test/product_syrk.cpp

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.

#include "main.h"

template <typename MatrixType>
void syrk(const MatrixType& m) {
  typedef typename MatrixType::Scalar Scalar;
  typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime, RowMajor> RMatrixType;
  typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, Dynamic> Rhs1;
  typedef Matrix<Scalar, Dynamic, MatrixType::RowsAtCompileTime> Rhs2;
  typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, Dynamic, RowMajor> Rhs3;

  Index rows = m.rows();
  Index cols = m.cols();

  MatrixType m1 = MatrixType::Random(rows, cols), m2 = MatrixType::Random(rows, cols),
             m3 = MatrixType::Random(rows, cols);
  RMatrixType rm2 = MatrixType::Random(rows, cols);

  Rhs1 rhs1 = Rhs1::Random(internal::random<int>(1, 320), cols);
  Rhs1 rhs11 = Rhs1::Random(rhs1.rows(), cols);
  Rhs2 rhs2 = Rhs2::Random(rows, internal::random<int>(1, 320));
  Rhs2 rhs22 = Rhs2::Random(rows, rhs2.cols());
  Rhs3 rhs3 = Rhs3::Random(internal::random<int>(1, 320), rows);

  Scalar s1 = internal::random<Scalar>();

  Index c = internal::random<Index>(0, cols - 1);

  m2.setZero();
  VERIFY_IS_APPROX((m2.template selfadjointView<Lower>().rankUpdate(rhs2, s1)._expression()),
                   ((s1 * rhs2 * rhs2.adjoint()).eval().template triangularView<Lower>().toDenseMatrix()));
  m2.setZero();
  VERIFY_IS_APPROX(((m2.template triangularView<Lower>() += s1 * rhs2 * rhs22.adjoint()).nestedExpression()),
                   ((s1 * rhs2 * rhs22.adjoint()).eval().template triangularView<Lower>().toDenseMatrix()));

  m2.setZero();
  VERIFY_IS_APPROX(m2.template selfadjointView<Upper>().rankUpdate(rhs2, s1)._expression(),
                   (s1 * rhs2 * rhs2.adjoint()).eval().template triangularView<Upper>().toDenseMatrix());
  m2.setZero();
  VERIFY_IS_APPROX((m2.template triangularView<Upper>() += s1 * rhs22 * rhs2.adjoint()).nestedExpression(),
                   (s1 * rhs22 * rhs2.adjoint()).eval().template triangularView<Upper>().toDenseMatrix());

  m2.setZero();
  VERIFY_IS_APPROX(m2.template selfadjointView<Lower>().rankUpdate(rhs1.adjoint(), s1)._expression(),
                   (s1 * rhs1.adjoint() * rhs1).eval().template triangularView<Lower>().toDenseMatrix());
  m2.setZero();
  VERIFY_IS_APPROX((m2.template triangularView<Lower>() += s1 * rhs11.adjoint() * rhs1).nestedExpression(),
                   (s1 * rhs11.adjoint() * rhs1).eval().template triangularView<Lower>().toDenseMatrix());

  m2.setZero();
  VERIFY_IS_APPROX(m2.template selfadjointView<Upper>().rankUpdate(rhs1.adjoint(), s1)._expression(),
                   (s1 * rhs1.adjoint() * rhs1).eval().template triangularView<Upper>().toDenseMatrix());
  VERIFY_IS_APPROX((m2.template triangularView<Upper>() = s1 * rhs1.adjoint() * rhs11).nestedExpression(),
                   (s1 * rhs1.adjoint() * rhs11).eval().template triangularView<Upper>().toDenseMatrix());

  m2.setZero();
  VERIFY_IS_APPROX(m2.template selfadjointView<Lower>().rankUpdate(rhs3.adjoint(), s1)._expression(),
                   (s1 * rhs3.adjoint() * rhs3).eval().template triangularView<Lower>().toDenseMatrix());

  m2.setZero();
  VERIFY_IS_APPROX(m2.template selfadjointView<Upper>().rankUpdate(rhs3.adjoint(), s1)._expression(),
                   (s1 * rhs3.adjoint() * rhs3).eval().template triangularView<Upper>().toDenseMatrix());

  m2.setZero();
  VERIFY_IS_APPROX((m2.template selfadjointView<Lower>().rankUpdate(m1.col(c), s1)._expression()),
                   ((s1 * m1.col(c) * m1.col(c).adjoint()).eval().template triangularView<Lower>().toDenseMatrix()));

  m2.setZero();
  VERIFY_IS_APPROX((m2.template selfadjointView<Upper>().rankUpdate(m1.col(c), s1)._expression()),
                   ((s1 * m1.col(c) * m1.col(c).adjoint()).eval().template triangularView<Upper>().toDenseMatrix()));
  rm2.setZero();
  VERIFY_IS_APPROX((rm2.template selfadjointView<Upper>().rankUpdate(m1.col(c), s1)._expression()),
                   ((s1 * m1.col(c) * m1.col(c).adjoint()).eval().template triangularView<Upper>().toDenseMatrix()));
  m2.setZero();
  VERIFY_IS_APPROX((m2.template triangularView<Upper>() += s1 * m3.col(c) * m1.col(c).adjoint()).nestedExpression(),
                   ((s1 * m3.col(c) * m1.col(c).adjoint()).eval().template triangularView<Upper>().toDenseMatrix()));
  rm2.setZero();
  VERIFY_IS_APPROX((rm2.template triangularView<Upper>() += s1 * m1.col(c) * m3.col(c).adjoint()).nestedExpression(),
                   ((s1 * m1.col(c) * m3.col(c).adjoint()).eval().template triangularView<Upper>().toDenseMatrix()));

  m2.setZero();
  VERIFY_IS_APPROX((m2.template selfadjointView<Lower>().rankUpdate(m1.col(c).conjugate(), s1)._expression()),
                   ((s1 * m1.col(c).conjugate() * m1.col(c).conjugate().adjoint())
                        .eval()
                        .template triangularView<Lower>()
                        .toDenseMatrix()));

  m2.setZero();
  VERIFY_IS_APPROX((m2.template selfadjointView<Upper>().rankUpdate(m1.col(c).conjugate(), s1)._expression()),
                   ((s1 * m1.col(c).conjugate() * m1.col(c).conjugate().adjoint())
                        .eval()
                        .template triangularView<Upper>()
                        .toDenseMatrix()));

  m2.setZero();
  VERIFY_IS_APPROX((m2.template selfadjointView<Lower>().rankUpdate(m1.row(c), s1)._expression()),
                   ((s1 * m1.row(c).transpose() * m1.row(c).transpose().adjoint())
                        .eval()
                        .template triangularView<Lower>()
                        .toDenseMatrix()));
  rm2.setZero();
  VERIFY_IS_APPROX((rm2.template selfadjointView<Lower>().rankUpdate(m1.row(c), s1)._expression()),
                   ((s1 * m1.row(c).transpose() * m1.row(c).transpose().adjoint())
                        .eval()
                        .template triangularView<Lower>()
                        .toDenseMatrix()));
  m2.setZero();
  VERIFY_IS_APPROX((m2.template triangularView<Lower>() += s1 * m3.row(c).transpose() * m1.row(c).transpose().adjoint())
                       .nestedExpression(),
                   ((s1 * m3.row(c).transpose() * m1.row(c).transpose().adjoint())
                        .eval()
                        .template triangularView<Lower>()
                        .toDenseMatrix()));
  rm2.setZero();
  VERIFY_IS_APPROX(
      (rm2.template triangularView<Lower>() += s1 * m3.row(c).transpose() * m1.row(c).transpose().adjoint())
          .nestedExpression(),
      ((s1 * m3.row(c).transpose() * m1.row(c).transpose().adjoint())
           .eval()
           .template triangularView<Lower>()
           .toDenseMatrix()));

  m2.setZero();
  VERIFY_IS_APPROX((m2.template selfadjointView<Upper>().rankUpdate(m1.row(c).adjoint(), s1)._expression()),
                   ((s1 * m1.row(c).adjoint() * m1.row(c).adjoint().adjoint())
                        .eval()
                        .template triangularView<Upper>()
                        .toDenseMatrix()));

  // destination with a non-default inner-stride
  // see bug 1741
  {
    typedef Matrix<Scalar, Dynamic, Dynamic> MatrixX;
    MatrixX buffer(2 * rows, 2 * cols);
    Map<MatrixType, 0, Stride<Dynamic, 2> > map1(buffer.data(), rows, cols, Stride<Dynamic, 2>(2 * rows, 2));
    buffer.setZero();
    VERIFY_IS_APPROX((map1.template selfadjointView<Lower>().rankUpdate(rhs2, s1)._expression()),
                     ((s1 * rhs2 * rhs2.adjoint()).eval().template triangularView<Lower>().toDenseMatrix()));
  }
}

EIGEN_DECLARE_TEST(product_syrk) {
  for (int i = 0; i < g_repeat; i++) {
    int s;
    s = internal::random<int>(1, EIGEN_TEST_MAX_SIZE);
    CALL_SUBTEST_1(syrk(MatrixXf(s, s)));
    CALL_SUBTEST_2(syrk(MatrixXd(s, s)));
    TEST_SET_BUT_UNUSED_VARIABLE(s)

    s = internal::random<int>(1, EIGEN_TEST_MAX_SIZE / 2);
    CALL_SUBTEST_3(syrk(MatrixXcf(s, s)));
    CALL_SUBTEST_4(syrk(MatrixXcd(s, s)));
    CALL_SUBTEST_5(syrk(Matrix<bfloat16, Dynamic, Dynamic>(s, s)));
    TEST_SET_BUT_UNUSED_VARIABLE(s)
  }
}