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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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16
test/qr.cpp
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@@ -9,6 +9,7 @@
#include "main.h"
#include <Eigen/QR>
#include "solverbase.h"
template<typename MatrixType> void qr(const MatrixType& m)
{
@@ -41,11 +42,7 @@ template<typename MatrixType, int Cols2> void qr_fixedsize()
VERIFY_IS_APPROX(m1, qr.householderQ() * r);
Matrix<Scalar,Cols,Cols2> m2 = Matrix<Scalar,Cols,Cols2>::Random(Cols,Cols2);
Matrix<Scalar,Rows,Cols2> m3 = m1*m2;
m2 = Matrix<Scalar,Cols,Cols2>::Random(Cols,Cols2);
m2 = qr.solve(m3);
VERIFY_IS_APPROX(m3, m1*m2);
check_solverbase<Matrix<Scalar,Cols,Cols2>, Matrix<Scalar,Rows,Cols2> >(m1, qr, Rows, Cols, Cols2);
}
template<typename MatrixType> void qr_invertible()
@@ -57,6 +54,8 @@ template<typename MatrixType> void qr_invertible()
typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
typedef typename MatrixType::Scalar Scalar;
STATIC_CHECK(( internal::is_same<typename HouseholderQR<MatrixType>::StorageIndex,int>::value ));
int size = internal::random<int>(10,50);
MatrixType m1(size, size), m2(size, size), m3(size, size);
@@ -70,9 +69,8 @@ template<typename MatrixType> void qr_invertible()
}
HouseholderQR<MatrixType> qr(m1);
m3 = MatrixType::Random(size,size);
m2 = qr.solve(m3);
VERIFY_IS_APPROX(m3, m1*m2);
check_solverbase<MatrixType, MatrixType>(m1, qr, size, size, size);
// now construct a matrix with prescribed determinant
m1.setZero();
@@ -95,6 +93,8 @@ template<typename MatrixType> void qr_verify_assert()
HouseholderQR<MatrixType> qr;
VERIFY_RAISES_ASSERT(qr.matrixQR())
VERIFY_RAISES_ASSERT(qr.solve(tmp))
VERIFY_RAISES_ASSERT(qr.transpose().solve(tmp))
VERIFY_RAISES_ASSERT(qr.adjoint().solve(tmp))
VERIFY_RAISES_ASSERT(qr.householderQ())
VERIFY_RAISES_ASSERT(qr.absDeterminant())
VERIFY_RAISES_ASSERT(qr.logAbsDeterminant())