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- // This file is part of Eigen, a lightweight C++ template library
- // for linear algebra.
- //
- // 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 <unsupported/Eigen/MatrixFunctions>
- // Variant of VERIFY_IS_APPROX which uses absolute error instead of
- // relative error.
- #define VERIFY_IS_APPROX_ABS(a, b) VERIFY(test_isApprox_abs(a, b))
- template<typename Type1, typename Type2>
- inline bool test_isApprox_abs(const Type1& a, const Type2& b)
- {
- return ((a-b).array().abs() < test_precision<typename Type1::RealScalar>()).all();
- }
- // Returns a matrix with eigenvalues clustered around 0, 1 and 2.
- template<typename MatrixType>
- MatrixType randomMatrixWithRealEivals(const Index size)
- {
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::RealScalar RealScalar;
- MatrixType diag = MatrixType::Zero(size, size);
- for (Index i = 0; i < size; ++i) {
- diag(i, i) = Scalar(RealScalar(internal::random<int>(0,2)))
- + internal::random<Scalar>() * Scalar(RealScalar(0.01));
- }
- MatrixType A = MatrixType::Random(size, size);
- HouseholderQR<MatrixType> QRofA(A);
- return QRofA.householderQ().inverse() * diag * QRofA.householderQ();
- }
- template <typename MatrixType, int IsComplex = NumTraits<typename internal::traits<MatrixType>::Scalar>::IsComplex>
- struct randomMatrixWithImagEivals
- {
- // Returns a matrix with eigenvalues clustered around 0 and +/- i.
- static MatrixType run(const Index size);
- };
- // Partial specialization for real matrices
- template<typename MatrixType>
- struct randomMatrixWithImagEivals<MatrixType, 0>
- {
- static MatrixType run(const Index size)
- {
- typedef typename MatrixType::Scalar Scalar;
- MatrixType diag = MatrixType::Zero(size, size);
- Index i = 0;
- while (i < size) {
- Index randomInt = internal::random<Index>(-1, 1);
- if (randomInt == 0 || i == size-1) {
- diag(i, i) = internal::random<Scalar>() * Scalar(0.01);
- ++i;
- } else {
- Scalar alpha = Scalar(randomInt) + internal::random<Scalar>() * Scalar(0.01);
- diag(i, i+1) = alpha;
- diag(i+1, i) = -alpha;
- i += 2;
- }
- }
- MatrixType A = MatrixType::Random(size, size);
- HouseholderQR<MatrixType> QRofA(A);
- return QRofA.householderQ().inverse() * diag * QRofA.householderQ();
- }
- };
- // Partial specialization for complex matrices
- template<typename MatrixType>
- struct randomMatrixWithImagEivals<MatrixType, 1>
- {
- static MatrixType run(const Index size)
- {
- typedef typename MatrixType::Scalar Scalar;
- typedef typename MatrixType::RealScalar RealScalar;
- const Scalar imagUnit(0, 1);
- MatrixType diag = MatrixType::Zero(size, size);
- for (Index i = 0; i < size; ++i) {
- diag(i, i) = Scalar(RealScalar(internal::random<Index>(-1, 1))) * imagUnit
- + internal::random<Scalar>() * Scalar(RealScalar(0.01));
- }
- MatrixType A = MatrixType::Random(size, size);
- HouseholderQR<MatrixType> QRofA(A);
- return QRofA.householderQ().inverse() * diag * QRofA.householderQ();
- }
- };
- template<typename MatrixType>
- void testMatrixExponential(const MatrixType& A)
- {
- typedef typename internal::traits<MatrixType>::Scalar Scalar;
- typedef typename NumTraits<Scalar>::Real RealScalar;
- typedef std::complex<RealScalar> ComplexScalar;
- VERIFY_IS_APPROX(A.exp(), A.matrixFunction(internal::stem_function_exp<ComplexScalar>));
- }
- template<typename MatrixType>
- void testMatrixLogarithm(const MatrixType& A)
- {
- typedef typename internal::traits<MatrixType>::Scalar Scalar;
- typedef typename NumTraits<Scalar>::Real RealScalar;
- MatrixType scaledA;
- RealScalar maxImagPartOfSpectrum = A.eigenvalues().imag().cwiseAbs().maxCoeff();
- if (maxImagPartOfSpectrum >= RealScalar(0.9L * EIGEN_PI))
- scaledA = A * RealScalar(0.9L * EIGEN_PI) / maxImagPartOfSpectrum;
- else
- scaledA = A;
- // identity X.exp().log() = X only holds if Im(lambda) < pi for all eigenvalues of X
- MatrixType expA = scaledA.exp();
- MatrixType logExpA = expA.log();
- VERIFY_IS_APPROX(logExpA, scaledA);
- }
- template<typename MatrixType>
- void testHyperbolicFunctions(const MatrixType& A)
- {
- // Need to use absolute error because of possible cancellation when
- // adding/subtracting expA and expmA.
- VERIFY_IS_APPROX_ABS(A.sinh(), (A.exp() - (-A).exp()) / 2);
- VERIFY_IS_APPROX_ABS(A.cosh(), (A.exp() + (-A).exp()) / 2);
- }
- template<typename MatrixType>
- void testGonioFunctions(const MatrixType& A)
- {
- typedef typename MatrixType::Scalar Scalar;
- typedef typename NumTraits<Scalar>::Real RealScalar;
- typedef std::complex<RealScalar> ComplexScalar;
- typedef Matrix<ComplexScalar, MatrixType::RowsAtCompileTime,
- MatrixType::ColsAtCompileTime, MatrixType::Options> ComplexMatrix;
- ComplexScalar imagUnit(0,1);
- ComplexScalar two(2,0);
- ComplexMatrix Ac = A.template cast<ComplexScalar>();
-
- ComplexMatrix exp_iA = (imagUnit * Ac).exp();
- ComplexMatrix exp_miA = (-imagUnit * Ac).exp();
-
- ComplexMatrix sinAc = A.sin().template cast<ComplexScalar>();
- VERIFY_IS_APPROX_ABS(sinAc, (exp_iA - exp_miA) / (two*imagUnit));
-
- ComplexMatrix cosAc = A.cos().template cast<ComplexScalar>();
- VERIFY_IS_APPROX_ABS(cosAc, (exp_iA + exp_miA) / 2);
- }
- template<typename MatrixType>
- void testMatrix(const MatrixType& A)
- {
- testMatrixExponential(A);
- testMatrixLogarithm(A);
- testHyperbolicFunctions(A);
- testGonioFunctions(A);
- }
- template<typename MatrixType>
- void testMatrixType(const MatrixType& m)
- {
- // Matrices with clustered eigenvalue lead to different code paths
- // in MatrixFunction.h and are thus useful for testing.
- const Index size = m.rows();
- for (int i = 0; i < g_repeat; i++) {
- testMatrix(MatrixType::Random(size, size).eval());
- testMatrix(randomMatrixWithRealEivals<MatrixType>(size));
- testMatrix(randomMatrixWithImagEivals<MatrixType>::run(size));
- }
- }
- template<typename MatrixType>
- void testMapRef(const MatrixType& A)
- {
- // Test if passing Ref and Map objects is possible
- // (Regression test for Bug #1796)
- Index size = A.rows();
- MatrixType X; X.setRandom(size, size);
- MatrixType Y(size,size);
- Ref< MatrixType> R(Y);
- Ref<const MatrixType> Rc(X);
- Map< MatrixType> M(Y.data(), size, size);
- Map<const MatrixType> Mc(X.data(), size, size);
- X = X*X; // make sure sqrt is possible
- Y = X.sqrt();
- R = Rc.sqrt();
- M = Mc.sqrt();
- Y = X.exp();
- R = Rc.exp();
- M = Mc.exp();
- X = Y; // make sure log is possible
- Y = X.log();
- R = Rc.log();
- M = Mc.log();
- Y = X.cos() + Rc.cos() + Mc.cos();
- Y = X.sin() + Rc.sin() + Mc.sin();
- Y = X.cosh() + Rc.cosh() + Mc.cosh();
- Y = X.sinh() + Rc.sinh() + Mc.sinh();
- }
- EIGEN_DECLARE_TEST(matrix_function)
- {
- CALL_SUBTEST_1(testMatrixType(Matrix<float,1,1>()));
- CALL_SUBTEST_2(testMatrixType(Matrix3cf()));
- CALL_SUBTEST_3(testMatrixType(MatrixXf(8,8)));
- CALL_SUBTEST_4(testMatrixType(Matrix2d()));
- CALL_SUBTEST_5(testMatrixType(Matrix<double,5,5,RowMajor>()));
- CALL_SUBTEST_6(testMatrixType(Matrix4cd()));
- CALL_SUBTEST_7(testMatrixType(MatrixXd(13,13)));
- CALL_SUBTEST_1(testMapRef(Matrix<float,1,1>()));
- CALL_SUBTEST_2(testMapRef(Matrix3cf()));
- CALL_SUBTEST_3(testMapRef(MatrixXf(8,8)));
- CALL_SUBTEST_7(testMapRef(MatrixXd(13,13)));
- }
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