split and add unit tests for symm and syrk,

the .rank*update() functions now returns a reference to *this

Eigen/src/Core/SelfAdjointView.h

@@ -120,23 +120,25 @@ template<typename MatrixType, unsigned int UpLo> class SelfAdjointView
 
     /** Perform a symmetric rank 2 update of the selfadjoint matrix \c *this:
       * \f$ this = this + \alpha ( u v^* + v u^*) \f$
+      * \returns a reference to \c *this
       *
       * The vectors \a u and \c v \b must be column vectors, however they can be
       * a adjoint expression without any overhead. Only the meaningful triangular
       * part of the matrix is updated, the rest is left unchanged.
       */
     template<typename DerivedU, typename DerivedV>
-    void rank2update(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, Scalar alpha = Scalar(1));
+    SelfAdjointView& rank2update(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, Scalar alpha = Scalar(1));
 
     /** Perform a symmetric rank K update of the selfadjoint matrix \c *this:
-      * \f$ this = this + \alpha ( u u^* ) \f$
+      * \f$ this = this + \alpha ( u u^* ) \f$ where \a u is a vector or matrix.
-      * where \a u is a vector or matrix.
+      * 
+      * \returns a reference to \c *this
       *
       * Note that to perform \f$ this = this + \alpha ( u^* u ) \f$ you can simply
       * call this function with u.adjoint().
       */
     template<typename DerivedU>
-    void rankKupdate(const MatrixBase<DerivedU>& u, Scalar alpha = Scalar(1));
+    SelfAdjointView& rankKupdate(const MatrixBase<DerivedU>& u, Scalar alpha = Scalar(1));
 
 /////////// Cholesky module ///////////
 

Eigen/src/Core/products/SelfadjointProduct.h

@@ -126,7 +126,7 @@ struct ei_selfadjoint_product<Scalar,MatStorageOrder, ColMajor, AAT, UpLo>
 
 template<typename MatrixType, unsigned int UpLo>
 template<typename DerivedU>
-void SelfAdjointView<MatrixType,UpLo>
+SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo>
 ::rankKupdate(const MatrixBase<DerivedU>& u, Scalar alpha)
 {
   typedef ei_blas_traits<DerivedU> UBlasTraits;
@@ -144,6 +144,8 @@ void SelfAdjointView<MatrixType,UpLo>
     !UBlasTraits::NeedToConjugate, UpLo>
     ::run(_expression().cols(), actualU.cols(), &actualU.coeff(0,0), actualU.stride(),
           const_cast<Scalar*>(_expression().data()), _expression().stride(), actualAlpha);
+
+  return *this;
 }
 
 

Eigen/src/Core/products/SelfadjointRank2Update.h

@@ -69,7 +69,7 @@ template<bool Cond, typename T> struct ei_conj_expr_if
 
 template<typename MatrixType, unsigned int UpLo>
 template<typename DerivedU, typename DerivedV>
-void SelfAdjointView<MatrixType,UpLo>
+SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo>
 ::rank2update(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, Scalar alpha)
 {
   typedef ei_blas_traits<DerivedU> UBlasTraits;
@@ -91,6 +91,8 @@ void SelfAdjointView<MatrixType,UpLo>
     typename ei_conj_expr_if<IsRowMajor ^ VBlasTraits::NeedToConjugate,_ActualVType>::ret,
     (IsRowMajor ? (UpLo==UpperTriangular ? LowerTriangular : UpperTriangular) : UpLo)>
     ::run(const_cast<Scalar*>(_expression().data()),_expression().stride(),actualU,actualV,actualAlpha);
+
+  return *this;
 }
 
 #endif // EIGEN_SELFADJOINTRANK2UPTADE_H

test/CMakeLists.txt

@@ -97,8 +97,10 @@ ei_add_test(cwiseop)
 ei_add_test(redux)
 ei_add_test(product_small)
 ei_add_test(product_large ${EI_OFLAG})
-ei_add_test(product_selfadjoint)
+ei_add_test(product_extra ${EI_OFLAG})
-ei_add_test(product_extra)
+ei_add_test(product_selfadjoint ${EI_OFLAG})
+ei_add_test(product_symm ${EI_OFLAG})
+ei_add_test(product_syrk ${EI_OFLAG})
 ei_add_test(diagonalmatrices)
 ei_add_test(adjoint)
 ei_add_test(submatrices)

test/product_selfadjoint.cpp

@@ -94,65 +94,6 @@ template<typename MatrixType> void product_selfadjoint(const MatrixType& m)
   }
 }
 
-template<typename MatrixType> void symm(const MatrixType& m)
-{
-  typedef typename MatrixType::Scalar Scalar;
-  typedef typename NumTraits<Scalar>::Real RealScalar;
-  typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, Dynamic> Rhs1;
-  typedef Matrix<Scalar, Dynamic, MatrixType::RowsAtCompileTime> Rhs2;
-  typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, Dynamic,RowMajor> Rhs3;
-
-  int rows = m.rows();
-  int cols = m.cols();
-
-  MatrixType m1 = MatrixType::Random(rows, cols),
-             m2 = MatrixType::Random(rows, cols);
-
-  m1 = (m1+m1.adjoint()).eval();
-
-  Rhs1 rhs1 = Rhs1::Random(cols, ei_random<int>(1,320)), rhs12, rhs13;
-  Rhs2 rhs2 = Rhs2::Random(ei_random<int>(1,320), rows), rhs22, rhs23;
-  Rhs3 rhs3 = Rhs3::Random(cols, ei_random<int>(1,320)), rhs32, rhs33;
-
-  Scalar s1 = ei_random<Scalar>(),
-         s2 = ei_random<Scalar>();
-
-  m2 = m1.template triangularView<LowerTriangular>();
-  VERIFY_IS_APPROX(rhs12 = (s1*m2).template selfadjointView<LowerTriangular>() * (s2*rhs1),
-                   rhs13 = (s1*m1) * (s2*rhs1));
-
-  m2 = m1.template triangularView<UpperTriangular>();
-  VERIFY_IS_APPROX(rhs12 = (s1*m2).template selfadjointView<UpperTriangular>() * (s2*rhs1),
-                   rhs13 = (s1*m1) * (s2*rhs1));
-
-  m2 = m1.template triangularView<LowerTriangular>();
-  VERIFY_IS_APPROX(rhs22 = (s1*m2).template selfadjointView<LowerTriangular>() * (s2*rhs2.adjoint()),
-                   rhs23 = (s1*m1) * (s2*rhs2.adjoint()));
-
-  m2 = m1.template triangularView<UpperTriangular>();
-  VERIFY_IS_APPROX(rhs22 = (s1*m2).template selfadjointView<UpperTriangular>() * (s2*rhs2.adjoint()),
-                   rhs23 = (s1*m1) * (s2*rhs2.adjoint()));
-
-  m2 = m1.template triangularView<UpperTriangular>();
-  VERIFY_IS_APPROX(rhs22 = (s1*m2.adjoint()).template selfadjointView<LowerTriangular>() * (s2*rhs2.adjoint()),
-                   rhs23 = (s1*m1.adjoint()) * (s2*rhs2.adjoint()));
-
-  // test row major = <...>
-  m2 = m1.template triangularView<LowerTriangular>();
-  VERIFY_IS_APPROX(rhs32 = (s1*m2).template selfadjointView<LowerTriangular>() * (s2*rhs3),
-                   rhs33 = (s1*m1) * (s2 * rhs3));
-
-  m2 = m1.template triangularView<UpperTriangular>();
-  VERIFY_IS_APPROX(rhs32 = (s1*m2.adjoint()).template selfadjointView<LowerTriangular>() * (s2*rhs3).conjugate(),
-                   rhs33 = (s1*m1.adjoint()) * (s2*rhs3).conjugate());
-
-  // test matrix * selfadjoint
-  m2 = m1.template triangularView<LowerTriangular>();
-  VERIFY_IS_APPROX(rhs22 = (rhs2) * (m2).template selfadjointView<LowerTriangular>(),
-                   rhs23 = (rhs2) * (m1));
-  VERIFY_IS_APPROX(rhs22 = (s2*rhs2) * (s1*m2).template selfadjointView<LowerTriangular>(),
-                   rhs23 = (s2*rhs2) * (s1*m1));
-}
 void test_product_selfadjoint()
 {
   for(int i = 0; i < g_repeat ; i++) {
@@ -165,13 +106,4 @@ void test_product_selfadjoint()
     CALL_SUBTEST( product_selfadjoint(Matrix<float,Dynamic,Dynamic,RowMajor>(17,17)) );
     CALL_SUBTEST( product_selfadjoint(Matrix<std::complex<double>,Dynamic,Dynamic,RowMajor>(19, 19)) );
   }
-
-  for(int i = 0; i < g_repeat ; i++)
-  {
-    int s;
-    s = ei_random<int>(10,320);
-    CALL_SUBTEST( symm(MatrixXf(s, s)) );
-    s = ei_random<int>(10,320);
-    CALL_SUBTEST( symm(MatrixXcd(s, s)) );
-  }
 }

test/product_symm.cpp

@@ -0,0 +1,96 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@gmail.com>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#include "main.h"
+
+template<typename MatrixType> void symm(const MatrixType& m)
+{
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, Dynamic> Rhs1;
+  typedef Matrix<Scalar, Dynamic, MatrixType::RowsAtCompileTime> Rhs2;
+  typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, Dynamic,RowMajor> Rhs3;
+
+  int rows = m.rows();
+  int cols = m.cols();
+
+  MatrixType m1 = MatrixType::Random(rows, cols),
+             m2 = MatrixType::Random(rows, cols);
+
+  m1 = (m1+m1.adjoint()).eval();
+
+  Rhs1 rhs1 = Rhs1::Random(cols, ei_random<int>(1,320)), rhs12, rhs13;
+  Rhs2 rhs2 = Rhs2::Random(ei_random<int>(1,320), rows), rhs22, rhs23;
+  Rhs3 rhs3 = Rhs3::Random(cols, ei_random<int>(1,320)), rhs32, rhs33;
+
+  Scalar s1 = ei_random<Scalar>(),
+         s2 = ei_random<Scalar>();
+
+  m2 = m1.template triangularView<LowerTriangular>();
+  VERIFY_IS_APPROX(rhs12 = (s1*m2).template selfadjointView<LowerTriangular>() * (s2*rhs1),
+                   rhs13 = (s1*m1) * (s2*rhs1));
+
+  m2 = m1.template triangularView<UpperTriangular>();
+  VERIFY_IS_APPROX(rhs12 = (s1*m2).template selfadjointView<UpperTriangular>() * (s2*rhs1),
+                   rhs13 = (s1*m1) * (s2*rhs1));
+
+  m2 = m1.template triangularView<LowerTriangular>();
+  VERIFY_IS_APPROX(rhs22 = (s1*m2).template selfadjointView<LowerTriangular>() * (s2*rhs2.adjoint()),
+                   rhs23 = (s1*m1) * (s2*rhs2.adjoint()));
+
+  m2 = m1.template triangularView<UpperTriangular>();
+  VERIFY_IS_APPROX(rhs22 = (s1*m2).template selfadjointView<UpperTriangular>() * (s2*rhs2.adjoint()),
+                   rhs23 = (s1*m1) * (s2*rhs2.adjoint()));
+
+  m2 = m1.template triangularView<UpperTriangular>();
+  VERIFY_IS_APPROX(rhs22 = (s1*m2.adjoint()).template selfadjointView<LowerTriangular>() * (s2*rhs2.adjoint()),
+                   rhs23 = (s1*m1.adjoint()) * (s2*rhs2.adjoint()));
+
+  // test row major = <...>
+  m2 = m1.template triangularView<LowerTriangular>();
+  VERIFY_IS_APPROX(rhs32 = (s1*m2).template selfadjointView<LowerTriangular>() * (s2*rhs3),
+                   rhs33 = (s1*m1) * (s2 * rhs3));
+
+  m2 = m1.template triangularView<UpperTriangular>();
+  VERIFY_IS_APPROX(rhs32 = (s1*m2.adjoint()).template selfadjointView<LowerTriangular>() * (s2*rhs3).conjugate(),
+                   rhs33 = (s1*m1.adjoint()) * (s2*rhs3).conjugate());
+
+  // test matrix * selfadjoint
+  m2 = m1.template triangularView<LowerTriangular>();
+  VERIFY_IS_APPROX(rhs22 = (rhs2) * (m2).template selfadjointView<LowerTriangular>(),
+                   rhs23 = (rhs2) * (m1));
+  VERIFY_IS_APPROX(rhs22 = (s2*rhs2) * (s1*m2).template selfadjointView<LowerTriangular>(),
+                   rhs23 = (s2*rhs2) * (s1*m1));
+}
+void test_product_symm()
+{
+  for(int i = 0; i < g_repeat ; i++)
+  {
+    int s;
+    s = ei_random<int>(10,320);
+    CALL_SUBTEST( symm(MatrixXf(s, s)) );
+    s = ei_random<int>(10,320);
+    CALL_SUBTEST( symm(MatrixXcd(s, s)) );
+  }
+}

test/product_syrk.cpp

@@ -0,0 +1,83 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@gmail.com>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#include "main.h"
+
+template<typename MatrixType> void syrk(const MatrixType& m)
+{
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, Dynamic> Rhs1;
+  typedef Matrix<Scalar, Dynamic, MatrixType::RowsAtCompileTime> Rhs2;
+  typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, Dynamic,RowMajor> Rhs3;
+
+  int rows = m.rows();
+  int cols = m.cols();
+
+  MatrixType m1 = MatrixType::Random(rows, cols),
+             m2 = MatrixType::Random(rows, cols);
+
+  Rhs1 rhs1 = Rhs1::Random(ei_random<int>(1,320), cols);
+  Rhs2 rhs2 = Rhs2::Random(rows, ei_random<int>(1,320));
+  Rhs3 rhs3 = Rhs3::Random(ei_random<int>(1,320), rows);
+
+  Scalar s1 = ei_random<Scalar>(),
+         s2 = ei_random<Scalar>();
+
+  m2.setZero();
+  VERIFY_IS_APPROX((m2.template selfadjointView<LowerTriangular>().rankKupdate(rhs2,s1)._expression()),
+                   ((s1 * rhs2 * rhs2.adjoint()).eval().template triangularView<LowerTriangular>().toDense()));
+
+  m2.setZero();
+  VERIFY_IS_APPROX(m2.template selfadjointView<UpperTriangular>().rankKupdate(rhs2,s1)._expression(),
+                   (s1 * rhs2 * rhs2.adjoint()).eval().template triangularView<UpperTriangular>().toDense());
+
+  m2.setZero();
+  VERIFY_IS_APPROX(m2.template selfadjointView<LowerTriangular>().rankKupdate(rhs1.adjoint(),s1)._expression(),
+                   (s1 * rhs1.adjoint() * rhs1).eval().template triangularView<LowerTriangular>().toDense());
+
+  m2.setZero();
+  VERIFY_IS_APPROX(m2.template selfadjointView<UpperTriangular>().rankKupdate(rhs1.adjoint(),s1)._expression(),
+                   (s1 * rhs1.adjoint() * rhs1).eval().template triangularView<UpperTriangular>().toDense());
+
+  m2.setZero();
+  VERIFY_IS_APPROX(m2.template selfadjointView<LowerTriangular>().rankKupdate(rhs3.adjoint(),s1)._expression(),
+                   (s1 * rhs3.adjoint() * rhs3).eval().template triangularView<LowerTriangular>().toDense());
+
+  m2.setZero();
+  VERIFY_IS_APPROX(m2.template selfadjointView<UpperTriangular>().rankKupdate(rhs3.adjoint(),s1)._expression(),
+                   (s1 * rhs3.adjoint() * rhs3).eval().template triangularView<UpperTriangular>().toDense());
+}
+
+void test_product_syrk()
+{
+  for(int i = 0; i < g_repeat ; i++)
+  {
+    int s;
+    s = ei_random<int>(10,320);
+    CALL_SUBTEST( syrk(MatrixXf(s, s)) );
+    s = ei_random<int>(10,320);
+    CALL_SUBTEST( syrk(MatrixXcd(s, s)) );
+  }
+}