Function choleskyTester

test/cholesky_dense.cpp:35–75

template<typename T>
void choleskyTester(const int n, double eps, bool is_upper) {
    SUPPORTED_TYPE_CHECK(T);
    LAPACK_ENABLED_CHECK();

    dtype ty = (dtype)dtype_traits<T>::af_type;

    // Prepare positive definite matrix
#if 1
    array a = cpu_randu<T>(dim4(n, n));
#else
    array a = randu(n, n, ty);
#endif
    array b  = 10 * n * identity(n, n, ty);
    array in = matmul(a.H(), a) + b;

    //! [ex_chol_reg]
    array out;
    cholesky(out, in, is_upper);
    //! [ex_chol_reg]

    array re = is_upper ? matmul(out.H(), out) : matmul(out, out.H());

    ASSERT_NEAR(0, max<typename dtype_traits<T>::base_type>(abs(real(in - re))),
                eps);
    ASSERT_NEAR(0, max<typename dtype_traits<T>::base_type>(abs(imag(in - re))),
                eps);

    //! [ex_chol_inplace]
    array in2 = in.copy();
    choleskyInPlace(in2, is_upper);
    //! [ex_chol_inplace]

    array out2 = is_upper ? upper(in2) : lower(in2);

    ASSERT_NEAR(0,
                max<typename dtype_traits<T>::base_type>(abs(real(out2 - out))),
                eps);
    ASSERT_NEAR(0,
                max<typename dtype_traits<T>::base_type>(abs(imag(out2 - out))),
                eps);
}

template<typename T>
class Cholesky : public ::testing::Test {};