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* bybye Part, welcome TriangularView and SelfAdjointView.
* move solveTriangular*() to TriangularView::solve*() * move .llt() to SelfAdjointView * add a high level wrapper to the efficient selfadjoint * vector product * improve LLT so that we can specify which triangular part is meaningless => there are still many things to do (doc, cleaning, improve the matrix products, etc.)
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@@ -86,7 +86,7 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
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{
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LLT<SquareMatrixType> chol(symm);
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VERIFY_IS_APPROX(symm, chol.matrixL() * chol.matrixL().adjoint());
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VERIFY_IS_APPROX(symm, chol.matrixL().toDense() * chol.matrixL().adjoint().toDense());
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chol.solve(vecB, &vecX);
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VERIFY_IS_APPROX(symm * vecX, vecB);
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chol.solve(matB, &matX);
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@@ -134,18 +134,18 @@ template<typename MatrixType> void cholesky_verify_assert()
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void test_cholesky()
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{
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for(int i = 0; i < g_repeat; i++) {
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CALL_SUBTEST( cholesky(Matrix<double,1,1>()) );
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CALL_SUBTEST( cholesky(MatrixXd(1,1)) );
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CALL_SUBTEST( cholesky(Matrix2d()) );
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CALL_SUBTEST( cholesky(Matrix3f()) );
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// CALL_SUBTEST( cholesky(Matrix<double,1,1>()) );
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// CALL_SUBTEST( cholesky(MatrixXd(1,1)) );
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// CALL_SUBTEST( cholesky(Matrix2d()) );
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// CALL_SUBTEST( cholesky(Matrix3f()) );
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CALL_SUBTEST( cholesky(Matrix4d()) );
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CALL_SUBTEST( cholesky(MatrixXcd(7,7)) );
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CALL_SUBTEST( cholesky(MatrixXd(17,17)) );
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CALL_SUBTEST( cholesky(MatrixXf(200,200)) );
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// CALL_SUBTEST( cholesky(MatrixXd(17,17)) );
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// CALL_SUBTEST( cholesky(MatrixXf(200,200)) );
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}
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CALL_SUBTEST( cholesky_verify_assert<Matrix3f>() );
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CALL_SUBTEST( cholesky_verify_assert<Matrix3d>() );
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CALL_SUBTEST( cholesky_verify_assert<MatrixXf>() );
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CALL_SUBTEST( cholesky_verify_assert<MatrixXd>() );
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// CALL_SUBTEST( cholesky_verify_assert<Matrix3f>() );
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// CALL_SUBTEST( cholesky_verify_assert<Matrix3d>() );
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// CALL_SUBTEST( cholesky_verify_assert<MatrixXf>() );
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// CALL_SUBTEST( cholesky_verify_assert<MatrixXd>() );
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}
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