1 files changed, 112 insertions, 0 deletions
diff --git a/eigen/test/schur_real.cpp b/eigen/test/schur_real.cpp
new file mode 100644
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+++ b/eigen/test/schur_real.cpp
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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010,2012 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 verifyIsQuasiTriangular(const MatrixType& T)
+{
+  typedef typename MatrixType::Index Index;
+
+  const Index size = T.cols();
+  typedef typename MatrixType::Scalar Scalar;
+
+  // Check T is lower Hessenberg
+  for(int row = 2; row < size; ++row) {
+    for(int col = 0; col < row - 1; ++col) {
+      VERIFY(T(row,col) == Scalar(0));
+    }
+  }
+
+  // Check that any non-zero on the subdiagonal is followed by a zero and is
+  // part of a 2x2 diagonal block with imaginary eigenvalues.
+  for(int row = 1; row < size; ++row) {
+    if (T(row,row-1) != Scalar(0)) {
+      VERIFY(row == size-1 || T(row+1,row) == 0);
+      Scalar tr = T(row-1,row-1) + T(row,row);
+      Scalar det = T(row-1,row-1) * T(row,row) - T(row-1,row) * T(row,row-1);
+      VERIFY(4 * det > tr * tr);
+    }
+  }
+}
+
+template<typename MatrixType> void schur(int size = MatrixType::ColsAtCompileTime)
+{
+  // Test basic functionality: T is quasi-triangular and A = U T U*
+  for(int counter = 0; counter < g_repeat; ++counter) {
+    MatrixType A = MatrixType::Random(size, size);
+    RealSchur<MatrixType> schurOfA(A);
+    VERIFY_IS_EQUAL(schurOfA.info(), Success);
+    MatrixType U = schurOfA.matrixU();
+    MatrixType T = schurOfA.matrixT();
+    verifyIsQuasiTriangular(T);
+    VERIFY_IS_APPROX(A, U * T * U.transpose());
+  }
+
+  // Test asserts when not initialized
+  RealSchur<MatrixType> rsUninitialized;
+  VERIFY_RAISES_ASSERT(rsUninitialized.matrixT());
+  VERIFY_RAISES_ASSERT(rsUninitialized.matrixU());
+  VERIFY_RAISES_ASSERT(rsUninitialized.info());
+  
+  // Test whether compute() and constructor returns same result
+  MatrixType A = MatrixType::Random(size, size);
+  RealSchur<MatrixType> rs1;
+  rs1.compute(A);
+  RealSchur<MatrixType> rs2(A);
+  VERIFY_IS_EQUAL(rs1.info(), Success);
+  VERIFY_IS_EQUAL(rs2.info(), Success);
+  VERIFY_IS_EQUAL(rs1.matrixT(), rs2.matrixT());
+  VERIFY_IS_EQUAL(rs1.matrixU(), rs2.matrixU());
+
+  // Test maximum number of iterations
+  RealSchur<MatrixType> rs3;
+  rs3.setMaxIterations(RealSchur<MatrixType>::m_maxIterationsPerRow * size).compute(A);
+  VERIFY_IS_EQUAL(rs3.info(), Success);
+  VERIFY_IS_EQUAL(rs3.matrixT(), rs1.matrixT());
+  VERIFY_IS_EQUAL(rs3.matrixU(), rs1.matrixU());
+  if (size > 2) {
+    rs3.setMaxIterations(1).compute(A);
+    VERIFY_IS_EQUAL(rs3.info(), NoConvergence);
+    VERIFY_IS_EQUAL(rs3.getMaxIterations(), 1);
+  }
+
+  MatrixType Atriangular = A;
+  Atriangular.template triangularView<StrictlyLower>().setZero(); 
+  rs3.setMaxIterations(1).compute(Atriangular); // triangular matrices do not need any iterations
+  VERIFY_IS_EQUAL(rs3.info(), Success);
+  VERIFY_IS_EQUAL(rs3.matrixT(), Atriangular);
+  VERIFY_IS_EQUAL(rs3.matrixU(), MatrixType::Identity(size, size));
+
+  // Test computation of only T, not U
+  RealSchur<MatrixType> rsOnlyT(A, false);
+  VERIFY_IS_EQUAL(rsOnlyT.info(), Success);
+  VERIFY_IS_EQUAL(rs1.matrixT(), rsOnlyT.matrixT());
+  VERIFY_RAISES_ASSERT(rsOnlyT.matrixU());
+
+  if (size > 2)
+  {
+    // Test matrix with NaN
+    A(0,0) = std::numeric_limits<typename MatrixType::Scalar>::quiet_NaN();
+    RealSchur<MatrixType> rsNaN(A);
+    VERIFY_IS_EQUAL(rsNaN.info(), NoConvergence);
+  }
+}
+
+void test_schur_real()
+{
+  CALL_SUBTEST_1(( schur<Matrix4f>() ));
+  CALL_SUBTEST_2(( schur<MatrixXd>(internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4)) ));
+  CALL_SUBTEST_3(( schur<Matrix<float, 1, 1> >() ));
+  CALL_SUBTEST_4(( schur<Matrix<double, 3, 3, Eigen::RowMajor> >() ));
+
+  // Test problem size constructors
+  CALL_SUBTEST_5(RealSchur<MatrixXf>(10));
+}