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120 lines
4.6 KiB
120 lines
4.6 KiB
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2008-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
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// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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// discard stack allocation as that too bypasses malloc
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#define EIGEN_STACK_ALLOCATION_LIMIT 0
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#define EIGEN_RUNTIME_NO_MALLOC
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#include "main.h"
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#include <Eigen/SVD>
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#define SVD_DEFAULT(M) JacobiSVD<M>
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#define SVD_FOR_MIN_NORM(M) JacobiSVD<M,ColPivHouseholderQRPreconditioner>
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#include "svd_common.h"
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// Check all variants of JacobiSVD
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template<typename MatrixType>
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void jacobisvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
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{
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MatrixType m = a;
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if(pickrandom)
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svd_fill_random(m);
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CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> >(m, true) )); // check full only
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CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner> >(m, false) ));
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CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, HouseholderQRPreconditioner> >(m, false) ));
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if(m.rows()==m.cols())
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CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, NoQRPreconditioner> >(m, false) ));
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}
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template<typename MatrixType> void jacobisvd_verify_assert(const MatrixType& m)
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{
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svd_verify_assert<JacobiSVD<MatrixType> >(m);
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typedef typename MatrixType::Index Index;
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Index rows = m.rows();
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Index cols = m.cols();
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enum {
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ColsAtCompileTime = MatrixType::ColsAtCompileTime
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};
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MatrixType a = MatrixType::Zero(rows, cols);
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a.setZero();
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if (ColsAtCompileTime == Dynamic)
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{
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JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> svd_fullqr;
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VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeFullU|ComputeThinV))
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VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeThinV))
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VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeFullV))
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}
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}
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template<typename MatrixType>
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void jacobisvd_method()
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{
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enum { Size = MatrixType::RowsAtCompileTime };
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typedef typename MatrixType::RealScalar RealScalar;
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typedef Matrix<RealScalar, Size, 1> RealVecType;
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MatrixType m = MatrixType::Identity();
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VERIFY_IS_APPROX(m.jacobiSvd().singularValues(), RealVecType::Ones());
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VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixU());
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VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixV());
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VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).solve(m), m);
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}
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void test_jacobisvd()
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{
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CALL_SUBTEST_3(( jacobisvd_verify_assert(Matrix3f()) ));
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CALL_SUBTEST_4(( jacobisvd_verify_assert(Matrix4d()) ));
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CALL_SUBTEST_7(( jacobisvd_verify_assert(MatrixXf(10,12)) ));
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CALL_SUBTEST_8(( jacobisvd_verify_assert(MatrixXcd(7,5)) ));
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CALL_SUBTEST_11(svd_all_trivial_2x2(jacobisvd<Matrix2cd>));
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CALL_SUBTEST_12(svd_all_trivial_2x2(jacobisvd<Matrix2d>));
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for(int i = 0; i < g_repeat; i++) {
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CALL_SUBTEST_3(( jacobisvd<Matrix3f>() ));
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CALL_SUBTEST_4(( jacobisvd<Matrix4d>() ));
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CALL_SUBTEST_5(( jacobisvd<Matrix<float,3,5> >() ));
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CALL_SUBTEST_6(( jacobisvd<Matrix<double,Dynamic,2> >(Matrix<double,Dynamic,2>(10,2)) ));
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int r = internal::random<int>(1, 30),
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c = internal::random<int>(1, 30);
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TEST_SET_BUT_UNUSED_VARIABLE(r)
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TEST_SET_BUT_UNUSED_VARIABLE(c)
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CALL_SUBTEST_10(( jacobisvd<MatrixXd>(MatrixXd(r,c)) ));
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CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(r,c)) ));
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CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(r,c)) ));
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(void) r;
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(void) c;
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// Test on inf/nan matrix
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CALL_SUBTEST_7( (svd_inf_nan<JacobiSVD<MatrixXf>, MatrixXf>()) );
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CALL_SUBTEST_10( (svd_inf_nan<JacobiSVD<MatrixXd>, MatrixXd>()) );
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}
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CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) ));
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CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3))) ));
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// test matrixbase method
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CALL_SUBTEST_1(( jacobisvd_method<Matrix2cd>() ));
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CALL_SUBTEST_3(( jacobisvd_method<Matrix3f>() ));
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// Test problem size constructors
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CALL_SUBTEST_7( JacobiSVD<MatrixXf>(10,10) );
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// Check that preallocation avoids subsequent mallocs
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CALL_SUBTEST_9( svd_preallocate<void>() );
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CALL_SUBTEST_2( svd_underoverflow<void>() );
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}
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