose().solve(tmp))
VERIFY_RAISES_ASSERT(llt.adjoint().solve(tmp))
VERIFY_RAISES_ASSERT(llt.solveInPlace(tmp))
LDLT<MatrixType> ldlt;
VERIFY_RAISES_ASSERT(ldlt.matrixL())
VERIFY_RAISES_ASSERT(ldlt.permutationP())
VERIFY_RAISES_ASSERT(ldlt.transpositionsP())
VERIFY_RAISES_ASSERT(ldlt.vectorD())
VERIFY_RAISES_ASSERT(ldlt.isPositive())
VERIFY_RAISES_ASSERT(ldlt.isNegative())
VERIFY_RAISES_ASSERT(ldlt.solve(tmp))
VERIFY_RAISES_ASSERT(ldlt.solveInPlace(&tmp))
VERIFY_RAISES_ASSERT(ldlt.transpose().solve(tmp))
VERIFY_RAISES_ASSERT(ldlt.adjoint().solve(tmp))
VERIFY_RAISES_ASSERT(ldlt.solveInPlace(tmp))
}
EIGEN_DECLARE_TEST(cholesky)