diff options
Diffstat (limited to 'test/cholesky.cpp')
| -rw-r--r-- | test/cholesky.cpp | 10 |
1 files changed, 10 insertions, 0 deletions
diff --git a/test/cholesky.cpp b/test/cholesky.cpp index 1a1b2eeb5..4f2516d26 100644 --- a/test/cholesky.cpp +++ b/test/cholesky.cpp @@ -124,6 +124,11 @@ template<typename MatrixType> void cholesky(const MatrixType& m) MatrixType neg = -symmLo; chollo.compute(neg); VERIFY(chollo.info()==NumericalIssue); + + VERIFY_IS_APPROX(MatrixType(chollo.matrixL().transpose().conjugate()), MatrixType(chollo.matrixU())); + VERIFY_IS_APPROX(MatrixType(chollo.matrixU().transpose().conjugate()), MatrixType(chollo.matrixL())); + VERIFY_IS_APPROX(MatrixType(cholup.matrixL().transpose().conjugate()), MatrixType(cholup.matrixU())); + VERIFY_IS_APPROX(MatrixType(cholup.matrixU().transpose().conjugate()), MatrixType(cholup.matrixL())); } // LDLT @@ -152,6 +157,11 @@ template<typename MatrixType> void cholesky(const MatrixType& m) matX = ldltup.solve(matB); VERIFY_IS_APPROX(symm * matX, matB); + 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())); + VERIFY_IS_APPROX(MatrixType(ldltup.matrixU().transpose().conjugate()), MatrixType(ldltup.matrixL())); + if(MatrixType::RowsAtCompileTime==Dynamic) { // note : each inplace permutation requires a small temporary vector (mask) |