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* Added a generalized eigen solver for the selfadjoint case.

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(as new members to SelfAdjointEigenSolver)
  The QR module now depends on Cholesky.
* Fix Transpose to correctly preserve the *TriangularBit.
This commit is contained in:
Gael Guennebaud
2008-06-14 19:42:12 +00:00
parent f07f907810
commit 4af7089ab8
6 changed files with 79 additions and 5 deletions
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12
test/eigensolver.cpp
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@@ -36,10 +36,16 @@ template<typename MatrixType> void eigensolver(const MatrixType& m)
typedef typename std::complex<typename NumTraits<typename MatrixType::Scalar>::Real> Complex;
MatrixType a = MatrixType::random(rows,cols);
MatrixType covMat = a.adjoint() * a;
MatrixType symmA = a.adjoint() * a;
SelfAdjointEigenSolver<MatrixType> eiSymm(covMat);
VERIFY_IS_APPROX(covMat * eiSymm.eigenvectors(), (eiSymm.eigenvectors() * eiSymm.eigenvalues().asDiagonal().eval()));
SelfAdjointEigenSolver<MatrixType> eiSymm(symmA);
VERIFY_IS_APPROX(symmA * eiSymm.eigenvectors(), (eiSymm.eigenvectors() * eiSymm.eigenvalues().asDiagonal().eval()));
// generalized eigen problem Ax = lBx
MatrixType b = MatrixType::random(rows,cols);
MatrixType symmB = b.adjoint() * b;
eiSymm.compute(symmA,symmB);
VERIFY_IS_APPROX(symmA * eiSymm.eigenvectors(), symmB * (eiSymm.eigenvectors() * eiSymm.eigenvalues().asDiagonal().eval()));
// EigenSolver<MatrixType> eiNotSymmButSymm(covMat);
// VERIFY_IS_APPROX((covMat.template cast<Complex>()) * (eiNotSymmButSymm.eigenvectors().template cast<Complex>()),