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authorGravatar Luke Iwanski <luke@codeplay.com>2016-09-19 14:03:54 +0100
committerGravatar Luke Iwanski <luke@codeplay.com>2016-09-19 14:03:54 +0100
commitb91e0211727b9ea5d7c30908ed86afc4e50d4c6c (patch)
tree4dd857d1aabdd4065e8b7dec1369a4bd06bac5e7 /test/cholesky.cpp
parentcb81975714a96ecb2faf33ca242feeee3543b1db (diff)
parentff47717f25aeede4878f65b214cdce264b8314e8 (diff)
Merged with default.
Diffstat (limited to 'test/cholesky.cpp')
-rw-r--r--test/cholesky.cpp58
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)
}