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LDLT: make it honors the Lower/Upper directive and make it works inplace

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This commit is contained in:
Gael Guennebaud
2010-06-03 22:22:14 +02:00
parent 4159db979d
commit e64460d5d0
5 changed files with 160 additions and 87 deletions
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15
test/cholesky.cpp
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@@ -118,11 +118,18 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
}
{
LDLT<SquareMatrixType> ldlt(symm);
VERIFY_IS_APPROX(symm, ldlt.reconstructedMatrix());
vecX = ldlt.solve(vecB);
LDLT<SquareMatrixType,Lower> ldltlo(symm);
VERIFY_IS_APPROX(symm, ldltlo.reconstructedMatrix());
vecX = ldltlo.solve(vecB);
VERIFY_IS_APPROX(symm * vecX, vecB);
matX = ldlt.solve(matB);
matX = ldltlo.solve(matB);
VERIFY_IS_APPROX(symm * matX, matB);
LDLT<SquareMatrixType,Upper> ldltup(symm);
VERIFY_IS_APPROX(symm, ldltup.reconstructedMatrix());
vecX = ldltup.solve(vecB);
VERIFY_IS_APPROX(symm * vecX, vecB);
matX = ldltup.solve(matB);
VERIFY_IS_APPROX(symm * matX, matB);
}