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Add internal method _solve_impl_transposed() to LU decomposition classes that solves A^T x = b or A^* x = b.

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This commit is contained in:
Rasmus Munk Larsen
2015-11-30 13:39:24 -08:00
parent 274b2272b7
commit 1663d15da7
3 changed files with 148 additions and 23 deletions
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36
test/lu.cpp
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@@ -92,6 +92,20 @@ template<typename MatrixType> void lu_non_invertible()
// test that the code, which does resize(), may be applied to an xpr
m2.block(0,0,m2.rows(),m2.cols()) = lu.solve(m3);
VERIFY_IS_APPROX(m3, m1*m2);
// test solve with transposed
m3 = MatrixType::Random(rows,cols2);
m2 = m1.transpose()*m3;
m3 = MatrixType::Random(rows,cols2);
lu.template _solve_impl_transposed<false>(m2, m3);
VERIFY_IS_APPROX(m2, m1.transpose()*m3);
// test solve with conjugate transposed
m3 = MatrixType::Random(rows,cols2);
m2 = m1.adjoint()*m3;
m3 = MatrixType::Random(rows,cols2);
lu.template _solve_impl_transposed<true>(m2, m3);
VERIFY_IS_APPROX(m2, m1.adjoint()*m3);
}
template<typename MatrixType> void lu_invertible()
@@ -124,6 +138,12 @@ 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);
// test solve with conjugate transposed
lu.template _solve_impl_transposed<true>(m3, m2);
VERIFY_IS_APPROX(m3, m1.adjoint()*m2);
// Regression test for Bug 302
MatrixType m4 = MatrixType::Random(size,size);
@@ -136,14 +156,24 @@ template<typename MatrixType> void lu_partial_piv()
PartialPivLU.h
*/
typedef typename MatrixType::Index Index;
Index rows = internal::random<Index>(1,4);
Index cols = rows;
Index size = internal::random<Index>(1,4);
MatrixType m1(cols, rows);
MatrixType m1(size, size), m2(size, size), m3(size, size);
m1.setRandom();
PartialPivLU<MatrixType> plu(m1);
VERIFY_IS_APPROX(m1, plu.reconstructedMatrix());
m3 = MatrixType::Random(size,size);
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);
// test solve with conjugate transposed
plu.template _solve_impl_transposed<true>(m3, m2);
VERIFY_IS_APPROX(m3, m1.adjoint()*m2);
}
template<typename MatrixType> void lu_verify_assert()