diff options
| author |  Jitse Niesen <jitse@maths.leeds.ac.uk> | 2012-07-22 21:39:38 +0100 |
|---|---|---|
| committer | Jitse Niesen <jitse@maths.leeds.ac.uk> | 2012-07-22 21:39:38 +0100 |
| commit | fd5749f51c899941323a2c3a2b1e152102bacebe (patch) | |
| tree | 3e8507d11e15c2a307ac16ca1c40879d54c94e89 /test/cholesky.cpp | |
| parent | 907f4562acf9de792290e459758f430e79476e7a (diff) | |
LDLT: Report sign consistent with D for indefinite matrices.
Diffstat (limited to 'test/cholesky.cpp')
| -rw-r--r-- | test/cholesky.cpp | 14 |
1 files changed, 14 insertions, 0 deletions
diff --git a/test/cholesky.cpp b/test/cholesky.cpp index 14e01c006..49c79f9c8 100644 --- a/test/cholesky.cpp +++ b/test/cholesky.cpp @@ -262,6 +262,19 @@ template<typename MatrixType> void cholesky_bug241(const MatrixType& m) VERIFY_IS_APPROX(matA * vecX, vecB); } +// LDLT is not guaranteed to work for indefinite matrices, but happens to work fine if matrix is diagonal. +// This test checks that LDLT reports correctly that matrix is indefinite. +// See http://forum.kde.org/viewtopic.php?f=74&t=106942 +template<typename MatrixType> void cholesky_indefinite(const MatrixType& m) +{ + eigen_assert(m.rows() == 2 && m.cols() == 2); + MatrixType mat; + mat << 1, 0, 0, -1; + LDLT<MatrixType> ldlt(mat); + VERIFY(!ldlt.isNegative()); + VERIFY(!ldlt.isPositive()); +} + template<typename MatrixType> void cholesky_verify_assert() { MatrixType tmp; @@ -289,6 +302,7 @@ void test_cholesky() CALL_SUBTEST_1( cholesky(Matrix<double,1,1>()) ); CALL_SUBTEST_3( cholesky(Matrix2d()) ); CALL_SUBTEST_3( cholesky_bug241(Matrix2d()) ); + CALL_SUBTEST_3( cholesky_indefinite(Matrix2d()) ); CALL_SUBTEST_4( cholesky(Matrix3f()) ); CALL_SUBTEST_5( cholesky(Matrix4d()) ); s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE); |