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fix LDLT, now it really only uses a given triangular part!

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This commit is contained in:
Gael Guennebaud
2010-06-09 14:01:06 +02:00
parent 201bd253ad
commit e242ac9345
4 changed files with 52 additions and 30 deletions
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44
test/cholesky.cpp
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@@ -121,14 +121,18 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
VERIFY_IS_APPROX(symm * matX, matB);
}
int sign = ei_random<int>()%2 ? 1 : -1;
if(sign == -1)
// LDLT
{
symm = -symm; // test a negative matrix
}
int sign = ei_random<int>()%2 ? 1 : -1;
if(sign == -1)
{
symm = -symm; // test a negative matrix
}
SquareMatrixType symmUp = symm.template triangularView<Upper>();
SquareMatrixType symmLo = symm.template triangularView<Lower>();
{
LDLT<SquareMatrixType,Lower> ldltlo(symmLo);
VERIFY_IS_APPROX(symm, ldltlo.reconstructedMatrix());
vecX = ldltlo.solve(vecB);
@@ -143,20 +147,20 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
matX = ldltup.solve(matB);
VERIFY_IS_APPROX(symm * matX, matB);
// if(MatrixType::RowsAtCompileTime==Dynamic)
// {
// // note : each inplace permutation requires a small temporary vector (mask)
//
// // check inplace solve
// matX = matB;
// VERIFY_EVALUATION_COUNT(matX = ldltlo.solve(matX), 0);
// VERIFY_IS_APPROX(matX, ldltlo.solve(matB).eval());
//
//
// matX = matB;
// VERIFY_EVALUATION_COUNT(matX = ldltup.solve(matX), 0);
// VERIFY_IS_APPROX(matX, ldltup.solve(matB).eval());
// }
if(MatrixType::RowsAtCompileTime==Dynamic)
{
// note : each inplace permutation requires a small temporary vector (mask)
// check inplace solve
matX = matB;
VERIFY_EVALUATION_COUNT(matX = ldltlo.solve(matX), 0);
VERIFY_IS_APPROX(matX, ldltlo.solve(matB).eval());
matX = matB;
VERIFY_EVALUATION_COUNT(matX = ldltup.solve(matX), 0);
VERIFY_IS_APPROX(matX, ldltup.solve(matB).eval());
}
}
}