diff options
Diffstat (limited to 'test/cholesky.cpp')
| -rw-r--r-- | test/cholesky.cpp | 17 |
1 files changed, 17 insertions, 0 deletions
diff --git a/test/cholesky.cpp b/test/cholesky.cpp index 8a21cdbd5..148a0b388 100644 --- a/test/cholesky.cpp +++ b/test/cholesky.cpp @@ -160,6 +160,15 @@ template<typename MatrixType> void cholesky(const MatrixType& m) matX = ldltlo.solve(matB); VERIFY_IS_APPROX(symm * matX, matB); + // Verify that the estimated condition number is within a factor of 10 of the + // truth. + const MatrixType symmLo_inverse = ldltlo.solve(MatrixType::Identity(rows,cols)); + RealScalar rcond = (RealScalar(1) / matrix_l1_norm<MatrixType, Lower>(symmLo)) / + matrix_l1_norm<MatrixType, Lower>(symmLo_inverse); + RealScalar rcond_est = ldltlo.rcond(); + VERIFY(rcond_est > rcond / 10 && rcond_est < rcond * 10); + + LDLT<SquareMatrixType,Upper> ldltup(symmUp); VERIFY_IS_APPROX(symm, ldltup.reconstructedMatrix()); vecX = ldltup.solve(vecB); @@ -167,6 +176,14 @@ template<typename MatrixType> void cholesky(const MatrixType& m) matX = ldltup.solve(matB); VERIFY_IS_APPROX(symm * matX, matB); + // Verify that the estimated condition number is within a factor of 10 of the + // truth. + const MatrixType symmUp_inverse = ldltup.solve(MatrixType::Identity(rows,cols)); + rcond = (RealScalar(1) / matrix_l1_norm<MatrixType, Upper>(symmUp)) / + matrix_l1_norm<MatrixType, Upper>(symmUp_inverse); + rcond_est = ldltup.rcond(); + VERIFY(rcond_est > rcond / 10 && rcond_est < rcond * 10); + VERIFY_IS_APPROX(MatrixType(ldltlo.matrixL().transpose().conjugate()), MatrixType(ldltlo.matrixU())); VERIFY_IS_APPROX(MatrixType(ldltlo.matrixU().transpose().conjugate()), MatrixType(ldltlo.matrixL())); VERIFY_IS_APPROX(MatrixType(ldltup.matrixL().transpose().conjugate()), MatrixType(ldltup.matrixU())); |