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- // This file is part of Eigen, a lightweight C++ template library
- // for linear algebra.
- //
- // Copyright (C) 2014-2015 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/.
- template<typename T>
- Array<T,4,1> four_denorms();
- template<>
- Array4f four_denorms() { return Array4f(5.60844e-39f, -5.60844e-39f, 4.94e-44f, -4.94e-44f); }
- template<>
- Array4d four_denorms() { return Array4d(5.60844e-313, -5.60844e-313, 4.94e-324, -4.94e-324); }
- template<typename T>
- Array<T,4,1> four_denorms() { return four_denorms<double>().cast<T>(); }
- template<typename MatrixType>
- void svd_fill_random(MatrixType &m, int Option = 0)
- {
- using std::pow;
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::RealScalar RealScalar;
- Index diagSize = (std::min)(m.rows(), m.cols());
- RealScalar s = std::numeric_limits<RealScalar>::max_exponent10/4;
- s = internal::random<RealScalar>(1,s);
- Matrix<RealScalar,Dynamic,1> d = Matrix<RealScalar,Dynamic,1>::Random(diagSize);
- for(Index k=0; k<diagSize; ++k)
- d(k) = d(k)*pow(RealScalar(10),internal::random<RealScalar>(-s,s));
- bool dup = internal::random<int>(0,10) < 3;
- bool unit_uv = internal::random<int>(0,10) < (dup?7:3); // if we duplicate some diagonal entries, then increase the chance to preserve them using unitary U and V factors
-
- // duplicate some singular values
- if(dup)
- {
- Index n = internal::random<Index>(0,d.size()-1);
- for(Index i=0; i<n; ++i)
- d(internal::random<Index>(0,d.size()-1)) = d(internal::random<Index>(0,d.size()-1));
- }
-
- Matrix<Scalar,Dynamic,Dynamic> U(m.rows(),diagSize);
- Matrix<Scalar,Dynamic,Dynamic> VT(diagSize,m.cols());
- if(unit_uv)
- {
- // in very rare cases let's try with a pure diagonal matrix
- if(internal::random<int>(0,10) < 1)
- {
- U.setIdentity();
- VT.setIdentity();
- }
- else
- {
- createRandomPIMatrixOfRank(diagSize,U.rows(), U.cols(), U);
- createRandomPIMatrixOfRank(diagSize,VT.rows(), VT.cols(), VT);
- }
- }
- else
- {
- U.setRandom();
- VT.setRandom();
- }
-
- Matrix<Scalar,Dynamic,1> samples(9);
- samples << 0, four_denorms<RealScalar>(),
- -RealScalar(1)/NumTraits<RealScalar>::highest(), RealScalar(1)/NumTraits<RealScalar>::highest(), (std::numeric_limits<RealScalar>::min)(), pow((std::numeric_limits<RealScalar>::min)(),0.8);
-
- if(Option==Symmetric)
- {
- m = U * d.asDiagonal() * U.transpose();
-
- // randomly nullify some rows/columns
- {
- Index count = internal::random<Index>(-diagSize,diagSize);
- for(Index k=0; k<count; ++k)
- {
- Index i = internal::random<Index>(0,diagSize-1);
- m.row(i).setZero();
- m.col(i).setZero();
- }
- if(count<0)
- // (partly) cancel some coeffs
- if(!(dup && unit_uv))
- {
-
- Index n = internal::random<Index>(0,m.size()-1);
- for(Index k=0; k<n; ++k)
- {
- Index i = internal::random<Index>(0,m.rows()-1);
- Index j = internal::random<Index>(0,m.cols()-1);
- m(j,i) = m(i,j) = samples(internal::random<Index>(0,samples.size()-1));
- if(NumTraits<Scalar>::IsComplex)
- *(&numext::real_ref(m(j,i))+1) = *(&numext::real_ref(m(i,j))+1) = samples.real()(internal::random<Index>(0,samples.size()-1));
- }
- }
- }
- }
- else
- {
- m = U * d.asDiagonal() * VT;
- // (partly) cancel some coeffs
- if(!(dup && unit_uv))
- {
- Index n = internal::random<Index>(0,m.size()-1);
- for(Index k=0; k<n; ++k)
- {
- Index i = internal::random<Index>(0,m.rows()-1);
- Index j = internal::random<Index>(0,m.cols()-1);
- m(i,j) = samples(internal::random<Index>(0,samples.size()-1));
- if(NumTraits<Scalar>::IsComplex)
- *(&numext::real_ref(m(i,j))+1) = samples.real()(internal::random<Index>(0,samples.size()-1));
- }
- }
- }
- }
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