inplace_decomposition.cpp File Reference

#include "main.h"
#include <Eigen/LU>
#include <Eigen/Cholesky>
#include <Eigen/QR>

Functions
template<typename DecType , typename MatrixType >
void	inplace (bool square=false, bool SPD=false)
	EIGEN_DECLARE_TEST (inplace_decomposition)

Function Documentation

EIGEN_DECLARE_TEST()

EIGEN_DECLARE_TEST

(

inplace_decomposition

)

                                          {
  EIGEN_UNUSED typedef Matrix<double, 4, 3> Matrix43d;
  for (int i = 0; i < g_repeat; i++) {
    CALL_SUBTEST_1((inplace<LLT<Ref<MatrixXd> >, MatrixXd>(true, true)));
    CALL_SUBTEST_1((inplace<LLT<Ref<Matrix4d> >, Matrix4d>(true, true)));
 
    CALL_SUBTEST_2((inplace<LDLT<Ref<MatrixXd> >, MatrixXd>(true, true)));
    CALL_SUBTEST_2((inplace<LDLT<Ref<Matrix4d> >, Matrix4d>(true, true)));
 
    CALL_SUBTEST_3((inplace<PartialPivLU<Ref<MatrixXd> >, MatrixXd>(true, false)));
    CALL_SUBTEST_3((inplace<PartialPivLU<Ref<Matrix4d> >, Matrix4d>(true, false)));
 
    CALL_SUBTEST_4((inplace<FullPivLU<Ref<MatrixXd> >, MatrixXd>(true, false)));
    CALL_SUBTEST_4((inplace<FullPivLU<Ref<Matrix4d> >, Matrix4d>(true, false)));
 
    CALL_SUBTEST_5((inplace<HouseholderQR<Ref<MatrixXd> >, MatrixXd>(false, false)));
    CALL_SUBTEST_5((inplace<HouseholderQR<Ref<Matrix43d> >, Matrix43d>(false, false)));
 
    CALL_SUBTEST_6((inplace<ColPivHouseholderQR<Ref<MatrixXd> >, MatrixXd>(false, false)));
    CALL_SUBTEST_6((inplace<ColPivHouseholderQR<Ref<Matrix43d> >, Matrix43d>(false, false)));
 
    CALL_SUBTEST_7((inplace<FullPivHouseholderQR<Ref<MatrixXd> >, MatrixXd>(false, false)));
    CALL_SUBTEST_7((inplace<FullPivHouseholderQR<Ref<Matrix43d> >, Matrix43d>(false, false)));
 
    CALL_SUBTEST_8((inplace<CompleteOrthogonalDecomposition<Ref<MatrixXd> >, MatrixXd>(false, false)));
    CALL_SUBTEST_8((inplace<CompleteOrthogonalDecomposition<Ref<Matrix43d> >, Matrix43d>(false, false)));
  }
}

References CALL_SUBTEST_1, CALL_SUBTEST_2, CALL_SUBTEST_3, CALL_SUBTEST_4, CALL_SUBTEST_5, CALL_SUBTEST_6, CALL_SUBTEST_7, CALL_SUBTEST_8, EIGEN_UNUSED, Eigen::g_repeat, i, and inplace().

inplace()

template<typename DecType , typename MatrixType >

void inplace	(	bool	square = false,
		bool	SPD = false
	)

                                                    {
  typedef typename MatrixType::Scalar Scalar;
  typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> RhsType;
  typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> ResType;
 
  Index rows = MatrixType::RowsAtCompileTime == Dynamic ? internal::random<Index>(2, EIGEN_TEST_MAX_SIZE / 2)
                                                        : Index(MatrixType::RowsAtCompileTime);
  Index cols = MatrixType::ColsAtCompileTime == Dynamic ? (square ? rows : internal::random<Index>(2, rows))
                                                        : Index(MatrixType::ColsAtCompileTime);
 
  MatrixType A = MatrixType::Random(rows, cols);
  RhsType b = RhsType::Random(rows);
  ResType x(cols);
 
  if (SPD) {
    assert(square);
    A.topRows(cols) = A.topRows(cols).adjoint() * A.topRows(cols);
    A.diagonal().array() += 1e-3;
  }
 
  MatrixType A0 = A;
  MatrixType A1 = A;
 
  DecType dec(A);
 
  // Check that the content of A has been modified
  VERIFY_IS_NOT_APPROX(A, A0);
 
  // Check that the decomposition is correct:
  if (rows == cols) {
    VERIFY_IS_APPROX(A0 * (x = dec.solve(b)), b);
  } else {
    VERIFY_IS_APPROX(A0.transpose() * A0 * (x = dec.solve(b)), A0.transpose() * b);
  }
 
  // Check that modifying A breaks the current dec:
  A.setRandom();
  if (rows == cols) {
    VERIFY_IS_NOT_APPROX(A0 * (x = dec.solve(b)), b);
  } else {
    VERIFY_IS_NOT_APPROX(A0.transpose() * A0 * (x = dec.solve(b)), A0.transpose() * b);
  }
 
  // Check that calling compute(A1) does not modify A1:
  A = A0;
  dec.compute(A1);
  VERIFY_IS_EQUAL(A0, A1);
  VERIFY_IS_NOT_APPROX(A, A0);
  if (rows == cols) {
    VERIFY_IS_APPROX(A0 * (x = dec.solve(b)), b);
  } else {
    VERIFY_IS_APPROX(A0.transpose() * A0 * (x = dec.solve(b)), A0.transpose() * b);
  }
}

References assert, b, cols, Eigen::Dynamic, e(), EIGEN_TEST_MAX_SIZE, rows, Eigen::PlainObjectBase< Derived >::setRandom(), Eigen::SPD, Eigen::square(), VERIFY_IS_APPROX, VERIFY_IS_EQUAL, VERIFY_IS_NOT_APPROX, and plotDoE::x.

Referenced by EIGEN_DECLARE_TEST(), Eigen::internal::fftw_impl< Scalar_ >::get_plan(), and Eigen::internal::imklfft::imklfft_impl< Scalar_ >::get_plan().