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got test to compile

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Nestor Demeure 2019-11-02 15:56:59 +01:00 committed by Sébastien Crozet
parent cc478c6c6d
commit 5942a2a125
2 changed files with 12 additions and 9 deletions
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2
src/linalg/cholesky.rs
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@ -151,7 +151,7 @@ where
/// TODO rewrite comment (current version is taken verbatim from eigen)
/// TODO insures that code is correct for complex numbers, eigen uses abs2 and conj
/// https://eigen.tuxfamily.org/dox/LLT_8h_source.html
pub fn rank_one_update<R2: Dim, C2: Dim, S2>(&mut self, x: &Matrix<N, R2, U1, S2>, sigma: N)
pub fn rank_one_update<R2: Dim, S2>(&mut self, x: &Matrix<N, R2, U1, S2>, sigma: N)
where
S2: Storage<N, R2, U1>,
DefaultAllocator: Allocator<N, R2, U1>,

19
tests/linalg/cholesky.rs
View File

@ -79,19 +79,22 @@ macro_rules! gen_tests(
}
fn cholesky_rank_one_update(_n: usize) -> bool {
let m = RandomSDP::new(U4, || random::<$scalar>().0).unwrap();
let mut m = RandomSDP::new(U4, || random::<$scalar>().0).unwrap();
let x = Vector4::<$scalar>::new_random().map(|e| e.0);
let sigma : $scalar = 1.;
let sigma = random::<$scalar>().0; // random::<$scalar>().0;
let one = sigma*0. + 1.; // TODO this is dirty but $scalar appears to not be a scalar type
// updates cholesky decomposition and reconstructs m
let mut chol = m.clone().cholesky().unwrap();
chol.rank_one_update(&x, sigma);
let m_chol_updated = chol.l() * chol.l().adjoint();
// updates m manually
let m_updated = m + sigma * x * x.transpose();
m.syger(sigma, &x, &x, one); // m += sigma * x * x.adjoint()
// updates cholesky deomposition and reconstruct m
let mut chol = m.clone().cholesky().unwrap();
chol.rank_one_update(x, sigma);
let m_chol_updated = chol.l() * chol.l().transpose();
println!("m : {:?}", m);
relative_eq!(m_updated, m_chol_updated, epsilon = 1.0e-7)
relative_eq!(m, m_chol_updated, epsilon = 1.0e-7)
}
}
}