1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2008-2014 Gael Guennebaud <[email protected]>
5 // Copyright (C) 2009 Benoit Jacob <[email protected]>
6 //
7 // This Source Code Form is subject to the terms of the Mozilla
8 // Public License v. 2.0. If a copy of the MPL was not distributed
9 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
10
11 // discard stack allocation as that too bypasses malloc
12 #define EIGEN_STACK_ALLOCATION_LIMIT 0
13 #define EIGEN_RUNTIME_NO_MALLOC
14 #include "main.h"
15 #include <Eigen/SVD>
16
17 #define SVD_DEFAULT(M) JacobiSVD<M>
18 #define SVD_FOR_MIN_NORM(M) JacobiSVD<M,ColPivHouseholderQRPreconditioner>
19 #include "svd_common.h"
20
21 // Check all variants of JacobiSVD
22 template<typename MatrixType>
jacobisvd(const MatrixType & a=MatrixType (),bool pickrandom=true)23 void jacobisvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
24 {
25 MatrixType m = a;
26 if(pickrandom)
27 svd_fill_random(m);
28
29 CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> >(m, true) )); // check full only
30 CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner> >(m, false) ));
31 CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, HouseholderQRPreconditioner> >(m, false) ));
32 if(m.rows()==m.cols())
33 CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, NoQRPreconditioner> >(m, false) ));
34 }
35
jacobisvd_verify_assert(const MatrixType & m)36 template<typename MatrixType> void jacobisvd_verify_assert(const MatrixType& m)
37 {
38 svd_verify_assert<JacobiSVD<MatrixType> >(m);
39 svd_verify_assert<JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> >(m, true);
40 svd_verify_assert<JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner> >(m);
41 svd_verify_assert<JacobiSVD<MatrixType, HouseholderQRPreconditioner> >(m);
42 Index rows = m.rows();
43 Index cols = m.cols();
44
45 enum {
46 ColsAtCompileTime = MatrixType::ColsAtCompileTime
47 };
48
49
50 MatrixType a = MatrixType::Zero(rows, cols);
51 a.setZero();
52
53 if (ColsAtCompileTime == Dynamic)
54 {
55 JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> svd_fullqr;
56 VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeFullU|ComputeThinV))
57 VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeThinV))
58 VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeFullV))
59 }
60 }
61
62 template<typename MatrixType>
jacobisvd_method()63 void jacobisvd_method()
64 {
65 enum { Size = MatrixType::RowsAtCompileTime };
66 typedef typename MatrixType::RealScalar RealScalar;
67 typedef Matrix<RealScalar, Size, 1> RealVecType;
68 MatrixType m = MatrixType::Identity();
69 VERIFY_IS_APPROX(m.jacobiSvd().singularValues(), RealVecType::Ones());
70 VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixU());
71 VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixV());
72 VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).solve(m), m);
73 VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).transpose().solve(m), m);
74 VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).adjoint().solve(m), m);
75 }
76
77 namespace Foo {
78 // older compiler require a default constructor for Bar
79 // cf: https://stackoverflow.com/questions/7411515/
Bar()80 class Bar {public: Bar() {}};
operator <(const Bar &,const Bar &)81 bool operator<(const Bar&, const Bar&) { return true; }
82 }
83 // regression test for a very strange MSVC issue for which simply
84 // including SVDBase.h messes up with std::max and custom scalar type
msvc_workaround()85 void msvc_workaround()
86 {
87 const Foo::Bar a;
88 const Foo::Bar b;
89 std::max EIGEN_NOT_A_MACRO (a,b);
90 }
91
EIGEN_DECLARE_TEST(jacobisvd)92 EIGEN_DECLARE_TEST(jacobisvd)
93 {
94 CALL_SUBTEST_3(( jacobisvd_verify_assert(Matrix3f()) ));
95 CALL_SUBTEST_4(( jacobisvd_verify_assert(Matrix4d()) ));
96 CALL_SUBTEST_7(( jacobisvd_verify_assert(MatrixXf(10,12)) ));
97 CALL_SUBTEST_8(( jacobisvd_verify_assert(MatrixXcd(7,5)) ));
98
99 CALL_SUBTEST_11(svd_all_trivial_2x2(jacobisvd<Matrix2cd>));
100 CALL_SUBTEST_12(svd_all_trivial_2x2(jacobisvd<Matrix2d>));
101
102 for(int i = 0; i < g_repeat; i++) {
103 CALL_SUBTEST_3(( jacobisvd<Matrix3f>() ));
104 CALL_SUBTEST_4(( jacobisvd<Matrix4d>() ));
105 CALL_SUBTEST_5(( jacobisvd<Matrix<float,3,5> >() ));
106 CALL_SUBTEST_6(( jacobisvd<Matrix<double,Dynamic,2> >(Matrix<double,Dynamic,2>(10,2)) ));
107
108 int r = internal::random<int>(1, 30),
109 c = internal::random<int>(1, 30);
110
111 TEST_SET_BUT_UNUSED_VARIABLE(r)
112 TEST_SET_BUT_UNUSED_VARIABLE(c)
113
114 CALL_SUBTEST_10(( jacobisvd<MatrixXd>(MatrixXd(r,c)) ));
115 CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(r,c)) ));
116 CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(r,c)) ));
117 (void) r;
118 (void) c;
119
120 // Test on inf/nan matrix
121 CALL_SUBTEST_7( (svd_inf_nan<JacobiSVD<MatrixXf>, MatrixXf>()) );
122 CALL_SUBTEST_10( (svd_inf_nan<JacobiSVD<MatrixXd>, MatrixXd>()) );
123
124 // bug1395 test compile-time vectors as input
125 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,6,1>()) ));
126 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,6>()) ));
127 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,Dynamic,1>(r)) ));
128 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,Dynamic>(c)) ));
129 }
130
131 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))) ));
132 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))) ));
133
134 // test matrixbase method
135 CALL_SUBTEST_1(( jacobisvd_method<Matrix2cd>() ));
136 CALL_SUBTEST_3(( jacobisvd_method<Matrix3f>() ));
137
138 // Test problem size constructors
139 CALL_SUBTEST_7( JacobiSVD<MatrixXf>(10,10) );
140
141 // Check that preallocation avoids subsequent mallocs
142 CALL_SUBTEST_9( svd_preallocate<void>() );
143
144 CALL_SUBTEST_2( svd_underoverflow<void>() );
145
146 msvc_workaround();
147 }
148