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inplace_decomposition.cpp
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Thu, Feb 20, 23:20

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

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