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- // This file is part of Eigen, a lightweight C++ template library
- // for linear algebra.
- //
- // Copyright (C) 2010,2012 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>
- template<typename MatrixType> void verifyIsQuasiTriangular(const MatrixType& T)
- {
- const Index size = T.cols();
- typedef typename MatrixType::Scalar Scalar;
- // Check T is lower Hessenberg
- for(int row = 2; row < size; ++row) {
- for(int col = 0; col < row - 1; ++col) {
- VERIFY(T(row,col) == Scalar(0));
- }
- }
- // Check that any non-zero on the subdiagonal is followed by a zero and is
- // part of a 2x2 diagonal block with imaginary eigenvalues.
- for(int row = 1; row < size; ++row) {
- if (T(row,row-1) != Scalar(0)) {
- VERIFY(row == size-1 || T(row+1,row) == 0);
- Scalar tr = T(row-1,row-1) + T(row,row);
- Scalar det = T(row-1,row-1) * T(row,row) - T(row-1,row) * T(row,row-1);
- VERIFY(4 * det > tr * tr);
- }
- }
- }
- template<typename MatrixType> void schur(int size = MatrixType::ColsAtCompileTime)
- {
- // Test basic functionality: T is quasi-triangular and A = U T U*
- for(int counter = 0; counter < g_repeat; ++counter) {
- MatrixType A = MatrixType::Random(size, size);
- RealSchur<MatrixType> schurOfA(A);
- VERIFY_IS_EQUAL(schurOfA.info(), Success);
- MatrixType U = schurOfA.matrixU();
- MatrixType T = schurOfA.matrixT();
- verifyIsQuasiTriangular(T);
- VERIFY_IS_APPROX(A, U * T * U.transpose());
- }
- // Test asserts when not initialized
- RealSchur<MatrixType> rsUninitialized;
- VERIFY_RAISES_ASSERT(rsUninitialized.matrixT());
- VERIFY_RAISES_ASSERT(rsUninitialized.matrixU());
- VERIFY_RAISES_ASSERT(rsUninitialized.info());
-
- // Test whether compute() and constructor returns same result
- MatrixType A = MatrixType::Random(size, size);
- RealSchur<MatrixType> rs1;
- rs1.compute(A);
- RealSchur<MatrixType> rs2(A);
- VERIFY_IS_EQUAL(rs1.info(), Success);
- VERIFY_IS_EQUAL(rs2.info(), Success);
- VERIFY_IS_EQUAL(rs1.matrixT(), rs2.matrixT());
- VERIFY_IS_EQUAL(rs1.matrixU(), rs2.matrixU());
- // Test maximum number of iterations
- RealSchur<MatrixType> rs3;
- rs3.setMaxIterations(RealSchur<MatrixType>::m_maxIterationsPerRow * size).compute(A);
- VERIFY_IS_EQUAL(rs3.info(), Success);
- VERIFY_IS_EQUAL(rs3.matrixT(), rs1.matrixT());
- VERIFY_IS_EQUAL(rs3.matrixU(), rs1.matrixU());
- if (size > 2) {
- rs3.setMaxIterations(1).compute(A);
- VERIFY_IS_EQUAL(rs3.info(), NoConvergence);
- VERIFY_IS_EQUAL(rs3.getMaxIterations(), 1);
- }
- MatrixType Atriangular = A;
- Atriangular.template triangularView<StrictlyLower>().setZero();
- rs3.setMaxIterations(1).compute(Atriangular); // triangular matrices do not need any iterations
- VERIFY_IS_EQUAL(rs3.info(), Success);
- VERIFY_IS_APPROX(rs3.matrixT(), Atriangular); // approx because of scaling...
- VERIFY_IS_EQUAL(rs3.matrixU(), MatrixType::Identity(size, size));
- // Test computation of only T, not U
- RealSchur<MatrixType> rsOnlyT(A, false);
- VERIFY_IS_EQUAL(rsOnlyT.info(), Success);
- VERIFY_IS_EQUAL(rs1.matrixT(), rsOnlyT.matrixT());
- VERIFY_RAISES_ASSERT(rsOnlyT.matrixU());
- if (size > 2 && size < 20)
- {
- // Test matrix with NaN
- A(0,0) = std::numeric_limits<typename MatrixType::Scalar>::quiet_NaN();
- RealSchur<MatrixType> rsNaN(A);
- VERIFY_IS_EQUAL(rsNaN.info(), NoConvergence);
- }
- }
- EIGEN_DECLARE_TEST(schur_real)
- {
- CALL_SUBTEST_1(( schur<Matrix4f>() ));
- CALL_SUBTEST_2(( schur<MatrixXd>(internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4)) ));
- CALL_SUBTEST_3(( schur<Matrix<float, 1, 1> >() ));
- CALL_SUBTEST_4(( schur<Matrix<double, 3, 3, Eigen::RowMajor> >() ));
- // Test problem size constructors
- CALL_SUBTEST_5(RealSchur<MatrixXf>(10));
- }
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