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bug #785: Make Cholesky decomposition work for empty matrices

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This commit is contained in:
Christoph Hertzberg
2018-12-03 16:18:15 +01:00
parent 0ea7ae7213
commit 919414b9fe
3 changed files with 14 additions and 7 deletions
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16
test/cholesky.cpp
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@@ -19,6 +19,7 @@
template<typename MatrixType, int UpLo>
typename MatrixType::RealScalar matrix_l1_norm(const MatrixType& m) {
if(m.cols()==0) return typename MatrixType::RealScalar(0);
MatrixType symm = m.template selfadjointView<UpLo>();
return symm.cwiseAbs().colwise().sum().maxCoeff();
}
@@ -96,7 +97,7 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
RealScalar rcond_est = chollo.rcond();
// Verify that the estimated condition number is within a factor of 10 of the
// truth.
VERIFY(rcond_est > rcond / 10 && rcond_est < rcond * 10);
VERIFY(rcond_est >= rcond / 10 && rcond_est <= rcond * 10);
// test the upper mode
LLT<SquareMatrixType,Upper> cholup(symmUp);
@@ -112,12 +113,12 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
rcond = (RealScalar(1) / matrix_l1_norm<MatrixType, Upper>(symmUp)) /
matrix_l1_norm<MatrixType, Upper>(symmUp_inverse);
rcond_est = cholup.rcond();
VERIFY(rcond_est > rcond / 10 && rcond_est < rcond * 10);
VERIFY(rcond_est >= rcond / 10 && rcond_est <= rcond * 10);
MatrixType neg = -symmLo;
chollo.compute(neg);
VERIFY(chollo.info()==NumericalIssue);
VERIFY(neg.size()==0 || chollo.info()==NumericalIssue);
VERIFY_IS_APPROX(MatrixType(chollo.matrixL().transpose().conjugate()), MatrixType(chollo.matrixU()));
VERIFY_IS_APPROX(MatrixType(chollo.matrixU().transpose().conjugate()), MatrixType(chollo.matrixL()));
@@ -166,7 +167,7 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
RealScalar rcond_est = ldltlo.rcond();
// Verify that the estimated condition number is within a factor of 10 of the
// truth.
VERIFY(rcond_est > rcond / 10 && rcond_est < rcond * 10);
VERIFY(rcond_est >= rcond / 10 && rcond_est <= rcond * 10);
LDLT<SquareMatrixType,Upper> ldltup(symmUp);
@@ -183,7 +184,7 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
rcond = (RealScalar(1) / matrix_l1_norm<MatrixType, Upper>(symmUp)) /
matrix_l1_norm<MatrixType, Upper>(symmUp_inverse);
rcond_est = ldltup.rcond();
VERIFY(rcond_est > rcond / 10 && rcond_est < rcond * 10);
VERIFY(rcond_est >= rcond / 10 && rcond_est <= rcond * 10);
VERIFY_IS_APPROX(MatrixType(ldltlo.matrixL().transpose().conjugate()), MatrixType(ldltlo.matrixU()));
VERIFY_IS_APPROX(MatrixType(ldltlo.matrixU().transpose().conjugate()), MatrixType(ldltlo.matrixL()));
@@ -507,6 +508,11 @@ EIGEN_DECLARE_TEST(cholesky)
CALL_SUBTEST_6( cholesky_cplx(MatrixXcd(s,s)) );
TEST_SET_BUT_UNUSED_VARIABLE(s)
}
// empty matrix, regression test for Bug 785:
CALL_SUBTEST_2( cholesky(MatrixXd(0,0)) );
// This does not work yet:
// CALL_SUBTEST_2( cholesky(Matrix<double,0,0>()) );
CALL_SUBTEST_4( cholesky_verify_assert<Matrix3f>() );
CALL_SUBTEST_7( cholesky_verify_assert<Matrix3d>() );