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authorStanislaw Halik <sthalik@misaki.pl>2019-03-03 21:09:10 +0100
committerStanislaw Halik <sthalik@misaki.pl>2019-03-03 21:10:13 +0100
commitf0238cfb6997c4acfc2bd200de7295f3fa36968f (patch)
treeb215183760e4f615b9c1dabc1f116383b72a1b55 /eigen/test/eigensolver_generalized_real.cpp
parent543edd372a5193d04b3de9f23c176ab439e51b31 (diff)
don't index Eigen
Diffstat (limited to 'eigen/test/eigensolver_generalized_real.cpp')
-rw-r--r--eigen/test/eigensolver_generalized_real.cpp103
1 files changed, 0 insertions, 103 deletions
diff --git a/eigen/test/eigensolver_generalized_real.cpp b/eigen/test/eigensolver_generalized_real.cpp
deleted file mode 100644
index 9dd44c8..0000000
--- a/eigen/test/eigensolver_generalized_real.cpp
+++ /dev/null
@@ -1,103 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2012-2016 Gael Guennebaud <gael.guennebaud@inria.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/.
-
-#define EIGEN_RUNTIME_NO_MALLOC
-#include "main.h"
-#include <limits>
-#include <Eigen/Eigenvalues>
-#include <Eigen/LU>
-
-template<typename MatrixType> void generalized_eigensolver_real(const MatrixType& m)
-{
- /* this test covers the following files:
- GeneralizedEigenSolver.h
- */
- Index rows = m.rows();
- Index cols = m.cols();
-
- typedef typename MatrixType::Scalar Scalar;
- typedef std::complex<Scalar> ComplexScalar;
- typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
-
- MatrixType a = MatrixType::Random(rows,cols);
- MatrixType b = MatrixType::Random(rows,cols);
- MatrixType a1 = MatrixType::Random(rows,cols);
- MatrixType b1 = MatrixType::Random(rows,cols);
- MatrixType spdA = a.adjoint() * a + a1.adjoint() * a1;
- MatrixType spdB = b.adjoint() * b + b1.adjoint() * b1;
-
- // lets compare to GeneralizedSelfAdjointEigenSolver
- {
- GeneralizedSelfAdjointEigenSolver<MatrixType> symmEig(spdA, spdB);
- GeneralizedEigenSolver<MatrixType> eig(spdA, spdB);
-
- VERIFY_IS_EQUAL(eig.eigenvalues().imag().cwiseAbs().maxCoeff(), 0);
-
- VectorType realEigenvalues = eig.eigenvalues().real();
- std::sort(realEigenvalues.data(), realEigenvalues.data()+realEigenvalues.size());
- VERIFY_IS_APPROX(realEigenvalues, symmEig.eigenvalues());
-
- // check eigenvectors
- typename GeneralizedEigenSolver<MatrixType>::EigenvectorsType D = eig.eigenvalues().asDiagonal();
- typename GeneralizedEigenSolver<MatrixType>::EigenvectorsType V = eig.eigenvectors();
- VERIFY_IS_APPROX(spdA*V, spdB*V*D);
- }
-
- // non symmetric case:
- {
- GeneralizedEigenSolver<MatrixType> eig(rows);
- // TODO enable full-prealocation of required memory, this probably requires an in-place mode for HessenbergDecomposition
- //Eigen::internal::set_is_malloc_allowed(false);
- eig.compute(a,b);
- //Eigen::internal::set_is_malloc_allowed(true);
- for(Index k=0; k<cols; ++k)
- {
- Matrix<ComplexScalar,Dynamic,Dynamic> tmp = (eig.betas()(k)*a).template cast<ComplexScalar>() - eig.alphas()(k)*b;
- if(tmp.size()>1 && tmp.norm()>(std::numeric_limits<Scalar>::min)())
- tmp /= tmp.norm();
- VERIFY_IS_MUCH_SMALLER_THAN( std::abs(tmp.determinant()), Scalar(1) );
- }
- // check eigenvectors
- typename GeneralizedEigenSolver<MatrixType>::EigenvectorsType D = eig.eigenvalues().asDiagonal();
- typename GeneralizedEigenSolver<MatrixType>::EigenvectorsType V = eig.eigenvectors();
- VERIFY_IS_APPROX(a*V, b*V*D);
- }
-
- // regression test for bug 1098
- {
- GeneralizedSelfAdjointEigenSolver<MatrixType> eig1(a.adjoint() * a,b.adjoint() * b);
- eig1.compute(a.adjoint() * a,b.adjoint() * b);
- GeneralizedEigenSolver<MatrixType> eig2(a.adjoint() * a,b.adjoint() * b);
- eig2.compute(a.adjoint() * a,b.adjoint() * b);
- }
-
- // check without eigenvectors
- {
- GeneralizedEigenSolver<MatrixType> eig1(spdA, spdB, true);
- GeneralizedEigenSolver<MatrixType> eig2(spdA, spdB, false);
- VERIFY_IS_APPROX(eig1.eigenvalues(), eig2.eigenvalues());
- }
-}
-
-void test_eigensolver_generalized_real()
-{
- for(int i = 0; i < g_repeat; i++) {
- int s = 0;
- CALL_SUBTEST_1( generalized_eigensolver_real(Matrix4f()) );
- s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4);
- CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(s,s)) );
-
- // some trivial but implementation-wise special cases
- CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(1,1)) );
- CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(2,2)) );
- CALL_SUBTEST_3( generalized_eigensolver_real(Matrix<double,1,1>()) );
- CALL_SUBTEST_4( generalized_eigensolver_real(Matrix2d()) );
- TEST_SET_BUT_UNUSED_VARIABLE(s)
- }
-}