101 lines
3.9 KiB
C++
101 lines
3.9 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) 2016 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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#include <Eigen/LU>
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#include <Eigen/Cholesky>
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#include <Eigen/QR>
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// This file test inplace decomposition through Ref<>, as supported by Cholesky, LU, and QR decompositions.
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template <typename DecType, typename MatrixType>
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void inplace(bool square = false, bool SPD = false) {
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typedef typename MatrixType::Scalar Scalar;
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typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> RhsType;
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typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> ResType;
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Index rows = MatrixType::RowsAtCompileTime == Dynamic ? internal::random<Index>(2, EIGEN_TEST_MAX_SIZE / 2)
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: Index(MatrixType::RowsAtCompileTime);
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Index cols = MatrixType::ColsAtCompileTime == Dynamic ? (square ? rows : internal::random<Index>(2, rows))
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: Index(MatrixType::ColsAtCompileTime);
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MatrixType A = MatrixType::Random(rows, cols);
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RhsType b = RhsType::Random(rows);
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ResType x(cols);
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if (SPD) {
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assert(square);
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A.topRows(cols) = A.topRows(cols).adjoint() * A.topRows(cols);
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A.diagonal().array() += 1e-3;
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}
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MatrixType A0 = A;
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MatrixType A1 = A;
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DecType dec(A);
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// Check that the content of A has been modified
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VERIFY_IS_NOT_APPROX(A, A0);
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// Check that the decomposition is correct:
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if (rows == cols) {
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VERIFY_IS_APPROX(A0 * (x = dec.solve(b)), b);
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} else {
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VERIFY_IS_APPROX(A0.transpose() * A0 * (x = dec.solve(b)), A0.transpose() * b);
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}
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// Check that modifying A breaks the current dec:
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A.setRandom();
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if (rows == cols) {
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VERIFY_IS_NOT_APPROX(A0 * (x = dec.solve(b)), b);
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} else {
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VERIFY_IS_NOT_APPROX(A0.transpose() * A0 * (x = dec.solve(b)), A0.transpose() * b);
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}
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// Check that calling compute(A1) does not modify A1:
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A = A0;
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dec.compute(A1);
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VERIFY_IS_EQUAL(A0, A1);
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VERIFY_IS_NOT_APPROX(A, A0);
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if (rows == cols) {
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VERIFY_IS_APPROX(A0 * (x = dec.solve(b)), b);
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} else {
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VERIFY_IS_APPROX(A0.transpose() * A0 * (x = dec.solve(b)), A0.transpose() * b);
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}
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}
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EIGEN_DECLARE_TEST(inplace_decomposition) {
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EIGEN_UNUSED typedef Matrix<double, 4, 3> Matrix43d;
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for (int i = 0; i < g_repeat; i++) {
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CALL_SUBTEST_1((inplace<LLT<Ref<MatrixXd> >, MatrixXd>(true, true)));
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CALL_SUBTEST_1((inplace<LLT<Ref<Matrix4d> >, Matrix4d>(true, true)));
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CALL_SUBTEST_2((inplace<LDLT<Ref<MatrixXd> >, MatrixXd>(true, true)));
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CALL_SUBTEST_2((inplace<LDLT<Ref<Matrix4d> >, Matrix4d>(true, true)));
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CALL_SUBTEST_3((inplace<PartialPivLU<Ref<MatrixXd> >, MatrixXd>(true, false)));
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CALL_SUBTEST_3((inplace<PartialPivLU<Ref<Matrix4d> >, Matrix4d>(true, false)));
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CALL_SUBTEST_4((inplace<FullPivLU<Ref<MatrixXd> >, MatrixXd>(true, false)));
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CALL_SUBTEST_4((inplace<FullPivLU<Ref<Matrix4d> >, Matrix4d>(true, false)));
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CALL_SUBTEST_5((inplace<HouseholderQR<Ref<MatrixXd> >, MatrixXd>(false, false)));
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CALL_SUBTEST_5((inplace<HouseholderQR<Ref<Matrix43d> >, Matrix43d>(false, false)));
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CALL_SUBTEST_6((inplace<ColPivHouseholderQR<Ref<MatrixXd> >, MatrixXd>(false, false)));
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CALL_SUBTEST_6((inplace<ColPivHouseholderQR<Ref<Matrix43d> >, Matrix43d>(false, false)));
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CALL_SUBTEST_7((inplace<FullPivHouseholderQR<Ref<MatrixXd> >, MatrixXd>(false, false)));
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CALL_SUBTEST_7((inplace<FullPivHouseholderQR<Ref<Matrix43d> >, Matrix43d>(false, false)));
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CALL_SUBTEST_8((inplace<CompleteOrthogonalDecomposition<Ref<MatrixXd> >, MatrixXd>(false, false)));
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CALL_SUBTEST_8((inplace<CompleteOrthogonalDecomposition<Ref<Matrix43d> >, Matrix43d>(false, false)));
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}
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}
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