test_SimplicialLDLT.py

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import numpy as np
from scipy.sparse import csc_matrix
 
import eigenpy
 
dim = 100
rng = np.random.default_rng()
 
A = rng.random((dim, dim))
A = (A + A.T) * 0.5 + np.diag(10.0 + rng.random(dim))
 
A = csc_matrix(A)
 
ldlt = eigenpy.SimplicialLDLT(A)
 
assert ldlt.info() == eigenpy.ComputationInfo.Success
 
L = ldlt.matrixL()
U = ldlt.matrixU()
D = csc_matrix(np.diag(ldlt.vectorD()))
 
LDU = L @ D @ U
assert eigenpy.is_approx(LDU.toarray(), A.toarray())
 
X = rng.random((dim, 20))
B = A.dot(X)
X_est = ldlt.solve(B)
assert eigenpy.is_approx(X, X_est)
assert eigenpy.is_approx(A.dot(X_est), B)
 
ldlt.analyzePattern(A)
ldlt.factorize(A)
permutation = ldlt.permutationP()