12345qiupeng
/
gtsam
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Added unit tests for badly-scaled matrices with Cholesky, LDL, and SVD

release/4.3a0
Richard Roberts 2012-04-09 03:02:37 +00:00
parent 2f0b3cbe02
commit 21e52f3ab1
1 changed files with 49 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

49
gtsam/base/tests/testCholesky.cpp
View File

@ -160,6 +160,55 @@ TEST(cholesky, ldlPartial2) {
EXPECT(assert_equal(IexpectedR, p.transpose()*I));
}
/* ************************************************************************* */
TEST(cholesky, BadScalingCholesky) {
Matrix A = Matrix_(2,2,
1e-40, 0.0,
0.0, 1.0);
Matrix R(A.transpose() * A);
choleskyPartial(R, 2);
double expectedSqrtCondition = 1e-40;
double actualSqrtCondition = R(0,0) / R(1,1);
DOUBLES_EQUAL(expectedSqrtCondition, actualSqrtCondition, 1e-41);
}
/* ************************************************************************* */
TEST(cholesky, BadScalingLDL) {
Matrix A = Matrix_(2,2,
1.0, 0.0,
0.0, 1e-40);
Matrix R(A.transpose() * A);
Eigen::LDLT<Matrix>::TranspositionType permutation = ldlPartial(R, 2);
EXPECT(permutation.indices()(0) == 0);
EXPECT(permutation.indices()(1) == 1);
double expectedCondition = 1e40;
double actualCondition = R(0,0) / R(1,1);
DOUBLES_EQUAL(expectedCondition, actualCondition, 1e-41);
}
/* ************************************************************************* */
TEST(cholesky, BadScalingSVD) {
Matrix A = Matrix_(2,2,
1.0, 0.0,
0.0, 1e-40);
Matrix U, V;
Vector S;
gtsam::svd(A, U, S, V);
double expectedCondition = 1e40;
double actualCondition = S(0) / S(1);
DOUBLES_EQUAL(expectedCondition, actualCondition, 1e-41);
}
/* ************************************************************************* */
int main() {
TestResult tr;