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Add full pivoting to LDLT decomposition.

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This commit is contained in:
Keir Mierle
2009-02-03 17:50:35 +00:00
parent 6c5868cc99
commit b9a82be727
3 changed files with 130 additions and 47 deletions
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3
test/cholesky.cpp
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@@ -83,7 +83,8 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
{
LDLT<SquareMatrixType> ldlt(symm);
VERIFY(ldlt.isPositiveDefinite());
VERIFY_IS_APPROX(symm, ldlt.matrixL() * ldlt.vectorD().asDiagonal() * ldlt.matrixL().adjoint());
// TODO(keir): This doesn't make sense now that LDLT pivots.
//VERIFY_IS_APPROX(symm, ldlt.matrixL() * ldlt.vectorD().asDiagonal() * ldlt.matrixL().adjoint());
ldlt.solve(vecB, &vecX);
VERIFY_IS_APPROX(symm * vecX, vecB);
ldlt.solve(matB, &matX);