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Diffstat (limited to 'eigen/test/eigen2/eigen2_svd.cpp')
-rw-r--r-- | eigen/test/eigen2/eigen2_svd.cpp | 87 |
1 files changed, 0 insertions, 87 deletions
diff --git a/eigen/test/eigen2/eigen2_svd.cpp b/eigen/test/eigen2/eigen2_svd.cpp deleted file mode 100644 index d4689a5..0000000 --- a/eigen/test/eigen2/eigen2_svd.cpp +++ /dev/null @@ -1,87 +0,0 @@ -// This file is part of Eigen, a lightweight C++ template library -// for linear algebra. Eigen itself is part of the KDE project. -// -// Copyright (C) 2008 Gael Guennebaud <g.gael@free.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/. - -#include "main.h" -#include <Eigen/SVD> - -template<typename MatrixType> void svd(const MatrixType& m) -{ - /* this test covers the following files: - SVD.h - */ - int rows = m.rows(); - int cols = m.cols(); - - typedef typename MatrixType::Scalar Scalar; - typedef typename NumTraits<Scalar>::Real RealScalar; - MatrixType a = MatrixType::Random(rows,cols); - Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> b = - Matrix<Scalar, MatrixType::RowsAtCompileTime, 1>::Random(rows,1); - Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> x(cols,1), x2(cols,1); - - RealScalar largerEps = test_precision<RealScalar>(); - if (ei_is_same_type<RealScalar,float>::ret) - largerEps = 1e-3f; - - { - SVD<MatrixType> svd(a); - MatrixType sigma = MatrixType::Zero(rows,cols); - MatrixType matU = MatrixType::Zero(rows,rows); - sigma.block(0,0,cols,cols) = svd.singularValues().asDiagonal(); - matU.block(0,0,rows,cols) = svd.matrixU(); - VERIFY_IS_APPROX(a, matU * sigma * svd.matrixV().transpose()); - } - - - if (rows==cols) - { - if (ei_is_same_type<RealScalar,float>::ret) - { - MatrixType a1 = MatrixType::Random(rows,cols); - a += a * a.adjoint() + a1 * a1.adjoint(); - } - SVD<MatrixType> svd(a); - svd.solve(b, &x); - VERIFY_IS_APPROX(a * x,b); - } - - - if(rows==cols) - { - SVD<MatrixType> svd(a); - MatrixType unitary, positive; - svd.computeUnitaryPositive(&unitary, &positive); - VERIFY_IS_APPROX(unitary * unitary.adjoint(), MatrixType::Identity(unitary.rows(),unitary.rows())); - VERIFY_IS_APPROX(positive, positive.adjoint()); - for(int i = 0; i < rows; i++) VERIFY(positive.diagonal()[i] >= 0); // cheap necessary (not sufficient) condition for positivity - VERIFY_IS_APPROX(unitary*positive, a); - - svd.computePositiveUnitary(&positive, &unitary); - VERIFY_IS_APPROX(unitary * unitary.adjoint(), MatrixType::Identity(unitary.rows(),unitary.rows())); - VERIFY_IS_APPROX(positive, positive.adjoint()); - for(int i = 0; i < rows; i++) VERIFY(positive.diagonal()[i] >= 0); // cheap necessary (not sufficient) condition for positivity - VERIFY_IS_APPROX(positive*unitary, a); - } -} - -void test_eigen2_svd() -{ - for(int i = 0; i < g_repeat; i++) { - CALL_SUBTEST_1( svd(Matrix3f()) ); - CALL_SUBTEST_2( svd(Matrix4d()) ); - CALL_SUBTEST_3( svd(MatrixXf(7,7)) ); - CALL_SUBTEST_4( svd(MatrixXd(14,7)) ); - // complex are not implemented yet -// CALL_SUBTEST( svd(MatrixXcd(6,6)) ); -// CALL_SUBTEST( svd(MatrixXcf(3,3)) ); - SVD<MatrixXf> s; - MatrixXf m = MatrixXf::Random(10,1); - s.compute(m); - } -} |