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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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