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Fix bug #326 : expose tridiagonal eigensolver to end-users through ComputeFromTridiagonal()

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Desire NUENTSA
2013-07-18 10:32:31 +02:00
parent 6fab4012a3
commit 736fe99fbf
2 changed files with 117 additions and 51 deletions
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9
test/eigensolver_selfadjoint.cpp
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@@ -99,6 +99,15 @@ template<typename MatrixType> void selfadjointeigensolver(const MatrixType& m)
// FIXME tridiag.matrixQ().adjoint() does not work
VERIFY_IS_APPROX(MatrixType(symmA.template selfadjointView<Lower>()), tridiag.matrixQ() * tridiag.matrixT().eval() * MatrixType(tridiag.matrixQ()).adjoint());
// Test computation of eigenvalues from tridiagonal matrix
if(rows > 1)
{
SelfAdjointEigenSolver<MatrixType> eiSymmTridiag;
eiSymmTridiag.computeFromTridiagonal(tridiag.matrixT().diagonal(), tridiag.matrixT().diagonal(-1), ComputeEigenvectors);
VERIFY_IS_APPROX(eiSymm.eigenvalues(), eiSymmTridiag.eigenvalues());
VERIFY_IS_APPROX(tridiag.matrixT(), eiSymmTridiag.eigenvectors().real() * eiSymmTridiag.eigenvalues().asDiagonal() * eiSymmTridiag.eigenvectors().real().transpose());
}
if (rows > 1)
{
// Test matrix with NaN