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add reconstructedMatrix() to LLT, and LUs

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=> they show that some improvements have still to be done
   for permutations, tr*tr, trapezoidal matrices
This commit is contained in:
Gael Guennebaud
2010-02-24 19:16:10 +01:00
parent a7e4c0f825
commit 7c98c04412
6 changed files with 87 additions and 6 deletions
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7
test/cholesky.cpp
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@@ -95,7 +95,7 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
{
LLT<SquareMatrixType,Lower> chollo(symmLo);
VERIFY_IS_APPROX(symm, chollo.matrixL().toDenseMatrix() * chollo.matrixL().adjoint().toDenseMatrix());
VERIFY_IS_APPROX(symm, chollo.reconstructedMatrix());
vecX = chollo.solve(vecB);
VERIFY_IS_APPROX(symm * vecX, vecB);
matX = chollo.solve(matB);
@@ -103,7 +103,7 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
// test the upper mode
LLT<SquareMatrixType,Upper> cholup(symmUp);
VERIFY_IS_APPROX(symm, cholup.matrixL().toDenseMatrix() * cholup.matrixL().adjoint().toDenseMatrix());
VERIFY_IS_APPROX(symm, cholup.reconstructedMatrix());
vecX = cholup.solve(vecB);
VERIFY_IS_APPROX(symm * vecX, vecB);
matX = cholup.solve(matB);
@@ -119,8 +119,7 @@ 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());
VERIFY_IS_APPROX(symm, ldlt.reconstructedMatrix());
vecX = ldlt.solve(vecB);
VERIFY_IS_APPROX(symm * vecX, vecB);
matX = ldlt.solve(matB);