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- // This file is part of Eigen, a lightweight C++ template library
- // for linear algebra.
- //
- // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.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/.
- #include "main.h"
- #include <Eigen/QR>
- #include "solverbase.h"
- template<typename MatrixType> void qr(const MatrixType& m)
- {
- Index rows = m.rows();
- Index cols = m.cols();
- typedef typename MatrixType::Scalar Scalar;
- typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> MatrixQType;
- MatrixType a = MatrixType::Random(rows,cols);
- HouseholderQR<MatrixType> qrOfA(a);
- MatrixQType q = qrOfA.householderQ();
- VERIFY_IS_UNITARY(q);
- MatrixType r = qrOfA.matrixQR().template triangularView<Upper>();
- VERIFY_IS_APPROX(a, qrOfA.householderQ() * r);
- }
- template<typename MatrixType, int Cols2> void qr_fixedsize()
- {
- enum { Rows = MatrixType::RowsAtCompileTime, Cols = MatrixType::ColsAtCompileTime };
- typedef typename MatrixType::Scalar Scalar;
- Matrix<Scalar,Rows,Cols> m1 = Matrix<Scalar,Rows,Cols>::Random();
- HouseholderQR<Matrix<Scalar,Rows,Cols> > qr(m1);
- Matrix<Scalar,Rows,Cols> r = qr.matrixQR();
- // FIXME need better way to construct trapezoid
- for(int i = 0; i < Rows; i++) for(int j = 0; j < Cols; j++) if(i>j) r(i,j) = Scalar(0);
- VERIFY_IS_APPROX(m1, qr.householderQ() * r);
- check_solverbase<Matrix<Scalar,Cols,Cols2>, Matrix<Scalar,Rows,Cols2> >(m1, qr, Rows, Cols, Cols2);
- }
- template<typename MatrixType> void qr_invertible()
- {
- using std::log;
- using std::abs;
- using std::pow;
- using std::max;
- typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
- typedef typename MatrixType::Scalar Scalar;
- STATIC_CHECK(( internal::is_same<typename HouseholderQR<MatrixType>::StorageIndex,int>::value ));
- int size = internal::random<int>(10,50);
- MatrixType m1(size, size), m2(size, size), m3(size, size);
- m1 = MatrixType::Random(size,size);
- if (internal::is_same<RealScalar,float>::value)
- {
- // let's build a matrix more stable to inverse
- MatrixType a = MatrixType::Random(size,size*4);
- m1 += a * a.adjoint();
- }
- HouseholderQR<MatrixType> qr(m1);
- check_solverbase<MatrixType, MatrixType>(m1, qr, size, size, size);
- // now construct a matrix with prescribed determinant
- m1.setZero();
- for(int i = 0; i < size; i++) m1(i,i) = internal::random<Scalar>();
- RealScalar absdet = abs(m1.diagonal().prod());
- m3 = qr.householderQ(); // get a unitary
- m1 = m3 * m1 * m3;
- qr.compute(m1);
- VERIFY_IS_APPROX(log(absdet), qr.logAbsDeterminant());
- // This test is tricky if the determinant becomes too small.
- // Since we generate random numbers with magnitude range [0,1], the average determinant is 0.5^size
- VERIFY_IS_MUCH_SMALLER_THAN( abs(absdet-qr.absDeterminant()), numext::maxi(RealScalar(pow(0.5,size)),numext::maxi<RealScalar>(abs(absdet),abs(qr.absDeterminant()))) );
-
- }
- template<typename MatrixType> void qr_verify_assert()
- {
- MatrixType tmp;
- HouseholderQR<MatrixType> qr;
- VERIFY_RAISES_ASSERT(qr.matrixQR())
- VERIFY_RAISES_ASSERT(qr.solve(tmp))
- VERIFY_RAISES_ASSERT(qr.transpose().solve(tmp))
- VERIFY_RAISES_ASSERT(qr.adjoint().solve(tmp))
- VERIFY_RAISES_ASSERT(qr.householderQ())
- VERIFY_RAISES_ASSERT(qr.absDeterminant())
- VERIFY_RAISES_ASSERT(qr.logAbsDeterminant())
- }
- EIGEN_DECLARE_TEST(qr)
- {
- for(int i = 0; i < g_repeat; i++) {
- CALL_SUBTEST_1( qr(MatrixXf(internal::random<int>(1,EIGEN_TEST_MAX_SIZE),internal::random<int>(1,EIGEN_TEST_MAX_SIZE))) );
- CALL_SUBTEST_2( qr(MatrixXcd(internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2),internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2))) );
- CALL_SUBTEST_3(( qr_fixedsize<Matrix<float,3,4>, 2 >() ));
- CALL_SUBTEST_4(( qr_fixedsize<Matrix<double,6,2>, 4 >() ));
- CALL_SUBTEST_5(( qr_fixedsize<Matrix<double,2,5>, 7 >() ));
- CALL_SUBTEST_11( qr(Matrix<float,1,1>()) );
- }
- for(int i = 0; i < g_repeat; i++) {
- CALL_SUBTEST_1( qr_invertible<MatrixXf>() );
- CALL_SUBTEST_6( qr_invertible<MatrixXd>() );
- CALL_SUBTEST_7( qr_invertible<MatrixXcf>() );
- CALL_SUBTEST_8( qr_invertible<MatrixXcd>() );
- }
- CALL_SUBTEST_9(qr_verify_assert<Matrix3f>());
- CALL_SUBTEST_10(qr_verify_assert<Matrix3d>());
- CALL_SUBTEST_1(qr_verify_assert<MatrixXf>());
- CALL_SUBTEST_6(qr_verify_assert<MatrixXd>());
- CALL_SUBTEST_7(qr_verify_assert<MatrixXcf>());
- CALL_SUBTEST_8(qr_verify_assert<MatrixXcd>());
- // Test problem size constructors
- CALL_SUBTEST_12(HouseholderQR<MatrixXf>(10, 20));
- }
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