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Diffstat (limited to 'eigen/test/eigen2/eigen2_lu.cpp')
-rw-r--r-- | eigen/test/eigen2/eigen2_lu.cpp | 122 |
1 files changed, 122 insertions, 0 deletions
diff --git a/eigen/test/eigen2/eigen2_lu.cpp b/eigen/test/eigen2/eigen2_lu.cpp new file mode 100644 index 0000000..e993b1c --- /dev/null +++ b/eigen/test/eigen2/eigen2_lu.cpp @@ -0,0 +1,122 @@ +// 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 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/LU> + +template<typename Derived> +void doSomeRankPreservingOperations(Eigen::MatrixBase<Derived>& m) +{ + typedef typename Derived::RealScalar RealScalar; + for(int a = 0; a < 3*(m.rows()+m.cols()); a++) + { + RealScalar d = Eigen::ei_random<RealScalar>(-1,1); + int i = Eigen::ei_random<int>(0,m.rows()-1); // i is a random row number + int j; + do { + j = Eigen::ei_random<int>(0,m.rows()-1); + } while (i==j); // j is another one (must be different) + m.row(i) += d * m.row(j); + + i = Eigen::ei_random<int>(0,m.cols()-1); // i is a random column number + do { + j = Eigen::ei_random<int>(0,m.cols()-1); + } while (i==j); // j is another one (must be different) + m.col(i) += d * m.col(j); + } +} + +template<typename MatrixType> void lu_non_invertible() +{ + /* this test covers the following files: + LU.h + */ + // NOTE there seems to be a problem with too small sizes -- could easily lie in the doSomeRankPreservingOperations function + int rows = ei_random<int>(20,200), cols = ei_random<int>(20,200), cols2 = ei_random<int>(20,200); + int rank = ei_random<int>(1, std::min(rows, cols)-1); + + MatrixType m1(rows, cols), m2(cols, cols2), m3(rows, cols2), k(1,1); + m1 = MatrixType::Random(rows,cols); + if(rows <= cols) + for(int i = rank; i < rows; i++) m1.row(i).setZero(); + else + for(int i = rank; i < cols; i++) m1.col(i).setZero(); + doSomeRankPreservingOperations(m1); + + LU<MatrixType> lu(m1); + typename LU<MatrixType>::KernelResultType m1kernel = lu.kernel(); + typename LU<MatrixType>::ImageResultType m1image = lu.image(); + + VERIFY(rank == lu.rank()); + VERIFY(cols - lu.rank() == lu.dimensionOfKernel()); + VERIFY(!lu.isInjective()); + VERIFY(!lu.isInvertible()); + VERIFY(lu.isSurjective() == (lu.rank() == rows)); + VERIFY((m1 * m1kernel).isMuchSmallerThan(m1)); + VERIFY(m1image.lu().rank() == rank); + MatrixType sidebyside(m1.rows(), m1.cols() + m1image.cols()); + sidebyside << m1, m1image; + VERIFY(sidebyside.lu().rank() == rank); + m2 = MatrixType::Random(cols,cols2); + m3 = m1*m2; + m2 = MatrixType::Random(cols,cols2); + lu.solve(m3, &m2); + VERIFY_IS_APPROX(m3, m1*m2); + /* solve now always returns true + m3 = MatrixType::Random(rows,cols2); + VERIFY(!lu.solve(m3, &m2)); + */ +} + +template<typename MatrixType> void lu_invertible() +{ + /* this test covers the following files: + LU.h + */ + typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar; + int size = ei_random<int>(10,200); + + MatrixType m1(size, size), m2(size, size), m3(size, size); + m1 = MatrixType::Random(size,size); + + if (ei_is_same_type<RealScalar,float>::ret) + { + // let's build a matrix more stable to inverse + MatrixType a = MatrixType::Random(size,size*2); + m1 += a * a.adjoint(); + } + + LU<MatrixType> lu(m1); + VERIFY(0 == lu.dimensionOfKernel()); + VERIFY(size == lu.rank()); + VERIFY(lu.isInjective()); + VERIFY(lu.isSurjective()); + VERIFY(lu.isInvertible()); + VERIFY(lu.image().lu().isInvertible()); + m3 = MatrixType::Random(size,size); + lu.solve(m3, &m2); + VERIFY_IS_APPROX(m3, m1*m2); + VERIFY_IS_APPROX(m2, lu.inverse()*m3); + m3 = MatrixType::Random(size,size); + VERIFY(lu.solve(m3, &m2)); +} + +void test_eigen2_lu() +{ + for(int i = 0; i < g_repeat; i++) { + CALL_SUBTEST_1( lu_non_invertible<MatrixXf>() ); + CALL_SUBTEST_2( lu_non_invertible<MatrixXd>() ); + CALL_SUBTEST_3( lu_non_invertible<MatrixXcf>() ); + CALL_SUBTEST_4( lu_non_invertible<MatrixXcd>() ); + CALL_SUBTEST_1( lu_invertible<MatrixXf>() ); + CALL_SUBTEST_2( lu_invertible<MatrixXd>() ); + CALL_SUBTEST_3( lu_invertible<MatrixXcf>() ); + CALL_SUBTEST_4( lu_invertible<MatrixXcd>() ); + } +} |