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Diffstat (limited to 'test/product_selfadjoint.cpp')
-rw-r--r-- | test/product_selfadjoint.cpp | 81 |
1 files changed, 81 insertions, 0 deletions
diff --git a/test/product_selfadjoint.cpp b/test/product_selfadjoint.cpp new file mode 100644 index 000000000..95693b155 --- /dev/null +++ b/test/product_selfadjoint.cpp @@ -0,0 +1,81 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.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/. + +#include "main.h" + +template<typename MatrixType> void product_selfadjoint(const MatrixType& m) +{ + typedef typename MatrixType::Index Index; + typedef typename MatrixType::Scalar Scalar; + typedef typename NumTraits<Scalar>::Real RealScalar; + typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType; + typedef Matrix<Scalar, 1, MatrixType::RowsAtCompileTime> RowVectorType; + + typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, Dynamic, RowMajor> 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<Scalar>(), + s2 = internal::random<Scalar>(), + s3 = internal::random<Scalar>(); + + m1 = (m1.adjoint() + m1).eval(); + + // rank2 update + m2 = m1.template triangularView<Lower>(); + m2.template selfadjointView<Lower>().rankUpdate(v1,v2); + VERIFY_IS_APPROX(m2, (m1 + v1 * v2.adjoint()+ v2 * v1.adjoint()).template triangularView<Lower>().toDenseMatrix()); + + m2 = m1.template triangularView<Upper>(); + m2.template selfadjointView<Upper>().rankUpdate(-v1,s2*v2,s3); + VERIFY_IS_APPROX(m2, (m1 + (s3*(-v1)*(s2*v2).adjoint()+internal::conj(s3)*(s2*v2)*(-v1).adjoint())).template triangularView<Upper>().toDenseMatrix()); + + m2 = m1.template triangularView<Upper>(); + m2.template selfadjointView<Upper>().rankUpdate(-s2*r1.adjoint(),r2.adjoint()*s3,s1); + VERIFY_IS_APPROX(m2, (m1 + s1*(-s2*r1.adjoint())*(r2.adjoint()*s3).adjoint() + internal::conj(s1)*(r2.adjoint()*s3) * (-s2*r1.adjoint()).adjoint()).template triangularView<Upper>().toDenseMatrix()); + + if (rows>1) + { + m2 = m1.template triangularView<Lower>(); + m2.block(1,1,rows-1,cols-1).template selfadjointView<Lower>().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<Lower>().toDenseMatrix()); + } +} + +void test_product_selfadjoint() +{ + int s; + for(int i = 0; i < g_repeat ; i++) { + CALL_SUBTEST_1( product_selfadjoint(Matrix<float, 1, 1>()) ); + CALL_SUBTEST_2( product_selfadjoint(Matrix<float, 2, 2>()) ); + CALL_SUBTEST_3( product_selfadjoint(Matrix3d()) ); + s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2); + CALL_SUBTEST_4( product_selfadjoint(MatrixXcf(s, s)) ); + s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2); + CALL_SUBTEST_5( product_selfadjoint(MatrixXcd(s,s)) ); + s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE); + CALL_SUBTEST_6( product_selfadjoint(MatrixXd(s,s)) ); + s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE); + CALL_SUBTEST_7( product_selfadjoint(Matrix<float,Dynamic,Dynamic,RowMajor>(s,s)) ); + } + EIGEN_UNUSED_VARIABLE(s) +} |