test: add test for Eigen::LDLT

unittest/CMakeLists.txt

@@ -57,3 +57,6 @@ SET_TESTS_PROPERTIES("py-self-adjoint-eigen-solver" PROPERTIES DEPENDS ${PYWRAP}
 
 ADD_PYTHON_UNIT_TEST("py-LLT" "unittest/python/test_LLT.py" "python/eigenpy")
 SET_TESTS_PROPERTIES("py-LLT" PROPERTIES DEPENDS ${PYWRAP})
+
+ADD_PYTHON_UNIT_TEST("py-LDLT" "unittest/python/test_LDLT.py" "python/eigenpy")
+SET_TESTS_PROPERTIES("py-LDLT" PROPERTIES DEPENDS ${PYWRAP})

unittest/python/test_LDLT.py

+import eigenpy
+eigenpy.switchToNumpyArray()
+
+import numpy as np
+import numpy.linalg as la
+
+dim = 100
+A = np.random.rand(dim,dim)
+
+A = (A + A.T)*0.5 + np.diag(10. + np.random.rand(dim))
+
+ldlt = eigenpy.LDLT(A)
+
+L = ldlt.matrixL() 
+D = ldlt.vectorD() 
+P = ldlt.transpositionsP() 
+
+assert eigenpy.is_approx(np.transpose(P).dot(L.dot(np.diag(D).dot(np.transpose(L).dot(P)))),A)