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1 // This file is triangularView of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2008-2009 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 
12 
13 
triangular_square(const MatrixType & m)14 template<typename MatrixType> void triangular_square(const MatrixType& m)
15 {
16   typedef typename MatrixType::Scalar Scalar;
17   typedef typename NumTraits<Scalar>::Real RealScalar;
18   typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
19 
20   RealScalar largerEps = 10*test_precision<RealScalar>();
21 
22   typename MatrixType::Index rows = m.rows();
23   typename MatrixType::Index cols = m.cols();
24 
25   MatrixType m1 = MatrixType::Random(rows, cols),
26              m2 = MatrixType::Random(rows, cols),
27              m3(rows, cols),
28              m4(rows, cols),
29              r1(rows, cols),
30              r2(rows, cols);
31   VectorType v2 = VectorType::Random(rows);
32 
33   MatrixType m1up = m1.template triangularView<Upper>();
34   MatrixType m2up = m2.template triangularView<Upper>();
35 
36   if (rows*cols>1)
37   {
38     VERIFY(m1up.isUpperTriangular());
39     VERIFY(m2up.transpose().isLowerTriangular());
40     VERIFY(!m2.isLowerTriangular());
41   }
42 
43 //   VERIFY_IS_APPROX(m1up.transpose() * m2, m1.upper().transpose().lower() * m2);
44 
45   // test overloaded operator+=
46   r1.setZero();
47   r2.setZero();
48   r1.template triangularView<Upper>() +=  m1;
49   r2 += m1up;
50   VERIFY_IS_APPROX(r1,r2);
51 
52   // test overloaded operator=
53   m1.setZero();
54   m1.template triangularView<Upper>() = m2.transpose() + m2;
55   m3 = m2.transpose() + m2;
56   VERIFY_IS_APPROX(m3.template triangularView<Lower>().transpose().toDenseMatrix(), m1);
57 
58   // test overloaded operator=
59   m1.setZero();
60   m1.template triangularView<Lower>() = m2.transpose() + m2;
61   VERIFY_IS_APPROX(m3.template triangularView<Lower>().toDenseMatrix(), m1);
62 
63   VERIFY_IS_APPROX(m3.template triangularView<Lower>().conjugate().toDenseMatrix(),
64                    m3.conjugate().template triangularView<Lower>().toDenseMatrix());
65 
66   m1 = MatrixType::Random(rows, cols);
67   for (int i=0; i<rows; ++i)
68     while (internal::abs2(m1(i,i))<1e-1) m1(i,i) = internal::random<Scalar>();
69 
70   Transpose<MatrixType> trm4(m4);
71   // test back and forward subsitution with a vector as the rhs
72   m3 = m1.template triangularView<Upper>();
73   VERIFY(v2.isApprox(m3.adjoint() * (m1.adjoint().template triangularView<Lower>().solve(v2)), largerEps));
74   m3 = m1.template triangularView<Lower>();
75   VERIFY(v2.isApprox(m3.transpose() * (m1.transpose().template triangularView<Upper>().solve(v2)), largerEps));
76   m3 = m1.template triangularView<Upper>();
77   VERIFY(v2.isApprox(m3 * (m1.template triangularView<Upper>().solve(v2)), largerEps));
78   m3 = m1.template triangularView<Lower>();
79   VERIFY(v2.isApprox(m3.conjugate() * (m1.conjugate().template triangularView<Lower>().solve(v2)), largerEps));
80 
81   // test back and forward subsitution with a matrix as the rhs
82   m3 = m1.template triangularView<Upper>();
83   VERIFY(m2.isApprox(m3.adjoint() * (m1.adjoint().template triangularView<Lower>().solve(m2)), largerEps));
84   m3 = m1.template triangularView<Lower>();
85   VERIFY(m2.isApprox(m3.transpose() * (m1.transpose().template triangularView<Upper>().solve(m2)), largerEps));
86   m3 = m1.template triangularView<Upper>();
87   VERIFY(m2.isApprox(m3 * (m1.template triangularView<Upper>().solve(m2)), largerEps));
88   m3 = m1.template triangularView<Lower>();
89   VERIFY(m2.isApprox(m3.conjugate() * (m1.conjugate().template triangularView<Lower>().solve(m2)), largerEps));
90 
91   // check M * inv(L) using in place API
92   m4 = m3;
93   m1.transpose().template triangularView<Eigen::Upper>().solveInPlace(trm4);
94   VERIFY_IS_APPROX(m4 * m1.template triangularView<Eigen::Lower>(), m3);
95 
96   // check M * inv(U) using in place API
97   m3 = m1.template triangularView<Upper>();
98   m4 = m3;
99   m3.transpose().template triangularView<Eigen::Lower>().solveInPlace(trm4);
100   VERIFY_IS_APPROX(m4 * m1.template triangularView<Eigen::Upper>(), m3);
101 
102   // check solve with unit diagonal
103   m3 = m1.template triangularView<UnitUpper>();
104   VERIFY(m2.isApprox(m3 * (m1.template triangularView<UnitUpper>().solve(m2)), largerEps));
105 
106 //   VERIFY((  m1.template triangularView<Upper>()
107 //           * m2.template triangularView<Upper>()).isUpperTriangular());
108 
109   // test swap
110   m1.setOnes();
111   m2.setZero();
112   m2.template triangularView<Upper>().swap(m1);
113   m3.setZero();
114   m3.template triangularView<Upper>().setOnes();
115   VERIFY_IS_APPROX(m2,m3);
116 
117 }
118 
119 
triangular_rect(const MatrixType & m)120 template<typename MatrixType> void triangular_rect(const MatrixType& m)
121 {
122   typedef const typename MatrixType::Index Index;
123   typedef typename MatrixType::Scalar Scalar;
124   typedef typename NumTraits<Scalar>::Real RealScalar;
125   enum { Rows =  MatrixType::RowsAtCompileTime, Cols =  MatrixType::ColsAtCompileTime };
126   typedef Matrix<Scalar, Rows, 1> VectorType;
127   typedef Matrix<Scalar, Rows, Rows> RMatrixType;
128 
129 
130   Index rows = m.rows();
131   Index cols = m.cols();
132 
133   MatrixType m1 = MatrixType::Random(rows, cols),
134              m2 = MatrixType::Random(rows, cols),
135              m3(rows, cols),
136              m4(rows, cols),
137              r1(rows, cols),
138              r2(rows, cols);
139 
140   MatrixType m1up = m1.template triangularView<Upper>();
141   MatrixType m2up = m2.template triangularView<Upper>();
142 
143   if (rows>1 && cols>1)
144   {
145     VERIFY(m1up.isUpperTriangular());
146     VERIFY(m2up.transpose().isLowerTriangular());
147     VERIFY(!m2.isLowerTriangular());
148   }
149 
150   // test overloaded operator+=
151   r1.setZero();
152   r2.setZero();
153   r1.template triangularView<Upper>() +=  m1;
154   r2 += m1up;
155   VERIFY_IS_APPROX(r1,r2);
156 
157   // test overloaded operator=
158   m1.setZero();
159   m1.template triangularView<Upper>() = 3 * m2;
160   m3 = 3 * m2;
161   VERIFY_IS_APPROX(m3.template triangularView<Upper>().toDenseMatrix(), m1);
162 
163 
164   m1.setZero();
165   m1.template triangularView<Lower>() = 3 * m2;
166   VERIFY_IS_APPROX(m3.template triangularView<Lower>().toDenseMatrix(), m1);
167 
168   m1.setZero();
169   m1.template triangularView<StrictlyUpper>() = 3 * m2;
170   VERIFY_IS_APPROX(m3.template triangularView<StrictlyUpper>().toDenseMatrix(), m1);
171 
172 
173   m1.setZero();
174   m1.template triangularView<StrictlyLower>() = 3 * m2;
175   VERIFY_IS_APPROX(m3.template triangularView<StrictlyLower>().toDenseMatrix(), m1);
176   m1.setRandom();
177   m2 = m1.template triangularView<Upper>();
178   VERIFY(m2.isUpperTriangular());
179   VERIFY(!m2.isLowerTriangular());
180   m2 = m1.template triangularView<StrictlyUpper>();
181   VERIFY(m2.isUpperTriangular());
182   VERIFY(m2.diagonal().isMuchSmallerThan(RealScalar(1)));
183   m2 = m1.template triangularView<UnitUpper>();
184   VERIFY(m2.isUpperTriangular());
185   m2.diagonal().array() -= Scalar(1);
186   VERIFY(m2.diagonal().isMuchSmallerThan(RealScalar(1)));
187   m2 = m1.template triangularView<Lower>();
188   VERIFY(m2.isLowerTriangular());
189   VERIFY(!m2.isUpperTriangular());
190   m2 = m1.template triangularView<StrictlyLower>();
191   VERIFY(m2.isLowerTriangular());
192   VERIFY(m2.diagonal().isMuchSmallerThan(RealScalar(1)));
193   m2 = m1.template triangularView<UnitLower>();
194   VERIFY(m2.isLowerTriangular());
195   m2.diagonal().array() -= Scalar(1);
196   VERIFY(m2.diagonal().isMuchSmallerThan(RealScalar(1)));
197   // test swap
198   m1.setOnes();
199   m2.setZero();
200   m2.template triangularView<Upper>().swap(m1);
201   m3.setZero();
202   m3.template triangularView<Upper>().setOnes();
203   VERIFY_IS_APPROX(m2,m3);
204 }
205 
bug_159()206 void bug_159()
207 {
208   Matrix3d m = Matrix3d::Random().triangularView<Lower>();
209   EIGEN_UNUSED_VARIABLE(m)
210 }
211 
test_triangular()212 void test_triangular()
213 {
214   int maxsize = (std::min)(EIGEN_TEST_MAX_SIZE,20);
215   for(int i = 0; i < g_repeat ; i++)
216   {
217     int r = internal::random<int>(2,maxsize); EIGEN_UNUSED_VARIABLE(r);
218     int c = internal::random<int>(2,maxsize); EIGEN_UNUSED_VARIABLE(c);
219 
220     CALL_SUBTEST_1( triangular_square(Matrix<float, 1, 1>()) );
221     CALL_SUBTEST_2( triangular_square(Matrix<float, 2, 2>()) );
222     CALL_SUBTEST_3( triangular_square(Matrix3d()) );
223     CALL_SUBTEST_4( triangular_square(Matrix<std::complex<float>,8, 8>()) );
224     CALL_SUBTEST_5( triangular_square(MatrixXcd(r,r)) );
225     CALL_SUBTEST_6( triangular_square(Matrix<float,Dynamic,Dynamic,RowMajor>(r, r)) );
226 
227     CALL_SUBTEST_7( triangular_rect(Matrix<float, 4, 5>()) );
228     CALL_SUBTEST_8( triangular_rect(Matrix<double, 6, 2>()) );
229     CALL_SUBTEST_9( triangular_rect(MatrixXcf(r, c)) );
230     CALL_SUBTEST_5( triangular_rect(MatrixXcd(r, c)) );
231     CALL_SUBTEST_6( triangular_rect(Matrix<float,Dynamic,Dynamic,RowMajor>(r, c)) );
232   }
233 
234   CALL_SUBTEST_1( bug_159() );
235 }
236