1// This file is part of Eigen, a lightweight C++ template library
2// for linear algebra.
3//
4// Copyright (C) 2016 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#include <Eigen/LU>
12#include <Eigen/Cholesky>
13#include <Eigen/QR>
14
15// This file test inplace decomposition through Ref<>, as supported by Cholesky, LU, and QR decompositions.
16
17template<typename DecType,typename MatrixType> void inplace(bool square = false, bool SPD = false)
18{
19  typedef typename MatrixType::Scalar Scalar;
20  typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> RhsType;
21  typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> ResType;
22
23  Index rows = MatrixType::RowsAtCompileTime==Dynamic ? internal::random<Index>(2,EIGEN_TEST_MAX_SIZE/2) : Index(MatrixType::RowsAtCompileTime);
24  Index cols = MatrixType::ColsAtCompileTime==Dynamic ? (square?rows:internal::random<Index>(2,rows))    : Index(MatrixType::ColsAtCompileTime);
25
26  MatrixType A = MatrixType::Random(rows,cols);
27  RhsType b = RhsType::Random(rows);
28  ResType x(cols);
29
30  if(SPD)
31  {
32    assert(square);
33    A.topRows(cols) = A.topRows(cols).adjoint() * A.topRows(cols);
34    A.diagonal().array() += 1e-3;
35  }
36
37  MatrixType A0 = A;
38  MatrixType A1 = A;
39
40  DecType dec(A);
41
42  // Check that the content of A has been modified
43  VERIFY_IS_NOT_APPROX( A, A0 );
44
45  // Check that the decomposition is correct:
46  if(rows==cols)
47  {
48    VERIFY_IS_APPROX( A0 * (x = dec.solve(b)), b );
49  }
50  else
51  {
52    VERIFY_IS_APPROX( A0.transpose() * A0 * (x = dec.solve(b)), A0.transpose() * b );
53  }
54
55  // Check that modifying A breaks the current dec:
56  A.setRandom();
57  if(rows==cols)
58  {
59    VERIFY_IS_NOT_APPROX( A0 * (x = dec.solve(b)), b );
60  }
61  else
62  {
63    VERIFY_IS_NOT_APPROX( A0.transpose() * A0 * (x = dec.solve(b)), A0.transpose() * b );
64  }
65
66  // Check that calling compute(A1) does not modify A1:
67  A = A0;
68  dec.compute(A1);
69  VERIFY_IS_EQUAL(A0,A1);
70  VERIFY_IS_NOT_APPROX( A, A0 );
71  if(rows==cols)
72  {
73    VERIFY_IS_APPROX( A0 * (x = dec.solve(b)), b );
74  }
75  else
76  {
77    VERIFY_IS_APPROX( A0.transpose() * A0 * (x = dec.solve(b)), A0.transpose() * b );
78  }
79}
80
81
82void test_inplace_decomposition()
83{
84  EIGEN_UNUSED typedef Matrix<double,4,3> Matrix43d;
85  for(int i = 0; i < g_repeat; i++) {
86    CALL_SUBTEST_1(( inplace<LLT<Ref<MatrixXd> >, MatrixXd>(true,true) ));
87    CALL_SUBTEST_1(( inplace<LLT<Ref<Matrix4d> >, Matrix4d>(true,true) ));
88
89    CALL_SUBTEST_2(( inplace<LDLT<Ref<MatrixXd> >, MatrixXd>(true,true) ));
90    CALL_SUBTEST_2(( inplace<LDLT<Ref<Matrix4d> >, Matrix4d>(true,true) ));
91
92    CALL_SUBTEST_3(( inplace<PartialPivLU<Ref<MatrixXd> >, MatrixXd>(true,false) ));
93    CALL_SUBTEST_3(( inplace<PartialPivLU<Ref<Matrix4d> >, Matrix4d>(true,false) ));
94
95    CALL_SUBTEST_4(( inplace<FullPivLU<Ref<MatrixXd> >, MatrixXd>(true,false) ));
96    CALL_SUBTEST_4(( inplace<FullPivLU<Ref<Matrix4d> >, Matrix4d>(true,false) ));
97
98    CALL_SUBTEST_5(( inplace<HouseholderQR<Ref<MatrixXd> >, MatrixXd>(false,false) ));
99    CALL_SUBTEST_5(( inplace<HouseholderQR<Ref<Matrix43d> >, Matrix43d>(false,false) ));
100
101    CALL_SUBTEST_6(( inplace<ColPivHouseholderQR<Ref<MatrixXd> >, MatrixXd>(false,false) ));
102    CALL_SUBTEST_6(( inplace<ColPivHouseholderQR<Ref<Matrix43d> >, Matrix43d>(false,false) ));
103
104    CALL_SUBTEST_7(( inplace<FullPivHouseholderQR<Ref<MatrixXd> >, MatrixXd>(false,false) ));
105    CALL_SUBTEST_7(( inplace<FullPivHouseholderQR<Ref<Matrix43d> >, Matrix43d>(false,false) ));
106
107    CALL_SUBTEST_8(( inplace<CompleteOrthogonalDecomposition<Ref<MatrixXd> >, MatrixXd>(false,false) ));
108    CALL_SUBTEST_8(( inplace<CompleteOrthogonalDecomposition<Ref<Matrix43d> >, Matrix43d>(false,false) ));
109  }
110}
111