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- // This file is part of Eigen, a lightweight C++ template library
- // for linear algebra.
- //
- // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
- // Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
- //
- // 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/.
- #include "main.h"
- #include <limits>
- #include <Eigen/Eigenvalues>
- #include <Eigen/LU>
- template<typename MatrixType> bool find_pivot(typename MatrixType::Scalar tol, MatrixType &diffs, Index col=0)
- {
- bool match = diffs.diagonal().sum() <= tol;
- if(match || col==diffs.cols())
- {
- return match;
- }
- else
- {
- Index n = diffs.cols();
- std::vector<std::pair<Index,Index> > transpositions;
- for(Index i=col; i<n; ++i)
- {
- Index best_index(0);
- if(diffs.col(col).segment(col,n-i).minCoeff(&best_index) > tol)
- break;
-
- best_index += col;
-
- diffs.row(col).swap(diffs.row(best_index));
- if(find_pivot(tol,diffs,col+1)) return true;
- diffs.row(col).swap(diffs.row(best_index));
-
- // move current pivot to the end
- diffs.row(n-(i-col)-1).swap(diffs.row(best_index));
- transpositions.push_back(std::pair<Index,Index>(n-(i-col)-1,best_index));
- }
- // restore
- for(Index k=transpositions.size()-1; k>=0; --k)
- diffs.row(transpositions[k].first).swap(diffs.row(transpositions[k].second));
- }
- return false;
- }
- /* Check that two column vectors are approximately equal up to permutations.
- * Initially, this method checked that the k-th power sums are equal for all k = 1, ..., vec1.rows(),
- * however this strategy is numerically inacurate because of numerical cancellation issues.
- */
- template<typename VectorType>
- void verify_is_approx_upto_permutation(const VectorType& vec1, const VectorType& vec2)
- {
- typedef typename VectorType::Scalar Scalar;
- typedef typename NumTraits<Scalar>::Real RealScalar;
- VERIFY(vec1.cols() == 1);
- VERIFY(vec2.cols() == 1);
- VERIFY(vec1.rows() == vec2.rows());
-
- Index n = vec1.rows();
- RealScalar tol = test_precision<RealScalar>()*test_precision<RealScalar>()*numext::maxi(vec1.squaredNorm(),vec2.squaredNorm());
- Matrix<RealScalar,Dynamic,Dynamic> diffs = (vec1.rowwise().replicate(n) - vec2.rowwise().replicate(n).transpose()).cwiseAbs2();
-
- VERIFY( find_pivot(tol, diffs) );
- }
- template<typename MatrixType> void eigensolver(const MatrixType& m)
- {
- /* this test covers the following files:
- ComplexEigenSolver.h, and indirectly ComplexSchur.h
- */
- Index rows = m.rows();
- Index cols = m.cols();
- typedef typename MatrixType::Scalar Scalar;
- typedef typename NumTraits<Scalar>::Real RealScalar;
- MatrixType a = MatrixType::Random(rows,cols);
- MatrixType symmA = a.adjoint() * a;
- ComplexEigenSolver<MatrixType> ei0(symmA);
- VERIFY_IS_EQUAL(ei0.info(), Success);
- VERIFY_IS_APPROX(symmA * ei0.eigenvectors(), ei0.eigenvectors() * ei0.eigenvalues().asDiagonal());
- ComplexEigenSolver<MatrixType> ei1(a);
- VERIFY_IS_EQUAL(ei1.info(), Success);
- VERIFY_IS_APPROX(a * ei1.eigenvectors(), ei1.eigenvectors() * ei1.eigenvalues().asDiagonal());
- // Note: If MatrixType is real then a.eigenvalues() uses EigenSolver and thus
- // another algorithm so results may differ slightly
- verify_is_approx_upto_permutation(a.eigenvalues(), ei1.eigenvalues());
- ComplexEigenSolver<MatrixType> ei2;
- ei2.setMaxIterations(ComplexSchur<MatrixType>::m_maxIterationsPerRow * rows).compute(a);
- VERIFY_IS_EQUAL(ei2.info(), Success);
- VERIFY_IS_EQUAL(ei2.eigenvectors(), ei1.eigenvectors());
- VERIFY_IS_EQUAL(ei2.eigenvalues(), ei1.eigenvalues());
- if (rows > 2) {
- ei2.setMaxIterations(1).compute(a);
- VERIFY_IS_EQUAL(ei2.info(), NoConvergence);
- VERIFY_IS_EQUAL(ei2.getMaxIterations(), 1);
- }
- ComplexEigenSolver<MatrixType> eiNoEivecs(a, false);
- VERIFY_IS_EQUAL(eiNoEivecs.info(), Success);
- VERIFY_IS_APPROX(ei1.eigenvalues(), eiNoEivecs.eigenvalues());
- // Regression test for issue #66
- MatrixType z = MatrixType::Zero(rows,cols);
- ComplexEigenSolver<MatrixType> eiz(z);
- VERIFY((eiz.eigenvalues().cwiseEqual(0)).all());
- MatrixType id = MatrixType::Identity(rows, cols);
- VERIFY_IS_APPROX(id.operatorNorm(), RealScalar(1));
- if (rows > 1 && rows < 20)
- {
- // Test matrix with NaN
- a(0,0) = std::numeric_limits<typename MatrixType::RealScalar>::quiet_NaN();
- ComplexEigenSolver<MatrixType> eiNaN(a);
- VERIFY_IS_EQUAL(eiNaN.info(), NoConvergence);
- }
- // regression test for bug 1098
- {
- ComplexEigenSolver<MatrixType> eig(a.adjoint() * a);
- eig.compute(a.adjoint() * a);
- }
- // regression test for bug 478
- {
- a.setZero();
- ComplexEigenSolver<MatrixType> ei3(a);
- VERIFY_IS_EQUAL(ei3.info(), Success);
- VERIFY_IS_MUCH_SMALLER_THAN(ei3.eigenvalues().norm(),RealScalar(1));
- VERIFY((ei3.eigenvectors().transpose()*ei3.eigenvectors().transpose()).eval().isIdentity());
- }
- }
- template<typename MatrixType> void eigensolver_verify_assert(const MatrixType& m)
- {
- ComplexEigenSolver<MatrixType> eig;
- VERIFY_RAISES_ASSERT(eig.eigenvectors());
- VERIFY_RAISES_ASSERT(eig.eigenvalues());
- MatrixType a = MatrixType::Random(m.rows(),m.cols());
- eig.compute(a, false);
- VERIFY_RAISES_ASSERT(eig.eigenvectors());
- }
- EIGEN_DECLARE_TEST(eigensolver_complex)
- {
- int s = 0;
- for(int i = 0; i < g_repeat; i++) {
- CALL_SUBTEST_1( eigensolver(Matrix4cf()) );
- s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4);
- CALL_SUBTEST_2( eigensolver(MatrixXcd(s,s)) );
- CALL_SUBTEST_3( eigensolver(Matrix<std::complex<float>, 1, 1>()) );
- CALL_SUBTEST_4( eigensolver(Matrix3f()) );
- TEST_SET_BUT_UNUSED_VARIABLE(s)
- }
- CALL_SUBTEST_1( eigensolver_verify_assert(Matrix4cf()) );
- s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4);
- CALL_SUBTEST_2( eigensolver_verify_assert(MatrixXcd(s,s)) );
- CALL_SUBTEST_3( eigensolver_verify_assert(Matrix<std::complex<float>, 1, 1>()) );
- CALL_SUBTEST_4( eigensolver_verify_assert(Matrix3f()) );
- // Test problem size constructors
- CALL_SUBTEST_5(ComplexEigenSolver<MatrixXf> tmp(s));
-
- TEST_SET_BUT_UNUSED_VARIABLE(s)
- }
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