bug #1268: detect faillure in LDLT and report them through info()

1 files changed, 58 insertions, 0 deletions

diff --git a/test/cholesky.cpp b/test/cholesky.cpp
index 12efd2d60..9a1f3792c 100644
--- a/test/cholesky.cpp
+++ b/test/cholesky.cpp
@@ -154,6 +154,7 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
     SquareMatrixType symmLo = symm.template triangularView<Lower>();
 
     LDLT<SquareMatrixType,Lower> ldltlo(symmLo);
+    VERIFY(ldltlo.info()==Success);
     VERIFY_IS_APPROX(symm, ldltlo.reconstructedMatrix());
     vecX = ldltlo.solve(vecB);
     VERIFY_IS_APPROX(symm * vecX, vecB);
@@ -170,6 +171,7 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
 
 
     LDLT<SquareMatrixType,Upper> ldltup(symmUp);
+    VERIFY(ldltup.info()==Success);
     VERIFY_IS_APPROX(symm, ldltup.reconstructedMatrix());
     vecX = ldltup.solve(vecB);
     VERIFY_IS_APPROX(symm * vecX, vecB);
@@ -331,6 +333,7 @@ template<typename MatrixType> void cholesky_cplx(const MatrixType& m)
     RealMatrixType symmLo = symm.template triangularView<Lower>();
 
     LDLT<RealMatrixType,Lower> ldltlo(symmLo);
+    VERIFY(ldltlo.info()==Success);
     VERIFY_IS_APPROX(symm, ldltlo.reconstructedMatrix());
     vecX = ldltlo.solve(vecB);
     VERIFY_IS_APPROX(symm * vecX, vecB);
@@ -367,35 +370,88 @@ template<typename MatrixType> void cholesky_definiteness(const MatrixType& m)
   {
     mat << 1, 0, 0, -1;
     ldlt.compute(mat);
+    VERIFY(ldlt.info()==Success);
     VERIFY(!ldlt.isNegative());
     VERIFY(!ldlt.isPositive());
   }
   {
     mat << 1, 2, 2, 1;
     ldlt.compute(mat);
+    VERIFY(ldlt.info()==Success);
     VERIFY(!ldlt.isNegative());
     VERIFY(!ldlt.isPositive());
   }
   {
     mat << 0, 0, 0, 0;
     ldlt.compute(mat);
+    VERIFY(ldlt.info()==Success);
     VERIFY(ldlt.isNegative());
     VERIFY(ldlt.isPositive());
   }
   {
     mat << 0, 0, 0, 1;
     ldlt.compute(mat);
+    VERIFY(ldlt.info()==Success);
     VERIFY(!ldlt.isNegative());
     VERIFY(ldlt.isPositive());
   }
   {
     mat << -1, 0, 0, 0;
     ldlt.compute(mat);
+    VERIFY(ldlt.info()==Success);
     VERIFY(ldlt.isNegative());
     VERIFY(!ldlt.isPositive());
   }
 }
 
+template<typename>
+void cholesky_faillure_cases()
+{
+  MatrixXd mat;
+  LDLT<MatrixXd> ldlt;
+
+  {
+    mat.resize(2,2);
+    mat << 0, 1, 1, 0;
+    ldlt.compute(mat);
+    VERIFY_IS_NOT_APPROX(mat,ldlt.reconstructedMatrix());
+    VERIFY(ldlt.info()==NumericalIssue);
+  }
+  {
+    mat.resize(3,3);
+    mat << -1, -3, 3,
+           -3, -8.9999999999999999999, 1,
+            3, 1, 0;
+    ldlt.compute(mat);
+    VERIFY(ldlt.info()==NumericalIssue);
+    VERIFY_IS_NOT_APPROX(mat,ldlt.reconstructedMatrix());
+  }
+  {
+    mat.resize(3,3);
+    mat <<  1, 2, 3,
+            2, 4, 1,
+            3, 1, 0;
+    ldlt.compute(mat);
+    VERIFY(ldlt.info()==NumericalIssue);
+    VERIFY_IS_NOT_APPROX(mat,ldlt.reconstructedMatrix());
+  }
+
+  {
+    mat.resize(8,8);
+    mat <<  0.1, 0, -0.1, 0, 0, 0, 1, 0,
+            0, 4.24667, 0, 2.00333, 0, 0, 0, 0,
+            -0.1, 0, 0.2, 0, -0.1, 0, 0, 0,
+            0, 2.00333, 0, 8.49333, 0, 2.00333, 0, 0,
+            0, 0, -0.1, 0, 0.1, 0, 0, 1,
+            0, 0, 0, 2.00333, 0, 4.24667, 0, 0,
+            1, 0, 0, 0, 0, 0, 0, 0,
+            0, 0, 0, 0, 1, 0, 0, 0;
+    ldlt.compute(mat);
+    VERIFY(ldlt.info()==NumericalIssue);
+    VERIFY_IS_NOT_APPROX(mat,ldlt.reconstructedMatrix());
+  }
+}
+
 template<typename MatrixType> void cholesky_verify_assert()
 {
   MatrixType tmp;
@@ -445,5 +501,7 @@ void test_cholesky()
   CALL_SUBTEST_9( LLT<MatrixXf>(10) );
   CALL_SUBTEST_9( LDLT<MatrixXf>(10) );
 
+  CALL_SUBTEST_2( cholesky_faillure_cases<void>() );
+
   TEST_SET_BUT_UNUSED_VARIABLE(nb_temporaries)
 }