mirror of
https://gitlab.com/libeigen/eigen.git
synced 2024-12-27 07:29:52 +08:00
229 lines
8.5 KiB
C++
229 lines
8.5 KiB
C++
// 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) 2006-2008 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/.
|
|
|
|
// discard stack allocation as that too bypasses malloc
|
|
#define EIGEN_STACK_ALLOCATION_LIMIT 0
|
|
// heap allocation will raise an assert if enabled at runtime
|
|
#define EIGEN_RUNTIME_NO_MALLOC
|
|
|
|
#include "main.h"
|
|
#include <Eigen/Cholesky>
|
|
#include <Eigen/Eigenvalues>
|
|
#include <Eigen/LU>
|
|
#include <Eigen/QR>
|
|
#include <Eigen/SVD>
|
|
|
|
template<typename MatrixType> void nomalloc(const MatrixType& m)
|
|
{
|
|
/* this test check no dynamic memory allocation are issued with fixed-size matrices
|
|
*/
|
|
typedef typename MatrixType::Index Index;
|
|
typedef typename MatrixType::Scalar Scalar;
|
|
|
|
Index rows = m.rows();
|
|
Index cols = m.cols();
|
|
|
|
MatrixType m1 = MatrixType::Random(rows, cols),
|
|
m2 = MatrixType::Random(rows, cols),
|
|
m3(rows, cols);
|
|
|
|
Scalar s1 = internal::random<Scalar>();
|
|
|
|
Index r = internal::random<Index>(0, rows-1),
|
|
c = internal::random<Index>(0, cols-1);
|
|
|
|
VERIFY_IS_APPROX((m1+m2)*s1, s1*m1+s1*m2);
|
|
VERIFY_IS_APPROX((m1+m2)(r,c), (m1(r,c))+(m2(r,c)));
|
|
VERIFY_IS_APPROX(m1.cwiseProduct(m1.block(0,0,rows,cols)), (m1.array()*m1.array()).matrix());
|
|
VERIFY_IS_APPROX((m1*m1.transpose())*m2, m1*(m1.transpose()*m2));
|
|
|
|
m2.col(0).noalias() = m1 * m1.col(0);
|
|
m2.col(0).noalias() -= m1.adjoint() * m1.col(0);
|
|
m2.col(0).noalias() -= m1 * m1.row(0).adjoint();
|
|
m2.col(0).noalias() -= m1.adjoint() * m1.row(0).adjoint();
|
|
|
|
m2.row(0).noalias() = m1.row(0) * m1;
|
|
m2.row(0).noalias() -= m1.row(0) * m1.adjoint();
|
|
m2.row(0).noalias() -= m1.col(0).adjoint() * m1;
|
|
m2.row(0).noalias() -= m1.col(0).adjoint() * m1.adjoint();
|
|
VERIFY_IS_APPROX(m2,m2);
|
|
|
|
m2.col(0).noalias() = m1.template triangularView<Upper>() * m1.col(0);
|
|
m2.col(0).noalias() -= m1.adjoint().template triangularView<Upper>() * m1.col(0);
|
|
m2.col(0).noalias() -= m1.template triangularView<Upper>() * m1.row(0).adjoint();
|
|
m2.col(0).noalias() -= m1.adjoint().template triangularView<Upper>() * m1.row(0).adjoint();
|
|
|
|
m2.row(0).noalias() = m1.row(0) * m1.template triangularView<Upper>();
|
|
m2.row(0).noalias() -= m1.row(0) * m1.adjoint().template triangularView<Upper>();
|
|
m2.row(0).noalias() -= m1.col(0).adjoint() * m1.template triangularView<Upper>();
|
|
m2.row(0).noalias() -= m1.col(0).adjoint() * m1.adjoint().template triangularView<Upper>();
|
|
VERIFY_IS_APPROX(m2,m2);
|
|
|
|
m2.col(0).noalias() = m1.template selfadjointView<Upper>() * m1.col(0);
|
|
m2.col(0).noalias() -= m1.adjoint().template selfadjointView<Upper>() * m1.col(0);
|
|
m2.col(0).noalias() -= m1.template selfadjointView<Upper>() * m1.row(0).adjoint();
|
|
m2.col(0).noalias() -= m1.adjoint().template selfadjointView<Upper>() * m1.row(0).adjoint();
|
|
|
|
m2.row(0).noalias() = m1.row(0) * m1.template selfadjointView<Upper>();
|
|
m2.row(0).noalias() -= m1.row(0) * m1.adjoint().template selfadjointView<Upper>();
|
|
m2.row(0).noalias() -= m1.col(0).adjoint() * m1.template selfadjointView<Upper>();
|
|
m2.row(0).noalias() -= m1.col(0).adjoint() * m1.adjoint().template selfadjointView<Upper>();
|
|
VERIFY_IS_APPROX(m2,m2);
|
|
|
|
m2.template selfadjointView<Lower>().rankUpdate(m1.col(0),-1);
|
|
m2.template selfadjointView<Lower>().rankUpdate(m1.row(0),-1);
|
|
|
|
// The following fancy matrix-matrix products are not safe yet regarding static allocation
|
|
// m1 += m1.template triangularView<Upper>() * m2.col(;
|
|
// m1.template selfadjointView<Lower>().rankUpdate(m2);
|
|
// m1 += m1.template triangularView<Upper>() * m2;
|
|
// m1 += m1.template selfadjointView<Lower>() * m2;
|
|
// VERIFY_IS_APPROX(m1,m1);
|
|
}
|
|
|
|
template<typename Scalar>
|
|
void ctms_decompositions()
|
|
{
|
|
const int maxSize = 16;
|
|
const int size = 12;
|
|
|
|
typedef Eigen::Matrix<Scalar,
|
|
Eigen::Dynamic, Eigen::Dynamic,
|
|
0,
|
|
maxSize, maxSize> Matrix;
|
|
|
|
typedef Eigen::Matrix<Scalar,
|
|
Eigen::Dynamic, 1,
|
|
0,
|
|
maxSize, 1> Vector;
|
|
|
|
typedef Eigen::Matrix<std::complex<Scalar>,
|
|
Eigen::Dynamic, Eigen::Dynamic,
|
|
0,
|
|
maxSize, maxSize> ComplexMatrix;
|
|
|
|
const Matrix A(Matrix::Random(size, size)), B(Matrix::Random(size, size));
|
|
Matrix X(size,size);
|
|
const ComplexMatrix complexA(ComplexMatrix::Random(size, size));
|
|
const Matrix saA = A.adjoint() * A;
|
|
const Vector b(Vector::Random(size));
|
|
Vector x(size);
|
|
|
|
// Cholesky module
|
|
Eigen::LLT<Matrix> LLT; LLT.compute(A);
|
|
X = LLT.solve(B);
|
|
x = LLT.solve(b);
|
|
Eigen::LDLT<Matrix> LDLT; LDLT.compute(A);
|
|
X = LDLT.solve(B);
|
|
x = LDLT.solve(b);
|
|
|
|
// Eigenvalues module
|
|
Eigen::HessenbergDecomposition<ComplexMatrix> hessDecomp; hessDecomp.compute(complexA);
|
|
Eigen::ComplexSchur<ComplexMatrix> cSchur(size); cSchur.compute(complexA);
|
|
Eigen::ComplexEigenSolver<ComplexMatrix> cEigSolver; cEigSolver.compute(complexA);
|
|
Eigen::EigenSolver<Matrix> eigSolver; eigSolver.compute(A);
|
|
Eigen::SelfAdjointEigenSolver<Matrix> saEigSolver(size); saEigSolver.compute(saA);
|
|
Eigen::Tridiagonalization<Matrix> tridiag; tridiag.compute(saA);
|
|
|
|
// LU module
|
|
Eigen::PartialPivLU<Matrix> ppLU; ppLU.compute(A);
|
|
X = ppLU.solve(B);
|
|
x = ppLU.solve(b);
|
|
Eigen::FullPivLU<Matrix> fpLU; fpLU.compute(A);
|
|
X = fpLU.solve(B);
|
|
x = fpLU.solve(b);
|
|
|
|
// QR module
|
|
Eigen::HouseholderQR<Matrix> hQR; hQR.compute(A);
|
|
X = hQR.solve(B);
|
|
x = hQR.solve(b);
|
|
Eigen::ColPivHouseholderQR<Matrix> cpQR; cpQR.compute(A);
|
|
X = cpQR.solve(B);
|
|
x = cpQR.solve(b);
|
|
Eigen::FullPivHouseholderQR<Matrix> fpQR; fpQR.compute(A);
|
|
// FIXME X = fpQR.solve(B);
|
|
x = fpQR.solve(b);
|
|
|
|
// SVD module
|
|
Eigen::JacobiSVD<Matrix> jSVD; jSVD.compute(A, ComputeFullU | ComputeFullV);
|
|
}
|
|
|
|
void test_zerosized() {
|
|
// default constructors:
|
|
Eigen::MatrixXd A;
|
|
Eigen::VectorXd v;
|
|
// explicit zero-sized:
|
|
Eigen::ArrayXXd A0(0,0);
|
|
Eigen::ArrayXd v0(0);
|
|
|
|
// assigning empty objects to each other:
|
|
A=A0;
|
|
v=v0;
|
|
}
|
|
|
|
template<typename MatrixType> void test_reference(const MatrixType& m) {
|
|
typedef typename MatrixType::Scalar Scalar;
|
|
enum { Flag = MatrixType::IsRowMajor ? Eigen::RowMajor : Eigen::ColMajor};
|
|
enum { TransposeFlag = !MatrixType::IsRowMajor ? Eigen::RowMajor : Eigen::ColMajor};
|
|
typename MatrixType::Index rows = m.rows(), cols=m.cols();
|
|
typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic, Flag > MatrixX;
|
|
typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic, TransposeFlag> MatrixXT;
|
|
// Dynamic reference:
|
|
typedef Eigen::Ref<const MatrixX > Ref;
|
|
typedef Eigen::Ref<const MatrixXT > RefT;
|
|
|
|
Ref r1(m);
|
|
Ref r2(m.block(rows/3, cols/4, rows/2, cols/2));
|
|
RefT r3(m.transpose());
|
|
RefT r4(m.topLeftCorner(rows/2, cols/2).transpose());
|
|
|
|
VERIFY_RAISES_ASSERT(RefT r5(m));
|
|
VERIFY_RAISES_ASSERT(Ref r6(m.transpose()));
|
|
VERIFY_RAISES_ASSERT(Ref r7(Scalar(2) * m));
|
|
|
|
// Copy constructors shall also never malloc
|
|
Ref r8 = r1;
|
|
RefT r9 = r3;
|
|
|
|
// Initializing from a compatible Ref shall also never malloc
|
|
Eigen::Ref<const MatrixX, Unaligned, Stride<Dynamic, Dynamic> > r10=r8, r11=m;
|
|
|
|
// Initializing from an incompatible Ref will malloc:
|
|
typedef Eigen::Ref<const MatrixX, Aligned> RefAligned;
|
|
VERIFY_RAISES_ASSERT(RefAligned r12=r10);
|
|
VERIFY_RAISES_ASSERT(Ref r13=r10); // r10 has more dynamic strides
|
|
|
|
}
|
|
|
|
void test_nomalloc()
|
|
{
|
|
// create some dynamic objects
|
|
Eigen::MatrixXd M1 = MatrixXd::Random(3,3);
|
|
Ref<const MatrixXd> R1 = 2.0*M1; // Ref requires temporary
|
|
|
|
// from here on prohibit malloc:
|
|
Eigen::internal::set_is_malloc_allowed(false);
|
|
|
|
// check that our operator new is indeed called:
|
|
VERIFY_RAISES_ASSERT(MatrixXd dummy(MatrixXd::Random(3,3)));
|
|
CALL_SUBTEST_1(nomalloc(Matrix<float, 1, 1>()) );
|
|
CALL_SUBTEST_2(nomalloc(Matrix4d()) );
|
|
CALL_SUBTEST_3(nomalloc(Matrix<float,32,32>()) );
|
|
|
|
// Check decomposition modules with dynamic matrices that have a known compile-time max size (ctms)
|
|
CALL_SUBTEST_4(ctms_decompositions<float>());
|
|
|
|
CALL_SUBTEST_5(test_zerosized());
|
|
|
|
CALL_SUBTEST_6(test_reference(Matrix<float,32,32>()));
|
|
CALL_SUBTEST_7(test_reference(R1));
|
|
CALL_SUBTEST_8(Ref<MatrixXd> R2 = M1.topRows<2>(); test_reference(R2));
|
|
}
|