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286 lines
12 KiB
C++
286 lines
12 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#include "main.h"
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#define VERIFY_TRSM(TRI, XB) \
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{ \
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(XB).setRandom(); \
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ref = (XB); \
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(TRI).solveInPlace(XB); \
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VERIFY_IS_APPROX((TRI).toDenseMatrix() * (XB), ref); \
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(XB).setRandom(); \
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ref = (XB); \
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(XB) = (TRI).solve(XB); \
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VERIFY_IS_APPROX((TRI).toDenseMatrix() * (XB), ref); \
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}
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#define VERIFY_TRSM_ONTHERIGHT(TRI, XB) \
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{ \
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(XB).setRandom(); \
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ref = (XB); \
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(TRI).transpose().template solveInPlace<OnTheRight>(XB.transpose()); \
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VERIFY_IS_APPROX((XB).transpose() * (TRI).transpose().toDenseMatrix(), ref.transpose()); \
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(XB).setRandom(); \
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ref = (XB); \
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(XB).transpose() = (TRI).transpose().template solve<OnTheRight>(XB.transpose()); \
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VERIFY_IS_APPROX((XB).transpose() * (TRI).transpose().toDenseMatrix(), ref.transpose()); \
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}
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template <typename Scalar, int Size, int Cols>
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void trsolve(int size = Size, int cols = Cols) {
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typedef typename NumTraits<Scalar>::Real RealScalar;
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Matrix<Scalar, Size, Size, ColMajor> cmLhs(size, size);
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Matrix<Scalar, Size, Size, RowMajor> rmLhs(size, size);
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enum { colmajor = Size == 1 ? RowMajor : ColMajor, rowmajor = Cols == 1 ? ColMajor : RowMajor };
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Matrix<Scalar, Size, Cols, colmajor> cmRhs(size, cols);
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Matrix<Scalar, Size, Cols, rowmajor> rmRhs(size, cols);
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Matrix<Scalar, Dynamic, Dynamic, colmajor> ref(size, cols);
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cmLhs.setRandom();
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cmLhs *= static_cast<RealScalar>(0.1);
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cmLhs.diagonal().array() += static_cast<RealScalar>(1);
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rmLhs.setRandom();
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rmLhs *= static_cast<RealScalar>(0.1);
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rmLhs.diagonal().array() += static_cast<RealScalar>(1);
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VERIFY_TRSM(cmLhs.conjugate().template triangularView<Lower>(), cmRhs);
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VERIFY_TRSM(cmLhs.adjoint().template triangularView<Lower>(), cmRhs);
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VERIFY_TRSM(cmLhs.template triangularView<Upper>(), cmRhs);
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VERIFY_TRSM(cmLhs.template triangularView<Lower>(), rmRhs);
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VERIFY_TRSM(cmLhs.conjugate().template triangularView<Upper>(), rmRhs);
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VERIFY_TRSM(cmLhs.adjoint().template triangularView<Upper>(), rmRhs);
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VERIFY_TRSM(cmLhs.conjugate().template triangularView<UnitLower>(), cmRhs);
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VERIFY_TRSM(cmLhs.template triangularView<UnitUpper>(), rmRhs);
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VERIFY_TRSM(rmLhs.template triangularView<Lower>(), cmRhs);
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VERIFY_TRSM(rmLhs.conjugate().template triangularView<UnitUpper>(), rmRhs);
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VERIFY_TRSM_ONTHERIGHT(cmLhs.conjugate().template triangularView<Lower>(), cmRhs);
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VERIFY_TRSM_ONTHERIGHT(cmLhs.template triangularView<Upper>(), cmRhs);
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VERIFY_TRSM_ONTHERIGHT(cmLhs.template triangularView<Lower>(), rmRhs);
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VERIFY_TRSM_ONTHERIGHT(cmLhs.conjugate().template triangularView<Upper>(), rmRhs);
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VERIFY_TRSM_ONTHERIGHT(cmLhs.conjugate().template triangularView<UnitLower>(), cmRhs);
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VERIFY_TRSM_ONTHERIGHT(cmLhs.template triangularView<UnitUpper>(), rmRhs);
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VERIFY_TRSM_ONTHERIGHT(rmLhs.template triangularView<Lower>(), cmRhs);
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VERIFY_TRSM_ONTHERIGHT(rmLhs.conjugate().template triangularView<UnitUpper>(), rmRhs);
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int c = internal::random<int>(0, cols - 1);
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VERIFY_TRSM(rmLhs.template triangularView<Lower>(), rmRhs.col(c));
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VERIFY_TRSM(cmLhs.template triangularView<Lower>(), rmRhs.col(c));
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// destination with a non-default inner-stride
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// see bug 1741
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{
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typedef Matrix<Scalar, Dynamic, Dynamic> MatrixX;
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MatrixX buffer(2 * cmRhs.rows(), 2 * cmRhs.cols());
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Map<Matrix<Scalar, Size, Cols, colmajor>, 0, Stride<Dynamic, 2> > map1(
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buffer.data(), cmRhs.rows(), cmRhs.cols(), Stride<Dynamic, 2>(2 * cmRhs.outerStride(), 2));
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Map<Matrix<Scalar, Size, Cols, rowmajor>, 0, Stride<Dynamic, 2> > map2(
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buffer.data(), rmRhs.rows(), rmRhs.cols(), Stride<Dynamic, 2>(2 * rmRhs.outerStride(), 2));
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buffer.setZero();
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VERIFY_TRSM(cmLhs.conjugate().template triangularView<Lower>(), map1);
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buffer.setZero();
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VERIFY_TRSM(cmLhs.template triangularView<Lower>(), map2);
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}
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if (Size == Dynamic) {
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cmLhs.resize(0, 0);
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cmRhs.resize(0, cmRhs.cols());
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Matrix<Scalar, Size, Cols, colmajor> res = cmLhs.template triangularView<Lower>().solve(cmRhs);
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VERIFY_IS_EQUAL(res.rows(), 0);
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VERIFY_IS_EQUAL(res.cols(), cmRhs.cols());
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res = cmRhs;
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cmLhs.template triangularView<Lower>().solveInPlace(res);
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VERIFY_IS_EQUAL(res.rows(), 0);
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VERIFY_IS_EQUAL(res.cols(), cmRhs.cols());
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}
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}
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// Test triangular solve with non-unit inner stride at blocking boundary sizes.
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// The scalar fallback path in trsmKernelR (TriangularSolverMatrix.h lines 156-166)
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// is used when OtherInnerStride != 1. The existing bug 1741 test only uses
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// InnerStride=2 at random sizes. This exercises the scalar path at sizes that
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// trigger blocking transitions and tests additional configurations.
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template <int>
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void trsolve_strided_boundary() {
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typedef double Scalar;
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typedef Matrix<Scalar, Dynamic, Dynamic> MatrixX;
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const int sizes[] = {1, 2, 3, 4, 8, 12, 16, 24, 32, 47, 48, 49, 64};
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for (int si = 0; si < 13; ++si) {
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int n = sizes[si];
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MatrixX lhs = MatrixX::Random(n, n);
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lhs *= 0.1;
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lhs.diagonal().array() += 1.0;
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// InnerStride = 2: ColMajor RHS, OnTheLeft, Lower
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{
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int cols = 5;
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MatrixX buffer(2 * n, 2 * cols);
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Map<MatrixX, 0, Stride<Dynamic, 2> > map(buffer.data(), n, cols, Stride<Dynamic, 2>(2 * n, 2));
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MatrixX ref(n, cols);
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buffer.setZero();
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map.setRandom();
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ref = map;
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lhs.triangularView<Lower>().solveInPlace(map);
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VERIFY_IS_APPROX(lhs.triangularView<Lower>().toDenseMatrix() * MatrixX(map), ref);
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}
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// InnerStride = 2: Upper triangular
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{
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int cols = 5;
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MatrixX buffer(2 * n, 2 * cols);
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Map<MatrixX, 0, Stride<Dynamic, 2> > map(buffer.data(), n, cols, Stride<Dynamic, 2>(2 * n, 2));
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MatrixX ref(n, cols);
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buffer.setZero();
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map.setRandom();
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ref = map;
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lhs.triangularView<Upper>().solveInPlace(map);
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VERIFY_IS_APPROX(lhs.triangularView<Upper>().toDenseMatrix() * MatrixX(map), ref);
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}
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// InnerStride = 2: UnitLower (tests the UnitDiag path without diagonal scaling)
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{
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int cols = 3;
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MatrixX buffer(2 * n, 2 * cols);
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Map<MatrixX, 0, Stride<Dynamic, 2> > map(buffer.data(), n, cols, Stride<Dynamic, 2>(2 * n, 2));
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MatrixX ref(n, cols);
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buffer.setZero();
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map.setRandom();
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ref = map;
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lhs.triangularView<UnitLower>().solveInPlace(map);
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VERIFY_IS_APPROX(lhs.triangularView<UnitLower>().toDenseMatrix() * MatrixX(map), ref);
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}
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// InnerStride = 3: Less common stride to exercise the scalar path more thoroughly
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{
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int cols = 4;
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MatrixX buffer(3 * n, 3 * cols);
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Map<MatrixX, 0, Stride<Dynamic, 3> > map(buffer.data(), n, cols, Stride<Dynamic, 3>(3 * n, 3));
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MatrixX ref(n, cols);
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buffer.setZero();
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map.setRandom();
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ref = map;
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lhs.triangularView<Lower>().solveInPlace(map);
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VERIFY_IS_APPROX(lhs.triangularView<Lower>().toDenseMatrix() * MatrixX(map), ref);
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}
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// Vector RHS with InnerStride = 2
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{
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typedef Matrix<Scalar, Dynamic, 1> VecX;
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VecX buffer(2 * n);
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Map<VecX, 0, InnerStride<2> > map(buffer.data(), n, InnerStride<2>(2));
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buffer.setZero();
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map.setRandom();
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VecX ref = map;
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lhs.triangularView<Lower>().solveInPlace(map);
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VERIFY_IS_APPROX(lhs.triangularView<Lower>().toDenseMatrix() * VecX(map), ref);
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}
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}
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// Complex with non-unit stride: tests conjugation in the scalar fallback path.
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{
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typedef std::complex<double> CScalar;
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typedef Matrix<CScalar, Dynamic, Dynamic> CMatrixX;
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int n = 32;
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CMatrixX lhs = CMatrixX::Random(n, n);
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lhs *= CScalar(0.1);
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lhs.diagonal().array() += CScalar(1.0);
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int cols = 4;
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CMatrixX buffer(2 * n, 2 * cols);
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Map<CMatrixX, 0, Stride<Dynamic, 2> > map(buffer.data(), n, cols, Stride<Dynamic, 2>(2 * n, 2));
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CMatrixX ref(n, cols);
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// Conjugate Lower
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buffer.setZero();
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map.setRandom();
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ref = map;
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lhs.conjugate().triangularView<Lower>().solveInPlace(map);
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VERIFY_IS_APPROX(lhs.conjugate().triangularView<Lower>().toDenseMatrix() * CMatrixX(map), ref);
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// Adjoint Upper
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buffer.setZero();
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map.setRandom();
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ref = map;
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lhs.adjoint().triangularView<Lower>().solveInPlace(map);
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VERIFY_IS_APPROX(lhs.adjoint().triangularView<Lower>().toDenseMatrix() * CMatrixX(map), ref);
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}
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}
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void trsolve_indexed_view() {
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typedef Matrix<double, Dynamic, Dynamic> MatrixX;
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typedef Matrix<double, Dynamic, 1> VectorX;
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MatrixX lhs = MatrixX::Random(8, 8);
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lhs *= 0.1;
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lhs.diagonal().array() += 1.0;
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VectorX rhs = VectorX::Random(8);
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std::vector<int> indices{0, 1, 2, 7};
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MatrixX lhs_slice = lhs(indices, indices);
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VectorX rhs_slice = rhs(indices);
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VectorX expected = lhs_slice.triangularView<Upper>().solve(rhs_slice);
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VectorX actual = lhs(indices, indices).triangularView<Upper>().solve(rhs(indices));
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VERIFY_IS_APPROX(actual, expected);
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VectorX assigned = VectorX::Random(8);
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VectorX assigned_ref = assigned;
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assigned(indices) = lhs_slice.triangularView<Upper>().solve(rhs_slice);
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assigned_ref(indices) = expected;
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VERIFY_IS_APPROX(assigned, assigned_ref);
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VectorX inplace = rhs;
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VectorX inplace_ref = rhs;
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lhs_slice.triangularView<Upper>().solveInPlace(inplace(indices));
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inplace_ref(indices) = expected;
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VERIFY_IS_APPROX(inplace, inplace_ref);
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}
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EIGEN_DECLARE_TEST(product_trsolve) {
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for (int i = 0; i < g_repeat; i++) {
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// matrices
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CALL_SUBTEST_1((trsolve<float, Dynamic, Dynamic>(internal::random<int>(1, EIGEN_TEST_MAX_SIZE),
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internal::random<int>(1, EIGEN_TEST_MAX_SIZE))));
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CALL_SUBTEST_2((trsolve<double, Dynamic, Dynamic>(internal::random<int>(1, EIGEN_TEST_MAX_SIZE),
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internal::random<int>(1, EIGEN_TEST_MAX_SIZE))));
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CALL_SUBTEST_3((trsolve<std::complex<float>, Dynamic, Dynamic>(internal::random<int>(1, EIGEN_TEST_MAX_SIZE / 2),
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internal::random<int>(1, EIGEN_TEST_MAX_SIZE / 2))));
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CALL_SUBTEST_4((trsolve<std::complex<double>, Dynamic, Dynamic>(
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internal::random<int>(1, EIGEN_TEST_MAX_SIZE / 2), internal::random<int>(1, EIGEN_TEST_MAX_SIZE / 2))));
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// vectors
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CALL_SUBTEST_5((trsolve<float, Dynamic, 1>(internal::random<int>(1, EIGEN_TEST_MAX_SIZE))));
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CALL_SUBTEST_6((trsolve<double, Dynamic, 1>(internal::random<int>(1, EIGEN_TEST_MAX_SIZE))));
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CALL_SUBTEST_7((trsolve<std::complex<float>, Dynamic, 1>(internal::random<int>(1, EIGEN_TEST_MAX_SIZE))));
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CALL_SUBTEST_8((trsolve<std::complex<double>, Dynamic, 1>(internal::random<int>(1, EIGEN_TEST_MAX_SIZE))));
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// meta-unrollers
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CALL_SUBTEST_9((trsolve<float, 4, 1>()));
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CALL_SUBTEST_10((trsolve<double, 4, 1>()));
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CALL_SUBTEST_11((trsolve<std::complex<float>, 4, 1>()));
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CALL_SUBTEST_12((trsolve<float, 1, 1>()));
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CALL_SUBTEST_13((trsolve<float, 1, 2>()));
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CALL_SUBTEST_14((trsolve<float, 3, 1>()));
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}
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// Strided solve at blocking boundaries (deterministic, outside g_repeat).
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CALL_SUBTEST_15(trsolve_strided_boundary<0>());
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CALL_SUBTEST_16(trsolve_indexed_view());
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}
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