Squashed 'third_party/eigen/' changes from 61d72f6..cf794d3
Change-Id: I9b814151b01f49af6337a8605d0c42a3a1ed4c72
git-subtree-dir: third_party/eigen
git-subtree-split: cf794d3b741a6278df169e58461f8529f43bce5d
diff --git a/test/inplace_decomposition.cpp b/test/inplace_decomposition.cpp
new file mode 100644
index 0000000..92d0d91
--- /dev/null
+++ b/test/inplace_decomposition.cpp
@@ -0,0 +1,110 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#include "main.h"
+#include <Eigen/LU>
+#include <Eigen/Cholesky>
+#include <Eigen/QR>
+
+// This file test inplace decomposition through Ref<>, as supported by Cholesky, LU, and QR decompositions.
+
+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 );
+ }
+}
+
+
+void 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) ));
+ }
+}