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/unsupported/test/bdcsvd.cpp | |
parent | f3fe458b9e0a29a99a39d47d9a76dc18964b6fec (diff) |
update
Diffstat (limited to 'eigen/unsupported/test/bdcsvd.cpp')
-rw-r--r-- | eigen/unsupported/test/bdcsvd.cpp | 213 |
1 files changed, 213 insertions, 0 deletions
diff --git a/eigen/unsupported/test/bdcsvd.cpp b/eigen/unsupported/test/bdcsvd.cpp new file mode 100644 index 0000000..115a649 --- /dev/null +++ b/eigen/unsupported/test/bdcsvd.cpp @@ -0,0 +1,213 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com> +// Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr> +// Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr> +// Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.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 "svd_common.h" +#include <iostream> +#include <Eigen/LU> + +// check if "svd" is the good image of "m" +template<typename MatrixType> +void bdcsvd_check_full(const MatrixType& m, const BDCSVD<MatrixType>& svd) +{ + svd_check_full< MatrixType, BDCSVD< MatrixType > >(m, svd); +} + +// Compare to a reference value +template<typename MatrixType> +void bdcsvd_compare_to_full(const MatrixType& m, + unsigned int computationOptions, + const BDCSVD<MatrixType>& referenceSvd) +{ + svd_compare_to_full< MatrixType, BDCSVD< MatrixType > >(m, computationOptions, referenceSvd); +} // end bdcsvd_compare_to_full + + +template<typename MatrixType> +void bdcsvd_solve(const MatrixType& m, unsigned int computationOptions) +{ + svd_solve< MatrixType, BDCSVD< MatrixType > >(m, computationOptions); +} // end template bdcsvd_solve + + +// test the computations options +template<typename MatrixType> +void bdcsvd_test_all_computation_options(const MatrixType& m) +{ + BDCSVD<MatrixType> fullSvd(m, ComputeFullU|ComputeFullV); + svd_test_computation_options_1< MatrixType, BDCSVD< MatrixType > >(m, fullSvd); + svd_test_computation_options_2< MatrixType, BDCSVD< MatrixType > >(m, fullSvd); +} // end bdcsvd_test_all_computation_options + + +// Call a test with all the computations options +template<typename MatrixType> +void bdcsvd(const MatrixType& a = MatrixType(), bool pickrandom = true) +{ + MatrixType m = pickrandom ? MatrixType::Random(a.rows(), a.cols()) : a; + bdcsvd_test_all_computation_options<MatrixType>(m); +} // end template bdcsvd + + +// verify assert +template<typename MatrixType> +void bdcsvd_verify_assert(const MatrixType& m) +{ + svd_verify_assert< MatrixType, BDCSVD< MatrixType > >(m); +}// end template bdcsvd_verify_assert + + +// test weird values +template<typename MatrixType> +void bdcsvd_inf_nan() +{ + svd_inf_nan< MatrixType, BDCSVD< MatrixType > >(); +}// end template bdcsvd_inf_nan + + + +void bdcsvd_preallocate() +{ + svd_preallocate< BDCSVD< MatrixXf > >(); +} // end bdcsvd_preallocate + + +// compare the Singular values returned with Jacobi and Bdc +template<typename MatrixType> +void compare_bdc_jacobi(const MatrixType& a = MatrixType(), unsigned int computationOptions = 0) +{ + std::cout << "debut compare" << std::endl; + MatrixType m = MatrixType::Random(a.rows(), a.cols()); + BDCSVD<MatrixType> bdc_svd(m); + JacobiSVD<MatrixType> jacobi_svd(m); + VERIFY_IS_APPROX(bdc_svd.singularValues(), jacobi_svd.singularValues()); + if(computationOptions & ComputeFullU) + VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU()); + if(computationOptions & ComputeThinU) + VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU()); + if(computationOptions & ComputeFullV) + VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV()); + if(computationOptions & ComputeThinV) + VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV()); + std::cout << "fin compare" << std::endl; +} // end template compare_bdc_jacobi + + +// call the tests +void test_bdcsvd() +{ + // test of Dynamic defined Matrix (42, 42) of float + CALL_SUBTEST_11(( bdcsvd_verify_assert<Matrix<float,Dynamic,Dynamic> > + (Matrix<float,Dynamic,Dynamic>(42,42)) )); + CALL_SUBTEST_11(( compare_bdc_jacobi<Matrix<float,Dynamic,Dynamic> > + (Matrix<float,Dynamic,Dynamic>(42,42), 0) )); + CALL_SUBTEST_11(( bdcsvd<Matrix<float,Dynamic,Dynamic> > + (Matrix<float,Dynamic,Dynamic>(42,42)) )); + + // test of Dynamic defined Matrix (50, 50) of double + CALL_SUBTEST_13(( bdcsvd_verify_assert<Matrix<double,Dynamic,Dynamic> > + (Matrix<double,Dynamic,Dynamic>(50,50)) )); + CALL_SUBTEST_13(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> > + (Matrix<double,Dynamic,Dynamic>(50,50), 0) )); + CALL_SUBTEST_13(( bdcsvd<Matrix<double,Dynamic,Dynamic> > + (Matrix<double,Dynamic,Dynamic>(50, 50)) )); + + // test of Dynamic defined Matrix (22, 22) of complex double + CALL_SUBTEST_14(( bdcsvd_verify_assert<Matrix<std::complex<double>,Dynamic,Dynamic> > + (Matrix<std::complex<double>,Dynamic,Dynamic>(22,22)) )); + CALL_SUBTEST_14(( compare_bdc_jacobi<Matrix<std::complex<double>,Dynamic,Dynamic> > + (Matrix<std::complex<double>, Dynamic, Dynamic> (22,22), 0) )); + CALL_SUBTEST_14(( bdcsvd<Matrix<std::complex<double>,Dynamic,Dynamic> > + (Matrix<std::complex<double>,Dynamic,Dynamic>(22, 22)) )); + + // test of Dynamic defined Matrix (10, 10) of int + //CALL_SUBTEST_15(( bdcsvd_verify_assert<Matrix<int,Dynamic,Dynamic> > + // (Matrix<int,Dynamic,Dynamic>(10,10)) )); + //CALL_SUBTEST_15(( compare_bdc_jacobi<Matrix<int,Dynamic,Dynamic> > + // (Matrix<int,Dynamic,Dynamic>(10,10), 0) )); + //CALL_SUBTEST_15(( bdcsvd<Matrix<int,Dynamic,Dynamic> > + // (Matrix<int,Dynamic,Dynamic>(10, 10)) )); + + + // test of Dynamic defined Matrix (8, 6) of double + + CALL_SUBTEST_16(( bdcsvd_verify_assert<Matrix<double,Dynamic,Dynamic> > + (Matrix<double,Dynamic,Dynamic>(8,6)) )); + CALL_SUBTEST_16(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> > + (Matrix<double,Dynamic,Dynamic>(8, 6), 0) )); + CALL_SUBTEST_16(( bdcsvd<Matrix<double,Dynamic,Dynamic> > + (Matrix<double,Dynamic,Dynamic>(8, 6)) )); + + + + // test of Dynamic defined Matrix (36, 12) of float + CALL_SUBTEST_17(( compare_bdc_jacobi<Matrix<float,Dynamic,Dynamic> > + (Matrix<float,Dynamic,Dynamic>(36, 12), 0) )); + CALL_SUBTEST_17(( bdcsvd<Matrix<float,Dynamic,Dynamic> > + (Matrix<float,Dynamic,Dynamic>(36, 12)) )); + + // test of Dynamic defined Matrix (5, 8) of double + CALL_SUBTEST_18(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> > + (Matrix<double,Dynamic,Dynamic>(5, 8), 0) )); + CALL_SUBTEST_18(( bdcsvd<Matrix<double,Dynamic,Dynamic> > + (Matrix<double,Dynamic,Dynamic>(5, 8)) )); + + + // non regression tests + CALL_SUBTEST_3(( bdcsvd_verify_assert(Matrix3f()) )); + CALL_SUBTEST_4(( bdcsvd_verify_assert(Matrix4d()) )); + CALL_SUBTEST_7(( bdcsvd_verify_assert(MatrixXf(10,12)) )); + CALL_SUBTEST_8(( bdcsvd_verify_assert(MatrixXcd(7,5)) )); + + // SUBTESTS 1 and 2 on specifics matrix + for(int i = 0; i < g_repeat; i++) { + Matrix2cd m; + m << 0, 1, + 0, 1; + CALL_SUBTEST_1(( bdcsvd(m, false) )); + m << 1, 0, + 1, 0; + CALL_SUBTEST_1(( bdcsvd(m, false) )); + + Matrix2d n; + n << 0, 0, + 0, 0; + CALL_SUBTEST_2(( bdcsvd(n, false) )); + n << 0, 0, + 0, 1; + CALL_SUBTEST_2(( bdcsvd(n, false) )); + + // Statics matrix don't work with BDSVD yet + // bdc algo on a random 3x3 float matrix + // CALL_SUBTEST_3(( bdcsvd<Matrix3f>() )); + // bdc algo on a random 4x4 double matrix + // CALL_SUBTEST_4(( bdcsvd<Matrix4d>() )); + // bdc algo on a random 3x5 float matrix + // CALL_SUBTEST_5(( bdcsvd<Matrix<float,3,5> >() )); + + int r = internal::random<int>(1, 30), + c = internal::random<int>(1, 30); + CALL_SUBTEST_7(( bdcsvd<MatrixXf>(MatrixXf(r,c)) )); + CALL_SUBTEST_8(( bdcsvd<MatrixXcd>(MatrixXcd(r,c)) )); + (void) r; + (void) c; + + // Test on inf/nan matrix + CALL_SUBTEST_7( bdcsvd_inf_nan<MatrixXf>() ); + } + + CALL_SUBTEST_7(( bdcsvd<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))) )); + CALL_SUBTEST_8(( bdcsvd<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))) )); + + // Test problem size constructors + CALL_SUBTEST_7( BDCSVD<MatrixXf>(10,10) ); + +} // end test_bdcsvd |