eigen/test/upperbidiagonalization.cpp
Benoit Jacob bfe6fdde24 allow to multiply a householder sequence and a matrix when one is real and one is complex.
This is especially important as in bidiagonalization, the band matrix is real.
2010-01-15 00:35:26 -05:00

57 lines
2.1 KiB
C++

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