aboutsummaryrefslogtreecommitdiffhomepage
path: root/test/eigen2/eigen2_triangular.cpp
blob: 30ef1b20bc8e73ec33883f5badebeadef9154224 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra. Eigen itself is part of the KDE project.
//
// Copyright (C) 2008 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 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),
             m2 = MatrixType::Random(rows, cols),
             m3(rows, cols),
             m4(rows, cols),
             r1(rows, cols),
             r2(rows, cols),
             mzero = MatrixType::Zero(rows, cols),
             mones = MatrixType::Ones(rows, cols),
             identity = Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime>
                              ::Identity(rows, rows),
             square = Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime>
                              ::Random(rows, rows);
  VectorType v1 = VectorType::Random(rows),
             v2 = VectorType::Random(rows),
             vzero = VectorType::Zero(rows);

  MatrixType m1up = m1.template part<Eigen::UpperTriangular>();
  MatrixType m2up = m2.template part<Eigen::UpperTriangular>();

  if (rows*cols>1)
  {
    VERIFY(m1up.isUpperTriangular());
    VERIFY(m2up.transpose().isLowerTriangular());
    VERIFY(!m2.isLowerTriangular());
  }

//   VERIFY_IS_APPROX(m1up.transpose() * m2, m1.upper().transpose().lower() * m2);

  // test overloaded operator+=
  r1.setZero();
  r2.setZero();
  r1.template part<Eigen::UpperTriangular>() +=  m1;
  r2 += m1up;
  VERIFY_IS_APPROX(r1,r2);

  // test overloaded operator=
  m1.setZero();
  m1.template part<Eigen::UpperTriangular>() = (m2.transpose() * m2).lazy();
  m3 = m2.transpose() * m2;
  VERIFY_IS_APPROX(m3.template part<Eigen::LowerTriangular>().transpose(), m1);

  // test overloaded operator=
  m1.setZero();
  m1.template part<Eigen::LowerTriangular>() = (m2.transpose() * m2).lazy();
  VERIFY_IS_APPROX(m3.template part<Eigen::LowerTriangular>(), m1);

  VERIFY_IS_APPROX(m3.template part<Diagonal>(), m3.diagonal().asDiagonal());

  m1 = MatrixType::Random(rows, cols);
  for (int i=0; i<rows; ++i)
    while (ei_abs2(m1(i,i))<1e-3) m1(i,i) = ei_random<Scalar>();

  Transpose<MatrixType> trm4(m4);
  // test back and forward subsitution
  m3 = m1.template part<Eigen::LowerTriangular>();
  VERIFY(m3.template marked<Eigen::LowerTriangular>().solveTriangular(m3).cwise().abs().isIdentity(test_precision<RealScalar>()));
  VERIFY(m3.transpose().template marked<Eigen::UpperTriangular>()
    .solveTriangular(m3.transpose()).cwise().abs().isIdentity(test_precision<RealScalar>()));
  // check M * inv(L) using in place API
  m4 = m3;
  m3.transpose().template marked<Eigen::UpperTriangular>().solveTriangularInPlace(trm4);
  VERIFY(m4.cwise().abs().isIdentity(test_precision<RealScalar>()));

  m3 = m1.template part<Eigen::UpperTriangular>();
  VERIFY(m3.template marked<Eigen::UpperTriangular>().solveTriangular(m3).cwise().abs().isIdentity(test_precision<RealScalar>()));
  VERIFY(m3.transpose().template marked<Eigen::LowerTriangular>()
    .solveTriangular(m3.transpose()).cwise().abs().isIdentity(test_precision<RealScalar>()));
  // check M * inv(U) using in place API
  m4 = m3;
  m3.transpose().template marked<Eigen::LowerTriangular>().solveTriangularInPlace(trm4);
  VERIFY(m4.cwise().abs().isIdentity(test_precision<RealScalar>()));

  m3 = m1.template part<Eigen::UpperTriangular>();
  VERIFY(m2.isApprox(m3 * (m3.template marked<Eigen::UpperTriangular>().solveTriangular(m2)), largerEps));
  m3 = m1.template part<Eigen::LowerTriangular>();
  VERIFY(m2.isApprox(m3 * (m3.template marked<Eigen::LowerTriangular>().solveTriangular(m2)), largerEps));

  VERIFY((m1.template part<Eigen::UpperTriangular>() * m2.template part<Eigen::UpperTriangular>()).isUpperTriangular());

  // test swap
  m1.setOnes();
  m2.setZero();
  m2.template part<Eigen::UpperTriangular>().swap(m1);
  m3.setZero();
  m3.template part<Eigen::UpperTriangular>().setOnes();
  VERIFY_IS_APPROX(m2,m3);

}

void selfadjoint()
{
  Matrix2i m;
  m << 1, 2,
       3, 4;

  Matrix2i m1 = Matrix2i::Zero();
  m1.part<SelfAdjoint>() = m;
  Matrix2i ref1;
  ref1 << 1, 2,
          2, 4;
  VERIFY(m1 == ref1);
  
  Matrix2i m2 = Matrix2i::Zero();
  m2.part<SelfAdjoint>() = m.part<UpperTriangular>();
  Matrix2i ref2;
  ref2 << 1, 2,
          2, 4;
  VERIFY(m2 == ref2);
 
  Matrix2i m3 = Matrix2i::Zero();
  m3.part<SelfAdjoint>() = m.part<LowerTriangular>();
  Matrix2i ref3;
  ref3 << 1, 0,
          0, 4;
  VERIFY(m3 == ref3);
  
  // example inspired from bug 159
  int array[] = {1, 2, 3, 4};
  Matrix2i::Map(array).part<SelfAdjoint>() = Matrix2i::Random().part<LowerTriangular>();
  
  std::cout << "hello\n" << array << std::endl;
}

void test_eigen2_triangular()
{
  CALL_SUBTEST_8( selfadjoint() );
  for(int i = 0; i < g_repeat ; i++) {
    CALL_SUBTEST_1( triangular(Matrix<float, 1, 1>()) );
    CALL_SUBTEST_2( triangular(Matrix<float, 2, 2>()) );
    CALL_SUBTEST_3( triangular(Matrix3d()) );
    CALL_SUBTEST_4( triangular(MatrixXcf(4, 4)) );
    CALL_SUBTEST_5( triangular(Matrix<std::complex<float>,8, 8>()) );
    CALL_SUBTEST_6( triangular(MatrixXd(17,17)) );
    CALL_SUBTEST_7( triangular(Matrix<float,Dynamic,Dynamic,RowMajor>(5, 5)) );
  }
}