eigen/unsupported/test/matrix_function.cpp
2016-05-05 13:35:45 +02:00

194 lines
6.6 KiB
C++

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
//
// 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 <unsupported/Eigen/MatrixFunctions>
// Variant of VERIFY_IS_APPROX which uses absolute error instead of
// relative error.
#define VERIFY_IS_APPROX_ABS(a, b) VERIFY(test_isApprox_abs(a, b))
template<typename Type1, typename Type2>
inline bool test_isApprox_abs(const Type1& a, const Type2& b)
{
return ((a-b).array().abs() < test_precision<typename Type1::RealScalar>()).all();
}
// Returns a matrix with eigenvalues clustered around 0, 1 and 2.
template<typename MatrixType>
MatrixType randomMatrixWithRealEivals(const typename MatrixType::Index size)
{
typedef typename MatrixType::Index Index;
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
MatrixType diag = MatrixType::Zero(size, size);
for (Index i = 0; i < size; ++i) {
diag(i, i) = Scalar(RealScalar(internal::random<int>(0,2)))
+ internal::random<Scalar>() * Scalar(RealScalar(0.01));
}
MatrixType A = MatrixType::Random(size, size);
HouseholderQR<MatrixType> QRofA(A);
return QRofA.householderQ().inverse() * diag * QRofA.householderQ();
}
template <typename MatrixType, int IsComplex = NumTraits<typename internal::traits<MatrixType>::Scalar>::IsComplex>
struct randomMatrixWithImagEivals
{
// Returns a matrix with eigenvalues clustered around 0 and +/- i.
static MatrixType run(const typename MatrixType::Index size);
};
// Partial specialization for real matrices
template<typename MatrixType>
struct randomMatrixWithImagEivals<MatrixType, 0>
{
static MatrixType run(const typename MatrixType::Index size)
{
typedef typename MatrixType::Index Index;
typedef typename MatrixType::Scalar Scalar;
MatrixType diag = MatrixType::Zero(size, size);
Index i = 0;
while (i < size) {
Index randomInt = internal::random<Index>(-1, 1);
if (randomInt == 0 || i == size-1) {
diag(i, i) = internal::random<Scalar>() * Scalar(0.01);
++i;
} else {
Scalar alpha = Scalar(randomInt) + internal::random<Scalar>() * Scalar(0.01);
diag(i, i+1) = alpha;
diag(i+1, i) = -alpha;
i += 2;
}
}
MatrixType A = MatrixType::Random(size, size);
HouseholderQR<MatrixType> QRofA(A);
return QRofA.householderQ().inverse() * diag * QRofA.householderQ();
}
};
// Partial specialization for complex matrices
template<typename MatrixType>
struct randomMatrixWithImagEivals<MatrixType, 1>
{
static MatrixType run(const typename MatrixType::Index size)
{
typedef typename MatrixType::Index Index;
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
const Scalar imagUnit(0, 1);
MatrixType diag = MatrixType::Zero(size, size);
for (Index i = 0; i < size; ++i) {
diag(i, i) = Scalar(RealScalar(internal::random<Index>(-1, 1))) * imagUnit
+ internal::random<Scalar>() * Scalar(RealScalar(0.01));
}
MatrixType A = MatrixType::Random(size, size);
HouseholderQR<MatrixType> QRofA(A);
return QRofA.householderQ().inverse() * diag * QRofA.householderQ();
}
};
template<typename MatrixType>
void testMatrixExponential(const MatrixType& A)
{
typedef typename internal::traits<MatrixType>::Scalar Scalar;
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef std::complex<RealScalar> ComplexScalar;
VERIFY_IS_APPROX(A.exp(), A.matrixFunction(internal::stem_function_exp<ComplexScalar>));
}
template<typename MatrixType>
void testMatrixLogarithm(const MatrixType& A)
{
typedef typename internal::traits<MatrixType>::Scalar Scalar;
typedef typename NumTraits<Scalar>::Real RealScalar;
MatrixType scaledA;
RealScalar maxImagPartOfSpectrum = A.eigenvalues().imag().cwiseAbs().maxCoeff();
if (maxImagPartOfSpectrum >= RealScalar(0.9 * EIGEN_PI))
scaledA = A * RealScalar(0.9 * EIGEN_PI) / maxImagPartOfSpectrum;
else
scaledA = A;
// identity X.exp().log() = X only holds if Im(lambda) < pi for all eigenvalues of X
MatrixType expA = scaledA.exp();
MatrixType logExpA = expA.log();
VERIFY_IS_APPROX(logExpA, scaledA);
}
template<typename MatrixType>
void testHyperbolicFunctions(const MatrixType& A)
{
// Need to use absolute error because of possible cancellation when
// adding/subtracting expA and expmA.
VERIFY_IS_APPROX_ABS(A.sinh(), (A.exp() - (-A).exp()) / 2);
VERIFY_IS_APPROX_ABS(A.cosh(), (A.exp() + (-A).exp()) / 2);
}
template<typename MatrixType>
void testGonioFunctions(const MatrixType& A)
{
typedef typename MatrixType::Scalar Scalar;
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef std::complex<RealScalar> ComplexScalar;
typedef Matrix<ComplexScalar, MatrixType::RowsAtCompileTime,
MatrixType::ColsAtCompileTime, MatrixType::Options> ComplexMatrix;
ComplexScalar imagUnit(0,1);
ComplexScalar two(2,0);
ComplexMatrix Ac = A.template cast<ComplexScalar>();
ComplexMatrix exp_iA = (imagUnit * Ac).exp();
ComplexMatrix exp_miA = (-imagUnit * Ac).exp();
ComplexMatrix sinAc = A.sin().template cast<ComplexScalar>();
VERIFY_IS_APPROX_ABS(sinAc, (exp_iA - exp_miA) / (two*imagUnit));
ComplexMatrix cosAc = A.cos().template cast<ComplexScalar>();
VERIFY_IS_APPROX_ABS(cosAc, (exp_iA + exp_miA) / 2);
}
template<typename MatrixType>
void testMatrix(const MatrixType& A)
{
testMatrixExponential(A);
testMatrixLogarithm(A);
testHyperbolicFunctions(A);
testGonioFunctions(A);
}
template<typename MatrixType>
void testMatrixType(const MatrixType& m)
{
// Matrices with clustered eigenvalue lead to different code paths
// in MatrixFunction.h and are thus useful for testing.
typedef typename MatrixType::Index Index;
const Index size = m.rows();
for (int i = 0; i < g_repeat; i++) {
testMatrix(MatrixType::Random(size, size).eval());
testMatrix(randomMatrixWithRealEivals<MatrixType>(size));
testMatrix(randomMatrixWithImagEivals<MatrixType>::run(size));
}
}
void test_matrix_function()
{
CALL_SUBTEST_1(testMatrixType(Matrix<float,1,1>()));
CALL_SUBTEST_2(testMatrixType(Matrix3cf()));
CALL_SUBTEST_3(testMatrixType(MatrixXf(8,8)));
CALL_SUBTEST_4(testMatrixType(Matrix2d()));
CALL_SUBTEST_5(testMatrixType(Matrix<double,5,5,RowMajor>()));
CALL_SUBTEST_6(testMatrixType(Matrix4cd()));
CALL_SUBTEST_7(testMatrixType(MatrixXd(13,13)));
}