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      1 // This file is part of Eigen, a lightweight C++ template library
      2 // for linear algebra.
      3 //
      4 // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud (at) 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 template<typename MatrixType> void product_selfadjoint(const MatrixType& m)
     13 {
     14   typedef typename MatrixType::Index Index;
     15   typedef typename MatrixType::Scalar Scalar;
     16   typedef typename NumTraits<Scalar>::Real RealScalar;
     17   typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
     18   typedef Matrix<Scalar, 1, MatrixType::RowsAtCompileTime> RowVectorType;
     19 
     20   typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, Dynamic, RowMajor> RhsMatrixType;
     21 
     22   Index rows = m.rows();
     23   Index cols = m.cols();
     24 
     25   MatrixType m1 = MatrixType::Random(rows, cols),
     26              m2 = MatrixType::Random(rows, cols),
     27              m3;
     28   VectorType v1 = VectorType::Random(rows),
     29              v2 = VectorType::Random(rows),
     30              v3(rows);
     31   RowVectorType r1 = RowVectorType::Random(rows),
     32                 r2 = RowVectorType::Random(rows);
     33   RhsMatrixType m4 = RhsMatrixType::Random(rows,10);
     34 
     35   Scalar s1 = internal::random<Scalar>(),
     36          s2 = internal::random<Scalar>(),
     37          s3 = internal::random<Scalar>();
     38 
     39   m1 = (m1.adjoint() + m1).eval();
     40 
     41   // rank2 update
     42   m2 = m1.template triangularView<Lower>();
     43   m2.template selfadjointView<Lower>().rankUpdate(v1,v2);
     44   VERIFY_IS_APPROX(m2, (m1 + v1 * v2.adjoint()+ v2 * v1.adjoint()).template triangularView<Lower>().toDenseMatrix());
     45 
     46   m2 = m1.template triangularView<Upper>();
     47   m2.template selfadjointView<Upper>().rankUpdate(-v1,s2*v2,s3);
     48   VERIFY_IS_APPROX(m2, (m1 + (s3*(-v1)*(s2*v2).adjoint()+internal::conj(s3)*(s2*v2)*(-v1).adjoint())).template triangularView<Upper>().toDenseMatrix());
     49 
     50   m2 = m1.template triangularView<Upper>();
     51   m2.template selfadjointView<Upper>().rankUpdate(-s2*r1.adjoint(),r2.adjoint()*s3,s1);
     52   VERIFY_IS_APPROX(m2, (m1 + s1*(-s2*r1.adjoint())*(r2.adjoint()*s3).adjoint() + internal::conj(s1)*(r2.adjoint()*s3) * (-s2*r1.adjoint()).adjoint()).template triangularView<Upper>().toDenseMatrix());
     53 
     54   if (rows>1)
     55   {
     56     m2 = m1.template triangularView<Lower>();
     57     m2.block(1,1,rows-1,cols-1).template selfadjointView<Lower>().rankUpdate(v1.tail(rows-1),v2.head(cols-1));
     58     m3 = m1;
     59     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();
     60     VERIFY_IS_APPROX(m2, m3.template triangularView<Lower>().toDenseMatrix());
     61   }
     62 }
     63 
     64 void test_product_selfadjoint()
     65 {
     66   int s;
     67   for(int i = 0; i < g_repeat ; i++) {
     68     CALL_SUBTEST_1( product_selfadjoint(Matrix<float, 1, 1>()) );
     69     CALL_SUBTEST_2( product_selfadjoint(Matrix<float, 2, 2>()) );
     70     CALL_SUBTEST_3( product_selfadjoint(Matrix3d()) );
     71     s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2);
     72     CALL_SUBTEST_4( product_selfadjoint(MatrixXcf(s, s)) );
     73     s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2);
     74     CALL_SUBTEST_5( product_selfadjoint(MatrixXcd(s,s)) );
     75     s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE);
     76     CALL_SUBTEST_6( product_selfadjoint(MatrixXd(s,s)) );
     77     s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE);
     78     CALL_SUBTEST_7( product_selfadjoint(Matrix<float,Dynamic,Dynamic,RowMajor>(s,s)) );
     79   }
     80   EIGEN_UNUSED_VARIABLE(s)
     81 }
     82