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bug #1479: fix failure detection in LDLT

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This commit is contained in:
Gael Guennebaud
2017-11-16 17:55:24 +01:00
parent 95ecb2b5d6
commit 672bdc126b
2 changed files with 19 additions and 0 deletions
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17
test/cholesky.cpp
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@@ -373,6 +373,7 @@ template<typename MatrixType> void cholesky_definiteness(const MatrixType& m)
VERIFY(ldlt.info()==Success);
VERIFY(!ldlt.isNegative());
VERIFY(!ldlt.isPositive());
VERIFY_IS_APPROX(mat,ldlt.reconstructedMatrix());
}
{
mat << 1, 2, 2, 1;
@@ -380,6 +381,7 @@ template<typename MatrixType> void cholesky_definiteness(const MatrixType& m)
VERIFY(ldlt.info()==Success);
VERIFY(!ldlt.isNegative());
VERIFY(!ldlt.isPositive());
VERIFY_IS_APPROX(mat,ldlt.reconstructedMatrix());
}
{
mat << 0, 0, 0, 0;
@@ -387,6 +389,7 @@ template<typename MatrixType> void cholesky_definiteness(const MatrixType& m)
VERIFY(ldlt.info()==Success);
VERIFY(ldlt.isNegative());
VERIFY(ldlt.isPositive());
VERIFY_IS_APPROX(mat,ldlt.reconstructedMatrix());
}
{
mat << 0, 0, 0, 1;
@@ -394,6 +397,7 @@ template<typename MatrixType> void cholesky_definiteness(const MatrixType& m)
VERIFY(ldlt.info()==Success);
VERIFY(!ldlt.isNegative());
VERIFY(ldlt.isPositive());
VERIFY_IS_APPROX(mat,ldlt.reconstructedMatrix());
}
{
mat << -1, 0, 0, 0;
@@ -401,6 +405,7 @@ template<typename MatrixType> void cholesky_definiteness(const MatrixType& m)
VERIFY(ldlt.info()==Success);
VERIFY(ldlt.isNegative());
VERIFY(!ldlt.isPositive());
VERIFY_IS_APPROX(mat,ldlt.reconstructedMatrix());
}
}
@@ -452,6 +457,18 @@ void cholesky_faillure_cases()
VERIFY(ldlt.info()==NumericalIssue);
VERIFY_IS_NOT_APPROX(mat,ldlt.reconstructedMatrix());
}
// bug 1479
{
mat.resize(4,4);
mat << 1, 2, 0, 1,
2, 4, 0, 2,
0, 0, 0, 1,
1, 2, 1, 1;
ldlt.compute(mat);
VERIFY(ldlt.info()==NumericalIssue);
VERIFY_IS_NOT_APPROX(mat,ldlt.reconstructedMatrix());
}
}
template<typename MatrixType> void cholesky_verify_assert()