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Diffstat (limited to 'eigen/unsupported/test/matrix_power.cpp')
-rw-r--r-- | eigen/unsupported/test/matrix_power.cpp | 133 |
1 files changed, 133 insertions, 0 deletions
diff --git a/eigen/unsupported/test/matrix_power.cpp b/eigen/unsupported/test/matrix_power.cpp new file mode 100644 index 0000000..b9d513b --- /dev/null +++ b/eigen/unsupported/test/matrix_power.cpp @@ -0,0 +1,133 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net> +// +// 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 "matrix_functions.h" + +template <typename MatrixType, int IsComplex = NumTraits<typename MatrixType::Scalar>::IsComplex> +struct generateTriangularMatrix; + +// for real matrices, make sure none of the eigenvalues are negative +template <typename MatrixType> +struct generateTriangularMatrix<MatrixType,0> +{ + static void run(MatrixType& result, typename MatrixType::Index size) + { + result.resize(size, size); + result.template triangularView<Upper>() = MatrixType::Random(size, size); + for (typename MatrixType::Index i = 0; i < size; ++i) + result.coeffRef(i,i) = std::abs(result.coeff(i,i)); + } +}; + +// for complex matrices, any matrix is fine +template <typename MatrixType> +struct generateTriangularMatrix<MatrixType,1> +{ + static void run(MatrixType& result, typename MatrixType::Index size) + { + result.resize(size, size); + result.template triangularView<Upper>() = MatrixType::Random(size, size); + } +}; + +template<typename T> +void test2dRotation(double tol) +{ + Matrix<T,2,2> A, B, C; + T angle, c, s; + + A << 0, 1, -1, 0; + MatrixPower<Matrix<T,2,2> > Apow(A); + + for (int i=0; i<=20; ++i) { + angle = pow(10, (i-10) / 5.); + c = std::cos(angle); + s = std::sin(angle); + B << c, s, -s, c; + + C = Apow(std::ldexp(angle,1) / M_PI); + std::cout << "test2dRotation: i = " << i << " error powerm = " << relerr(C,B) << '\n'; + VERIFY(C.isApprox(B, static_cast<T>(tol))); + } +} + +template<typename T> +void test2dHyperbolicRotation(double tol) +{ + Matrix<std::complex<T>,2,2> A, B, C; + T angle, ch = std::cosh((T)1); + std::complex<T> ish(0, std::sinh((T)1)); + + A << ch, ish, -ish, ch; + MatrixPower<Matrix<std::complex<T>,2,2> > Apow(A); + + for (int i=0; i<=20; ++i) { + angle = std::ldexp(static_cast<T>(i-10), -1); + ch = std::cosh(angle); + ish = std::complex<T>(0, std::sinh(angle)); + B << ch, ish, -ish, ch; + + C = Apow(angle); + std::cout << "test2dHyperbolicRotation: i = " << i << " error powerm = " << relerr(C,B) << '\n'; + VERIFY(C.isApprox(B, static_cast<T>(tol))); + } +} + +template<typename MatrixType> +void testExponentLaws(const MatrixType& m, double tol) +{ + typedef typename MatrixType::RealScalar RealScalar; + MatrixType m1, m2, m3, m4, m5; + RealScalar x, y; + + for (int i=0; i < g_repeat; ++i) { + generateTestMatrix<MatrixType>::run(m1, m.rows()); + MatrixPower<MatrixType> mpow(m1); + + x = internal::random<RealScalar>(); + y = internal::random<RealScalar>(); + m2 = mpow(x); + m3 = mpow(y); + + m4 = mpow(x+y); + m5.noalias() = m2 * m3; + VERIFY(m4.isApprox(m5, static_cast<RealScalar>(tol))); + + m4 = mpow(x*y); + m5 = m2.pow(y); + VERIFY(m4.isApprox(m5, static_cast<RealScalar>(tol))); + + m4 = (std::abs(x) * m1).pow(y); + m5 = std::pow(std::abs(x), y) * m3; + VERIFY(m4.isApprox(m5, static_cast<RealScalar>(tol))); + } +} + +typedef Matrix<double,3,3,RowMajor> Matrix3dRowMajor; +typedef Matrix<long double,Dynamic,Dynamic> MatrixXe; + +void test_matrix_power() +{ + CALL_SUBTEST_2(test2dRotation<double>(1e-13)); + CALL_SUBTEST_1(test2dRotation<float>(2e-5)); // was 1e-5, relaxed for clang 2.8 / linux / x86-64 + CALL_SUBTEST_9(test2dRotation<long double>(1e-13)); + CALL_SUBTEST_2(test2dHyperbolicRotation<double>(1e-14)); + CALL_SUBTEST_1(test2dHyperbolicRotation<float>(1e-5)); + CALL_SUBTEST_9(test2dHyperbolicRotation<long double>(1e-14)); + + CALL_SUBTEST_2(testExponentLaws(Matrix2d(), 1e-13)); + CALL_SUBTEST_7(testExponentLaws(Matrix3dRowMajor(), 1e-13)); + CALL_SUBTEST_3(testExponentLaws(Matrix4cd(), 1e-13)); + CALL_SUBTEST_4(testExponentLaws(MatrixXd(8,8), 2e-12)); + CALL_SUBTEST_1(testExponentLaws(Matrix2f(), 1e-4)); + CALL_SUBTEST_5(testExponentLaws(Matrix3cf(), 1e-4)); + CALL_SUBTEST_8(testExponentLaws(Matrix4f(), 1e-4)); + CALL_SUBTEST_6(testExponentLaws(MatrixXf(2,2), 1e-3)); // see bug 614 + CALL_SUBTEST_9(testExponentLaws(MatrixXe(7,7), 1e-13)); +} |