ground/gcs/src/libs/eigen/test/product_trsolve.cpp

   1 // This file is part of Eigen, a lightweight C++ template library
   2 // for linear algebra.
   3 //
   4 // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
   5 //
   6 // This Source Code Form is subject to the terms of the Mozilla
   7 // Public License v. 2.0. If a copy of the MPL was not distributed
   8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
   9
  10 #include "main.h"
  11
  12 #define VERIFY_TRSM(TRI,XB) { \
  13     (XB).setRandom(); ref = (XB); \
  14     (TRI).solveInPlace(XB); \
  15     VERIFY_IS_APPROX((TRI).toDenseMatrix() * (XB), ref); \
  16     (XB).setRandom(); ref = (XB); \
  17     (XB) = (TRI).solve(XB); \
  18     VERIFY_IS_APPROX((TRI).toDenseMatrix() * (XB), ref); \
  19   }
  20
  21 #define VERIFY_TRSM_ONTHERIGHT(TRI,XB) { \
  22     (XB).setRandom(); ref = (XB); \
  23     (TRI).transpose().template solveInPlace<OnTheRight>(XB.transpose()); \
  24     VERIFY_IS_APPROX((XB).transpose() * (TRI).transpose().toDenseMatrix(), ref.transpose()); \
  25     (XB).setRandom(); ref = (XB); \
  26     (XB).transpose() = (TRI).transpose().template solve<OnTheRight>(XB.transpose()); \
  27     VERIFY_IS_APPROX((XB).transpose() * (TRI).transpose().toDenseMatrix(), ref.transpose()); \
  28   }
  29
  30 template<typename Scalar,int Size, int Cols> void trsolve(int size=Size,int cols=Cols)
  31 {
  32   typedef typename NumTraits<Scalar>::Real RealScalar;
  33
  34   Matrix<Scalar,Size,Size,ColMajor> cmLhs(size,size);
  35   Matrix<Scalar,Size,Size,RowMajor> rmLhs(size,size);
  36
  37   enum {  colmajor = Size==1 ? RowMajor : ColMajor,
  38           rowmajor = Cols==1 ? ColMajor : RowMajor };
  39   Matrix<Scalar,Size,Cols,colmajor> cmRhs(size,cols);
  40   Matrix<Scalar,Size,Cols,rowmajor> rmRhs(size,cols);
  41   Matrix<Scalar,Dynamic,Dynamic,colmajor> ref(size,cols);
  42
  43   cmLhs.setRandom(); cmLhs *= static_cast<RealScalar>(0.1); cmLhs.diagonal().array() += static_cast<RealScalar>(1);
  44   rmLhs.setRandom(); rmLhs *= static_cast<RealScalar>(0.1); rmLhs.diagonal().array() += static_cast<RealScalar>(1);
  45
  46   VERIFY_TRSM(cmLhs.conjugate().template triangularView<Lower>(), cmRhs);
  47   VERIFY_TRSM(cmLhs.adjoint()  .template triangularView<Lower>(), cmRhs);
  48   VERIFY_TRSM(cmLhs            .template triangularView<Upper>(), cmRhs);
  49   VERIFY_TRSM(cmLhs            .template triangularView<Lower>(), rmRhs);
  50   VERIFY_TRSM(cmLhs.conjugate().template triangularView<Upper>(), rmRhs);
  51   VERIFY_TRSM(cmLhs.adjoint()  .template triangularView<Upper>(), rmRhs);
  52
  53   VERIFY_TRSM(cmLhs.conjugate().template triangularView<UnitLower>(), cmRhs);
  54   VERIFY_TRSM(cmLhs            .template triangularView<UnitUpper>(), rmRhs);
  55
  56   VERIFY_TRSM(rmLhs            .template triangularView<Lower>(), cmRhs);
  57   VERIFY_TRSM(rmLhs.conjugate().template triangularView<UnitUpper>(), rmRhs);
  58
  59
  60   VERIFY_TRSM_ONTHERIGHT(cmLhs.conjugate().template triangularView<Lower>(), cmRhs);
  61   VERIFY_TRSM_ONTHERIGHT(cmLhs            .template triangularView<Upper>(), cmRhs);
  62   VERIFY_TRSM_ONTHERIGHT(cmLhs            .template triangularView<Lower>(), rmRhs);
  63   VERIFY_TRSM_ONTHERIGHT(cmLhs.conjugate().template triangularView<Upper>(), rmRhs);
  64
  65   VERIFY_TRSM_ONTHERIGHT(cmLhs.conjugate().template triangularView<UnitLower>(), cmRhs);
  66   VERIFY_TRSM_ONTHERIGHT(cmLhs            .template triangularView<UnitUpper>(), rmRhs);
  67
  68   VERIFY_TRSM_ONTHERIGHT(rmLhs            .template triangularView<Lower>(), cmRhs);
  69   VERIFY_TRSM_ONTHERIGHT(rmLhs.conjugate().template triangularView<UnitUpper>(), rmRhs);
  70
  71   int c = internal::random<int>(0,cols-1);
  72   VERIFY_TRSM(rmLhs.template triangularView<Lower>(), rmRhs.col(c));
  73   VERIFY_TRSM(cmLhs.template triangularView<Lower>(), rmRhs.col(c));
  74 }
  75
  76 void test_product_trsolve()
  77 {
  78   for(int i = 0; i < g_repeat ; i++)
  79   {
  80     // matrices
  81     CALL_SUBTEST_1((trsolve<float,Dynamic,Dynamic>(internal::random<int>(1,EIGEN_TEST_MAX_SIZE),internal::random<int>(1,EIGEN_TEST_MAX_SIZE))));
  82     CALL_SUBTEST_2((trsolve<double,Dynamic,Dynamic>(internal::random<int>(1,EIGEN_TEST_MAX_SIZE),internal::random<int>(1,EIGEN_TEST_MAX_SIZE))));
  83     CALL_SUBTEST_3((trsolve<std::complex<float>,Dynamic,Dynamic>(internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2),internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2))));
  84     CALL_SUBTEST_4((trsolve<std::complex<double>,Dynamic,Dynamic>(internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2),internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2))));
  85
  86     // vectors
  87     CALL_SUBTEST_1((trsolve<float,Dynamic,1>(internal::random<int>(1,EIGEN_TEST_MAX_SIZE))));
  88     CALL_SUBTEST_5((trsolve<std::complex<double>,Dynamic,1>(internal::random<int>(1,EIGEN_TEST_MAX_SIZE))));
  89     CALL_SUBTEST_6((trsolve<float,1,1>()));
  90     CALL_SUBTEST_7((trsolve<float,1,2>()));
  91     CALL_SUBTEST_8((trsolve<std::complex<float>,4,1>()));
  92   }
  93 }