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*port the Cholesky module to the new solve() API

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*improve documentation
This commit is contained in:
Benoit Jacob
2009-10-29 21:11:05 -04:00
parent e8dd552257
commit 6b48e932e9
8 changed files with 169 additions and 97 deletions
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16
test/cholesky.cpp
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@@ -93,17 +93,17 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
{
LLT<SquareMatrixType,LowerTriangular> chollo(symmLo);
VERIFY_IS_APPROX(symm, chollo.matrixL().toDense() * chollo.matrixL().adjoint().toDense());
chollo.solve(vecB, &vecX);
vecX = chollo.solve(vecB);
VERIFY_IS_APPROX(symm * vecX, vecB);
chollo.solve(matB, &matX);
matX = chollo.solve(matB);
VERIFY_IS_APPROX(symm * matX, matB);
// test the upper mode
LLT<SquareMatrixType,UpperTriangular> cholup(symmUp);
VERIFY_IS_APPROX(symm, cholup.matrixL().toDense() * cholup.matrixL().adjoint().toDense());
cholup.solve(vecB, &vecX);
vecX = cholup.solve(vecB);
VERIFY_IS_APPROX(symm * vecX, vecB);
cholup.solve(matB, &matX);
matX = cholup.solve(matB);
VERIFY_IS_APPROX(symm * matX, matB);
}
@@ -118,9 +118,9 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
LDLT<SquareMatrixType> ldlt(symm);
// TODO(keir): This doesn't make sense now that LDLT pivots.
//VERIFY_IS_APPROX(symm, ldlt.matrixL() * ldlt.vectorD().asDiagonal() * ldlt.matrixL().adjoint());
ldlt.solve(vecB, &vecX);
vecX = ldlt.solve(vecB);
VERIFY_IS_APPROX(symm * vecX, vecB);
ldlt.solve(matB, &matX);
matX = ldlt.solve(matB);
VERIFY_IS_APPROX(symm * matX, matB);
}
@@ -132,7 +132,7 @@ template<typename MatrixType> void cholesky_verify_assert()
LLT<MatrixType> llt;
VERIFY_RAISES_ASSERT(llt.matrixL())
VERIFY_RAISES_ASSERT(llt.solve(tmp,&tmp))
VERIFY_RAISES_ASSERT(llt.solve(tmp))
VERIFY_RAISES_ASSERT(llt.solveInPlace(&tmp))
LDLT<MatrixType> ldlt;
@@ -141,7 +141,7 @@ template<typename MatrixType> void cholesky_verify_assert()
VERIFY_RAISES_ASSERT(ldlt.vectorD())
VERIFY_RAISES_ASSERT(ldlt.isPositive())
VERIFY_RAISES_ASSERT(ldlt.isNegative())
VERIFY_RAISES_ASSERT(ldlt.solve(tmp,&tmp))
VERIFY_RAISES_ASSERT(ldlt.solve(tmp))
VERIFY_RAISES_ASSERT(ldlt.solveInPlace(&tmp))
}

4
test/lu.cpp
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@@ -49,8 +49,8 @@ template<typename MatrixType> void lu_non_invertible()
cols2 = cols = MatrixType::ColsAtCompileTime;
}
typedef typename ei_lu_kernel_impl<MatrixType>::ReturnMatrixType KernelMatrixType;
typedef typename ei_lu_image_impl <MatrixType>::ReturnMatrixType ImageMatrixType;
typedef typename ei_fullpivlu_kernel_impl<MatrixType>::ReturnMatrixType KernelMatrixType;
typedef typename ei_fullpivlu_image_impl <MatrixType>::ReturnMatrixType ImageMatrixType;
typedef Matrix<typename MatrixType::Scalar, Dynamic, Dynamic> DynamicMatrixType;
typedef Matrix<typename MatrixType::Scalar, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime>
CMatrixType;