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* bug fixes in: Dot, generalized eigen problem, singular matrix detetection in Cholesky

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* fix all numerical instabilies in the unit tests, now all tests can be run 2000 times
  with almost zero failures.
This commit is contained in:
Gael Guennebaud
2008-08-23 15:14:20 +00:00
parent 312013a089
commit 2120fed849
20 changed files with 632 additions and 103 deletions
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38
test/triangular.cpp
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@@ -30,12 +30,15 @@ template<typename MatrixType> void triangular(const MatrixType& m)
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
RealScalar largerEps = 10*test_precision<RealScalar>();
int rows = m.rows();
int cols = m.cols();
MatrixType m1 = MatrixType::Random(rows, cols),
m2 = MatrixType::Random(rows, cols),
MatrixType m1 = test_random_matrix<MatrixType>(rows, cols),
m2 = test_random_matrix<MatrixType>(rows, cols),
m3(rows, cols),
m4(rows, cols),
r1(rows, cols),
r2(rows, cols),
mzero = MatrixType::Zero(rows, cols),
@@ -44,8 +47,8 @@ template<typename MatrixType> void triangular(const MatrixType& m)
::Identity(rows, rows),
square = Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime>
::Random(rows, rows);
VectorType v1 = VectorType::Random(rows),
v2 = VectorType::Random(rows),
VectorType v1 = test_random_matrix<VectorType>(rows),
v2 = test_random_matrix<VectorType>(rows),
vzero = VectorType::Zero(rows);
MatrixType m1up = m1.template part<Eigen::Upper>();
@@ -78,17 +81,34 @@ template<typename MatrixType> void triangular(const MatrixType& m)
m1.template part<Eigen::Lower>() = (m2.transpose() * m2).lazy();
VERIFY_IS_APPROX(m3.template part<Eigen::Lower>(), m1);
m1 = test_random_matrix<MatrixType>(rows, cols);
for (int i=0; i<rows; ++i)
while (ei_abs2(m1(i,i))<1e-3) m1(i,i) = test_random<Scalar>();
Transpose<MatrixType> trm4(m4);
// test back and forward subsitution
m3 = m1.template part<Eigen::Lower>();
VERIFY(m3.template marked<Eigen::Lower>().solveTriangular(m3).cwise().abs().isIdentity(test_precision<RealScalar>()));
VERIFY(m3.transpose().template marked<Eigen::Upper>()
.solveTriangular(m3.transpose()).cwise().abs().isIdentity(test_precision<RealScalar>()));
// check M * inv(L) using in place API
m4 = m3;
m3.transpose().template marked<Eigen::Upper>().solveTriangularInPlace(trm4);
VERIFY(m4.cwise().abs().isIdentity(test_precision<RealScalar>()));
m3 = m1.template part<Eigen::Upper>();
VERIFY(m3.template marked<Eigen::Upper>().solveTriangular(m3).cwise().abs().isIdentity(test_precision<RealScalar>()));
VERIFY(m3.transpose().template marked<Eigen::Lower>()
.solveTriangular(m3.transpose()).cwise().abs().isIdentity(test_precision<RealScalar>()));
// check M * inv(U) using in place API
m4 = m3;
m3.transpose().template marked<Eigen::Lower>().solveTriangularInPlace(trm4);
VERIFY(m4.cwise().abs().isIdentity(test_precision<RealScalar>()));
// FIXME these tests failed due to numerical issues
// m1 = MatrixType::Random(rows, cols);
// VERIFY_IS_APPROX(m1.template part<Eigen::Upper>().eval() * (m1.template part<Eigen::Upper>().solveTriangular(m2)), m2);
// VERIFY_IS_APPROX(m1.template part<Eigen::Lower>().eval() * (m1.template part<Eigen::Lower>().solveTriangular(m2)), m2);
m3 = m1.template part<Eigen::Upper>();
VERIFY(m2.isApprox(m3 * (m3.template marked<Eigen::Upper>().solveTriangular(m2)), largerEps));
m3 = m1.template part<Eigen::Lower>();
VERIFY(m2.isApprox(m3 * (m3.template marked<Eigen::Lower>().solveTriangular(m2)), largerEps));
VERIFY((m1.template part<Eigen::Upper>() * m2.template part<Eigen::Upper>()).isUpper());
@@ -102,6 +122,6 @@ void test_triangular()
CALL_SUBTEST( triangular(Matrix3d()) );
CALL_SUBTEST( triangular(MatrixXcf(4, 4)) );
CALL_SUBTEST( triangular(Matrix<std::complex<float>,8, 8>()) );
CALL_SUBTEST( triangular(MatrixXf(85,85)) );
CALL_SUBTEST( triangular(MatrixXd(17,17)) );
}
}