Attachment 715 Details for Bug 707 – Usage example

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Usage example

lu_inplace.cpp (text/x-csrc), 1.68 KB, created by Gael Guennebaud on 2016-06-23 16:33:40 UTC

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Creator: Gael Guennebaud

Created: 2016-06-23 16:33:40 UTC

Size: 1.68 KB

patch

obsolete

>#include <iostream>
>#include <Eigen/Dense>
>using namespace Eigen;
>using namespace std;
>
>int main()
>{
>  MatrixXd A0 = MatrixXd::Random(10,10);
>  A0 = A0.transpose() * A0;
>  MatrixXd A1 = A0;
>  VectorXd b = VectorXd::Random(10), x(10);
>
>  A0 = A1;
>  PartialPivLU<Ref<MatrixXd> > lu(A0);
>  cout << "Check that A0 has been modified: " << (A0-A1).norm()/A0.norm() << endl;
>  x = lu.solve(b);
>  cout << "Error: " << (A1*x-b).norm()/b.norm() << endl;
>
>  A0 = A1;
>  FullPivLU<Ref<MatrixXd> > flu(A0);
>  cout << "Check that A0 has been modified: " << (A0-A1).norm()/A0.norm() << endl;
>  x = flu.solve(b);
>  cout << "Error: " << (A1*x-b).norm()/b.norm() << endl;
>
>  A0 = A1;
>  HouseholderQR<Ref<MatrixXd> > qr(A0);
>  cout << "Check that A0 has been modified: " << (A0-A1).norm()/A0.norm() << endl;
>  x = qr.solve(b);
>  cout << "Error: " << (A1*x-b).norm()/b.norm() << endl;
>
>  A0 = A1;
>  ColPivHouseholderQR<Ref<MatrixXd> > cpqr(A0);
>  cout << "Check that A0 has been modified: " << (A0-A1).norm()/A0.norm() << endl;
>  x = cpqr.solve(b);
>  cout << "Error: " << (A1*x-b).norm()/b.norm() << endl;
>
>  A0 = A1;
>  FullPivHouseholderQR<Ref<MatrixXd> > fpqr(A0);
>  cout << "Check that A0 has been modified: " << (A0-A1).norm()/A0.norm() << endl;
>  x = fpqr.solve(b);
>  cout << "Error: " << (A1*x-b).norm()/b.norm() << endl;
>
>  A0 = A1;
>  LLT<Ref<MatrixXd> > llt(A0);
>  cout << "Check that A0 has been modified: " << (A0-A1).norm()/A0.norm() << endl;
>  x = llt.solve(b);
>  cout << "Error: " << (A1*x-b).norm()/b.norm() << endl;
>
>  A0 = A1;
>  LDLT<Ref<MatrixXd> > ldlt(A0);
>  cout << "Check that A0 has been modified: " << (A0-A1).norm()/A0.norm() << endl;
>  x = ldlt.solve(b);
>  cout << "Error: " << (A1*x-b).norm()/b.norm() << endl;
>}

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Attachments on bug 707: 714 | 715