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added test for update

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Nestor Demeure 2019-11-02 15:11:14 +01:00 committed by Sébastien Crozet
parent 0c9451165d
commit cc478c6c6d
1 changed files with 16 additions and 1 deletions
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17
tests/linalg/cholesky.rs
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@ -1,6 +1,5 @@
#![cfg(all(feature = "arbitrary", feature = "debug"))]
macro_rules! gen_tests(
($module: ident, $scalar: ty) => {
mod $module {
@ -78,6 +77,22 @@ macro_rules! gen_tests(
id1.is_identity(1.0e-7) && id2.is_identity(1.0e-7)
}
fn cholesky_rank_one_update(_n: usize) -> bool {
let m = RandomSDP::new(U4, || random::<$scalar>().0).unwrap();
let x = Vector4::<$scalar>::new_random().map(|e| e.0);
let sigma : $scalar = 1.;
// updates m manually
let m_updated = m + sigma * x * x.transpose();
// 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();
relative_eq!(m_updated, m_chol_updated, epsilon = 1.0e-7)
}
}
}
}