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* added ei_sqrt for complex

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* updated Cholesky to support complex
* correct result_type for abs and abs2 functors
This commit is contained in:
Gael Guennebaud
2008-04-27 14:05:40 +00:00
parent 4ffffa670e
commit 64bacf1c3f
7 changed files with 98 additions and 64 deletions
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9
test/cholesky.cpp
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@@ -42,14 +42,15 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
MatrixType a = MatrixType::random(rows,cols).transpose();
VectorType b = VectorType::random(cols);
SquareMatrixType covMat = a.transpose() * a;
SquareMatrixType covMat = a.adjoint() * a;
CholeskyWithoutSquareRoot<SquareMatrixType> cholnosqrt(covMat);
VERIFY_IS_APPROX(covMat, cholnosqrt.matrixU().transpose() * cholnosqrt.vectorD().asDiagonal() * cholnosqrt.matrixU());
VERIFY_IS_APPROX(covMat, cholnosqrt.matrixL() * cholnosqrt.vectorD().asDiagonal() * cholnosqrt.matrixL().adjoint());
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.matrixL() * chol.matrixL().adjoint());
VERIFY_IS_APPROX(covMat * chol.solve(b), b);
}
@@ -58,7 +59,7 @@ void EigenTest::testCholesky()
for(int i = 0; i < 1; i++) {
cholesky(Matrix3f());
cholesky(Matrix4d());
cholesky(MatrixXd(17,17));
cholesky(MatrixXcd(7,7));
}
}