add triangular * vector product

3 files changed, 96 insertions, 1 deletions

diff --git a/test/CMakeLists.txt b/test/CMakeLists.txt
index 229c7123b..886731d45 100644
--- a/test/CMakeLists.txt
+++ b/test/CMakeLists.txt
@@ -110,6 +110,7 @@ ei_add_test(array)
 ei_add_test(array_replicate)
 ei_add_test(array_reverse)
 ei_add_test(triangular)
+ei_add_test(product_triangular)
 ei_add_test(cholesky " " "${GSL_LIBRARIES}")
 ei_add_test(lu ${EI_OFLAG})
 ei_add_test(determinant)
diff --git a/test/product_triangular.cpp b/test/product_triangular.cpp
new file mode 100644
index 000000000..876fb4388
--- /dev/null
+++ b/test/product_triangular.cpp
@@ -0,0 +1,92 @@
+// This file is triangularView of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@gmail.com>
+//
+// 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"
+
+template<typename MatrixType> void product_triangular(const MatrixType& m)
+{
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
+
+  RealScalar largerEps = 10*test_precision<RealScalar>();
+
+  int rows = m.rows();
+  int cols = m.cols();
+
+  MatrixType m1 = MatrixType::Random(rows, cols),
+             m3(rows, cols);
+  VectorType v1 = VectorType::Random(rows);
+
+  Scalar s1 = ei_random<Scalar>();
+
+  m1 = MatrixType::Random(rows, cols);
+
+  // check with a column-major matrix
+  m3 = m1.template triangularView<Eigen::LowerTriangular>();
+  VERIFY((m3 * v1).isApprox(m1.template triangularView<Eigen::LowerTriangular>() * v1, largerEps));
+  m3 = m1.template triangularView<Eigen::UpperTriangular>();
+  VERIFY((m3 * v1).isApprox(m1.template triangularView<Eigen::UpperTriangular>() * v1, largerEps));
+  m3 = m1.template triangularView<Eigen::UnitLowerTriangular>();
+  VERIFY((m3 * v1).isApprox(m1.template triangularView<Eigen::UnitLowerTriangular>() * v1, largerEps));
+  m3 = m1.template triangularView<Eigen::UnitUpperTriangular>();
+  VERIFY((m3 * v1).isApprox(m1.template triangularView<Eigen::UnitUpperTriangular>() * v1, largerEps));
+
+  // check conjugated and scalar multiple expressions (col-major)
+  m3 = m1.template triangularView<Eigen::LowerTriangular>();
+  VERIFY(((s1*m3).conjugate() * v1).isApprox((s1*m1).conjugate().template triangularView<Eigen::LowerTriangular>() * v1, largerEps));
+  m3 = m1.template triangularView<Eigen::UpperTriangular>();
+  VERIFY((m3.conjugate() * v1.conjugate()).isApprox(m1.conjugate().template triangularView<Eigen::UpperTriangular>() * v1.conjugate(), largerEps));
+
+  // check with a row-major matrix
+  m3 = m1.template triangularView<Eigen::UpperTriangular>();
+  VERIFY((m3.transpose() * v1).isApprox(m1.transpose().template triangularView<Eigen::LowerTriangular>() * v1, largerEps));
+  m3 = m1.template triangularView<Eigen::LowerTriangular>();
+  VERIFY((m3.transpose() * v1).isApprox(m1.transpose().template triangularView<Eigen::UpperTriangular>() * v1, largerEps));
+  m3 = m1.template triangularView<Eigen::UnitUpperTriangular>();
+  VERIFY((m3.transpose() * v1).isApprox(m1.transpose().template triangularView<Eigen::UnitLowerTriangular>() * v1, largerEps));
+  m3 = m1.template triangularView<Eigen::UnitLowerTriangular>();
+  VERIFY((m3.transpose() * v1).isApprox(m1.transpose().template triangularView<Eigen::UnitUpperTriangular>() * v1, largerEps));
+
+  // check conjugated and scalar multiple expressions (row-major)
+  m3 = m1.template triangularView<Eigen::UpperTriangular>();
+  VERIFY((m3.adjoint() * v1).isApprox(m1.adjoint().template triangularView<Eigen::LowerTriangular>() * v1, largerEps));
+  m3 = m1.template triangularView<Eigen::LowerTriangular>();
+  VERIFY((m3.adjoint() * (s1*v1.conjugate())).isApprox(m1.adjoint().template triangularView<Eigen::UpperTriangular>() * (s1*v1.conjugate()), largerEps));
+  m3 = m1.template triangularView<Eigen::UnitUpperTriangular>();
+
+  // TODO check with sub-matrices
+}
+
+void test_product_triangular()
+{
+  for(int i = 0; i < g_repeat ; i++) {
+    CALL_SUBTEST( product_triangular(Matrix<float, 1, 1>()) );
+    CALL_SUBTEST( product_triangular(Matrix<float, 2, 2>()) );
+    CALL_SUBTEST( product_triangular(Matrix3d()) );
+    CALL_SUBTEST( product_triangular(Matrix<std::complex<float>,23, 23>()) );
+    CALL_SUBTEST( product_triangular(MatrixXcd(17,17)) );
+    CALL_SUBTEST( product_triangular(Matrix<float,Dynamic,Dynamic,RowMajor>(19, 19)) );
+  }
+}
diff --git a/test/triangular.cpp b/test/triangular.cpp
index 7c680a8ed..6385bffd1 100644
--- a/test/triangular.cpp
+++ b/test/triangular.cpp
@@ -51,6 +51,8 @@ template<typename MatrixType> void triangular(const MatrixType& m)
              v2 = VectorType::Random(rows),
              vzero = VectorType::Zero(rows);
 
+  Scalar s1 = ei_random<Scalar>();
+
   MatrixType m1up = m1.template triangularView<Eigen::UpperTriangular>();
   MatrixType m2up = m2.template triangularView<Eigen::UpperTriangular>();
 
@@ -142,7 +144,7 @@ void test_triangular()
     CALL_SUBTEST( triangular(Matrix3d()) );
     CALL_SUBTEST( triangular(MatrixXcf(4, 4)) );
     CALL_SUBTEST( triangular(Matrix<std::complex<float>,8, 8>()) );
-    CALL_SUBTEST( triangular(MatrixXd(17,17)) );
+    CALL_SUBTEST( triangular(MatrixXcd(17,17)) );
     CALL_SUBTEST( triangular(Matrix<float,Dynamic,Dynamic,RowMajor>(5, 5)) );
   }
 }