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214 lines
7.9 KiB
C++
214 lines
7.9 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) 2013 Gauthier Brun <brun.gauthier@gmail.com>
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// Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr>
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// Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr>
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// Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/
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#include "svd_common.h"
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#include <iostream>
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#include <Eigen/LU>
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// check if "svd" is the good image of "m"
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template<typename MatrixType>
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void bdcsvd_check_full(const MatrixType& m, const BDCSVD<MatrixType>& svd)
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{
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svd_check_full< MatrixType, BDCSVD< MatrixType > >(m, svd);
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}
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// Compare to a reference value
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template<typename MatrixType>
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void bdcsvd_compare_to_full(const MatrixType& m,
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unsigned int computationOptions,
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const BDCSVD<MatrixType>& referenceSvd)
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{
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svd_compare_to_full< MatrixType, BDCSVD< MatrixType > >(m, computationOptions, referenceSvd);
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} // end bdcsvd_compare_to_full
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template<typename MatrixType>
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void bdcsvd_solve(const MatrixType& m, unsigned int computationOptions)
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{
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svd_solve< MatrixType, BDCSVD< MatrixType > >(m, computationOptions);
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} // end template bdcsvd_solve
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// test the computations options
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template<typename MatrixType>
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void bdcsvd_test_all_computation_options(const MatrixType& m)
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{
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BDCSVD<MatrixType> fullSvd(m, ComputeFullU|ComputeFullV);
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svd_test_computation_options_1< MatrixType, BDCSVD< MatrixType > >(m, fullSvd);
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svd_test_computation_options_2< MatrixType, BDCSVD< MatrixType > >(m, fullSvd);
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} // end bdcsvd_test_all_computation_options
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// Call a test with all the computations options
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template<typename MatrixType>
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void bdcsvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
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{
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MatrixType m = pickrandom ? MatrixType::Random(a.rows(), a.cols()) : a;
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bdcsvd_test_all_computation_options<MatrixType>(m);
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} // end template bdcsvd
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// verify assert
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template<typename MatrixType>
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void bdcsvd_verify_assert(const MatrixType& m)
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{
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svd_verify_assert< MatrixType, BDCSVD< MatrixType > >(m);
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}// end template bdcsvd_verify_assert
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// test weird values
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template<typename MatrixType>
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void bdcsvd_inf_nan()
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{
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svd_inf_nan< MatrixType, BDCSVD< MatrixType > >();
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}// end template bdcsvd_inf_nan
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void bdcsvd_preallocate()
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{
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svd_preallocate< BDCSVD< MatrixXf > >();
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} // end bdcsvd_preallocate
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// compare the Singular values returned with Jacobi and Bdc
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template<typename MatrixType>
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void compare_bdc_jacobi(const MatrixType& a = MatrixType(), unsigned int computationOptions = 0)
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{
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std::cout << "debut compare" << std::endl;
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MatrixType m = MatrixType::Random(a.rows(), a.cols());
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BDCSVD<MatrixType> bdc_svd(m);
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JacobiSVD<MatrixType> jacobi_svd(m);
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VERIFY_IS_APPROX(bdc_svd.singularValues(), jacobi_svd.singularValues());
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if(computationOptions & ComputeFullU)
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VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
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if(computationOptions & ComputeThinU)
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VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
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if(computationOptions & ComputeFullV)
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VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
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if(computationOptions & ComputeThinV)
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VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
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std::cout << "fin compare" << std::endl;
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} // end template compare_bdc_jacobi
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// call the tests
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void test_bdcsvd()
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{
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// test of Dynamic defined Matrix (42, 42) of float
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CALL_SUBTEST_11(( bdcsvd_verify_assert<Matrix<float,Dynamic,Dynamic> >
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(Matrix<float,Dynamic,Dynamic>(42,42)) ));
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CALL_SUBTEST_11(( compare_bdc_jacobi<Matrix<float,Dynamic,Dynamic> >
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(Matrix<float,Dynamic,Dynamic>(42,42), 0) ));
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CALL_SUBTEST_11(( bdcsvd<Matrix<float,Dynamic,Dynamic> >
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(Matrix<float,Dynamic,Dynamic>(42,42)) ));
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// test of Dynamic defined Matrix (50, 50) of double
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CALL_SUBTEST_13(( bdcsvd_verify_assert<Matrix<double,Dynamic,Dynamic> >
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(Matrix<double,Dynamic,Dynamic>(50,50)) ));
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CALL_SUBTEST_13(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> >
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(Matrix<double,Dynamic,Dynamic>(50,50), 0) ));
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CALL_SUBTEST_13(( bdcsvd<Matrix<double,Dynamic,Dynamic> >
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(Matrix<double,Dynamic,Dynamic>(50, 50)) ));
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// test of Dynamic defined Matrix (22, 22) of complex double
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CALL_SUBTEST_14(( bdcsvd_verify_assert<Matrix<std::complex<double>,Dynamic,Dynamic> >
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(Matrix<std::complex<double>,Dynamic,Dynamic>(22,22)) ));
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CALL_SUBTEST_14(( compare_bdc_jacobi<Matrix<std::complex<double>,Dynamic,Dynamic> >
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(Matrix<std::complex<double>, Dynamic, Dynamic> (22,22), 0) ));
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CALL_SUBTEST_14(( bdcsvd<Matrix<std::complex<double>,Dynamic,Dynamic> >
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(Matrix<std::complex<double>,Dynamic,Dynamic>(22, 22)) ));
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// test of Dynamic defined Matrix (10, 10) of int
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//CALL_SUBTEST_15(( bdcsvd_verify_assert<Matrix<int,Dynamic,Dynamic> >
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// (Matrix<int,Dynamic,Dynamic>(10,10)) ));
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//CALL_SUBTEST_15(( compare_bdc_jacobi<Matrix<int,Dynamic,Dynamic> >
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// (Matrix<int,Dynamic,Dynamic>(10,10), 0) ));
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//CALL_SUBTEST_15(( bdcsvd<Matrix<int,Dynamic,Dynamic> >
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// (Matrix<int,Dynamic,Dynamic>(10, 10)) ));
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// test of Dynamic defined Matrix (8, 6) of double
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CALL_SUBTEST_16(( bdcsvd_verify_assert<Matrix<double,Dynamic,Dynamic> >
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(Matrix<double,Dynamic,Dynamic>(8,6)) ));
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CALL_SUBTEST_16(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> >
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(Matrix<double,Dynamic,Dynamic>(8, 6), 0) ));
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CALL_SUBTEST_16(( bdcsvd<Matrix<double,Dynamic,Dynamic> >
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(Matrix<double,Dynamic,Dynamic>(8, 6)) ));
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// test of Dynamic defined Matrix (36, 12) of float
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CALL_SUBTEST_17(( compare_bdc_jacobi<Matrix<float,Dynamic,Dynamic> >
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(Matrix<float,Dynamic,Dynamic>(36, 12), 0) ));
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CALL_SUBTEST_17(( bdcsvd<Matrix<float,Dynamic,Dynamic> >
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(Matrix<float,Dynamic,Dynamic>(36, 12)) ));
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// test of Dynamic defined Matrix (5, 8) of double
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CALL_SUBTEST_18(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> >
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(Matrix<double,Dynamic,Dynamic>(5, 8), 0) ));
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CALL_SUBTEST_18(( bdcsvd<Matrix<double,Dynamic,Dynamic> >
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(Matrix<double,Dynamic,Dynamic>(5, 8)) ));
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// non regression tests
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CALL_SUBTEST_3(( bdcsvd_verify_assert(Matrix3f()) ));
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CALL_SUBTEST_4(( bdcsvd_verify_assert(Matrix4d()) ));
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CALL_SUBTEST_7(( bdcsvd_verify_assert(MatrixXf(10,12)) ));
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CALL_SUBTEST_8(( bdcsvd_verify_assert(MatrixXcd(7,5)) ));
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// SUBTESTS 1 and 2 on specifics matrix
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for(int i = 0; i < g_repeat; i++) {
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Matrix2cd m;
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m << 0, 1,
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0, 1;
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CALL_SUBTEST_1(( bdcsvd(m, false) ));
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m << 1, 0,
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1, 0;
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CALL_SUBTEST_1(( bdcsvd(m, false) ));
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Matrix2d n;
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n << 0, 0,
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0, 0;
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CALL_SUBTEST_2(( bdcsvd(n, false) ));
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n << 0, 0,
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0, 1;
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CALL_SUBTEST_2(( bdcsvd(n, false) ));
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// Statics matrix don't work with BDSVD yet
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// bdc algo on a random 3x3 float matrix
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// CALL_SUBTEST_3(( bdcsvd<Matrix3f>() ));
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// bdc algo on a random 4x4 double matrix
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// CALL_SUBTEST_4(( bdcsvd<Matrix4d>() ));
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// bdc algo on a random 3x5 float matrix
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// CALL_SUBTEST_5(( bdcsvd<Matrix<float,3,5> >() ));
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int r = internal::random<int>(1, 30),
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c = internal::random<int>(1, 30);
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CALL_SUBTEST_7(( bdcsvd<MatrixXf>(MatrixXf(r,c)) ));
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CALL_SUBTEST_8(( bdcsvd<MatrixXcd>(MatrixXcd(r,c)) ));
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(void) r;
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(void) c;
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// Test on inf/nan matrix
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CALL_SUBTEST_7( bdcsvd_inf_nan<MatrixXf>() );
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}
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CALL_SUBTEST_7(( bdcsvd<MatrixXf>(MatrixXf(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) ));
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CALL_SUBTEST_8(( bdcsvd<MatrixXcd>(MatrixXcd(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3))) ));
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// Test problem size constructors
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CALL_SUBTEST_7( BDCSVD<MatrixXf>(10,10) );
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} // end test_bdcsvd
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