1 files changed, 198 insertions, 0 deletions
diff --git a/eigen/unsupported/test/jacobisvd.cpp b/eigen/unsupported/test/jacobisvd.cpp
new file mode 100644
index 0000000..b4e884e
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+++ b/eigen/unsupported/test/jacobisvd.cpp
@@ -0,0 +1,198 @@
+// 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 "svd_common.h"
+
+template<typename MatrixType, int QRPreconditioner>
+void jacobisvd_check_full(const MatrixType& m, const JacobiSVD<MatrixType, QRPreconditioner>& svd)
+{
+  svd_check_full<MatrixType, JacobiSVD<MatrixType, QRPreconditioner > >(m, svd);
+}
+
+template<typename MatrixType, int QRPreconditioner>
+void jacobisvd_compare_to_full(const MatrixType& m,
+                               unsigned int computationOptions,
+                               const JacobiSVD<MatrixType, QRPreconditioner>& referenceSvd)
+{
+  svd_compare_to_full<MatrixType, JacobiSVD<MatrixType, QRPreconditioner> >(m, computationOptions, referenceSvd);
+}
+
+
+template<typename MatrixType, int QRPreconditioner>
+void jacobisvd_solve(const MatrixType& m, unsigned int computationOptions)
+{
+  svd_solve< MatrixType, JacobiSVD< MatrixType, QRPreconditioner > >(m, computationOptions);
+}
+
+
+
+template<typename MatrixType, int QRPreconditioner>
+void jacobisvd_test_all_computation_options(const MatrixType& m)
+{
+  
+  if (QRPreconditioner == NoQRPreconditioner && m.rows() != m.cols())
+    return;
+
+  JacobiSVD< MatrixType, QRPreconditioner > fullSvd(m, ComputeFullU|ComputeFullV);
+  svd_test_computation_options_1< MatrixType, JacobiSVD< MatrixType, QRPreconditioner > >(m, fullSvd);
+
+  if(QRPreconditioner == FullPivHouseholderQRPreconditioner)
+    return;
+  svd_test_computation_options_2< MatrixType, JacobiSVD< MatrixType, QRPreconditioner > >(m, fullSvd);
+
+}
+
+template<typename MatrixType>
+void jacobisvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
+{
+  MatrixType m = pickrandom ? MatrixType::Random(a.rows(), a.cols()) : a;
+
+  jacobisvd_test_all_computation_options<MatrixType, FullPivHouseholderQRPreconditioner>(m);
+  jacobisvd_test_all_computation_options<MatrixType, ColPivHouseholderQRPreconditioner>(m);
+  jacobisvd_test_all_computation_options<MatrixType, HouseholderQRPreconditioner>(m);
+  jacobisvd_test_all_computation_options<MatrixType, NoQRPreconditioner>(m);
+}
+
+
+template<typename MatrixType> 
+void jacobisvd_verify_assert(const MatrixType& m)
+{
+  
+  svd_verify_assert<MatrixType, JacobiSVD< MatrixType > >(m);
+
+  typedef typename MatrixType::Index Index;
+  Index rows = m.rows();
+  Index cols = m.cols();
+
+  enum {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime
+  };
+
+  MatrixType a = MatrixType::Zero(rows, cols);
+  a.setZero();
+
+  if (ColsAtCompileTime == Dynamic)
+  {
+    JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> svd_fullqr;
+    VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeFullU|ComputeThinV))
+    VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeThinV))
+    VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeFullV))
+  }
+}
+
+template<typename MatrixType>
+void jacobisvd_method()
+{
+  enum { Size = MatrixType::RowsAtCompileTime };
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef Matrix<RealScalar, Size, 1> RealVecType;
+  MatrixType m = MatrixType::Identity();
+  VERIFY_IS_APPROX(m.jacobiSvd().singularValues(), RealVecType::Ones());
+  VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixU());
+  VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixV());
+  VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).solve(m), m);
+}
+
+
+
+template<typename MatrixType>
+void jacobisvd_inf_nan()
+{
+  svd_inf_nan<MatrixType, JacobiSVD< MatrixType > >();
+}
+
+
+// Regression test for bug 286: JacobiSVD loops indefinitely with some
+// matrices containing denormal numbers.
+void jacobisvd_bug286()
+{
+#if defined __INTEL_COMPILER
+// shut up warning #239: floating point underflow
+#pragma warning push
+#pragma warning disable 239
+#endif
+  Matrix2d M;
+  M << -7.90884e-313, -4.94e-324,
+                 0, 5.60844e-313;
+#if defined __INTEL_COMPILER
+#pragma warning pop
+#endif
+  JacobiSVD<Matrix2d> svd;
+  svd.compute(M); // just check we don't loop indefinitely
+}
+
+
+void jacobisvd_preallocate()
+{
+  svd_preallocate< JacobiSVD <MatrixXf> >();
+}
+
+void test_jacobisvd()
+{
+  CALL_SUBTEST_11(( jacobisvd<Matrix<double,Dynamic,Dynamic> >
+		    (Matrix<double,Dynamic,Dynamic>(16, 6)) ));
+
+  CALL_SUBTEST_3(( jacobisvd_verify_assert(Matrix3f()) ));
+  CALL_SUBTEST_4(( jacobisvd_verify_assert(Matrix4d()) ));
+  CALL_SUBTEST_7(( jacobisvd_verify_assert(MatrixXf(10,12)) ));
+  CALL_SUBTEST_8(( jacobisvd_verify_assert(MatrixXcd(7,5)) ));
+
+  for(int i = 0; i < g_repeat; i++) {
+    Matrix2cd m;
+    m << 0, 1,
+         0, 1;
+    CALL_SUBTEST_1(( jacobisvd(m, false) ));
+    m << 1, 0,
+         1, 0;
+    CALL_SUBTEST_1(( jacobisvd(m, false) ));
+
+    Matrix2d n;
+    n << 0, 0,
+         0, 0;
+    CALL_SUBTEST_2(( jacobisvd(n, false) ));
+    n << 0, 0,
+         0, 1;
+    CALL_SUBTEST_2(( jacobisvd(n, false) ));
+    
+    CALL_SUBTEST_3(( jacobisvd<Matrix3f>() ));
+    CALL_SUBTEST_4(( jacobisvd<Matrix4d>() ));
+    CALL_SUBTEST_5(( jacobisvd<Matrix<float,3,5> >() ));
+    CALL_SUBTEST_6(( jacobisvd<Matrix<double,Dynamic,2> >(Matrix<double,Dynamic,2>(10,2)) ));
+
+    int r = internal::random<int>(1, 30),
+        c = internal::random<int>(1, 30);
+    CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(r,c)) ));
+    CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(r,c)) ));
+    (void) r;
+    (void) c;
+
+    // Test on inf/nan matrix
+    CALL_SUBTEST_7( jacobisvd_inf_nan<MatrixXf>() );
+  }
+
+  CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) ));
+  CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3))) ));
+
+
+  // test matrixbase method
+  CALL_SUBTEST_1(( jacobisvd_method<Matrix2cd>() ));
+  CALL_SUBTEST_3(( jacobisvd_method<Matrix3f>() ));
+
+
+  // Test problem size constructors
+  CALL_SUBTEST_7( JacobiSVD<MatrixXf>(10,10) );
+
+  // Check that preallocation avoids subsequent mallocs
+  CALL_SUBTEST_9( jacobisvd_preallocate() );
+
+  // Regression check for bug 286
+  CALL_SUBTEST_2( jacobisvd_bug286() );
+}