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57 lines
2.2 KiB
C++
57 lines
2.2 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com>
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//
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// Eigen is free software; you can redistribute it and/or
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// modify it under the terms of the GNU Lesser General Public
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// License as published by the Free Software Foundation; either
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// version 3 of the License, or (at your option) any later version.
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//
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// Alternatively, you can redistribute it and/or
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// modify it under the terms of the GNU General Public License as
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// published by the Free Software Foundation; either version 2 of
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// the License, or (at your option) any later version.
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//
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// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
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// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
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// GNU General Public License for more details.
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//
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// You should have received a copy of the GNU Lesser General Public
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// License and a copy of the GNU General Public License along with
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// Eigen. If not, see <http://www.gnu.org/licenses/>.
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#include "main.h"
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#include <Eigen/SVD>
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template<typename MatrixType> void upperbidiag(const MatrixType& m)
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{
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const typename MatrixType::Index rows = m.rows();
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const typename MatrixType::Index cols = m.cols();
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typedef typename MatrixType::Scalar Scalar;
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typedef Matrix<typename MatrixType::RealScalar, MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime> RealMatrixType;
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MatrixType a = MatrixType::Random(rows,cols);
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UpperBidiagonalization<MatrixType> ubd(a);
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RealMatrixType b(rows, cols);
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b.setZero();
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b.block(0,0,cols,cols) = ubd.bidiagonal();
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MatrixType c = ubd.householderU() * b * ubd.householderV().adjoint();
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VERIFY_IS_APPROX(a,c);
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}
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void test_upperbidiagonalization()
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{
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for(int i = 0; i < g_repeat; i++) {
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CALL_SUBTEST_1( upperbidiag(MatrixXf(3,3)) );
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CALL_SUBTEST_2( upperbidiag(MatrixXd(17,12)) );
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CALL_SUBTEST_3( upperbidiag(MatrixXcf(20,20)) );
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CALL_SUBTEST_4( upperbidiag(MatrixXcd(16,15)) );
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CALL_SUBTEST_5( upperbidiag(Matrix<float,6,4>()) );
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CALL_SUBTEST_6( upperbidiag(Matrix<float,5,5>()) );
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CALL_SUBTEST_7( upperbidiag(Matrix<double,4,3>()) );
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}
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}
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