1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2013 Gauthier Brun <[email protected]>
5 // Copyright (C) 2013 Nicolas Carre <[email protected]>
6 // Copyright (C) 2013 Jean Ceccato <[email protected]>
7 // Copyright (C) 2013 Pierre Zoppitelli <[email protected]>
8 //
9 // This Source Code Form is subject to the terms of the Mozilla
10 // Public License v. 2.0. If a copy of the MPL was not distributed
11 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/
12
13 // discard stack allocation as that too bypasses malloc
14 #define EIGEN_STACK_ALLOCATION_LIMIT 0
15 #define EIGEN_RUNTIME_NO_MALLOC
16
17 #include "main.h"
18 #include <Eigen/SVD>
19 #include <iostream>
20 #include <Eigen/LU>
21
22
23 #define SVD_DEFAULT(M) BDCSVD<M>
24 #define SVD_FOR_MIN_NORM(M) BDCSVD<M>
25 #include "svd_common.h"
26
27 // Check all variants of JacobiSVD
28 template<typename MatrixType>
bdcsvd(const MatrixType & a=MatrixType (),bool pickrandom=true)29 void bdcsvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
30 {
31 MatrixType m;
32 if(pickrandom) {
33 m.resizeLike(a);
34 svd_fill_random(m);
35 }
36 else
37 m = a;
38
39 CALL_SUBTEST(( svd_test_all_computation_options<BDCSVD<MatrixType> >(m, false) ));
40 }
41
42 template<typename MatrixType>
bdcsvd_method()43 void bdcsvd_method()
44 {
45 enum { Size = MatrixType::RowsAtCompileTime };
46 typedef typename MatrixType::RealScalar RealScalar;
47 typedef Matrix<RealScalar, Size, 1> RealVecType;
48 MatrixType m = MatrixType::Identity();
49 VERIFY_IS_APPROX(m.bdcSvd().singularValues(), RealVecType::Ones());
50 VERIFY_RAISES_ASSERT(m.bdcSvd().matrixU());
51 VERIFY_RAISES_ASSERT(m.bdcSvd().matrixV());
52 VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).solve(m), m);
53 VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).transpose().solve(m), m);
54 VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).adjoint().solve(m), m);
55 }
56
57 // compare the Singular values returned with Jacobi and Bdc
58 template<typename MatrixType>
compare_bdc_jacobi(const MatrixType & a=MatrixType (),unsigned int computationOptions=0)59 void compare_bdc_jacobi(const MatrixType& a = MatrixType(), unsigned int computationOptions = 0)
60 {
61 MatrixType m = MatrixType::Random(a.rows(), a.cols());
62 BDCSVD<MatrixType> bdc_svd(m);
63 JacobiSVD<MatrixType> jacobi_svd(m);
64 VERIFY_IS_APPROX(bdc_svd.singularValues(), jacobi_svd.singularValues());
65 if(computationOptions & ComputeFullU) VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
66 if(computationOptions & ComputeThinU) VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
67 if(computationOptions & ComputeFullV) VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
68 if(computationOptions & ComputeThinV) VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
69 }
70
EIGEN_DECLARE_TEST(bdcsvd)71 EIGEN_DECLARE_TEST(bdcsvd)
72 {
73 CALL_SUBTEST_3(( svd_verify_assert<BDCSVD<Matrix3f> >(Matrix3f()) ));
74 CALL_SUBTEST_4(( svd_verify_assert<BDCSVD<Matrix4d> >(Matrix4d()) ));
75 CALL_SUBTEST_7(( svd_verify_assert<BDCSVD<MatrixXf> >(MatrixXf(10,12)) ));
76 CALL_SUBTEST_8(( svd_verify_assert<BDCSVD<MatrixXcd> >(MatrixXcd(7,5)) ));
77
78 CALL_SUBTEST_101(( svd_all_trivial_2x2(bdcsvd<Matrix2cd>) ));
79 CALL_SUBTEST_102(( svd_all_trivial_2x2(bdcsvd<Matrix2d>) ));
80
81 for(int i = 0; i < g_repeat; i++) {
82 CALL_SUBTEST_3(( bdcsvd<Matrix3f>() ));
83 CALL_SUBTEST_4(( bdcsvd<Matrix4d>() ));
84 CALL_SUBTEST_5(( bdcsvd<Matrix<float,3,5> >() ));
85
86 int r = internal::random<int>(1, EIGEN_TEST_MAX_SIZE/2),
87 c = internal::random<int>(1, EIGEN_TEST_MAX_SIZE/2);
88
89 TEST_SET_BUT_UNUSED_VARIABLE(r)
90 TEST_SET_BUT_UNUSED_VARIABLE(c)
91
92 CALL_SUBTEST_6(( bdcsvd(Matrix<double,Dynamic,2>(r,2)) ));
93 CALL_SUBTEST_7(( bdcsvd(MatrixXf(r,c)) ));
94 CALL_SUBTEST_7(( compare_bdc_jacobi(MatrixXf(r,c)) ));
95 CALL_SUBTEST_10(( bdcsvd(MatrixXd(r,c)) ));
96 CALL_SUBTEST_10(( compare_bdc_jacobi(MatrixXd(r,c)) ));
97 CALL_SUBTEST_8(( bdcsvd(MatrixXcd(r,c)) ));
98 CALL_SUBTEST_8(( compare_bdc_jacobi(MatrixXcd(r,c)) ));
99
100 // Test on inf/nan matrix
101 CALL_SUBTEST_7( (svd_inf_nan<BDCSVD<MatrixXf>, MatrixXf>()) );
102 CALL_SUBTEST_10( (svd_inf_nan<BDCSVD<MatrixXd>, MatrixXd>()) );
103 }
104
105 // test matrixbase method
106 CALL_SUBTEST_1(( bdcsvd_method<Matrix2cd>() ));
107 CALL_SUBTEST_3(( bdcsvd_method<Matrix3f>() ));
108
109 // Test problem size constructors
110 CALL_SUBTEST_7( BDCSVD<MatrixXf>(10,10) );
111
112 // Check that preallocation avoids subsequent mallocs
113 // Disabled because not supported by BDCSVD
114 // CALL_SUBTEST_9( svd_preallocate<void>() );
115
116 CALL_SUBTEST_2( svd_underoverflow<void>() );
117 }
118
119