// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009-2014 Gael Guennebaud // // 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" template EIGEN_DONT_INLINE T copy(const T& x) { return x; } template void stable_norm(const MatrixType& m) { /* this test covers the following files: StableNorm.h */ using std::abs; using std::sqrt; typedef typename MatrixType::Scalar Scalar; typedef typename NumTraits::Real RealScalar; bool complex_real_product_ok = true; // Check the basic machine-dependent constants. { int ibeta, it, iemin, iemax; ibeta = std::numeric_limits::radix; // base for floating-point numbers it = std::numeric_limits::digits; // number of base-beta digits in mantissa iemin = std::numeric_limits::min_exponent; // minimum exponent iemax = std::numeric_limits::max_exponent; // maximum exponent VERIFY((!(iemin > 1 - 2 * it || 1 + it > iemax || (it == 2 && ibeta < 5) || (it <= 4 && ibeta <= 3) || it < 2)) && "the stable norm algorithm cannot be guaranteed on this computer"); Scalar inf = std::numeric_limits::infinity(); if (NumTraits::IsComplex && (numext::isnan)(inf * RealScalar(1))) { complex_real_product_ok = false; static bool first = true; if (first) std::cerr << "WARNING: compiler mess up complex*real product, " << inf << " * " << 1.0 << " = " << inf * RealScalar(1) << std::endl; first = false; } } Index rows = m.rows(); Index cols = m.cols(); // get a non-zero random factor Scalar factor = internal::random(); while (numext::abs2(factor) < RealScalar(1e-4)) factor = internal::random(); Scalar big = factor * ((std::numeric_limits::max)() * RealScalar(1e-4)); factor = internal::random(); while (numext::abs2(factor) < RealScalar(1e-4)) factor = internal::random(); Scalar small = factor * ((std::numeric_limits::min)() * RealScalar(1e4)); Scalar one(1); MatrixType vzero = MatrixType::Zero(rows, cols), vrand = MatrixType::Random(rows, cols), vbig(rows, cols), vsmall(rows, cols); vbig.fill(big); vsmall.fill(small); VERIFY_IS_MUCH_SMALLER_THAN(vzero.norm(), static_cast(1)); VERIFY_IS_APPROX(vrand.stableNorm(), vrand.norm()); VERIFY_IS_APPROX(vrand.blueNorm(), vrand.norm()); VERIFY_IS_APPROX(vrand.hypotNorm(), vrand.norm()); // test with expressions as input VERIFY_IS_APPROX((one * vrand).stableNorm(), vrand.norm()); VERIFY_IS_APPROX((one * vrand).blueNorm(), vrand.norm()); VERIFY_IS_APPROX((one * vrand).hypotNorm(), vrand.norm()); VERIFY_IS_APPROX((one * vrand + one * vrand - one * vrand).stableNorm(), vrand.norm()); VERIFY_IS_APPROX((one * vrand + one * vrand - one * vrand).blueNorm(), vrand.norm()); VERIFY_IS_APPROX((one * vrand + one * vrand - one * vrand).hypotNorm(), vrand.norm()); RealScalar size = static_cast(m.size()); // test numext::isfinite VERIFY(!(numext::isfinite)(std::numeric_limits::infinity())); VERIFY(!(numext::isfinite)(sqrt(-abs(big)))); // test overflow VERIFY((numext::isfinite)(sqrt(size) * abs(big))); VERIFY_IS_NOT_APPROX(sqrt(copy(vbig.squaredNorm())), abs(sqrt(size) * big)); // here the default norm must fail VERIFY_IS_APPROX(vbig.stableNorm(), sqrt(size) * abs(big)); VERIFY_IS_APPROX(vbig.blueNorm(), sqrt(size) * abs(big)); VERIFY_IS_APPROX(vbig.hypotNorm(), sqrt(size) * abs(big)); // test underflow VERIFY((numext::isfinite)(sqrt(size) * abs(small))); VERIFY_IS_NOT_APPROX(sqrt(copy(vsmall.squaredNorm())), abs(sqrt(size) * small)); // here the default norm must fail VERIFY_IS_APPROX(vsmall.stableNorm(), sqrt(size) * abs(small)); VERIFY_IS_APPROX(vsmall.blueNorm(), sqrt(size) * abs(small)); VERIFY_IS_APPROX(vsmall.hypotNorm(), sqrt(size) * abs(small)); // Test compilation of cwise() version VERIFY_IS_APPROX(vrand.colwise().stableNorm(), vrand.colwise().norm()); VERIFY_IS_APPROX(vrand.colwise().blueNorm(), vrand.colwise().norm()); VERIFY_IS_APPROX(vrand.colwise().hypotNorm(), vrand.colwise().norm()); VERIFY_IS_APPROX(vrand.rowwise().stableNorm(), vrand.rowwise().norm()); VERIFY_IS_APPROX(vrand.rowwise().blueNorm(), vrand.rowwise().norm()); VERIFY_IS_APPROX(vrand.rowwise().hypotNorm(), vrand.rowwise().norm()); // test NaN, +inf, -inf MatrixType v; Index i = internal::random(0, rows - 1); Index j = internal::random(0, cols - 1); // NaN { v = vrand; v(i, j) = std::numeric_limits::quiet_NaN(); VERIFY(!(numext::isfinite)(v.squaredNorm())); VERIFY((numext::isnan)(v.squaredNorm())); VERIFY(!(numext::isfinite)(v.norm())); VERIFY((numext::isnan)(v.norm())); VERIFY(!(numext::isfinite)(v.stableNorm())); VERIFY((numext::isnan)(v.stableNorm())); VERIFY(!(numext::isfinite)(v.blueNorm())); VERIFY((numext::isnan)(v.blueNorm())); VERIFY(!(numext::isfinite)(v.hypotNorm())); VERIFY((numext::isnan)(v.hypotNorm())); } // +inf { v = vrand; v(i, j) = std::numeric_limits::infinity(); VERIFY(!(numext::isfinite)(v.squaredNorm())); VERIFY(isPlusInf(v.squaredNorm())); VERIFY(!(numext::isfinite)(v.norm())); VERIFY(isPlusInf(v.norm())); VERIFY(!(numext::isfinite)(v.stableNorm())); if (complex_real_product_ok) { VERIFY(isPlusInf(v.stableNorm())); } VERIFY(!(numext::isfinite)(v.blueNorm())); VERIFY(isPlusInf(v.blueNorm())); VERIFY(!(numext::isfinite)(v.hypotNorm())); VERIFY(isPlusInf(v.hypotNorm())); } // -inf { v = vrand; v(i, j) = -std::numeric_limits::infinity(); VERIFY(!(numext::isfinite)(v.squaredNorm())); VERIFY(isPlusInf(v.squaredNorm())); VERIFY(!(numext::isfinite)(v.norm())); VERIFY(isPlusInf(v.norm())); VERIFY(!(numext::isfinite)(v.stableNorm())); if (complex_real_product_ok) { VERIFY(isPlusInf(v.stableNorm())); } VERIFY(!(numext::isfinite)(v.blueNorm())); VERIFY(isPlusInf(v.blueNorm())); VERIFY(!(numext::isfinite)(v.hypotNorm())); VERIFY(isPlusInf(v.hypotNorm())); } // mix { Index i2 = internal::random(0, rows - 1); Index j2 = internal::random(0, cols - 1); v = vrand; v(i, j) = -std::numeric_limits::infinity(); v(i2, j2) = std::numeric_limits::quiet_NaN(); VERIFY(!(numext::isfinite)(v.squaredNorm())); VERIFY((numext::isnan)(v.squaredNorm())); VERIFY(!(numext::isfinite)(v.norm())); VERIFY((numext::isnan)(v.norm())); VERIFY(!(numext::isfinite)(v.stableNorm())); VERIFY((numext::isnan)(v.stableNorm())); VERIFY(!(numext::isfinite)(v.blueNorm())); VERIFY((numext::isnan)(v.blueNorm())); if (i2 != i || j2 != j) { // hypot propagates inf over NaN. VERIFY(!(numext::isfinite)(v.hypotNorm())); VERIFY((numext::isinf)(v.hypotNorm())); } else { // inf is overwritten by NaN, expect norm to be NaN. VERIFY(!(numext::isfinite)(v.hypotNorm())); VERIFY((numext::isnan)(v.hypotNorm())); } } // stableNormalize[d] { VERIFY_IS_APPROX(vrand.stableNormalized(), vrand.normalized()); MatrixType vcopy(vrand); vcopy.stableNormalize(); VERIFY_IS_APPROX(vcopy, vrand.normalized()); VERIFY_IS_APPROX((vrand.stableNormalized()).norm(), RealScalar(1)); VERIFY_IS_APPROX(vcopy.norm(), RealScalar(1)); VERIFY_IS_APPROX((vbig.stableNormalized()).norm(), RealScalar(1)); VERIFY_IS_APPROX((vsmall.stableNormalized()).norm(), RealScalar(1)); RealScalar big_scaling = ((std::numeric_limits::max)() * RealScalar(1e-4)); VERIFY_IS_APPROX(vbig / big_scaling, (vbig.stableNorm() * vbig.stableNormalized()).eval() / big_scaling); VERIFY_IS_APPROX(vsmall, vsmall.stableNorm() * vsmall.stableNormalized()); } } void test_empty() { Eigen::VectorXf empty(0); VERIFY_IS_EQUAL(empty.stableNorm(), 0.0f); } template void test_hypot() { typedef typename NumTraits::Real RealScalar; Scalar factor = internal::random(); while (numext::abs2(factor) < RealScalar(1e-4)) factor = internal::random(); Scalar big = factor * ((std::numeric_limits::max)() * RealScalar(1e-4)); factor = internal::random(); while (numext::abs2(factor) < RealScalar(1e-4)) factor = internal::random(); Scalar small = factor * ((std::numeric_limits::min)() * RealScalar(1e4)); Scalar one(1), zero(0), sqrt2(std::sqrt(2)), nan(std::numeric_limits::quiet_NaN()); Scalar a = internal::random(-1, 1); Scalar b = internal::random(-1, 1); VERIFY_IS_APPROX(numext::hypot(a, b), std::sqrt(numext::abs2(a) + numext::abs2(b))); VERIFY_IS_EQUAL(numext::hypot(zero, zero), zero); VERIFY_IS_APPROX(numext::hypot(one, one), sqrt2); VERIFY_IS_APPROX(numext::hypot(big, big), sqrt2 * numext::abs(big)); VERIFY_IS_APPROX(numext::hypot(small, small), sqrt2 * numext::abs(small)); VERIFY_IS_APPROX(numext::hypot(small, big), numext::abs(big)); VERIFY((numext::isnan)(numext::hypot(nan, a))); VERIFY((numext::isnan)(numext::hypot(a, nan))); } EIGEN_DECLARE_TEST(stable_norm) { CALL_SUBTEST_1(test_empty()); for (int i = 0; i < g_repeat; i++) { CALL_SUBTEST_3(test_hypot()); CALL_SUBTEST_4(test_hypot()); CALL_SUBTEST_5(test_hypot >()); CALL_SUBTEST_6(test_hypot >()); CALL_SUBTEST_1(stable_norm(Matrix())); CALL_SUBTEST_2(stable_norm(Vector4d())); CALL_SUBTEST_3(stable_norm(VectorXd(internal::random(10, 2000)))); CALL_SUBTEST_3(stable_norm(MatrixXd(internal::random(10, 200), internal::random(10, 200)))); CALL_SUBTEST_4(stable_norm(VectorXf(internal::random(10, 2000)))); CALL_SUBTEST_5(stable_norm(VectorXcd(internal::random(10, 2000)))); CALL_SUBTEST_6(stable_norm(VectorXcf(internal::random(10, 2000)))); } }