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* Make HouseholderSequence::evalTo works in place

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* Clean a bit the Triadiagonalization making sure it the inplace
  function really works inplace ;), and that only the lower
   triangular part of the matrix is referenced.
* Remove the Tridiagonalization member object of SelfAdjointEigenSolver
  exploiting the in place capability of HouseholdeSequence.
* Update unit test to check SelfAdjointEigenSolver only consider
  the lower triangular part.
This commit is contained in:
Gael Guennebaud
2010-06-10 16:39:46 +02:00
parent d2d7465bcf
commit 469382407c
4 changed files with 208 additions and 126 deletions
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15
test/eigensolver_selfadjoint.cpp
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@@ -50,10 +50,12 @@ template<typename MatrixType> void selfadjointeigensolver(const MatrixType& m)
MatrixType a = MatrixType::Random(rows,cols);
MatrixType a1 = MatrixType::Random(rows,cols);
MatrixType symmA = a.adjoint() * a + a1.adjoint() * a1;
symmA.template triangularView<StrictlyUpper>().setZero();
MatrixType b = MatrixType::Random(rows,cols);
MatrixType b1 = MatrixType::Random(rows,cols);
MatrixType symmB = b.adjoint() * b + b1.adjoint() * b1;
symmB.template triangularView<StrictlyUpper>().setZero();
SelfAdjointEigenSolver<MatrixType> eiSymm(symmA);
// generalized eigen pb
@@ -62,6 +64,9 @@ template<typename MatrixType> void selfadjointeigensolver(const MatrixType& m)
#ifdef HAS_GSL
if (ei_is_same_type<RealScalar,double>::ret)
{
// restore symmA and symmB.
symmA = MatrixType(symmA.template selfadjointView<Lower>());
symmB = MatrixType(symmB.template selfadjointView<Lower>());
typedef GslTraits<Scalar> Gsl;
typename Gsl::Matrix gEvec=0, gSymmA=0, gSymmB=0;
typename GslTraits<RealScalar>::Vector gEval=0;
@@ -103,7 +108,7 @@ template<typename MatrixType> void selfadjointeigensolver(const MatrixType& m)
#endif
VERIFY_IS_EQUAL(eiSymm.info(), Success);
VERIFY((symmA * eiSymm.eigenvectors()).isApprox(
VERIFY((symmA.template selfadjointView<Lower>() * eiSymm.eigenvectors()).isApprox(
eiSymm.eigenvectors() * eiSymm.eigenvalues().asDiagonal(), largerEps));
VERIFY_IS_APPROX(symmA.template selfadjointView<Lower>().eigenvalues(), eiSymm.eigenvalues());
@@ -113,12 +118,12 @@ template<typename MatrixType> void selfadjointeigensolver(const MatrixType& m)
// generalized eigen problem Ax = lBx
VERIFY_IS_EQUAL(eiSymmGen.info(), Success);
VERIFY((symmA * eiSymmGen.eigenvectors()).isApprox(
symmB * (eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal()), largerEps));
VERIFY((symmA.template selfadjointView<Lower>() * eiSymmGen.eigenvectors()).isApprox(
symmB.template selfadjointView<Lower>() * (eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal()), largerEps));
MatrixType sqrtSymmA = eiSymm.operatorSqrt();
VERIFY_IS_APPROX(symmA, sqrtSymmA*sqrtSymmA);
VERIFY_IS_APPROX(sqrtSymmA, symmA*eiSymm.operatorInverseSqrt());
VERIFY_IS_APPROX(MatrixType(symmA.template selfadjointView<Lower>()), sqrtSymmA*sqrtSymmA);
VERIFY_IS_APPROX(sqrtSymmA, symmA.template selfadjointView<Lower>()*eiSymm.operatorInverseSqrt());
MatrixType id = MatrixType::Identity(rows, cols);
VERIFY_IS_APPROX(id.template selfadjointView<Lower>().operatorNorm(), RealScalar(1));