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-rw-r--r--test/eigen2/eigen2_cholesky.cpp113
1 files changed, 0 insertions, 113 deletions
diff --git a/test/eigen2/eigen2_cholesky.cpp b/test/eigen2/eigen2_cholesky.cpp
deleted file mode 100644
index 9c4b6f561..000000000
--- a/test/eigen2/eigen2_cholesky.cpp
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@@ -1,113 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra. Eigen itself is part of the KDE project.
-//
-// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
-//
-// 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/.
-
-#define EIGEN_NO_ASSERTION_CHECKING
-#include "main.h"
-#include <Eigen/Cholesky>
-#include <Eigen/LU>
-
-#ifdef HAS_GSL
-#include "gsl_helper.h"
-#endif
-
-template<typename MatrixType> void cholesky(const MatrixType& m)
-{
- /* this test covers the following files:
- LLT.h LDLT.h
- */
- int rows = m.rows();
- int cols = m.cols();
-
- typedef typename MatrixType::Scalar Scalar;
- typedef typename NumTraits<Scalar>::Real RealScalar;
- typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType;
- typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
-
- MatrixType a0 = MatrixType::Random(rows,cols);
- VectorType vecB = VectorType::Random(rows), vecX(rows);
- MatrixType matB = MatrixType::Random(rows,cols), matX(rows,cols);
- SquareMatrixType symm = a0 * a0.adjoint();
- // let's make sure the matrix is not singular or near singular
- MatrixType a1 = MatrixType::Random(rows,cols);
- symm += a1 * a1.adjoint();
-
- #ifdef HAS_GSL
- if (ei_is_same_type<RealScalar,double>::ret)
- {
- typedef GslTraits<Scalar> Gsl;
- typename Gsl::Matrix gMatA=0, gSymm=0;
- typename Gsl::Vector gVecB=0, gVecX=0;
- convert<MatrixType>(symm, gSymm);
- convert<MatrixType>(symm, gMatA);
- convert<VectorType>(vecB, gVecB);
- convert<VectorType>(vecB, gVecX);
- Gsl::cholesky(gMatA);
- Gsl::cholesky_solve(gMatA, gVecB, gVecX);
- VectorType vecX(rows), _vecX, _vecB;
- convert(gVecX, _vecX);
- symm.llt().solve(vecB, &vecX);
- Gsl::prod(gSymm, gVecX, gVecB);
- convert(gVecB, _vecB);
- // test gsl itself !
- VERIFY_IS_APPROX(vecB, _vecB);
- VERIFY_IS_APPROX(vecX, _vecX);
-
- Gsl::free(gMatA);
- Gsl::free(gSymm);
- Gsl::free(gVecB);
- Gsl::free(gVecX);
- }
- #endif
-
- {
- LDLT<SquareMatrixType> ldlt(symm);
- VERIFY(ldlt.isPositiveDefinite());
- // in eigen3, LDLT is pivoting
- //VERIFY_IS_APPROX(symm, ldlt.matrixL() * ldlt.vectorD().asDiagonal() * ldlt.matrixL().adjoint());
- ldlt.solve(vecB, &vecX);
- VERIFY_IS_APPROX(symm * vecX, vecB);
- ldlt.solve(matB, &matX);
- VERIFY_IS_APPROX(symm * matX, matB);
- }
-
- {
- LLT<SquareMatrixType> chol(symm);
- VERIFY(chol.isPositiveDefinite());
- VERIFY_IS_APPROX(symm, chol.matrixL() * chol.matrixL().adjoint());
- chol.solve(vecB, &vecX);
- VERIFY_IS_APPROX(symm * vecX, vecB);
- chol.solve(matB, &matX);
- VERIFY_IS_APPROX(symm * matX, matB);
- }
-
-#if 0 // cholesky is not rank-revealing anyway
- // test isPositiveDefinite on non definite matrix
- if (rows>4)
- {
- SquareMatrixType symm = a0.block(0,0,rows,cols-4) * a0.block(0,0,rows,cols-4).adjoint();
- LLT<SquareMatrixType> chol(symm);
- VERIFY(!chol.isPositiveDefinite());
- LDLT<SquareMatrixType> cholnosqrt(symm);
- VERIFY(!cholnosqrt.isPositiveDefinite());
- }
-#endif
-}
-
-void test_eigen2_cholesky()
-{
- for(int i = 0; i < g_repeat; i++) {
- CALL_SUBTEST_1( cholesky(Matrix<double,1,1>()) );
- CALL_SUBTEST_2( cholesky(Matrix2d()) );
- CALL_SUBTEST_3( cholesky(Matrix3f()) );
- CALL_SUBTEST_4( cholesky(Matrix4d()) );
- CALL_SUBTEST_5( cholesky(MatrixXcd(7,7)) );
- CALL_SUBTEST_6( cholesky(MatrixXf(17,17)) );
- CALL_SUBTEST_7( cholesky(MatrixXd(33,33)) );
- }
-}