devtools/eigen
1
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2026-04-10 11:34:33 +08:00
Code Issues Packages Projects Releases Wiki Activity

added Cholesky module

Browse Source
This commit is contained in:
Gael Guennebaud
2008-04-27 10:57:32 +00:00
parent 1ec2d21ca5
commit 4ffffa670e
7 changed files with 384 additions and 22 deletions
Download Patch File Download Diff File Expand all files Collapse all files

65
test/cholesky.cpp Normal file
View File

@@ -0,0 +1,65 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra. Eigen itself is part of the KDE project.
//
// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#include "main.h"
#include <Eigen/Cholesky>
namespace Eigen {
template<typename MatrixType> void cholesky(const MatrixType& m)
{
/* this test covers the following files:
Cholesky.h CholeskyWithoutSquareRoot.h
*/
int rows = m.rows();
int cols = m.cols();
typedef typename MatrixType::Scalar Scalar;
typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> SquareMatrixType;
typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> VectorType;
MatrixType a = MatrixType::random(rows,cols).transpose();
VectorType b = VectorType::random(cols);
SquareMatrixType covMat = a.transpose() * a;
CholeskyWithoutSquareRoot<SquareMatrixType> cholnosqrt(covMat);
VERIFY_IS_APPROX(covMat, cholnosqrt.matrixU().transpose() * cholnosqrt.vectorD().asDiagonal() * cholnosqrt.matrixU());
VERIFY_IS_APPROX(covMat * cholnosqrt.solve(b), b);
Cholesky<SquareMatrixType> chol(covMat);
VERIFY_IS_APPROX(covMat, chol.matrixU().transpose() * chol.matrixU());
VERIFY_IS_APPROX(covMat * chol.solve(b), b);
}
void EigenTest::testCholesky()
{
for(int i = 0; i < 1; i++) {
cholesky(Matrix3f());
cholesky(Matrix4d());
cholesky(MatrixXd(17,17));
}
}
} // namespace Eigen