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/sparse_permutations.cpp b/test/sparse_permutations.cpp
new file mode 100644
index 0000000..e4ce1d6
--- /dev/null
+++ b/test/sparse_permutations.cpp
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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 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 "sparse.h"
+
+template<int OtherStorage, typename SparseMatrixType> void sparse_permutations(const SparseMatrixType& ref)
+{
+  typedef typename SparseMatrixType::Index Index;
+
+  const Index rows = ref.rows();
+  const Index cols = ref.cols();
+  typedef typename SparseMatrixType::Scalar Scalar;
+  typedef typename SparseMatrixType::Index Index;
+  typedef SparseMatrix<Scalar, OtherStorage, Index> OtherSparseMatrixType;
+  typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
+  typedef Matrix<Index,Dynamic,1> VectorI;
+  
+  double density = (std::max)(8./(rows*cols), 0.01);
+  
+  SparseMatrixType mat(rows, cols), up(rows,cols), lo(rows,cols);
+  OtherSparseMatrixType res;
+  DenseMatrix mat_d = DenseMatrix::Zero(rows, cols), up_sym_d, lo_sym_d, res_d;
+  
+  initSparse<Scalar>(density, mat_d, mat, 0);
+
+  up = mat.template triangularView<Upper>();
+  lo = mat.template triangularView<Lower>();
+  
+  up_sym_d = mat_d.template selfadjointView<Upper>();
+  lo_sym_d = mat_d.template selfadjointView<Lower>();
+  
+  VERIFY_IS_APPROX(mat, mat_d);
+  VERIFY_IS_APPROX(up, DenseMatrix(mat_d.template triangularView<Upper>()));
+  VERIFY_IS_APPROX(lo, DenseMatrix(mat_d.template triangularView<Lower>()));
+  
+  PermutationMatrix<Dynamic> p, p_null;
+  VectorI pi;
+  randomPermutationVector(pi, cols);
+  p.indices() = pi;
+
+  res = mat*p;
+  res_d = mat_d*p;
+  VERIFY(res.isApprox(res_d) && "mat*p");
+
+  res = p*mat;
+  res_d = p*mat_d;
+  VERIFY(res.isApprox(res_d) && "p*mat");
+
+  res = mat*p.inverse();
+  res_d = mat*p.inverse();
+  VERIFY(res.isApprox(res_d) && "mat*inv(p)");
+
+  res = p.inverse()*mat;
+  res_d = p.inverse()*mat_d;
+  VERIFY(res.isApprox(res_d) && "inv(p)*mat");
+
+  res = mat.twistedBy(p);
+  res_d = (p * mat_d) * p.inverse();
+  VERIFY(res.isApprox(res_d) && "p*mat*inv(p)");
+
+  
+  res = mat.template selfadjointView<Upper>().twistedBy(p_null);
+  res_d = up_sym_d;
+  VERIFY(res.isApprox(res_d) && "full selfadjoint upper to full");
+  
+  res = mat.template selfadjointView<Lower>().twistedBy(p_null);
+  res_d = lo_sym_d;
+  VERIFY(res.isApprox(res_d) && "full selfadjoint lower to full");
+  
+  
+  res = up.template selfadjointView<Upper>().twistedBy(p_null);
+  res_d = up_sym_d;
+  VERIFY(res.isApprox(res_d) && "upper selfadjoint to full");
+  
+  res = lo.template selfadjointView<Lower>().twistedBy(p_null);
+  res_d = lo_sym_d;
+  VERIFY(res.isApprox(res_d) && "lower selfadjoint full");
+
+
+  res = mat.template selfadjointView<Upper>();
+  res_d = up_sym_d;
+  VERIFY(res.isApprox(res_d) && "full selfadjoint upper to full");
+
+  res = mat.template selfadjointView<Lower>();
+  res_d = lo_sym_d;
+  VERIFY(res.isApprox(res_d) && "full selfadjoint lower to full");
+
+  res = up.template selfadjointView<Upper>();
+  res_d = up_sym_d;
+  VERIFY(res.isApprox(res_d) && "upper selfadjoint to full");
+
+  res = lo.template selfadjointView<Lower>();
+  res_d = lo_sym_d;
+  VERIFY(res.isApprox(res_d) && "lower selfadjoint full");
+
+
+  res.template selfadjointView<Upper>() = mat.template selfadjointView<Upper>();
+  res_d = up_sym_d.template triangularView<Upper>();
+  VERIFY(res.isApprox(res_d) && "full selfadjoint upper to upper");
+
+  res.template selfadjointView<Lower>() = mat.template selfadjointView<Upper>();
+  res_d = up_sym_d.template triangularView<Lower>();
+  VERIFY(res.isApprox(res_d) && "full selfadjoint upper to lower");
+
+  res.template selfadjointView<Upper>() = mat.template selfadjointView<Lower>();
+  res_d = lo_sym_d.template triangularView<Upper>();
+  VERIFY(res.isApprox(res_d) && "full selfadjoint lower to upper");
+
+  res.template selfadjointView<Lower>() = mat.template selfadjointView<Lower>();
+  res_d = lo_sym_d.template triangularView<Lower>();
+  VERIFY(res.isApprox(res_d) && "full selfadjoint lower to lower");
+
+  
+  
+  res.template selfadjointView<Upper>() = mat.template selfadjointView<Upper>().twistedBy(p);
+  res_d = ((p * up_sym_d) * p.inverse()).eval().template triangularView<Upper>();
+  VERIFY(res.isApprox(res_d) && "full selfadjoint upper twisted to upper");
+  
+  res.template selfadjointView<Upper>() = mat.template selfadjointView<Lower>().twistedBy(p);
+  res_d = ((p * lo_sym_d) * p.inverse()).eval().template triangularView<Upper>();
+  VERIFY(res.isApprox(res_d) && "full selfadjoint lower twisted to upper");
+  
+  res.template selfadjointView<Lower>() = mat.template selfadjointView<Lower>().twistedBy(p);
+  res_d = ((p * lo_sym_d) * p.inverse()).eval().template triangularView<Lower>();
+  VERIFY(res.isApprox(res_d) && "full selfadjoint lower twisted to lower");
+  
+  res.template selfadjointView<Lower>() = mat.template selfadjointView<Upper>().twistedBy(p);
+  res_d = ((p * up_sym_d) * p.inverse()).eval().template triangularView<Lower>();
+  VERIFY(res.isApprox(res_d) && "full selfadjoint upper twisted to lower");
+  
+  
+  res.template selfadjointView<Upper>() = up.template selfadjointView<Upper>().twistedBy(p);
+  res_d = ((p * up_sym_d) * p.inverse()).eval().template triangularView<Upper>();
+  VERIFY(res.isApprox(res_d) && "upper selfadjoint twisted to upper");
+  
+  res.template selfadjointView<Upper>() = lo.template selfadjointView<Lower>().twistedBy(p);
+  res_d = ((p * lo_sym_d) * p.inverse()).eval().template triangularView<Upper>();
+  VERIFY(res.isApprox(res_d) && "lower selfadjoint twisted to upper");
+  
+  res.template selfadjointView<Lower>() = lo.template selfadjointView<Lower>().twistedBy(p);
+  res_d = ((p * lo_sym_d) * p.inverse()).eval().template triangularView<Lower>();
+  VERIFY(res.isApprox(res_d) && "lower selfadjoint twisted to lower");
+  
+  res.template selfadjointView<Lower>() = up.template selfadjointView<Upper>().twistedBy(p);
+  res_d = ((p * up_sym_d) * p.inverse()).eval().template triangularView<Lower>();
+  VERIFY(res.isApprox(res_d) && "upper selfadjoint twisted to lower");
+
+  
+  res = mat.template selfadjointView<Upper>().twistedBy(p);
+  res_d = (p * up_sym_d) * p.inverse();
+  VERIFY(res.isApprox(res_d) && "full selfadjoint upper twisted to full");
+  
+  res = mat.template selfadjointView<Lower>().twistedBy(p);
+  res_d = (p * lo_sym_d) * p.inverse();
+  VERIFY(res.isApprox(res_d) && "full selfadjoint lower twisted to full");
+  
+  res = up.template selfadjointView<Upper>().twistedBy(p);
+  res_d = (p * up_sym_d) * p.inverse();
+  VERIFY(res.isApprox(res_d) && "upper selfadjoint twisted to full");
+  
+  res = lo.template selfadjointView<Lower>().twistedBy(p);
+  res_d = (p * lo_sym_d) * p.inverse();
+  VERIFY(res.isApprox(res_d) && "lower selfadjoint twisted to full");
+}
+
+template<typename Scalar> void sparse_permutations_all(int size)
+{
+  CALL_SUBTEST(( sparse_permutations<ColMajor>(SparseMatrix<Scalar, ColMajor>(size,size)) ));
+  CALL_SUBTEST(( sparse_permutations<ColMajor>(SparseMatrix<Scalar, RowMajor>(size,size)) ));
+  CALL_SUBTEST(( sparse_permutations<RowMajor>(SparseMatrix<Scalar, ColMajor>(size,size)) ));
+  CALL_SUBTEST(( sparse_permutations<RowMajor>(SparseMatrix<Scalar, RowMajor>(size,size)) ));
+}
+
+void test_sparse_permutations()
+{
+  for(int i = 0; i < g_repeat; i++) {
+    int s = Eigen::internal::random<int>(1,50);
+    CALL_SUBTEST_1((  sparse_permutations_all<double>(s) ));
+    CALL_SUBTEST_2((  sparse_permutations_all<std::complex<double> >(s) ));
+  }
+}