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62 lines
2.4 KiB
62 lines
2.4 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) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
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// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
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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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#include "main.h"
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#include <StormEigen/Eigenvalues>
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template<typename Scalar,int Size> void hessenberg(int size = Size)
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{
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typedef Matrix<Scalar,Size,Size> MatrixType;
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// Test basic functionality: A = U H U* and H is Hessenberg
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for(int counter = 0; counter < g_repeat; ++counter) {
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MatrixType m = MatrixType::Random(size,size);
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HessenbergDecomposition<MatrixType> hess(m);
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MatrixType Q = hess.matrixQ();
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MatrixType H = hess.matrixH();
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VERIFY_IS_APPROX(m, Q * H * Q.adjoint());
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for(int row = 2; row < size; ++row) {
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for(int col = 0; col < row-1; ++col) {
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VERIFY(H(row,col) == (typename MatrixType::Scalar)0);
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}
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}
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}
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// Test whether compute() and constructor returns same result
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MatrixType A = MatrixType::Random(size, size);
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HessenbergDecomposition<MatrixType> cs1;
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cs1.compute(A);
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HessenbergDecomposition<MatrixType> cs2(A);
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VERIFY_IS_EQUAL(cs1.matrixH().eval(), cs2.matrixH().eval());
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MatrixType cs1Q = cs1.matrixQ();
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MatrixType cs2Q = cs2.matrixQ();
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VERIFY_IS_EQUAL(cs1Q, cs2Q);
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// Test assertions for when used uninitialized
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HessenbergDecomposition<MatrixType> hessUninitialized;
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VERIFY_RAISES_ASSERT( hessUninitialized.matrixH() );
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VERIFY_RAISES_ASSERT( hessUninitialized.matrixQ() );
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VERIFY_RAISES_ASSERT( hessUninitialized.householderCoefficients() );
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VERIFY_RAISES_ASSERT( hessUninitialized.packedMatrix() );
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// TODO: Add tests for packedMatrix() and householderCoefficients()
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}
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void test_hessenberg()
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{
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CALL_SUBTEST_1(( hessenberg<std::complex<double>,1>() ));
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CALL_SUBTEST_2(( hessenberg<std::complex<double>,2>() ));
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CALL_SUBTEST_3(( hessenberg<std::complex<float>,4>() ));
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CALL_SUBTEST_4(( hessenberg<float,Dynamic>(internal::random<int>(1,STORMEIGEN_TEST_MAX_SIZE)) ));
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CALL_SUBTEST_5(( hessenberg<std::complex<double>,Dynamic>(internal::random<int>(1,STORMEIGEN_TEST_MAX_SIZE)) ));
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// Test problem size constructors
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CALL_SUBTEST_6(HessenbergDecomposition<MatrixXf>(10));
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}
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