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test on long double too ; some more comments

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nojhan 2011-12-15 22:09:48 +01:00
commit 90dc4d1676
1 changed files with 9 additions and 0 deletions
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test.cpp
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@ -152,11 +152,15 @@ void test( unsigned int M, unsigned int N, unsigned int F, unsigned int R, unsig
CovarMat V = ublas::prod( ublas::trans(S), S );
assert( V.size1() == N && V.size2() == N );
#ifndef NDEBUG
if( R == 1 ) {
std::cout << std::endl << "Covariance matrix:" << std::endl;
std::cout << format(V) << std::endl;
}
#endif
// The LLT algorithm can fail on a sqrt(x<0) and throw an error
// we thus count the failures
FactorMat L0;
try {
L0 = llt(V);
@ -170,7 +174,9 @@ void test( unsigned int M, unsigned int N, unsigned int F, unsigned int R, unsig
}
FactorMat L1 = llta(V);
// reconstruct the covariance matrix
CovarMat V1 = ublas::prod( L1, ublas::trans(L1) );
// store the triangular error distance with the initial covar matrix
s1.push_back( trigsum(error(V,V1)) );
FactorMat L2 = lltz(V);
@ -230,4 +236,7 @@ int main(int argc, char** argv)
std::cout << std::endl << "DOUBLE" << std::endl;
test<double>(M,N,F,R,seed);
std::cout << std::endl << "LONG DOUBLE" << std::endl;
test<long double>(M,N,F,R,seed);
}