diff options
author | Stanislaw Halik <sthalik@misaki.pl> | 2016-09-18 12:42:15 +0200 |
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committer | Stanislaw Halik <sthalik@misaki.pl> | 2016-11-02 15:12:04 +0100 |
commit | 44861dcbfeee041223c4aac1ee075e92fa4daa01 (patch) | |
tree | 6dfdfd9637846a7aedd71ace97d7d2ad366496d7 /eigen/test/qr_fullpivoting.cpp | |
parent | f3fe458b9e0a29a99a39d47d9a76dc18964b6fec (diff) |
update
Diffstat (limited to 'eigen/test/qr_fullpivoting.cpp')
-rw-r--r-- | eigen/test/qr_fullpivoting.cpp | 137 |
1 files changed, 137 insertions, 0 deletions
diff --git a/eigen/test/qr_fullpivoting.cpp b/eigen/test/qr_fullpivoting.cpp new file mode 100644 index 0000000..511f247 --- /dev/null +++ b/eigen/test/qr_fullpivoting.cpp @@ -0,0 +1,137 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> +// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> +// +// 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/QR> + +template<typename MatrixType> void qr() +{ + typedef typename MatrixType::Index Index; + + Index rows = internal::random<Index>(20,200), cols = internal::random<int>(20,200), cols2 = internal::random<int>(20,200); + Index rank = internal::random<Index>(1, (std::min)(rows, cols)-1); + + typedef typename MatrixType::Scalar Scalar; + typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> MatrixQType; + MatrixType m1; + createRandomPIMatrixOfRank(rank,rows,cols,m1); + FullPivHouseholderQR<MatrixType> qr(m1); + VERIFY(rank == qr.rank()); + VERIFY(cols - qr.rank() == qr.dimensionOfKernel()); + VERIFY(!qr.isInjective()); + VERIFY(!qr.isInvertible()); + VERIFY(!qr.isSurjective()); + + MatrixType r = qr.matrixQR(); + + MatrixQType q = qr.matrixQ(); + VERIFY_IS_UNITARY(q); + + // FIXME need better way to construct trapezoid + for(int i = 0; i < rows; i++) for(int j = 0; j < cols; j++) if(i>j) r(i,j) = Scalar(0); + + MatrixType c = qr.matrixQ() * r * qr.colsPermutation().inverse(); + + VERIFY_IS_APPROX(m1, c); + + MatrixType m2 = MatrixType::Random(cols,cols2); + MatrixType m3 = m1*m2; + m2 = MatrixType::Random(cols,cols2); + m2 = qr.solve(m3); + VERIFY_IS_APPROX(m3, m1*m2); +} + +template<typename MatrixType> void qr_invertible() +{ + using std::log; + using std::abs; + typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar; + typedef typename MatrixType::Scalar Scalar; + + int size = internal::random<int>(10,50); + + MatrixType m1(size, size), m2(size, size), m3(size, size); + m1 = MatrixType::Random(size,size); + + if (internal::is_same<RealScalar,float>::value) + { + // let's build a matrix more stable to inverse + MatrixType a = MatrixType::Random(size,size*2); + m1 += a * a.adjoint(); + } + + FullPivHouseholderQR<MatrixType> qr(m1); + VERIFY(qr.isInjective()); + VERIFY(qr.isInvertible()); + VERIFY(qr.isSurjective()); + + m3 = MatrixType::Random(size,size); + m2 = qr.solve(m3); + VERIFY_IS_APPROX(m3, m1*m2); + + // now construct a matrix with prescribed determinant + m1.setZero(); + for(int i = 0; i < size; i++) m1(i,i) = internal::random<Scalar>(); + RealScalar absdet = abs(m1.diagonal().prod()); + m3 = qr.matrixQ(); // get a unitary + m1 = m3 * m1 * m3; + qr.compute(m1); + VERIFY_IS_APPROX(absdet, qr.absDeterminant()); + VERIFY_IS_APPROX(log(absdet), qr.logAbsDeterminant()); +} + +template<typename MatrixType> void qr_verify_assert() +{ + MatrixType tmp; + + FullPivHouseholderQR<MatrixType> qr; + VERIFY_RAISES_ASSERT(qr.matrixQR()) + VERIFY_RAISES_ASSERT(qr.solve(tmp)) + VERIFY_RAISES_ASSERT(qr.matrixQ()) + VERIFY_RAISES_ASSERT(qr.dimensionOfKernel()) + VERIFY_RAISES_ASSERT(qr.isInjective()) + VERIFY_RAISES_ASSERT(qr.isSurjective()) + VERIFY_RAISES_ASSERT(qr.isInvertible()) + VERIFY_RAISES_ASSERT(qr.inverse()) + VERIFY_RAISES_ASSERT(qr.absDeterminant()) + VERIFY_RAISES_ASSERT(qr.logAbsDeterminant()) +} + +void test_qr_fullpivoting() +{ + for(int i = 0; i < 1; i++) { + // FIXME : very weird bug here +// CALL_SUBTEST(qr(Matrix2f()) ); + CALL_SUBTEST_1( qr<MatrixXf>() ); + CALL_SUBTEST_2( qr<MatrixXd>() ); + CALL_SUBTEST_3( qr<MatrixXcd>() ); + } + + for(int i = 0; i < g_repeat; i++) { + CALL_SUBTEST_1( qr_invertible<MatrixXf>() ); + CALL_SUBTEST_2( qr_invertible<MatrixXd>() ); + CALL_SUBTEST_4( qr_invertible<MatrixXcf>() ); + CALL_SUBTEST_3( qr_invertible<MatrixXcd>() ); + } + + CALL_SUBTEST_5(qr_verify_assert<Matrix3f>()); + CALL_SUBTEST_6(qr_verify_assert<Matrix3d>()); + CALL_SUBTEST_1(qr_verify_assert<MatrixXf>()); + CALL_SUBTEST_2(qr_verify_assert<MatrixXd>()); + CALL_SUBTEST_4(qr_verify_assert<MatrixXcf>()); + CALL_SUBTEST_3(qr_verify_assert<MatrixXcd>()); + + // Test problem size constructors + CALL_SUBTEST_7(FullPivHouseholderQR<MatrixXf>(10, 20)); + CALL_SUBTEST_7((FullPivHouseholderQR<Matrix<float,10,20> >(10,20))); + CALL_SUBTEST_7((FullPivHouseholderQR<Matrix<float,10,20> >(Matrix<float,10,20>::Random()))); + CALL_SUBTEST_7((FullPivHouseholderQR<Matrix<float,20,10> >(20,10))); + CALL_SUBTEST_7((FullPivHouseholderQR<Matrix<float,20,10> >(Matrix<float,20,10>::Random()))); +} |