1*bf2c3715SXin Li // This file is part of Eigen, a lightweight C++ template library
2*bf2c3715SXin Li // for linear algebra.
3*bf2c3715SXin Li //
4*bf2c3715SXin Li // Copyright (C) 2008-2009 Gael Guennebaud <[email protected]>
5*bf2c3715SXin Li //
6*bf2c3715SXin Li // This Source Code Form is subject to the terms of the Mozilla
7*bf2c3715SXin Li // Public License v. 2.0. If a copy of the MPL was not distributed
8*bf2c3715SXin Li // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9*bf2c3715SXin Li
10*bf2c3715SXin Li #include "main.h"
11*bf2c3715SXin Li
product_selfadjoint(const MatrixType & m)12*bf2c3715SXin Li template<typename MatrixType> void product_selfadjoint(const MatrixType& m)
13*bf2c3715SXin Li {
14*bf2c3715SXin Li typedef typename MatrixType::Scalar Scalar;
15*bf2c3715SXin Li typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
16*bf2c3715SXin Li typedef Matrix<Scalar, 1, MatrixType::RowsAtCompileTime> RowVectorType;
17*bf2c3715SXin Li
18*bf2c3715SXin Li typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, Dynamic, RowMajor> RhsMatrixType;
19*bf2c3715SXin Li
20*bf2c3715SXin Li Index rows = m.rows();
21*bf2c3715SXin Li Index cols = m.cols();
22*bf2c3715SXin Li
23*bf2c3715SXin Li MatrixType m1 = MatrixType::Random(rows, cols),
24*bf2c3715SXin Li m2 = MatrixType::Random(rows, cols),
25*bf2c3715SXin Li m3;
26*bf2c3715SXin Li VectorType v1 = VectorType::Random(rows),
27*bf2c3715SXin Li v2 = VectorType::Random(rows),
28*bf2c3715SXin Li v3(rows);
29*bf2c3715SXin Li RowVectorType r1 = RowVectorType::Random(rows),
30*bf2c3715SXin Li r2 = RowVectorType::Random(rows);
31*bf2c3715SXin Li RhsMatrixType m4 = RhsMatrixType::Random(rows,10);
32*bf2c3715SXin Li
33*bf2c3715SXin Li Scalar s1 = internal::random<Scalar>(),
34*bf2c3715SXin Li s2 = internal::random<Scalar>(),
35*bf2c3715SXin Li s3 = internal::random<Scalar>();
36*bf2c3715SXin Li
37*bf2c3715SXin Li m1 = (m1.adjoint() + m1).eval();
38*bf2c3715SXin Li
39*bf2c3715SXin Li // rank2 update
40*bf2c3715SXin Li m2 = m1.template triangularView<Lower>();
41*bf2c3715SXin Li m2.template selfadjointView<Lower>().rankUpdate(v1,v2);
42*bf2c3715SXin Li VERIFY_IS_APPROX(m2, (m1 + v1 * v2.adjoint()+ v2 * v1.adjoint()).template triangularView<Lower>().toDenseMatrix());
43*bf2c3715SXin Li
44*bf2c3715SXin Li m2 = m1.template triangularView<Upper>();
45*bf2c3715SXin Li m2.template selfadjointView<Upper>().rankUpdate(-v1,s2*v2,s3);
46*bf2c3715SXin Li VERIFY_IS_APPROX(m2, (m1 + (s3*(-v1)*(s2*v2).adjoint()+numext::conj(s3)*(s2*v2)*(-v1).adjoint())).template triangularView<Upper>().toDenseMatrix());
47*bf2c3715SXin Li
48*bf2c3715SXin Li m2 = m1.template triangularView<Upper>();
49*bf2c3715SXin Li m2.template selfadjointView<Upper>().rankUpdate(-s2*r1.adjoint(),r2.adjoint()*s3,s1);
50*bf2c3715SXin Li 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());
51*bf2c3715SXin Li
52*bf2c3715SXin Li if (rows>1)
53*bf2c3715SXin Li {
54*bf2c3715SXin Li m2 = m1.template triangularView<Lower>();
55*bf2c3715SXin Li m2.block(1,1,rows-1,cols-1).template selfadjointView<Lower>().rankUpdate(v1.tail(rows-1),v2.head(cols-1));
56*bf2c3715SXin Li m3 = m1;
57*bf2c3715SXin Li 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();
58*bf2c3715SXin Li VERIFY_IS_APPROX(m2, m3.template triangularView<Lower>().toDenseMatrix());
59*bf2c3715SXin Li }
60*bf2c3715SXin Li }
61*bf2c3715SXin Li
EIGEN_DECLARE_TEST(product_selfadjoint)62*bf2c3715SXin Li EIGEN_DECLARE_TEST(product_selfadjoint)
63*bf2c3715SXin Li {
64*bf2c3715SXin Li int s = 0;
65*bf2c3715SXin Li for(int i = 0; i < g_repeat ; i++) {
66*bf2c3715SXin Li CALL_SUBTEST_1( product_selfadjoint(Matrix<float, 1, 1>()) );
67*bf2c3715SXin Li CALL_SUBTEST_2( product_selfadjoint(Matrix<float, 2, 2>()) );
68*bf2c3715SXin Li CALL_SUBTEST_3( product_selfadjoint(Matrix3d()) );
69*bf2c3715SXin Li
70*bf2c3715SXin Li s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2);
71*bf2c3715SXin Li CALL_SUBTEST_4( product_selfadjoint(MatrixXcf(s, s)) );
72*bf2c3715SXin Li TEST_SET_BUT_UNUSED_VARIABLE(s)
73*bf2c3715SXin Li
74*bf2c3715SXin Li s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2);
75*bf2c3715SXin Li CALL_SUBTEST_5( product_selfadjoint(MatrixXcd(s,s)) );
76*bf2c3715SXin Li TEST_SET_BUT_UNUSED_VARIABLE(s)
77*bf2c3715SXin Li
78*bf2c3715SXin Li s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE);
79*bf2c3715SXin Li CALL_SUBTEST_6( product_selfadjoint(MatrixXd(s,s)) );
80*bf2c3715SXin Li TEST_SET_BUT_UNUSED_VARIABLE(s)
81*bf2c3715SXin Li
82*bf2c3715SXin Li s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE);
83*bf2c3715SXin Li CALL_SUBTEST_7( product_selfadjoint(Matrix<float,Dynamic,Dynamic,RowMajor>(s,s)) );
84*bf2c3715SXin Li TEST_SET_BUT_UNUSED_VARIABLE(s)
85*bf2c3715SXin Li }
86*bf2c3715SXin Li }
87