// 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))); } }