123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147 |
- // This file is part of Eigen, a lightweight C++ template library
- // for linear algebra.
- //
- // Copyright (C) 2008-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
- // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
- //
- // 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>
- #define SVD_DEFAULT(M) JacobiSVD<M>
- #define SVD_FOR_MIN_NORM(M) JacobiSVD<M,ColPivHouseholderQRPreconditioner>
- #include "svd_common.h"
- // Check all variants of JacobiSVD
- template<typename MatrixType>
- void jacobisvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
- {
- MatrixType m = a;
- if(pickrandom)
- svd_fill_random(m);
- CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> >(m, true) )); // check full only
- CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner> >(m, false) ));
- CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, HouseholderQRPreconditioner> >(m, false) ));
- if(m.rows()==m.cols())
- CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, NoQRPreconditioner> >(m, false) ));
- }
- template<typename MatrixType> void jacobisvd_verify_assert(const MatrixType& m)
- {
- svd_verify_assert<JacobiSVD<MatrixType> >(m);
- svd_verify_assert<JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> >(m, true);
- svd_verify_assert<JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner> >(m);
- svd_verify_assert<JacobiSVD<MatrixType, HouseholderQRPreconditioner> >(m);
- Index rows = m.rows();
- Index cols = m.cols();
- enum {
- ColsAtCompileTime = MatrixType::ColsAtCompileTime
- };
- MatrixType a = MatrixType::Zero(rows, cols);
- a.setZero();
- if (ColsAtCompileTime == Dynamic)
- {
- JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> svd_fullqr;
- VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeFullU|ComputeThinV))
- VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeThinV))
- VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeFullV))
- }
- }
- template<typename MatrixType>
- void jacobisvd_method()
- {
- enum { Size = MatrixType::RowsAtCompileTime };
- typedef typename MatrixType::RealScalar RealScalar;
- typedef Matrix<RealScalar, Size, 1> RealVecType;
- MatrixType m = MatrixType::Identity();
- VERIFY_IS_APPROX(m.jacobiSvd().singularValues(), RealVecType::Ones());
- VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixU());
- VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixV());
- VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).solve(m), m);
- VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).transpose().solve(m), m);
- VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).adjoint().solve(m), m);
- }
- namespace Foo {
- // older compiler require a default constructor for Bar
- // cf: https://stackoverflow.com/questions/7411515/
- class Bar {public: Bar() {}};
- bool operator<(const Bar&, const Bar&) { return true; }
- }
- // regression test for a very strange MSVC issue for which simply
- // including SVDBase.h messes up with std::max and custom scalar type
- void msvc_workaround()
- {
- const Foo::Bar a;
- const Foo::Bar b;
- std::max EIGEN_NOT_A_MACRO (a,b);
- }
- EIGEN_DECLARE_TEST(jacobisvd)
- {
- CALL_SUBTEST_3(( jacobisvd_verify_assert(Matrix3f()) ));
- CALL_SUBTEST_4(( jacobisvd_verify_assert(Matrix4d()) ));
- CALL_SUBTEST_7(( jacobisvd_verify_assert(MatrixXf(10,12)) ));
- CALL_SUBTEST_8(( jacobisvd_verify_assert(MatrixXcd(7,5)) ));
-
- CALL_SUBTEST_11(svd_all_trivial_2x2(jacobisvd<Matrix2cd>));
- CALL_SUBTEST_12(svd_all_trivial_2x2(jacobisvd<Matrix2d>));
- for(int i = 0; i < g_repeat; i++) {
- CALL_SUBTEST_3(( jacobisvd<Matrix3f>() ));
- CALL_SUBTEST_4(( jacobisvd<Matrix4d>() ));
- CALL_SUBTEST_5(( jacobisvd<Matrix<float,3,5> >() ));
- CALL_SUBTEST_6(( jacobisvd<Matrix<double,Dynamic,2> >(Matrix<double,Dynamic,2>(10,2)) ));
- int r = internal::random<int>(1, 30),
- c = internal::random<int>(1, 30);
-
- TEST_SET_BUT_UNUSED_VARIABLE(r)
- TEST_SET_BUT_UNUSED_VARIABLE(c)
-
- CALL_SUBTEST_10(( jacobisvd<MatrixXd>(MatrixXd(r,c)) ));
- CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(r,c)) ));
- CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(r,c)) ));
- (void) r;
- (void) c;
- // Test on inf/nan matrix
- CALL_SUBTEST_7( (svd_inf_nan<JacobiSVD<MatrixXf>, MatrixXf>()) );
- CALL_SUBTEST_10( (svd_inf_nan<JacobiSVD<MatrixXd>, MatrixXd>()) );
- // bug1395 test compile-time vectors as input
- CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,6,1>()) ));
- CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,6>()) ));
- CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,Dynamic,1>(r)) ));
- CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,Dynamic>(c)) ));
- }
- 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))) ));
- 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))) ));
- // test matrixbase method
- CALL_SUBTEST_1(( jacobisvd_method<Matrix2cd>() ));
- CALL_SUBTEST_3(( jacobisvd_method<Matrix3f>() ));
- // Test problem size constructors
- CALL_SUBTEST_7( JacobiSVD<MatrixXf>(10,10) );
- // Check that preallocation avoids subsequent mallocs
- CALL_SUBTEST_9( svd_preallocate<void>() );
- CALL_SUBTEST_2( svd_underoverflow<void>() );
- msvc_workaround();
- }
|