added test for update
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@ -1,6 +1,5 @@
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#![cfg(all(feature = "arbitrary", feature = "debug"))]
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macro_rules! gen_tests(
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($module: ident, $scalar: ty) => {
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mod $module {
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@ -78,6 +77,22 @@ macro_rules! gen_tests(
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id1.is_identity(1.0e-7) && id2.is_identity(1.0e-7)
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}
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fn cholesky_rank_one_update(_n: usize) -> bool {
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let m = RandomSDP::new(U4, || random::<$scalar>().0).unwrap();
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let x = Vector4::<$scalar>::new_random().map(|e| e.0);
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let sigma : $scalar = 1.;
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// updates m manually
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let m_updated = m + sigma * x * x.transpose();
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// updates cholesky deomposition and reconstruct m
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let mut chol = m.clone().cholesky().unwrap();
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chol.rank_one_update(x, sigma);
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let m_chol_updated = chol.l() * chol.l().transpose();
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relative_eq!(m_updated, m_chol_updated, epsilon = 1.0e-7)
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}
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}
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}
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}
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