product_selfadjoint.cpp 3.4 KB

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  1. // This file is part of Eigen, a lightweight C++ template library
  2. // for linear algebra.
  3. //
  4. // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
  5. //
  6. // This Source Code Form is subject to the terms of the Mozilla
  7. // Public License v. 2.0. If a copy of the MPL was not distributed
  8. // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
  9. #include "main.h"
  10. template<typename MatrixType> void product_selfadjoint(const MatrixType& m)
  11. {
  12. typedef typename MatrixType::Scalar Scalar;
  13. typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
  14. typedef Matrix<Scalar, 1, MatrixType::RowsAtCompileTime> RowVectorType;
  15. typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, Dynamic, RowMajor> RhsMatrixType;
  16. Index rows = m.rows();
  17. Index cols = m.cols();
  18. MatrixType m1 = MatrixType::Random(rows, cols),
  19. m2 = MatrixType::Random(rows, cols),
  20. m3;
  21. VectorType v1 = VectorType::Random(rows),
  22. v2 = VectorType::Random(rows),
  23. v3(rows);
  24. RowVectorType r1 = RowVectorType::Random(rows),
  25. r2 = RowVectorType::Random(rows);
  26. RhsMatrixType m4 = RhsMatrixType::Random(rows,10);
  27. Scalar s1 = internal::random<Scalar>(),
  28. s2 = internal::random<Scalar>(),
  29. s3 = internal::random<Scalar>();
  30. m1 = (m1.adjoint() + m1).eval();
  31. // rank2 update
  32. m2 = m1.template triangularView<Lower>();
  33. m2.template selfadjointView<Lower>().rankUpdate(v1,v2);
  34. VERIFY_IS_APPROX(m2, (m1 + v1 * v2.adjoint()+ v2 * v1.adjoint()).template triangularView<Lower>().toDenseMatrix());
  35. m2 = m1.template triangularView<Upper>();
  36. m2.template selfadjointView<Upper>().rankUpdate(-v1,s2*v2,s3);
  37. VERIFY_IS_APPROX(m2, (m1 + (s3*(-v1)*(s2*v2).adjoint()+numext::conj(s3)*(s2*v2)*(-v1).adjoint())).template triangularView<Upper>().toDenseMatrix());
  38. m2 = m1.template triangularView<Upper>();
  39. m2.template selfadjointView<Upper>().rankUpdate(-s2*r1.adjoint(),r2.adjoint()*s3,s1);
  40. VERIFY_IS_APPROX(m2, (m1 + s1*(-s2*r1.adjoint())*(r2.adjoint()*s3).adjoint() + numext::conj(s1)*(r2.adjoint()*s3) * (-s2*r1.adjoint()).adjoint()).template triangularView<Upper>().toDenseMatrix());
  41. if (rows>1)
  42. {
  43. m2 = m1.template triangularView<Lower>();
  44. m2.block(1,1,rows-1,cols-1).template selfadjointView<Lower>().rankUpdate(v1.tail(rows-1),v2.head(cols-1));
  45. m3 = m1;
  46. 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();
  47. VERIFY_IS_APPROX(m2, m3.template triangularView<Lower>().toDenseMatrix());
  48. }
  49. }
  50. EIGEN_DECLARE_TEST(product_selfadjoint)
  51. {
  52. int s = 0;
  53. for(int i = 0; i < g_repeat ; i++) {
  54. CALL_SUBTEST_1( product_selfadjoint(Matrix<float, 1, 1>()) );
  55. CALL_SUBTEST_2( product_selfadjoint(Matrix<float, 2, 2>()) );
  56. CALL_SUBTEST_3( product_selfadjoint(Matrix3d()) );
  57. s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2);
  58. CALL_SUBTEST_4( product_selfadjoint(MatrixXcf(s, s)) );
  59. TEST_SET_BUT_UNUSED_VARIABLE(s)
  60. s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2);
  61. CALL_SUBTEST_5( product_selfadjoint(MatrixXcd(s,s)) );
  62. TEST_SET_BUT_UNUSED_VARIABLE(s)
  63. s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE);
  64. CALL_SUBTEST_6( product_selfadjoint(MatrixXd(s,s)) );
  65. TEST_SET_BUT_UNUSED_VARIABLE(s)
  66. s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE);
  67. CALL_SUBTEST_7( product_selfadjoint(Matrix<float,Dynamic,Dynamic,RowMajor>(s,s)) );
  68. TEST_SET_BUT_UNUSED_VARIABLE(s)
  69. }
  70. }