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-rw-r--r--eigen/test/eigen2/eigen2_eigensolver.cpp146
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diff --git a/eigen/test/eigen2/eigen2_eigensolver.cpp b/eigen/test/eigen2/eigen2_eigensolver.cpp
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+// 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/QR>
+
+#ifdef HAS_GSL
+#include "gsl_helper.h"
+#endif
+
+template<typename MatrixType> void selfadjointeigensolver(const MatrixType& m)
+{
+ /* this test covers the following files:
+ EigenSolver.h, SelfAdjointEigenSolver.h (and indirectly: Tridiagonalization.h)
+ */
+ int rows = m.rows();
+ int cols = m.cols();
+
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename NumTraits<Scalar>::Real RealScalar;
+ typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
+ typedef Matrix<RealScalar, MatrixType::RowsAtCompileTime, 1> RealVectorType;
+ typedef typename std::complex<typename NumTraits<typename MatrixType::Scalar>::Real> Complex;
+
+ RealScalar largerEps = 10*test_precision<RealScalar>();
+
+ MatrixType a = MatrixType::Random(rows,cols);
+ MatrixType a1 = MatrixType::Random(rows,cols);
+ MatrixType symmA = a.adjoint() * a + a1.adjoint() * a1;
+
+ MatrixType b = MatrixType::Random(rows,cols);
+ MatrixType b1 = MatrixType::Random(rows,cols);
+ MatrixType symmB = b.adjoint() * b + b1.adjoint() * b1;
+
+ SelfAdjointEigenSolver<MatrixType> eiSymm(symmA);
+ // generalized eigen pb
+ SelfAdjointEigenSolver<MatrixType> eiSymmGen(symmA, symmB);
+
+ #ifdef HAS_GSL
+ if (ei_is_same_type<RealScalar,double>::ret)
+ {
+ typedef GslTraits<Scalar> Gsl;
+ typename Gsl::Matrix gEvec=0, gSymmA=0, gSymmB=0;
+ typename GslTraits<RealScalar>::Vector gEval=0;
+ RealVectorType _eval;
+ MatrixType _evec;
+ convert<MatrixType>(symmA, gSymmA);
+ convert<MatrixType>(symmB, gSymmB);
+ convert<MatrixType>(symmA, gEvec);
+ gEval = GslTraits<RealScalar>::createVector(rows);
+
+ Gsl::eigen_symm(gSymmA, gEval, gEvec);
+ convert(gEval, _eval);
+ convert(gEvec, _evec);
+
+ // test gsl itself !
+ VERIFY((symmA * _evec).isApprox(_evec * _eval.asDiagonal(), largerEps));
+
+ // compare with eigen
+ VERIFY_IS_APPROX(_eval, eiSymm.eigenvalues());
+ VERIFY_IS_APPROX(_evec.cwise().abs(), eiSymm.eigenvectors().cwise().abs());
+
+ // generalized pb
+ Gsl::eigen_symm_gen(gSymmA, gSymmB, gEval, gEvec);
+ convert(gEval, _eval);
+ convert(gEvec, _evec);
+ // test GSL itself:
+ VERIFY((symmA * _evec).isApprox(symmB * (_evec * _eval.asDiagonal()), largerEps));
+
+ // compare with eigen
+ MatrixType normalized_eivec = eiSymmGen.eigenvectors()*eiSymmGen.eigenvectors().colwise().norm().asDiagonal().inverse();
+ VERIFY_IS_APPROX(_eval, eiSymmGen.eigenvalues());
+ VERIFY_IS_APPROX(_evec.cwiseAbs(), normalized_eivec.cwiseAbs());
+
+ Gsl::free(gSymmA);
+ Gsl::free(gSymmB);
+ GslTraits<RealScalar>::free(gEval);
+ Gsl::free(gEvec);
+ }
+ #endif
+
+ VERIFY((symmA * eiSymm.eigenvectors()).isApprox(
+ eiSymm.eigenvectors() * eiSymm.eigenvalues().asDiagonal(), largerEps));
+
+ // generalized eigen problem Ax = lBx
+ VERIFY((symmA * eiSymmGen.eigenvectors()).isApprox(
+ symmB * (eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal()), largerEps));
+
+ MatrixType sqrtSymmA = eiSymm.operatorSqrt();
+ VERIFY_IS_APPROX(symmA, sqrtSymmA*sqrtSymmA);
+ VERIFY_IS_APPROX(sqrtSymmA, symmA*eiSymm.operatorInverseSqrt());
+}
+
+template<typename MatrixType> void eigensolver(const MatrixType& m)
+{
+ /* this test covers the following files:
+ EigenSolver.h
+ */
+ int rows = m.rows();
+ int cols = m.cols();
+
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename NumTraits<Scalar>::Real RealScalar;
+ typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
+ typedef Matrix<RealScalar, MatrixType::RowsAtCompileTime, 1> RealVectorType;
+ typedef typename std::complex<typename NumTraits<typename MatrixType::Scalar>::Real> Complex;
+
+ // RealScalar largerEps = 10*test_precision<RealScalar>();
+
+ MatrixType a = MatrixType::Random(rows,cols);
+ MatrixType a1 = MatrixType::Random(rows,cols);
+ MatrixType symmA = a.adjoint() * a + a1.adjoint() * a1;
+
+ EigenSolver<MatrixType> ei0(symmA);
+ VERIFY_IS_APPROX(symmA * ei0.pseudoEigenvectors(), ei0.pseudoEigenvectors() * ei0.pseudoEigenvalueMatrix());
+ VERIFY_IS_APPROX((symmA.template cast<Complex>()) * (ei0.pseudoEigenvectors().template cast<Complex>()),
+ (ei0.pseudoEigenvectors().template cast<Complex>()) * (ei0.eigenvalues().asDiagonal()));
+
+ EigenSolver<MatrixType> ei1(a);
+ VERIFY_IS_APPROX(a * ei1.pseudoEigenvectors(), ei1.pseudoEigenvectors() * ei1.pseudoEigenvalueMatrix());
+ VERIFY_IS_APPROX(a.template cast<Complex>() * ei1.eigenvectors(),
+ ei1.eigenvectors() * ei1.eigenvalues().asDiagonal());
+
+}
+
+void test_eigen2_eigensolver()
+{
+ for(int i = 0; i < g_repeat; i++) {
+ // very important to test a 3x3 matrix since we provide a special path for it
+ CALL_SUBTEST_1( selfadjointeigensolver(Matrix3f()) );
+ CALL_SUBTEST_2( selfadjointeigensolver(Matrix4d()) );
+ CALL_SUBTEST_3( selfadjointeigensolver(MatrixXf(7,7)) );
+ CALL_SUBTEST_4( selfadjointeigensolver(MatrixXcd(5,5)) );
+ CALL_SUBTEST_5( selfadjointeigensolver(MatrixXd(19,19)) );
+
+ CALL_SUBTEST_6( eigensolver(Matrix4f()) );
+ CALL_SUBTEST_5( eigensolver(MatrixXd(17,17)) );
+ }
+}
+