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- // This file is part of Eigen, a lightweight C++ template library
- // for linear algebra.
- //
- // Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com>
- // Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr>
- // Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr>
- // Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr>
- //
- // This Source Code Form is subject to the terms of the Mozilla
- // Public License v. 2.0. If a copy of the MPL was not distributed
- // with this file, You can obtain one at http://mozilla.org/MPL/2.0/
- // discard stack allocation as that too bypasses malloc
- #define EIGEN_STACK_ALLOCATION_LIMIT 0
- #define EIGEN_RUNTIME_NO_MALLOC
- #include "main.h"
- #include <Eigen/SVD>
- #include <iostream>
- #include <Eigen/LU>
- #define SVD_DEFAULT(M) BDCSVD<M>
- #define SVD_FOR_MIN_NORM(M) BDCSVD<M>
- #include "svd_common.h"
- // Check all variants of JacobiSVD
- template<typename MatrixType>
- void bdcsvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
- {
- MatrixType m;
- if(pickrandom) {
- m.resizeLike(a);
- svd_fill_random(m);
- }
- else
- m = a;
- CALL_SUBTEST(( svd_test_all_computation_options<BDCSVD<MatrixType> >(m, false) ));
- }
- template<typename MatrixType>
- void bdcsvd_method()
- {
- enum { Size = MatrixType::RowsAtCompileTime };
- typedef typename MatrixType::RealScalar RealScalar;
- typedef Matrix<RealScalar, Size, 1> RealVecType;
- MatrixType m = MatrixType::Identity();
- VERIFY_IS_APPROX(m.bdcSvd().singularValues(), RealVecType::Ones());
- VERIFY_RAISES_ASSERT(m.bdcSvd().matrixU());
- VERIFY_RAISES_ASSERT(m.bdcSvd().matrixV());
- VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).solve(m), m);
- VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).transpose().solve(m), m);
- VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).adjoint().solve(m), m);
- }
- // compare the Singular values returned with Jacobi and Bdc
- template<typename MatrixType>
- void compare_bdc_jacobi(const MatrixType& a = MatrixType(), unsigned int computationOptions = 0)
- {
- MatrixType m = MatrixType::Random(a.rows(), a.cols());
- BDCSVD<MatrixType> bdc_svd(m);
- JacobiSVD<MatrixType> jacobi_svd(m);
- VERIFY_IS_APPROX(bdc_svd.singularValues(), jacobi_svd.singularValues());
- if(computationOptions & ComputeFullU) VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
- if(computationOptions & ComputeThinU) VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
- if(computationOptions & ComputeFullV) VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
- if(computationOptions & ComputeThinV) VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
- }
- EIGEN_DECLARE_TEST(bdcsvd)
- {
- CALL_SUBTEST_3(( svd_verify_assert<BDCSVD<Matrix3f> >(Matrix3f()) ));
- CALL_SUBTEST_4(( svd_verify_assert<BDCSVD<Matrix4d> >(Matrix4d()) ));
- CALL_SUBTEST_7(( svd_verify_assert<BDCSVD<MatrixXf> >(MatrixXf(10,12)) ));
- CALL_SUBTEST_8(( svd_verify_assert<BDCSVD<MatrixXcd> >(MatrixXcd(7,5)) ));
-
- CALL_SUBTEST_101(( svd_all_trivial_2x2(bdcsvd<Matrix2cd>) ));
- CALL_SUBTEST_102(( svd_all_trivial_2x2(bdcsvd<Matrix2d>) ));
- for(int i = 0; i < g_repeat; i++) {
- CALL_SUBTEST_3(( bdcsvd<Matrix3f>() ));
- CALL_SUBTEST_4(( bdcsvd<Matrix4d>() ));
- CALL_SUBTEST_5(( bdcsvd<Matrix<float,3,5> >() ));
- int r = internal::random<int>(1, EIGEN_TEST_MAX_SIZE/2),
- c = internal::random<int>(1, EIGEN_TEST_MAX_SIZE/2);
-
- TEST_SET_BUT_UNUSED_VARIABLE(r)
- TEST_SET_BUT_UNUSED_VARIABLE(c)
-
- CALL_SUBTEST_6(( bdcsvd(Matrix<double,Dynamic,2>(r,2)) ));
- CALL_SUBTEST_7(( bdcsvd(MatrixXf(r,c)) ));
- CALL_SUBTEST_7(( compare_bdc_jacobi(MatrixXf(r,c)) ));
- CALL_SUBTEST_10(( bdcsvd(MatrixXd(r,c)) ));
- CALL_SUBTEST_10(( compare_bdc_jacobi(MatrixXd(r,c)) ));
- CALL_SUBTEST_8(( bdcsvd(MatrixXcd(r,c)) ));
- CALL_SUBTEST_8(( compare_bdc_jacobi(MatrixXcd(r,c)) ));
- // Test on inf/nan matrix
- CALL_SUBTEST_7( (svd_inf_nan<BDCSVD<MatrixXf>, MatrixXf>()) );
- CALL_SUBTEST_10( (svd_inf_nan<BDCSVD<MatrixXd>, MatrixXd>()) );
- }
- // test matrixbase method
- CALL_SUBTEST_1(( bdcsvd_method<Matrix2cd>() ));
- CALL_SUBTEST_3(( bdcsvd_method<Matrix3f>() ));
- // Test problem size constructors
- CALL_SUBTEST_7( BDCSVD<MatrixXf>(10,10) );
- // Check that preallocation avoids subsequent mallocs
- // Disabled because not supported by BDCSVD
- // CALL_SUBTEST_9( svd_preallocate<void>() );
- CALL_SUBTEST_2( svd_underoverflow<void>() );
- }
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