1 | // This file is part of Eigen, a lightweight C++ template library
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2 | // for linear algebra.
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3 | //
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4 | // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
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5 | //
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6 | // This Source Code Form is subject to the terms of the Mozilla
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7 | // Public License v. 2.0. If a copy of the MPL was not distributed
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8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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9 |
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10 | #include "main.h"
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11 |
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12 | template<typename MatrixType> void product_selfadjoint(const MatrixType& m)
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13 | {
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14 | typedef typename MatrixType::Index Index;
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15 | typedef typename MatrixType::Scalar Scalar;
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16 | typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
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17 | typedef Matrix<Scalar, 1, MatrixType::RowsAtCompileTime> RowVectorType;
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18 |
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19 | typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, Dynamic, RowMajor> RhsMatrixType;
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20 |
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21 | Index rows = m.rows();
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22 | Index cols = m.cols();
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23 |
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24 | MatrixType m1 = MatrixType::Random(rows, cols),
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25 | m2 = MatrixType::Random(rows, cols),
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26 | m3;
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27 | VectorType v1 = VectorType::Random(rows),
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28 | v2 = VectorType::Random(rows),
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29 | v3(rows);
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30 | RowVectorType r1 = RowVectorType::Random(rows),
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31 | r2 = RowVectorType::Random(rows);
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32 | RhsMatrixType m4 = RhsMatrixType::Random(rows,10);
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33 |
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34 | Scalar s1 = internal::random<Scalar>(),
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35 | s2 = internal::random<Scalar>(),
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36 | s3 = internal::random<Scalar>();
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37 |
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38 | m1 = (m1.adjoint() + m1).eval();
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39 |
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40 | // rank2 update
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41 | m2 = m1.template triangularView<Lower>();
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42 | m2.template selfadjointView<Lower>().rankUpdate(v1,v2);
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43 | VERIFY_IS_APPROX(m2, (m1 + v1 * v2.adjoint()+ v2 * v1.adjoint()).template triangularView<Lower>().toDenseMatrix());
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44 |
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45 | m2 = m1.template triangularView<Upper>();
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46 | m2.template selfadjointView<Upper>().rankUpdate(-v1,s2*v2,s3);
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47 | VERIFY_IS_APPROX(m2, (m1 + (s3*(-v1)*(s2*v2).adjoint()+numext::conj(s3)*(s2*v2)*(-v1).adjoint())).template triangularView<Upper>().toDenseMatrix());
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48 |
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49 | m2 = m1.template triangularView<Upper>();
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50 | m2.template selfadjointView<Upper>().rankUpdate(-s2*r1.adjoint(),r2.adjoint()*s3,s1);
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51 | VERIFY_IS_APPROX(m2, (m1 + s1*(-s2*r1.adjoint())*(r2.adjoint()*s3).adjoint() + numext::conj(s1)*(r2.adjoint()*s3) * (-s2*r1.adjoint()).adjoint()).template triangularView<Upper>().toDenseMatrix());
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52 |
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53 | if (rows>1)
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54 | {
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55 | m2 = m1.template triangularView<Lower>();
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56 | m2.block(1,1,rows-1,cols-1).template selfadjointView<Lower>().rankUpdate(v1.tail(rows-1),v2.head(cols-1));
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57 | m3 = m1;
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58 | m3.block(1,1,rows-1,cols-1) += v1.tail(rows-1) * v2.head(cols-1).adjoint()+ v2.head(cols-1) * v1.tail(rows-1).adjoint();
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59 | VERIFY_IS_APPROX(m2, m3.template triangularView<Lower>().toDenseMatrix());
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60 | }
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61 | }
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62 |
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63 | void test_product_selfadjoint()
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64 | {
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65 | int s = 0;
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66 | for(int i = 0; i < g_repeat ; i++) {
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67 | CALL_SUBTEST_1( product_selfadjoint(Matrix<float, 1, 1>()) );
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68 | CALL_SUBTEST_2( product_selfadjoint(Matrix<float, 2, 2>()) );
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69 | CALL_SUBTEST_3( product_selfadjoint(Matrix3d()) );
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70 | s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2);
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71 | CALL_SUBTEST_4( product_selfadjoint(MatrixXcf(s, s)) );
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72 | s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2);
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73 | CALL_SUBTEST_5( product_selfadjoint(MatrixXcd(s,s)) );
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74 | s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE);
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75 | CALL_SUBTEST_6( product_selfadjoint(MatrixXd(s,s)) );
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76 | s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE);
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77 | CALL_SUBTEST_7( product_selfadjoint(Matrix<float,Dynamic,Dynamic,RowMajor>(s,s)) );
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78 | }
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79 | TEST_SET_BUT_UNUSED_VARIABLE(s)
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80 | }
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