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bug #1268: detect faillure in LDLT and report them through info()

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This commit is contained in:
Gael Guennebaud
2016-08-23 23:15:55 +02:00
parent bde9b456dc
commit 8132a12625
2 changed files with 83 additions and 4 deletions
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58
test/cholesky.cpp
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@@ -154,6 +154,7 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
SquareMatrixType symmLo = symm.template triangularView<Lower>();
LDLT<SquareMatrixType,Lower> ldltlo(symmLo);
VERIFY(ldltlo.info()==Success);
VERIFY_IS_APPROX(symm, ldltlo.reconstructedMatrix());
vecX = ldltlo.solve(vecB);
VERIFY_IS_APPROX(symm * vecX, vecB);
@@ -170,6 +171,7 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
LDLT<SquareMatrixType,Upper> ldltup(symmUp);
VERIFY(ldltup.info()==Success);
VERIFY_IS_APPROX(symm, ldltup.reconstructedMatrix());
vecX = ldltup.solve(vecB);
VERIFY_IS_APPROX(symm * vecX, vecB);
@@ -331,6 +333,7 @@ template<typename MatrixType> void cholesky_cplx(const MatrixType& m)
RealMatrixType symmLo = symm.template triangularView<Lower>();
LDLT<RealMatrixType,Lower> ldltlo(symmLo);
VERIFY(ldltlo.info()==Success);
VERIFY_IS_APPROX(symm, ldltlo.reconstructedMatrix());
vecX = ldltlo.solve(vecB);
VERIFY_IS_APPROX(symm * vecX, vecB);
@@ -367,35 +370,88 @@ template<typename MatrixType> void cholesky_definiteness(const MatrixType& m)
{
mat << 1, 0, 0, -1;
ldlt.compute(mat);
VERIFY(ldlt.info()==Success);
VERIFY(!ldlt.isNegative());
VERIFY(!ldlt.isPositive());
}
{
mat << 1, 2, 2, 1;
ldlt.compute(mat);
VERIFY(ldlt.info()==Success);
VERIFY(!ldlt.isNegative());
VERIFY(!ldlt.isPositive());
}
{
mat << 0, 0, 0, 0;
ldlt.compute(mat);
VERIFY(ldlt.info()==Success);
VERIFY(ldlt.isNegative());
VERIFY(ldlt.isPositive());
}
{
mat << 0, 0, 0, 1;
ldlt.compute(mat);
VERIFY(ldlt.info()==Success);
VERIFY(!ldlt.isNegative());
VERIFY(ldlt.isPositive());
}
{
mat << -1, 0, 0, 0;
ldlt.compute(mat);
VERIFY(ldlt.info()==Success);
VERIFY(ldlt.isNegative());
VERIFY(!ldlt.isPositive());
}
}
template<typename>
void cholesky_faillure_cases()
{
MatrixXd mat;
LDLT<MatrixXd> ldlt;
{
mat.resize(2,2);
mat << 0, 1, 1, 0;
ldlt.compute(mat);
VERIFY_IS_NOT_APPROX(mat,ldlt.reconstructedMatrix());
VERIFY(ldlt.info()==NumericalIssue);
}
{
mat.resize(3,3);
mat << -1, -3, 3,
-3, -8.9999999999999999999, 1,
3, 1, 0;
ldlt.compute(mat);
VERIFY(ldlt.info()==NumericalIssue);
VERIFY_IS_NOT_APPROX(mat,ldlt.reconstructedMatrix());
}
{
mat.resize(3,3);
mat << 1, 2, 3,
2, 4, 1,
3, 1, 0;
ldlt.compute(mat);
VERIFY(ldlt.info()==NumericalIssue);
VERIFY_IS_NOT_APPROX(mat,ldlt.reconstructedMatrix());
}
{
mat.resize(8,8);
mat << 0.1, 0, -0.1, 0, 0, 0, 1, 0,
0, 4.24667, 0, 2.00333, 0, 0, 0, 0,
-0.1, 0, 0.2, 0, -0.1, 0, 0, 0,
0, 2.00333, 0, 8.49333, 0, 2.00333, 0, 0,
0, 0, -0.1, 0, 0.1, 0, 0, 1,
0, 0, 0, 2.00333, 0, 4.24667, 0, 0,
1, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 1, 0, 0, 0;
ldlt.compute(mat);
VERIFY(ldlt.info()==NumericalIssue);
VERIFY_IS_NOT_APPROX(mat,ldlt.reconstructedMatrix());
}
}
template<typename MatrixType> void cholesky_verify_assert()
{
MatrixType tmp;
@@ -445,5 +501,7 @@ void test_cholesky()
CALL_SUBTEST_9( LLT<MatrixXf>(10) );
CALL_SUBTEST_9( LDLT<MatrixXf>(10) );
CALL_SUBTEST_2( cholesky_faillure_cases<void>() );
TEST_SET_BUT_UNUSED_VARIABLE(nb_temporaries)
}