// This is core/vnl/algo/tests/test_ldl_cholesky.cxx
#include <iostream>
#include "testlib/testlib_test.h"
#include "vnl/vnl_matrix.h"
#include "vnl/vnl_diag_matrix.h"
#include <vnl/algo/vnl_ldl_cholesky.h>
#include "vnl/vnl_inverse.h"
#include "vnl/vnl_random.h"

#include "test_util.h"

void
test_ldl_cholesky()
{
  vnl_random rng(1000);
  vnl_matrix<double> A(3, 3);
  test_util_fill_random(A.begin(), A.end(), rng);
  A = A * A.transpose();

  vnl_matrix<double> I(3, 3);
  I.set_identity();

  {
    vnl_ldl_cholesky chol(A);
    vnl_matrix<double> A2 = chol.lower_triangle() * vnl_diag_matrix<double>(chol.diagonal()) * chol.upper_triangle();
    TEST_NEAR("LDL'=A", (A - A2).fro_norm(), 0.0, 1e-12);
  }
  {
    // Test the rank-1 update
    vnl_vector<double> v(3);
    vnl_matrix<double> Mv(3, 1);
    test_util_fill_random(v.begin(), v.end(), rng);
    Mv.set_column(0, v);
    vnl_ldl_cholesky chol(A);
    chol.rank1_update(v);
    vnl_matrix<double> A2 = A + Mv * Mv.transpose();
    vnl_matrix<double> A3 = chol.lower_triangle() * vnl_diag_matrix<double>(chol.diagonal()) * chol.upper_triangle();
    TEST_NEAR("Rank 1 update", (A2 - A3).fro_norm(), 0.0, 1e-12);
  }
  {
    // Test the rank 2 update
    vnl_matrix<double> W(3, 2);
    test_util_fill_random(W.begin(), W.end(), rng);
    vnl_ldl_cholesky chol(A);
    chol.update(W);
    vnl_matrix<double> A2 = A + W * W.transpose();
    vnl_matrix<double> A3 = chol.lower_triangle() * vnl_diag_matrix<double>(chol.diagonal()) * chol.upper_triangle();
    TEST_NEAR("Rank 2 update", (A2 - A3).fro_norm(), 0.0, 1e-12);
  }
  {
    // Test the rank 4 update
    vnl_matrix<double> W(3, 4);
    test_util_fill_random(W.begin(), W.end(), rng);
    vnl_ldl_cholesky chol(A);
    chol.update(W);
    std::cout << "Adding: " << W * W.transpose() << std::endl;
    vnl_matrix<double> A2 = A + W * W.transpose();
    vnl_matrix<double> A3 = chol.lower_triangle() * vnl_diag_matrix<double>(chol.diagonal()) * chol.upper_triangle();
    TEST_NEAR("Rank 2 update", (A2 - A3).fro_norm(), 0.0, 1e-12);
  }

  {
    vnl_ldl_cholesky chol(A);
    std::cout << "cholesky inverse:\n" << chol.inverse() << '\n' << "vnl_inverse:\n" << vnl_inverse(A) << '\n';
    TEST_NEAR("vnl_inverse() ~= cholesky.inverse()", (chol.inverse() - vnl_inverse(A)).fro_norm(), 0.0, 1e-12);
  }
  {
    vnl_ldl_cholesky chol(A);
    TEST_NEAR("Ai * A - I", (chol.inverse() * A - I).fro_norm(), 0.0, 1e-12);
    TEST_NEAR("Ai * A - I", (A * chol.inverse() - I).fro_norm(), 0.0, 1e-12);
  }
  {
    vnl_ldl_cholesky chol(A, vnl_ldl_cholesky::estimate_condition);
    TEST_NEAR("Ai * A - I", (chol.inverse() * A - I).fro_norm(), 0.0, 1e-12);
    TEST_NEAR("Ai * A - I", (A * chol.inverse() - I).fro_norm(), 0.0, 1e-12);
  }

  {
    vnl_vector<double> b(3), x0(3), x;
    test_util_fill_random(x0.begin(), x0.end(), rng);
    b = A * x0;
    vnl_ldl_cholesky chol(A);
    x = chol.solve(b);
    TEST_NEAR("Solve Ax=b", (x - x0).one_norm(), 0, 1e-6);
  }
  {
    vnl_vector<double> b(3), x0(3), x;
    test_util_fill_random(x0.begin(), x0.end(), rng);
    vnl_ldl_cholesky chol(A);
    b = chol.lower_triangle() * x0;
    x = b;
    chol.solve_lx(x);
    TEST_NEAR("Solve Lx=b", (x - x0).one_norm(), 0, 1e-6);
  }
  {
    vnl_ldl_cholesky chol(A);
    vnl_vector<double> v(3);
    test_util_fill_random(v.begin(), v.end(), rng);

    double res1 = chol.xt_m_inv_x(v);
    double res2 = dot_product(v, chol.inverse() * v);

    TEST_NEAR("x' * inv(M) * x", res1, res2, 1e-12);
  }
  {
    vnl_ldl_cholesky chol(A);
    vnl_vector<double> v(3);
    test_util_fill_random(v.begin(), v.end(), rng);

    double res1 = chol.xt_m_x(v);
    double res2 = dot_product(v, A * v);

    TEST_NEAR("x' * M * x", res1, res2, 1e-12);
  }
}

TESTMAIN(test_ldl_cholesky);
