// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2009 Gael Guennebaud // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #include "main.h" template void product_selfadjoint(const MatrixType& m) { typedef typename MatrixType::Scalar Scalar; typedef Matrix VectorType; typedef Matrix RowVectorType; typedef Matrix RhsMatrixType; Index rows = m.rows(); Index cols = m.cols(); MatrixType m1 = MatrixType::Random(rows, cols), m2 = MatrixType::Random(rows, cols), m3; VectorType v1 = VectorType::Random(rows), v2 = VectorType::Random(rows), v3(rows); RowVectorType r1 = RowVectorType::Random(rows), r2 = RowVectorType::Random(rows); RhsMatrixType m4 = RhsMatrixType::Random(rows, 10); Scalar s1 = internal::random(), s2 = internal::random(), s3 = internal::random(); m1 = (m1.adjoint() + m1).eval(); // rank2 update m2 = m1.template triangularView(); m2.template selfadjointView().rankUpdate(v1, v2); VERIFY_IS_APPROX(m2, (m1 + v1 * v2.adjoint() + v2 * v1.adjoint()).template triangularView().toDenseMatrix()); m2 = m1.template triangularView(); m2.template selfadjointView().rankUpdate(-v1, s2 * v2, s3); VERIFY_IS_APPROX(m2, (m1 + (s3 * (-v1) * (s2 * v2).adjoint() + numext::conj(s3) * (s2 * v2) * (-v1).adjoint())) .template triangularView() .toDenseMatrix()); m2 = m1.template triangularView(); m2.template selfadjointView().rankUpdate(-s2 * r1.adjoint(), r2.adjoint() * s3, s1); VERIFY_IS_APPROX(m2, (m1 + s1 * (-s2 * r1.adjoint()) * (r2.adjoint() * s3).adjoint() + numext::conj(s1) * (r2.adjoint() * s3) * (-s2 * r1.adjoint()).adjoint()) .template triangularView() .toDenseMatrix()); if (rows > 1) { m2 = m1.template triangularView(); m2.block(1, 1, rows - 1, cols - 1) .template selfadjointView() .rankUpdate(v1.tail(rows - 1), v2.head(cols - 1)); m3 = m1; m3.block(1, 1, rows - 1, cols - 1) += v1.tail(rows - 1) * v2.head(cols - 1).adjoint() + v2.head(cols - 1) * v1.tail(rows - 1).adjoint(); VERIFY_IS_APPROX(m2, m3.template triangularView().toDenseMatrix()); } // matrix-vector m2 = m1.template triangularView(); VERIFY_IS_APPROX(m1 * m4, m2.template selfadjointView() * m4); } // Test selfadjoint products at blocking boundary sizes. // The existing test uses random sizes; this tests deterministic sizes // at transitions (especially around the GEBP early-return threshold of 48). template void product_selfadjoint_boundary() { typedef double Scalar; typedef Matrix Mat; typedef Matrix Vec; const int sizes[] = {1, 2, 3, 4, 8, 16, 47, 48, 49, 64, 96, 128}; for (int si = 0; si < 12; ++si) { int n = sizes[si]; Mat m1 = Mat::Random(n, n); m1 = (m1 + m1.transpose()).eval(); // make symmetric Vec v1 = Vec::Random(n); Mat rhs = Mat::Random(n, 5); // Lower selfadjointView * vector Mat m2 = m1.triangularView(); VERIFY_IS_APPROX(m2.selfadjointView() * v1, m1 * v1); // Upper selfadjointView * vector m2 = m1.triangularView(); VERIFY_IS_APPROX(m2.selfadjointView() * v1, m1 * v1); // selfadjointView * matrix m2 = m1.triangularView(); VERIFY_IS_APPROX(m2.selfadjointView() * rhs, m1 * rhs); // rankUpdate Vec v2 = Vec::Random(n); m2 = m1.triangularView(); m2.selfadjointView().rankUpdate(v1, v2); VERIFY_IS_APPROX(m2, (m1 + v1 * v2.transpose() + v2 * v1.transpose()).triangularView().toDenseMatrix()); } } // Same test for complex type (tests conjugation logic). template void product_selfadjoint_boundary_complex() { typedef std::complex Scalar; typedef Matrix Mat; typedef Matrix Vec; const int sizes[] = {1, 8, 47, 48, 49, 64}; for (int si = 0; si < 6; ++si) { int n = sizes[si]; Mat m1 = Mat::Random(n, n); m1 = (m1 + m1.adjoint()).eval(); // make Hermitian m1.diagonal() = m1.diagonal().real().template cast(); // real diagonal Vec v1 = Vec::Random(n); Mat rhs = Mat::Random(n, 3); Mat m2 = m1.triangularView(); VERIFY_IS_APPROX(m2.selfadjointView() * v1, m1 * v1); VERIFY_IS_APPROX(m2.selfadjointView() * rhs, m1 * rhs); m2 = m1.triangularView(); VERIFY_IS_APPROX(m2.selfadjointView() * v1, m1 * v1); } } EIGEN_DECLARE_TEST(product_selfadjoint) { int s = 0; for (int i = 0; i < g_repeat; i++) { CALL_SUBTEST_1(product_selfadjoint(Matrix())); CALL_SUBTEST_2(product_selfadjoint(Matrix())); CALL_SUBTEST_3(product_selfadjoint(Matrix3d())); s = internal::random(1, EIGEN_TEST_MAX_SIZE / 2); CALL_SUBTEST_4(product_selfadjoint(MatrixXcf(s, s))); TEST_SET_BUT_UNUSED_VARIABLE(s); s = internal::random(1, EIGEN_TEST_MAX_SIZE / 2); CALL_SUBTEST_5(product_selfadjoint(MatrixXcd(s, s))); TEST_SET_BUT_UNUSED_VARIABLE(s); s = internal::random(1, EIGEN_TEST_MAX_SIZE); CALL_SUBTEST_6(product_selfadjoint(MatrixXd(s, s))); TEST_SET_BUT_UNUSED_VARIABLE(s); s = internal::random(1, EIGEN_TEST_MAX_SIZE); CALL_SUBTEST_7(product_selfadjoint(Matrix(s, s))); TEST_SET_BUT_UNUSED_VARIABLE(s); } // Deterministic blocking boundary tests (outside g_repeat). CALL_SUBTEST_8(product_selfadjoint_boundary<0>()); CALL_SUBTEST_9(product_selfadjoint_boundary_complex<0>()); }