diff options
Diffstat (limited to 'eigen/test/qr_colpivoting.cpp')
-rw-r--r-- | eigen/test/qr_colpivoting.cpp | 150 |
1 files changed, 150 insertions, 0 deletions
diff --git a/eigen/test/qr_colpivoting.cpp b/eigen/test/qr_colpivoting.cpp new file mode 100644 index 0000000..eb3feac --- /dev/null +++ b/eigen/test/qr_colpivoting.cpp @@ -0,0 +1,150 @@ +// 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>(2,EIGEN_TEST_MAX_SIZE), cols = internal::random<Index>(2,EIGEN_TEST_MAX_SIZE), cols2 = internal::random<Index>(2,EIGEN_TEST_MAX_SIZE); + 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); + ColPivHouseholderQR<MatrixType> qr(m1); + VERIFY(rank == qr.rank()); + VERIFY(cols - qr.rank() == qr.dimensionOfKernel()); + VERIFY(!qr.isInjective()); + VERIFY(!qr.isInvertible()); + VERIFY(!qr.isSurjective()); + + MatrixQType q = qr.householderQ(); + VERIFY_IS_UNITARY(q); + + MatrixType r = qr.matrixQR().template triangularView<Upper>(); + MatrixType c = q * 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, int Cols2> void qr_fixedsize() +{ + enum { Rows = MatrixType::RowsAtCompileTime, Cols = MatrixType::ColsAtCompileTime }; + typedef typename MatrixType::Scalar Scalar; + int rank = internal::random<int>(1, (std::min)(int(Rows), int(Cols))-1); + Matrix<Scalar,Rows,Cols> m1; + createRandomPIMatrixOfRank(rank,Rows,Cols,m1); + ColPivHouseholderQR<Matrix<Scalar,Rows,Cols> > qr(m1); + VERIFY(rank == qr.rank()); + VERIFY(Cols - qr.rank() == qr.dimensionOfKernel()); + VERIFY(qr.isInjective() == (rank == Rows)); + VERIFY(qr.isSurjective() == (rank == Cols)); + VERIFY(qr.isInvertible() == (qr.isInjective() && qr.isSurjective())); + + Matrix<Scalar,Rows,Cols> r = qr.matrixQR().template triangularView<Upper>(); + Matrix<Scalar,Rows,Cols> c = qr.householderQ() * r * qr.colsPermutation().inverse(); + VERIFY_IS_APPROX(m1, c); + + Matrix<Scalar,Cols,Cols2> m2 = Matrix<Scalar,Cols,Cols2>::Random(Cols,Cols2); + Matrix<Scalar,Rows,Cols2> m3 = m1*m2; + m2 = Matrix<Scalar,Cols,Cols2>::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(); + } + + ColPivHouseholderQR<MatrixType> qr(m1); + 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.householderQ(); // 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; + + ColPivHouseholderQR<MatrixType> qr; + VERIFY_RAISES_ASSERT(qr.matrixQR()) + VERIFY_RAISES_ASSERT(qr.solve(tmp)) + VERIFY_RAISES_ASSERT(qr.householderQ()) + 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_colpivoting() +{ + for(int i = 0; i < g_repeat; i++) { + CALL_SUBTEST_1( qr<MatrixXf>() ); + CALL_SUBTEST_2( qr<MatrixXd>() ); + CALL_SUBTEST_3( qr<MatrixXcd>() ); + CALL_SUBTEST_4(( qr_fixedsize<Matrix<float,3,5>, 4 >() )); + CALL_SUBTEST_5(( qr_fixedsize<Matrix<double,6,2>, 3 >() )); + CALL_SUBTEST_5(( qr_fixedsize<Matrix<double,1,1>, 1 >() )); + } + + for(int i = 0; i < g_repeat; i++) { + CALL_SUBTEST_1( qr_invertible<MatrixXf>() ); + CALL_SUBTEST_2( qr_invertible<MatrixXd>() ); + CALL_SUBTEST_6( qr_invertible<MatrixXcf>() ); + CALL_SUBTEST_3( qr_invertible<MatrixXcd>() ); + } + + CALL_SUBTEST_7(qr_verify_assert<Matrix3f>()); + CALL_SUBTEST_8(qr_verify_assert<Matrix3d>()); + CALL_SUBTEST_1(qr_verify_assert<MatrixXf>()); + CALL_SUBTEST_2(qr_verify_assert<MatrixXd>()); + CALL_SUBTEST_6(qr_verify_assert<MatrixXcf>()); + CALL_SUBTEST_3(qr_verify_assert<MatrixXcd>()); + + // Test problem size constructors + CALL_SUBTEST_9(ColPivHouseholderQR<MatrixXf>(10, 20)); +} |