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add triangular * vector product

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This commit is contained in:
Gael Guennebaud
2009-07-13 13:17:55 +02:00
parent a2087cd7a3
commit a2cf7ba955
9 changed files with 281 additions and 13 deletions
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test/product_triangular.cpp Normal file
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// This file is triangularView of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@gmail.com>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#include "main.h"
template<typename MatrixType> void product_triangular(const MatrixType& m)
{
typedef typename MatrixType::Scalar Scalar;
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
RealScalar largerEps = 10*test_precision<RealScalar>();
int rows = m.rows();
int cols = m.cols();
MatrixType m1 = MatrixType::Random(rows, cols),
m3(rows, cols);
VectorType v1 = VectorType::Random(rows);
Scalar s1 = ei_random<Scalar>();
m1 = MatrixType::Random(rows, cols);
// check with a column-major matrix
m3 = m1.template triangularView<Eigen::LowerTriangular>();
VERIFY((m3 * v1).isApprox(m1.template triangularView<Eigen::LowerTriangular>() * v1, largerEps));
m3 = m1.template triangularView<Eigen::UpperTriangular>();
VERIFY((m3 * v1).isApprox(m1.template triangularView<Eigen::UpperTriangular>() * v1, largerEps));
m3 = m1.template triangularView<Eigen::UnitLowerTriangular>();
VERIFY((m3 * v1).isApprox(m1.template triangularView<Eigen::UnitLowerTriangular>() * v1, largerEps));
m3 = m1.template triangularView<Eigen::UnitUpperTriangular>();
VERIFY((m3 * v1).isApprox(m1.template triangularView<Eigen::UnitUpperTriangular>() * v1, largerEps));
// check conjugated and scalar multiple expressions (col-major)
m3 = m1.template triangularView<Eigen::LowerTriangular>();
VERIFY(((s1*m3).conjugate() * v1).isApprox((s1*m1).conjugate().template triangularView<Eigen::LowerTriangular>() * v1, largerEps));
m3 = m1.template triangularView<Eigen::UpperTriangular>();
VERIFY((m3.conjugate() * v1.conjugate()).isApprox(m1.conjugate().template triangularView<Eigen::UpperTriangular>() * v1.conjugate(), largerEps));
// check with a row-major matrix
m3 = m1.template triangularView<Eigen::UpperTriangular>();
VERIFY((m3.transpose() * v1).isApprox(m1.transpose().template triangularView<Eigen::LowerTriangular>() * v1, largerEps));
m3 = m1.template triangularView<Eigen::LowerTriangular>();
VERIFY((m3.transpose() * v1).isApprox(m1.transpose().template triangularView<Eigen::UpperTriangular>() * v1, largerEps));
m3 = m1.template triangularView<Eigen::UnitUpperTriangular>();
VERIFY((m3.transpose() * v1).isApprox(m1.transpose().template triangularView<Eigen::UnitLowerTriangular>() * v1, largerEps));
m3 = m1.template triangularView<Eigen::UnitLowerTriangular>();
VERIFY((m3.transpose() * v1).isApprox(m1.transpose().template triangularView<Eigen::UnitUpperTriangular>() * v1, largerEps));
// check conjugated and scalar multiple expressions (row-major)
m3 = m1.template triangularView<Eigen::UpperTriangular>();
VERIFY((m3.adjoint() * v1).isApprox(m1.adjoint().template triangularView<Eigen::LowerTriangular>() * v1, largerEps));
m3 = m1.template triangularView<Eigen::LowerTriangular>();
VERIFY((m3.adjoint() * (s1*v1.conjugate())).isApprox(m1.adjoint().template triangularView<Eigen::UpperTriangular>() * (s1*v1.conjugate()), largerEps));
m3 = m1.template triangularView<Eigen::UnitUpperTriangular>();
// TODO check with sub-matrices
}
void test_product_triangular()
{
for(int i = 0; i < g_repeat ; i++) {
CALL_SUBTEST( product_triangular(Matrix<float, 1, 1>()) );
CALL_SUBTEST( product_triangular(Matrix<float, 2, 2>()) );
CALL_SUBTEST( product_triangular(Matrix3d()) );
CALL_SUBTEST( product_triangular(Matrix<std::complex<float>,23, 23>()) );
CALL_SUBTEST( product_triangular(MatrixXcd(17,17)) );
CALL_SUBTEST( product_triangular(Matrix<float,Dynamic,Dynamic,RowMajor>(19, 19)) );
}
}