// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009-2010 Benoit Jacob // // 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 template void householder(const MatrixType& m) { static bool even = true; even = !even; /* this test covers the following files: Householder.h */ Index rows = m.rows(); Index cols = m.cols(); typedef typename MatrixType::Scalar Scalar; typedef typename NumTraits::Real RealScalar; typedef Matrix VectorType; typedef Matrix::ret, 1> EssentialVectorType; typedef Matrix SquareMatrixType; typedef Matrix HBlockMatrixType; typedef Matrix HCoeffsVectorType; typedef Matrix TMatrixType; Matrix _tmp((std::max)(rows, cols)); Scalar* tmp = &_tmp.coeffRef(0, 0); Scalar beta; RealScalar alpha; EssentialVectorType essential; VectorType v1 = VectorType::Random(rows), v2; v2 = v1; v1.makeHouseholder(essential, beta, alpha); v1.applyHouseholderOnTheLeft(essential, beta, tmp); VERIFY_IS_APPROX(v1.norm(), v2.norm()); if (rows >= 2) VERIFY_IS_MUCH_SMALLER_THAN(v1.tail(rows - 1).norm(), v1.norm()); v1 = VectorType::Random(rows); v2 = v1; v1.applyHouseholderOnTheLeft(essential, beta, tmp); VERIFY_IS_APPROX(v1.norm(), v2.norm()); // reconstruct householder matrix: SquareMatrixType id, H1, H2; id.setIdentity(rows, rows); H1 = H2 = id; VectorType vv(rows); vv << Scalar(1), essential; H1.applyHouseholderOnTheLeft(essential, beta, tmp); H2.applyHouseholderOnTheRight(essential, beta, tmp); VERIFY_IS_APPROX(H1, H2); VERIFY_IS_APPROX(H1, id - beta * vv * vv.adjoint()); MatrixType m1(rows, cols), m2(rows, cols); v1 = VectorType::Random(rows); if (even) v1.tail(rows - 1).setZero(); m1.colwise() = v1; m2 = m1; m1.col(0).makeHouseholder(essential, beta, alpha); m1.applyHouseholderOnTheLeft(essential, beta, tmp); VERIFY_IS_APPROX(m1.norm(), m2.norm()); if (rows >= 2) VERIFY_IS_MUCH_SMALLER_THAN(m1.block(1, 0, rows - 1, cols).norm(), m1.norm()); VERIFY_IS_MUCH_SMALLER_THAN(numext::imag(m1(0, 0)), numext::real(m1(0, 0))); VERIFY_IS_APPROX(numext::real(m1(0, 0)), alpha); v1 = VectorType::Random(rows); if (even) v1.tail(rows - 1).setZero(); SquareMatrixType m3(rows, rows), m4(rows, rows); m3.rowwise() = v1.transpose(); m4 = m3; m3.row(0).makeHouseholder(essential, beta, alpha); m3.applyHouseholderOnTheRight(essential.conjugate(), beta, tmp); VERIFY_IS_APPROX(m3.norm(), m4.norm()); if (rows >= 2) VERIFY_IS_MUCH_SMALLER_THAN(m3.block(0, 1, rows, rows - 1).norm(), m3.norm()); VERIFY_IS_MUCH_SMALLER_THAN(numext::imag(m3(0, 0)), numext::real(m3(0, 0))); VERIFY_IS_APPROX(numext::real(m3(0, 0)), alpha); // test householder sequence on the left with a shift Index shift = internal::random(0, std::max(rows - 2, 0)); Index brows = rows - shift; m1.setRandom(rows, cols); HBlockMatrixType hbm = m1.block(shift, 0, brows, cols); HouseholderQR qr(hbm); m2 = m1; m2.block(shift, 0, brows, cols) = qr.matrixQR(); HCoeffsVectorType hc = qr.hCoeffs().conjugate(); HouseholderSequence hseq(m2, hc); hseq.setLength(hc.size()).setShift(shift); VERIFY(hseq.length() == hc.size()); VERIFY(hseq.shift() == shift); MatrixType m5 = m2; m5.block(shift, 0, brows, cols).template triangularView().setZero(); VERIFY_IS_APPROX(hseq * m5, m1); // test applying hseq directly m3 = hseq; VERIFY_IS_APPROX(m3 * m5, m1); // test evaluating hseq to a dense matrix, then applying SquareMatrixType hseq_mat = hseq; SquareMatrixType hseq_mat_conj = hseq.conjugate(); SquareMatrixType hseq_mat_adj = hseq.adjoint(); SquareMatrixType hseq_mat_trans = hseq.transpose(); SquareMatrixType m6 = SquareMatrixType::Random(rows, rows); VERIFY_IS_APPROX(hseq_mat.adjoint(), hseq_mat_adj); VERIFY_IS_APPROX(hseq_mat.conjugate(), hseq_mat_conj); VERIFY_IS_APPROX(hseq_mat.transpose(), hseq_mat_trans); VERIFY_IS_APPROX(hseq * m6, hseq_mat * m6); VERIFY_IS_APPROX(hseq.adjoint() * m6, hseq_mat_adj * m6); VERIFY_IS_APPROX(hseq.conjugate() * m6, hseq_mat_conj * m6); VERIFY_IS_APPROX(hseq.transpose() * m6, hseq_mat_trans * m6); VERIFY_IS_APPROX(m6 * hseq, m6 * hseq_mat); VERIFY_IS_APPROX(m6 * hseq.adjoint(), m6 * hseq_mat_adj); VERIFY_IS_APPROX(m6 * hseq.conjugate(), m6 * hseq_mat_conj); VERIFY_IS_APPROX(m6 * hseq.transpose(), m6 * hseq_mat_trans); // test householder sequence on the right with a shift TMatrixType tm2 = m2.transpose(); HouseholderSequence rhseq(tm2, hc); rhseq.setLength(hc.size()).setShift(shift); VERIFY_IS_APPROX(rhseq * m5, m1); // test applying rhseq directly m3 = rhseq; VERIFY_IS_APPROX(m3 * m5, m1); // test evaluating rhseq to a dense matrix, then applying } template void householder_update(const MatrixType& m) { // This test is covering the internal::householder_qr_inplace_update function. // At time of writing, there is not public API that exposes this update behavior directly, // so we are testing the internal implementation. const Index rows = m.rows(); const Index cols = m.cols(); typedef typename MatrixType::Scalar Scalar; typedef Matrix VectorType; typedef Matrix HCoeffsVectorType; typedef Matrix MatrixX; typedef Matrix VectorX; VectorX tmpOwner(cols); Scalar* tmp = tmpOwner.data(); // The matrix to factorize. const MatrixType A = MatrixType::Random(rows, cols); // matQR and hCoeffs will hold the factorization of A, // built by a sequence of calls to `update`. MatrixType matQR(rows, cols); HCoeffsVectorType hCoeffs(cols); // householder_qr_inplace_update should be able to build a QR factorization one column at a time. // We verify this by starting with an empty factorization and 'updating' one column at a time. // After each call to update, we should have a QR factorization of the columns presented so far. const Index size = (std::min)(rows, cols); // QR can only go up to 'size' b/c that's full rank. for (Index k = 0; k != size; ++k) { // Make a copy of the column to prevent any possibility of 'leaking' other parts of A. const VectorType newColumn = A.col(k); internal::householder_qr_inplace_update(matQR, hCoeffs, newColumn, k, tmp); // Verify Property: // matQR.leftCols(k+1) and hCoeffs.head(k+1) hold // a QR factorization of A.leftCols(k+1). // This is the fundamental guarantee of householder_qr_inplace_update. { const MatrixX matQR_k = matQR.leftCols(k + 1); const VectorX hCoeffs_k = hCoeffs.head(k + 1); MatrixX R = matQR_k.template triangularView(); MatrixX QxR = householderSequence(matQR_k, hCoeffs_k.conjugate()) * R; VERIFY_IS_APPROX(QxR, A.leftCols(k + 1)); } // Verify Property: // A sequence of calls to 'householder_qr_inplace_update' // should produce the same result as 'householder_qr_inplace_unblocked'. // This is a property of the current implementation. // If these implementations diverge in the future, // then simply delete the test of this property. { MatrixX QR_at_once = A.leftCols(k + 1); VectorX hCoeffs_at_once(k + 1); internal::householder_qr_inplace_unblocked(QR_at_once, hCoeffs_at_once, tmp); VERIFY_IS_APPROX(QR_at_once, matQR.leftCols(k + 1)); VERIFY_IS_APPROX(hCoeffs_at_once, hCoeffs.head(k + 1)); } } // Verify Property: // We can go back and update any column to have a new value, // and get a QR factorization of the columns up to that one. { const Index k = internal::random(0, size - 1); VectorType newColumn = VectorType::Random(rows); internal::householder_qr_inplace_update(matQR, hCoeffs, newColumn, k, tmp); const MatrixX matQR_k = matQR.leftCols(k + 1); const VectorX hCoeffs_k = hCoeffs.head(k + 1); MatrixX R = matQR_k.template triangularView(); MatrixX QxR = householderSequence(matQR_k, hCoeffs_k.conjugate()) * R; VERIFY_IS_APPROX(QxR.leftCols(k), A.leftCols(k)); VERIFY_IS_APPROX(QxR.col(k), newColumn); } } EIGEN_DECLARE_TEST(householder) { for (int i = 0; i < g_repeat; i++) { CALL_SUBTEST_1(householder(Matrix())); CALL_SUBTEST_2(householder(Matrix())); CALL_SUBTEST_3(householder(Matrix())); CALL_SUBTEST_4(householder(Matrix())); CALL_SUBTEST_5(householder( MatrixXd(internal::random(1, EIGEN_TEST_MAX_SIZE), internal::random(1, EIGEN_TEST_MAX_SIZE)))); CALL_SUBTEST_6(householder( MatrixXcf(internal::random(1, EIGEN_TEST_MAX_SIZE), internal::random(1, EIGEN_TEST_MAX_SIZE)))); CALL_SUBTEST_7(householder( MatrixXf(internal::random(1, EIGEN_TEST_MAX_SIZE), internal::random(1, EIGEN_TEST_MAX_SIZE)))); CALL_SUBTEST_8(householder(Matrix())); CALL_SUBTEST_9(householder_update(Matrix())); CALL_SUBTEST_9(householder_update(Matrix())); CALL_SUBTEST_9(householder_update( MatrixXcf(internal::random(1, EIGEN_TEST_MAX_SIZE), internal::random(1, EIGEN_TEST_MAX_SIZE)))); } }