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improve SYMV it is now faster and ready for use

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This commit is contained in:
Gael Guennebaud
2009-07-23 14:20:45 +02:00
parent eee14846e3
commit 713c92140c
3 changed files with 126 additions and 63 deletions
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35
test/product_selfadjoint.cpp
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@@ -31,6 +31,8 @@ template<typename MatrixType> void product_selfadjoint(const MatrixType& m)
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
typedef Matrix<Scalar, 1, MatrixType::RowsAtCompileTime> RowVectorType;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, Dynamic, RowMajor> RhsMatrixType;
int rows = m.rows();
int cols = m.cols();
@@ -38,31 +40,36 @@ template<typename MatrixType> void product_selfadjoint(const MatrixType& m)
m2 = MatrixType::Random(rows, cols),
m3;
VectorType v1 = VectorType::Random(rows),
v2 = VectorType::Random(rows);
v2 = VectorType::Random(rows),
v3(rows);
RowVectorType r1 = RowVectorType::Random(rows),
r2 = RowVectorType::Random(rows);
RhsMatrixType m4 = RhsMatrixType::Random(rows,10);
Scalar s1 = ei_random<Scalar>(),
s2 = ei_random<Scalar>(),
s3 = ei_random<Scalar>();
m1 = m1.adjoint()*m1;
m1 = (m1.adjoint() + m1).eval();
// lower
m2.setZero();
m2.template triangularView<LowerTriangular>() = m1;
ei_product_selfadjoint_vector<Scalar,MatrixType::Flags&RowMajorBit,LowerTriangularBit>
(cols,m2.data(),cols, v1.data(), v2.data());
VERIFY_IS_APPROX(v2, m1 * v1);
VERIFY_IS_APPROX((m2.template selfadjointView<LowerTriangular>() * v1).eval(), m1 * v1);
m2 = m1.template triangularView<LowerTriangular>();
VERIFY_IS_APPROX(v3 = (s1*m2).template selfadjointView<LowerTriangular>() * (s2*v1), (s1*m1) * (s2*v1));
VERIFY_IS_APPROX(v3 = (s1*m2.conjugate()).template selfadjointView<LowerTriangular>() * (s2*v1), (s1*m1.conjugate()) * (s2*v1));
VERIFY_IS_APPROX(v3 = (s1*m2).template selfadjointView<LowerTriangular>() * (s2*m4.col(1)), (s1*m1) * (s2*m4.col(1)));
VERIFY_IS_APPROX(v3 = (s1*m2).template selfadjointView<LowerTriangular>() * (s2*v1.conjugate()), (s1*m1) * (s2*v1.conjugate()));
VERIFY_IS_APPROX(v3 = (s1*m2.conjugate()).template selfadjointView<LowerTriangular>() * (s2*v1.conjugate()), (s1*m1.conjugate()) * (s2*v1.conjugate()));
// upper
m2.setZero();
m2.template triangularView<UpperTriangular>() = m1;
ei_product_selfadjoint_vector<Scalar,MatrixType::Flags&RowMajorBit,UpperTriangularBit>(cols,m2.data(),cols, v1.data(), v2.data());
VERIFY_IS_APPROX(v2, m1 * v1);
VERIFY_IS_APPROX((m2.template selfadjointView<UpperTriangular>() * v1).eval(), m1 * v1);
m2 = m1.template triangularView<UpperTriangular>();
VERIFY_IS_APPROX(v3 = (s1*m2).template selfadjointView<UpperTriangular>() * (s2*v1), (s1*m1) * (s2*v1));
VERIFY_IS_APPROX(v3 = (s1*m2.conjugate()).template selfadjointView<UpperTriangular>() * (s2*v1), (s1*m1.conjugate()) * (s2*v1));
VERIFY_IS_APPROX(v3 = (s1*m2.adjoint()).template selfadjointView<LowerTriangular>() * (s2*v1), (s1*m1.adjoint()) * (s2*v1));
VERIFY_IS_APPROX(v3 = (s1*m2.transpose()).template selfadjointView<LowerTriangular>() * (s2*v1), (s1*m1.transpose()) * (s2*v1));
VERIFY_IS_APPROX(v3 = (s1*m2).template selfadjointView<UpperTriangular>() * (s2*v1.conjugate()), (s1*m1) * (s2*v1.conjugate()));
VERIFY_IS_APPROX(v3 = (s1*m2.conjugate()).template selfadjointView<UpperTriangular>() * (s2*v1.conjugate()), (s1*m1.conjugate()) * (s2*v1.conjugate()));
// rank2 update
m2 = m1.template triangularView<LowerTriangular>();