devtools/eigen
1
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2026-04-10 11:34:33 +08:00
Code Issues Packages Projects Releases Wiki Activity

Oops, here the actual LLT and LDLT patch.

Browse Source
This commit is contained in:
Hauke Heibel
2009-05-22 15:58:20 +02:00
parent 0523b64fe9
commit c7303a876f
3 changed files with 80 additions and 26 deletions
Download Patch File Download Diff File Expand all files Collapse all files

39
test/cholesky.cpp
View File

@@ -112,29 +112,25 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
}
template<typename Derived>
void doSomeRankPreservingOperations(Eigen::MatrixBase<Derived>& m)
template<typename MatrixType> void cholesky_verify_assert()
{
typedef typename Derived::RealScalar RealScalar;
for(int a = 0; a < 3*(m.rows()+m.cols()); a++)
{
RealScalar d = Eigen::ei_random<RealScalar>(-1,1);
int i = Eigen::ei_random<int>(0,m.rows()-1); // i is a random row number
int j;
do {
j = Eigen::ei_random<int>(0,m.rows()-1);
} while (i==j); // j is another one (must be different)
m.row(i) += d * m.row(j);
MatrixType tmp;
i = Eigen::ei_random<int>(0,m.cols()-1); // i is a random column number
do {
j = Eigen::ei_random<int>(0,m.cols()-1);
} while (i==j); // j is another one (must be different)
m.col(i) += d * m.col(j);
}
LLT<MatrixType> llt;
VERIFY_RAISES_ASSERT(llt.matrixL())
VERIFY_RAISES_ASSERT(llt.solve(tmp,&tmp))
VERIFY_RAISES_ASSERT(llt.solveInPlace(&tmp))
LDLT<MatrixType> ldlt;
VERIFY_RAISES_ASSERT(ldlt.matrixL())
VERIFY_RAISES_ASSERT(ldlt.permutationP())
VERIFY_RAISES_ASSERT(ldlt.vectorD())
VERIFY_RAISES_ASSERT(ldlt.isPositive())
VERIFY_RAISES_ASSERT(ldlt.isNegative())
VERIFY_RAISES_ASSERT(ldlt.solve(tmp,&tmp))
VERIFY_RAISES_ASSERT(ldlt.solveInPlace(&tmp))
}
void test_cholesky()
{
for(int i = 0; i < g_repeat; i++) {
@@ -147,4 +143,9 @@ void test_cholesky()
CALL_SUBTEST( cholesky(MatrixXd(17,17)) );
CALL_SUBTEST( cholesky(MatrixXf(200,200)) );
}
CALL_SUBTEST( cholesky_verify_assert<Matrix3f>() );
CALL_SUBTEST( cholesky_verify_assert<Matrix3d>() );
CALL_SUBTEST( cholesky_verify_assert<MatrixXf>() );
CALL_SUBTEST( cholesky_verify_assert<MatrixXd>() );
}