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Diffstat (limited to 'eigen/test/eigensolver_selfadjoint.cpp')
-rw-r--r-- | eigen/test/eigensolver_selfadjoint.cpp | 160 |
1 files changed, 160 insertions, 0 deletions
diff --git a/eigen/test/eigensolver_selfadjoint.cpp b/eigen/test/eigensolver_selfadjoint.cpp new file mode 100644 index 0000000..38689cf --- /dev/null +++ b/eigen/test/eigensolver_selfadjoint.cpp @@ -0,0 +1,160 @@ +// 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) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk> +// +// 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 <limits> +#include <Eigen/Eigenvalues> + +template<typename MatrixType> void selfadjointeigensolver(const MatrixType& m) +{ + typedef typename MatrixType::Index Index; + /* this test covers the following files: + EigenSolver.h, SelfAdjointEigenSolver.h (and indirectly: Tridiagonalization.h) + */ + Index rows = m.rows(); + Index cols = m.cols(); + + typedef typename MatrixType::Scalar Scalar; + typedef typename NumTraits<Scalar>::Real RealScalar; + + 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 symmC = symmA; + + // randomly nullify some rows/columns + { + Index count = 1;//internal::random<Index>(-cols,cols); + for(Index k=0; k<count; ++k) + { + Index i = internal::random<Index>(0,cols-1); + symmA.row(i).setZero(); + symmA.col(i).setZero(); + } + } + + symmA.template triangularView<StrictlyUpper>().setZero(); + symmC.template triangularView<StrictlyUpper>().setZero(); + + MatrixType b = MatrixType::Random(rows,cols); + MatrixType b1 = MatrixType::Random(rows,cols); + MatrixType symmB = b.adjoint() * b + b1.adjoint() * b1; + symmB.template triangularView<StrictlyUpper>().setZero(); + + SelfAdjointEigenSolver<MatrixType> eiSymm(symmA); + SelfAdjointEigenSolver<MatrixType> eiDirect; + eiDirect.computeDirect(symmA); + // generalized eigen pb + GeneralizedSelfAdjointEigenSolver<MatrixType> eiSymmGen(symmC, symmB); + + VERIFY_IS_EQUAL(eiSymm.info(), Success); + VERIFY((symmA.template selfadjointView<Lower>() * eiSymm.eigenvectors()).isApprox( + eiSymm.eigenvectors() * eiSymm.eigenvalues().asDiagonal(), largerEps)); + VERIFY_IS_APPROX(symmA.template selfadjointView<Lower>().eigenvalues(), eiSymm.eigenvalues()); + + VERIFY_IS_EQUAL(eiDirect.info(), Success); + VERIFY((symmA.template selfadjointView<Lower>() * eiDirect.eigenvectors()).isApprox( + eiDirect.eigenvectors() * eiDirect.eigenvalues().asDiagonal(), largerEps)); + VERIFY_IS_APPROX(symmA.template selfadjointView<Lower>().eigenvalues(), eiDirect.eigenvalues()); + + SelfAdjointEigenSolver<MatrixType> eiSymmNoEivecs(symmA, false); + VERIFY_IS_EQUAL(eiSymmNoEivecs.info(), Success); + VERIFY_IS_APPROX(eiSymm.eigenvalues(), eiSymmNoEivecs.eigenvalues()); + + // generalized eigen problem Ax = lBx + eiSymmGen.compute(symmC, symmB,Ax_lBx); + VERIFY_IS_EQUAL(eiSymmGen.info(), Success); + VERIFY((symmC.template selfadjointView<Lower>() * eiSymmGen.eigenvectors()).isApprox( + symmB.template selfadjointView<Lower>() * (eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal()), largerEps)); + + // generalized eigen problem BAx = lx + eiSymmGen.compute(symmC, symmB,BAx_lx); + VERIFY_IS_EQUAL(eiSymmGen.info(), Success); + VERIFY((symmB.template selfadjointView<Lower>() * (symmC.template selfadjointView<Lower>() * eiSymmGen.eigenvectors())).isApprox( + (eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal()), largerEps)); + + // generalized eigen problem ABx = lx + eiSymmGen.compute(symmC, symmB,ABx_lx); + VERIFY_IS_EQUAL(eiSymmGen.info(), Success); + VERIFY((symmC.template selfadjointView<Lower>() * (symmB.template selfadjointView<Lower>() * eiSymmGen.eigenvectors())).isApprox( + (eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal()), largerEps)); + + + eiSymm.compute(symmC); + MatrixType sqrtSymmA = eiSymm.operatorSqrt(); + VERIFY_IS_APPROX(MatrixType(symmC.template selfadjointView<Lower>()), sqrtSymmA*sqrtSymmA); + VERIFY_IS_APPROX(sqrtSymmA, symmC.template selfadjointView<Lower>()*eiSymm.operatorInverseSqrt()); + + MatrixType id = MatrixType::Identity(rows, cols); + VERIFY_IS_APPROX(id.template selfadjointView<Lower>().operatorNorm(), RealScalar(1)); + + SelfAdjointEigenSolver<MatrixType> eiSymmUninitialized; + VERIFY_RAISES_ASSERT(eiSymmUninitialized.info()); + VERIFY_RAISES_ASSERT(eiSymmUninitialized.eigenvalues()); + VERIFY_RAISES_ASSERT(eiSymmUninitialized.eigenvectors()); + VERIFY_RAISES_ASSERT(eiSymmUninitialized.operatorSqrt()); + VERIFY_RAISES_ASSERT(eiSymmUninitialized.operatorInverseSqrt()); + + eiSymmUninitialized.compute(symmA, false); + VERIFY_RAISES_ASSERT(eiSymmUninitialized.eigenvectors()); + VERIFY_RAISES_ASSERT(eiSymmUninitialized.operatorSqrt()); + VERIFY_RAISES_ASSERT(eiSymmUninitialized.operatorInverseSqrt()); + + // test Tridiagonalization's methods + Tridiagonalization<MatrixType> tridiag(symmC); + // FIXME tridiag.matrixQ().adjoint() does not work + VERIFY_IS_APPROX(MatrixType(symmC.template selfadjointView<Lower>()), tridiag.matrixQ() * tridiag.matrixT().eval() * MatrixType(tridiag.matrixQ()).adjoint()); + + if (rows > 1) + { + // Test matrix with NaN + symmC(0,0) = std::numeric_limits<typename MatrixType::RealScalar>::quiet_NaN(); + SelfAdjointEigenSolver<MatrixType> eiSymmNaN(symmC); + VERIFY_IS_EQUAL(eiSymmNaN.info(), NoConvergence); + } +} + +void test_eigensolver_selfadjoint() +{ + int s = 0; + for(int i = 0; i < g_repeat; i++) { + // very important to test 3x3 and 2x2 matrices since we provide special paths for them + CALL_SUBTEST_1( selfadjointeigensolver(Matrix2f()) ); + CALL_SUBTEST_1( selfadjointeigensolver(Matrix2d()) ); + CALL_SUBTEST_1( selfadjointeigensolver(Matrix3f()) ); + CALL_SUBTEST_1( selfadjointeigensolver(Matrix3d()) ); + CALL_SUBTEST_2( selfadjointeigensolver(Matrix4d()) ); + s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4); + CALL_SUBTEST_3( selfadjointeigensolver(MatrixXf(s,s)) ); + s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4); + CALL_SUBTEST_4( selfadjointeigensolver(MatrixXd(s,s)) ); + s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4); + CALL_SUBTEST_5( selfadjointeigensolver(MatrixXcd(s,s)) ); + + s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4); + CALL_SUBTEST_9( selfadjointeigensolver(Matrix<std::complex<double>,Dynamic,Dynamic,RowMajor>(s,s)) ); + + // some trivial but implementation-wise tricky cases + CALL_SUBTEST_4( selfadjointeigensolver(MatrixXd(1,1)) ); + CALL_SUBTEST_4( selfadjointeigensolver(MatrixXd(2,2)) ); + CALL_SUBTEST_6( selfadjointeigensolver(Matrix<double,1,1>()) ); + CALL_SUBTEST_7( selfadjointeigensolver(Matrix<double,2,2>()) ); + } + + // Test problem size constructors + s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4); + CALL_SUBTEST_8(SelfAdjointEigenSolver<MatrixXf> tmp1(s)); + CALL_SUBTEST_8(Tridiagonalization<MatrixXf> tmp2(s)); + + TEST_SET_BUT_UNUSED_VARIABLE(s) +} + |