Squashed 'third_party/eigen/' content from commit 61d72f6

Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/test/eigen2/eigen2_triangular.cpp b/test/eigen2/eigen2_triangular.cpp
new file mode 100644
index 0000000..6f17b7d
--- /dev/null
+++ b/test/eigen2/eigen2_triangular.cpp
@@ -0,0 +1,148 @@
+// 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>
+//
+// 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"
+
+template<typename MatrixType> void triangular(const MatrixType& m)
+{
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+
+  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);
+
+  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)) );
+  }
+}