199 lines
6.3 KiB
C++
199 lines
6.3 KiB
C++
|
// This file is part of Eigen, a lightweight C++ template library
|
||
|
// for linear algebra.
|
||
|
//
|
||
|
// Copyright (C) 2008 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/.
|
||
|
|
||
|
#include "svd_common.h"
|
||
|
|
||
|
template<typename MatrixType, int QRPreconditioner>
|
||
|
void jacobisvd_check_full(const MatrixType& m, const JacobiSVD<MatrixType, QRPreconditioner>& svd)
|
||
|
{
|
||
|
svd_check_full<MatrixType, JacobiSVD<MatrixType, QRPreconditioner > >(m, svd);
|
||
|
}
|
||
|
|
||
|
template<typename MatrixType, int QRPreconditioner>
|
||
|
void jacobisvd_compare_to_full(const MatrixType& m,
|
||
|
unsigned int computationOptions,
|
||
|
const JacobiSVD<MatrixType, QRPreconditioner>& referenceSvd)
|
||
|
{
|
||
|
svd_compare_to_full<MatrixType, JacobiSVD<MatrixType, QRPreconditioner> >(m, computationOptions, referenceSvd);
|
||
|
}
|
||
|
|
||
|
|
||
|
template<typename MatrixType, int QRPreconditioner>
|
||
|
void jacobisvd_solve(const MatrixType& m, unsigned int computationOptions)
|
||
|
{
|
||
|
svd_solve< MatrixType, JacobiSVD< MatrixType, QRPreconditioner > >(m, computationOptions);
|
||
|
}
|
||
|
|
||
|
|
||
|
|
||
|
template<typename MatrixType, int QRPreconditioner>
|
||
|
void jacobisvd_test_all_computation_options(const MatrixType& m)
|
||
|
{
|
||
|
|
||
|
if (QRPreconditioner == NoQRPreconditioner && m.rows() != m.cols())
|
||
|
return;
|
||
|
|
||
|
JacobiSVD< MatrixType, QRPreconditioner > fullSvd(m, ComputeFullU|ComputeFullV);
|
||
|
svd_test_computation_options_1< MatrixType, JacobiSVD< MatrixType, QRPreconditioner > >(m, fullSvd);
|
||
|
|
||
|
if(QRPreconditioner == FullPivHouseholderQRPreconditioner)
|
||
|
return;
|
||
|
svd_test_computation_options_2< MatrixType, JacobiSVD< MatrixType, QRPreconditioner > >(m, fullSvd);
|
||
|
|
||
|
}
|
||
|
|
||
|
template<typename MatrixType>
|
||
|
void jacobisvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
|
||
|
{
|
||
|
MatrixType m = pickrandom ? MatrixType::Random(a.rows(), a.cols()) : a;
|
||
|
|
||
|
jacobisvd_test_all_computation_options<MatrixType, FullPivHouseholderQRPreconditioner>(m);
|
||
|
jacobisvd_test_all_computation_options<MatrixType, ColPivHouseholderQRPreconditioner>(m);
|
||
|
jacobisvd_test_all_computation_options<MatrixType, HouseholderQRPreconditioner>(m);
|
||
|
jacobisvd_test_all_computation_options<MatrixType, NoQRPreconditioner>(m);
|
||
|
}
|
||
|
|
||
|
|
||
|
template<typename MatrixType>
|
||
|
void jacobisvd_verify_assert(const MatrixType& m)
|
||
|
{
|
||
|
|
||
|
svd_verify_assert<MatrixType, JacobiSVD< MatrixType > >(m);
|
||
|
|
||
|
typedef typename MatrixType::Index Index;
|
||
|
Index rows = m.rows();
|
||
|
Index cols = m.cols();
|
||
|
|
||
|
enum {
|
||
|
RowsAtCompileTime = MatrixType::RowsAtCompileTime,
|
||
|
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);
|
||
|
}
|
||
|
|
||
|
|
||
|
|
||
|
template<typename MatrixType>
|
||
|
void jacobisvd_inf_nan()
|
||
|
{
|
||
|
svd_inf_nan<MatrixType, JacobiSVD< MatrixType > >();
|
||
|
}
|
||
|
|
||
|
|
||
|
// Regression test for bug 286: JacobiSVD loops indefinitely with some
|
||
|
// matrices containing denormal numbers.
|
||
|
void jacobisvd_bug286()
|
||
|
{
|
||
|
#if defined __INTEL_COMPILER
|
||
|
// shut up warning #239: floating point underflow
|
||
|
#pragma warning push
|
||
|
#pragma warning disable 239
|
||
|
#endif
|
||
|
Matrix2d M;
|
||
|
M << -7.90884e-313, -4.94e-324,
|
||
|
0, 5.60844e-313;
|
||
|
#if defined __INTEL_COMPILER
|
||
|
#pragma warning pop
|
||
|
#endif
|
||
|
JacobiSVD<Matrix2d> svd;
|
||
|
svd.compute(M); // just check we don't loop indefinitely
|
||
|
}
|
||
|
|
||
|
|
||
|
void jacobisvd_preallocate()
|
||
|
{
|
||
|
svd_preallocate< JacobiSVD <MatrixXf> >();
|
||
|
}
|
||
|
|
||
|
void test_jacobisvd()
|
||
|
{
|
||
|
CALL_SUBTEST_11(( jacobisvd<Matrix<double,Dynamic,Dynamic> >
|
||
|
(Matrix<double,Dynamic,Dynamic>(16, 6)) ));
|
||
|
|
||
|
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)) ));
|
||
|
|
||
|
for(int i = 0; i < g_repeat; i++) {
|
||
|
Matrix2cd m;
|
||
|
m << 0, 1,
|
||
|
0, 1;
|
||
|
CALL_SUBTEST_1(( jacobisvd(m, false) ));
|
||
|
m << 1, 0,
|
||
|
1, 0;
|
||
|
CALL_SUBTEST_1(( jacobisvd(m, false) ));
|
||
|
|
||
|
Matrix2d n;
|
||
|
n << 0, 0,
|
||
|
0, 0;
|
||
|
CALL_SUBTEST_2(( jacobisvd(n, false) ));
|
||
|
n << 0, 0,
|
||
|
0, 1;
|
||
|
CALL_SUBTEST_2(( jacobisvd(n, false) ));
|
||
|
|
||
|
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);
|
||
|
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( jacobisvd_inf_nan<MatrixXf>() );
|
||
|
}
|
||
|
|
||
|
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( jacobisvd_preallocate() );
|
||
|
|
||
|
// Regression check for bug 286
|
||
|
CALL_SUBTEST_2( jacobisvd_bug286() );
|
||
|
}
|