generalize our internal rank K update routine to support more general A*B product while evaluating only one triangular part and make it available via, e.g.:

R.triangularView<Lower>() += s * A * B;

1 files changed, 80 insertions, 0 deletions

diff --git a/test/product_mmtr.cpp b/test/product_mmtr.cpp
new file mode 100644
index 000000000..1048a894d
--- /dev/null
+++ b/test/product_mmtr.cpp
@@ -0,0 +1,80 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#include "main.h"
+
+#define CHECK_MMTR(DEST, TRI, OP) {                   \
+    ref2 = ref1 = DEST;                               \
+    DEST.template triangularView<TRI>() OP;           \
+    ref1 OP;                                          \
+    ref2.template triangularView<TRI>() = ref1;       \
+    VERIFY_IS_APPROX(DEST,ref2);                      \
+  }
+
+template<typename Scalar> void mmtr(int size)
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+
+  typedef Matrix<Scalar,Dynamic,Dynamic,ColMajor> MatrixColMaj;
+  typedef Matrix<Scalar,Dynamic,Dynamic,RowMajor> MatrixRowMaj;
+
+  DenseIndex othersize = internal::random<DenseIndex>(1,200);
+  
+  MatrixColMaj matc(size, size);
+  MatrixRowMaj matr(size, size);
+  MatrixColMaj ref1(size, size), ref2(size, size);
+  
+  MatrixColMaj soc(size,othersize); soc.setRandom();
+  MatrixColMaj osc(othersize,size); osc.setRandom();
+  MatrixRowMaj sor(size,othersize); sor.setRandom();
+  MatrixRowMaj osr(othersize,size); osr.setRandom();
+  
+  Scalar s = internal::random<Scalar>();
+  
+  CHECK_MMTR(matc, Lower, = s*soc*sor.adjoint());
+  CHECK_MMTR(matc, Upper, = s*(soc*soc.adjoint()));
+  CHECK_MMTR(matr, Lower, = s*soc*soc.adjoint());
+  CHECK_MMTR(matr, Upper, = soc*(s*sor.adjoint()));
+  
+  CHECK_MMTR(matc, Lower, += s*soc*soc.adjoint());
+  CHECK_MMTR(matc, Upper, += s*(soc*sor.transpose()));
+  CHECK_MMTR(matr, Lower, += s*sor*soc.adjoint());
+  CHECK_MMTR(matr, Upper, += soc*(s*soc.adjoint()));
+  
+  CHECK_MMTR(matc, Lower, -= s*soc*soc.adjoint());
+  CHECK_MMTR(matc, Upper, -= s*(osc.transpose()*osc.conjugate()));
+  CHECK_MMTR(matr, Lower, -= s*soc*soc.adjoint());
+  CHECK_MMTR(matr, Upper, -= soc*(s*soc.adjoint()));
+}
+
+void test_product_mmtr()
+{
+  for(int i = 0; i < g_repeat ; i++)
+  {
+    CALL_SUBTEST_1((mmtr<float>(internal::random<int>(1,320))));
+    CALL_SUBTEST_2((mmtr<double>(internal::random<int>(1,320))));
+    CALL_SUBTEST_3((mmtr<std::complex<float> >(internal::random<int>(1,200))));
+    CALL_SUBTEST_4((mmtr<std::complex<double> >(internal::random<int>(1,200))));
+  }
+}