diff options
Diffstat (limited to 'eigen/unsupported/test/matrix_power.cpp')
-rw-r--r-- | eigen/unsupported/test/matrix_power.cpp | 171 |
1 files changed, 121 insertions, 50 deletions
diff --git a/eigen/unsupported/test/matrix_power.cpp b/eigen/unsupported/test/matrix_power.cpp index b9d513b..7ccfacf 100644 --- a/eigen/unsupported/test/matrix_power.cpp +++ b/eigen/unsupported/test/matrix_power.cpp @@ -1,7 +1,7 @@ // This file is part of Eigen, a lightweight C++ template library // for linear algebra. // -// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net> +// Copyright (C) 2012, 2013 Chen-Pang He <jdh8@ms63.hinet.net> // // 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 @@ -9,35 +9,8 @@ #include "matrix_functions.h" -template <typename MatrixType, int IsComplex = NumTraits<typename MatrixType::Scalar>::IsComplex> -struct generateTriangularMatrix; - -// for real matrices, make sure none of the eigenvalues are negative -template <typename MatrixType> -struct generateTriangularMatrix<MatrixType,0> -{ - static void run(MatrixType& result, typename MatrixType::Index size) - { - result.resize(size, size); - result.template triangularView<Upper>() = MatrixType::Random(size, size); - for (typename MatrixType::Index i = 0; i < size; ++i) - result.coeffRef(i,i) = std::abs(result.coeff(i,i)); - } -}; - -// for complex matrices, any matrix is fine -template <typename MatrixType> -struct generateTriangularMatrix<MatrixType,1> -{ - static void run(MatrixType& result, typename MatrixType::Index size) - { - result.resize(size, size); - result.template triangularView<Upper>() = MatrixType::Random(size, size); - } -}; - template<typename T> -void test2dRotation(double tol) +void test2dRotation(const T& tol) { Matrix<T,2,2> A, B, C; T angle, c, s; @@ -46,19 +19,19 @@ void test2dRotation(double tol) MatrixPower<Matrix<T,2,2> > Apow(A); for (int i=0; i<=20; ++i) { - angle = pow(10, (i-10) / 5.); + angle = std::pow(T(10), (i-10) / T(5.)); c = std::cos(angle); s = std::sin(angle); B << c, s, -s, c; - C = Apow(std::ldexp(angle,1) / M_PI); + C = Apow(std::ldexp(angle,1) / T(EIGEN_PI)); std::cout << "test2dRotation: i = " << i << " error powerm = " << relerr(C,B) << '\n'; - VERIFY(C.isApprox(B, static_cast<T>(tol))); + VERIFY(C.isApprox(B, tol)); } } template<typename T> -void test2dHyperbolicRotation(double tol) +void test2dHyperbolicRotation(const T& tol) { Matrix<std::complex<T>,2,2> A, B, C; T angle, ch = std::cosh((T)1); @@ -75,12 +48,26 @@ void test2dHyperbolicRotation(double tol) C = Apow(angle); std::cout << "test2dHyperbolicRotation: i = " << i << " error powerm = " << relerr(C,B) << '\n'; - VERIFY(C.isApprox(B, static_cast<T>(tol))); + VERIFY(C.isApprox(B, tol)); + } +} + +template<typename T> +void test3dRotation(const T& tol) +{ + Matrix<T,3,1> v; + T angle; + + for (int i=0; i<=20; ++i) { + v = Matrix<T,3,1>::Random(); + v.normalize(); + angle = std::pow(T(10), (i-10) / T(5.)); + VERIFY(AngleAxis<T>(angle, v).matrix().isApprox(AngleAxis<T>(1,v).matrix().pow(angle), tol)); } } template<typename MatrixType> -void testExponentLaws(const MatrixType& m, double tol) +void testGeneral(const MatrixType& m, const typename MatrixType::RealScalar& tol) { typedef typename MatrixType::RealScalar RealScalar; MatrixType m1, m2, m3, m4, m5; @@ -97,37 +84,121 @@ void testExponentLaws(const MatrixType& m, double tol) m4 = mpow(x+y); m5.noalias() = m2 * m3; - VERIFY(m4.isApprox(m5, static_cast<RealScalar>(tol))); + VERIFY(m4.isApprox(m5, tol)); m4 = mpow(x*y); m5 = m2.pow(y); - VERIFY(m4.isApprox(m5, static_cast<RealScalar>(tol))); + VERIFY(m4.isApprox(m5, tol)); m4 = (std::abs(x) * m1).pow(y); m5 = std::pow(std::abs(x), y) * m3; - VERIFY(m4.isApprox(m5, static_cast<RealScalar>(tol))); + VERIFY(m4.isApprox(m5, tol)); + } +} + +template<typename MatrixType> +void testSingular(const MatrixType& m_const, const typename MatrixType::RealScalar& tol) +{ + // we need to pass by reference in order to prevent errors with + // MSVC for aligned data types ... + MatrixType& m = const_cast<MatrixType&>(m_const); + + const int IsComplex = NumTraits<typename internal::traits<MatrixType>::Scalar>::IsComplex; + typedef typename internal::conditional<IsComplex, TriangularView<MatrixType,Upper>, const MatrixType&>::type TriangularType; + typename internal::conditional< IsComplex, ComplexSchur<MatrixType>, RealSchur<MatrixType> >::type schur; + MatrixType T; + + for (int i=0; i < g_repeat; ++i) { + m.setRandom(); + m.col(0).fill(0); + + schur.compute(m); + T = schur.matrixT(); + const MatrixType& U = schur.matrixU(); + processTriangularMatrix<MatrixType>::run(m, T, U); + MatrixPower<MatrixType> mpow(m); + + T = T.sqrt(); + VERIFY(mpow(0.5L).isApprox(U * (TriangularType(T) * U.adjoint()), tol)); + + T = T.sqrt(); + VERIFY(mpow(0.25L).isApprox(U * (TriangularType(T) * U.adjoint()), tol)); + + T = T.sqrt(); + VERIFY(mpow(0.125L).isApprox(U * (TriangularType(T) * U.adjoint()), tol)); + } +} + +template<typename MatrixType> +void testLogThenExp(const MatrixType& m_const, const typename MatrixType::RealScalar& tol) +{ + // we need to pass by reference in order to prevent errors with + // MSVC for aligned data types ... + MatrixType& m = const_cast<MatrixType&>(m_const); + + typedef typename MatrixType::Scalar Scalar; + Scalar x; + + for (int i=0; i < g_repeat; ++i) { + generateTestMatrix<MatrixType>::run(m, m.rows()); + x = internal::random<Scalar>(); + VERIFY(m.pow(x).isApprox((x * m.log()).exp(), tol)); } } typedef Matrix<double,3,3,RowMajor> Matrix3dRowMajor; +typedef Matrix<long double,3,3> Matrix3e; typedef Matrix<long double,Dynamic,Dynamic> MatrixXe; void test_matrix_power() { CALL_SUBTEST_2(test2dRotation<double>(1e-13)); CALL_SUBTEST_1(test2dRotation<float>(2e-5)); // was 1e-5, relaxed for clang 2.8 / linux / x86-64 - CALL_SUBTEST_9(test2dRotation<long double>(1e-13)); + CALL_SUBTEST_9(test2dRotation<long double>(1e-13L)); CALL_SUBTEST_2(test2dHyperbolicRotation<double>(1e-14)); CALL_SUBTEST_1(test2dHyperbolicRotation<float>(1e-5)); - CALL_SUBTEST_9(test2dHyperbolicRotation<long double>(1e-14)); - - CALL_SUBTEST_2(testExponentLaws(Matrix2d(), 1e-13)); - CALL_SUBTEST_7(testExponentLaws(Matrix3dRowMajor(), 1e-13)); - CALL_SUBTEST_3(testExponentLaws(Matrix4cd(), 1e-13)); - CALL_SUBTEST_4(testExponentLaws(MatrixXd(8,8), 2e-12)); - CALL_SUBTEST_1(testExponentLaws(Matrix2f(), 1e-4)); - CALL_SUBTEST_5(testExponentLaws(Matrix3cf(), 1e-4)); - CALL_SUBTEST_8(testExponentLaws(Matrix4f(), 1e-4)); - CALL_SUBTEST_6(testExponentLaws(MatrixXf(2,2), 1e-3)); // see bug 614 - CALL_SUBTEST_9(testExponentLaws(MatrixXe(7,7), 1e-13)); + CALL_SUBTEST_9(test2dHyperbolicRotation<long double>(1e-14L)); + + CALL_SUBTEST_10(test3dRotation<double>(1e-13)); + CALL_SUBTEST_11(test3dRotation<float>(1e-5)); + CALL_SUBTEST_12(test3dRotation<long double>(1e-13L)); + + CALL_SUBTEST_2(testGeneral(Matrix2d(), 1e-13)); + CALL_SUBTEST_7(testGeneral(Matrix3dRowMajor(), 1e-13)); + CALL_SUBTEST_3(testGeneral(Matrix4cd(), 1e-13)); + CALL_SUBTEST_4(testGeneral(MatrixXd(8,8), 2e-12)); + CALL_SUBTEST_1(testGeneral(Matrix2f(), 1e-4)); + CALL_SUBTEST_5(testGeneral(Matrix3cf(), 1e-4)); + CALL_SUBTEST_8(testGeneral(Matrix4f(), 1e-4)); + CALL_SUBTEST_6(testGeneral(MatrixXf(2,2), 1e-3)); // see bug 614 + CALL_SUBTEST_9(testGeneral(MatrixXe(7,7), 1e-13L)); + CALL_SUBTEST_10(testGeneral(Matrix3d(), 1e-13)); + CALL_SUBTEST_11(testGeneral(Matrix3f(), 1e-4)); + CALL_SUBTEST_12(testGeneral(Matrix3e(), 1e-13L)); + + CALL_SUBTEST_2(testSingular(Matrix2d(), 1e-13)); + CALL_SUBTEST_7(testSingular(Matrix3dRowMajor(), 1e-13)); + CALL_SUBTEST_3(testSingular(Matrix4cd(), 1e-13)); + CALL_SUBTEST_4(testSingular(MatrixXd(8,8), 2e-12)); + CALL_SUBTEST_1(testSingular(Matrix2f(), 1e-4)); + CALL_SUBTEST_5(testSingular(Matrix3cf(), 1e-4)); + CALL_SUBTEST_8(testSingular(Matrix4f(), 1e-4)); + CALL_SUBTEST_6(testSingular(MatrixXf(2,2), 1e-3)); + CALL_SUBTEST_9(testSingular(MatrixXe(7,7), 1e-13L)); + CALL_SUBTEST_10(testSingular(Matrix3d(), 1e-13)); + CALL_SUBTEST_11(testSingular(Matrix3f(), 1e-4)); + CALL_SUBTEST_12(testSingular(Matrix3e(), 1e-13L)); + + CALL_SUBTEST_2(testLogThenExp(Matrix2d(), 1e-13)); + CALL_SUBTEST_7(testLogThenExp(Matrix3dRowMajor(), 1e-13)); + CALL_SUBTEST_3(testLogThenExp(Matrix4cd(), 1e-13)); + CALL_SUBTEST_4(testLogThenExp(MatrixXd(8,8), 2e-12)); + CALL_SUBTEST_1(testLogThenExp(Matrix2f(), 1e-4)); + CALL_SUBTEST_5(testLogThenExp(Matrix3cf(), 1e-4)); + CALL_SUBTEST_8(testLogThenExp(Matrix4f(), 1e-4)); + CALL_SUBTEST_6(testLogThenExp(MatrixXf(2,2), 1e-3)); + CALL_SUBTEST_9(testLogThenExp(MatrixXe(7,7), 1e-13L)); + CALL_SUBTEST_10(testLogThenExp(Matrix3d(), 1e-13)); + CALL_SUBTEST_11(testLogThenExp(Matrix3f(), 1e-4)); + CALL_SUBTEST_12(testLogThenExp(Matrix3e(), 1e-13L)); } |