mirror of
https://gitlab.com/libeigen/eigen.git
synced 2024-12-15 07:10:37 +08:00
e093b43b2c
* rename qr() to householderQr(), for same reason. * clarify that it's non-pivoting, non-rank-revealing, so remove all the rank API, make solve() be void instead of bool, update the docs/test, etc. * fix warning in SVD
117 lines
4.0 KiB
C++
117 lines
4.0 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
|
|
// for linear algebra.
|
|
//
|
|
// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
|
|
//
|
|
// 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/QR>
|
|
|
|
template<typename MatrixType> void qr(const MatrixType& m)
|
|
{
|
|
/* this test covers the following files: QR.h */
|
|
int rows = m.rows();
|
|
int cols = m.cols();
|
|
|
|
typedef typename MatrixType::Scalar Scalar;
|
|
typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> SquareMatrixType;
|
|
typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> VectorType;
|
|
|
|
MatrixType a = MatrixType::Random(rows,cols);
|
|
HouseholderQR<MatrixType> qrOfA(a);
|
|
VERIFY_IS_APPROX(a, qrOfA.matrixQ() * qrOfA.matrixR());
|
|
VERIFY_IS_NOT_APPROX(a+MatrixType::Identity(rows, cols), qrOfA.matrixQ() * qrOfA.matrixR());
|
|
|
|
SquareMatrixType b = a.adjoint() * a;
|
|
|
|
// check tridiagonalization
|
|
Tridiagonalization<SquareMatrixType> tridiag(b);
|
|
VERIFY_IS_APPROX(b, tridiag.matrixQ() * tridiag.matrixT() * tridiag.matrixQ().adjoint());
|
|
|
|
// check hessenberg decomposition
|
|
HessenbergDecomposition<SquareMatrixType> hess(b);
|
|
VERIFY_IS_APPROX(b, hess.matrixQ() * hess.matrixH() * hess.matrixQ().adjoint());
|
|
VERIFY_IS_APPROX(tridiag.matrixT(), hess.matrixH());
|
|
b = SquareMatrixType::Random(cols,cols);
|
|
hess.compute(b);
|
|
VERIFY_IS_APPROX(b, hess.matrixQ() * hess.matrixH() * hess.matrixQ().adjoint());
|
|
}
|
|
|
|
template<typename MatrixType> void qr_invertible()
|
|
{
|
|
/* this test covers the following files: QR.h */
|
|
typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
|
|
int size = ei_random<int>(10,200);
|
|
|
|
MatrixType m1(size, size), m2(size, size), m3(size, size);
|
|
m1 = MatrixType::Random(size,size);
|
|
|
|
if (ei_is_same_type<RealScalar,float>::ret)
|
|
{
|
|
// let's build a matrix more stable to inverse
|
|
MatrixType a = MatrixType::Random(size,size*2);
|
|
m1 += a * a.adjoint();
|
|
}
|
|
|
|
HouseholderQR<MatrixType> qr(m1);
|
|
m3 = MatrixType::Random(size,size);
|
|
qr.solve(m3, &m2);
|
|
//std::cerr << m3 - m1*m2 << "\n\n";
|
|
VERIFY_IS_APPROX(m3, m1*m2);
|
|
}
|
|
|
|
template<typename MatrixType> void qr_verify_assert()
|
|
{
|
|
MatrixType tmp;
|
|
|
|
HouseholderQR<MatrixType> qr;
|
|
VERIFY_RAISES_ASSERT(qr.matrixR())
|
|
VERIFY_RAISES_ASSERT(qr.solve(tmp,&tmp))
|
|
VERIFY_RAISES_ASSERT(qr.matrixQ())
|
|
}
|
|
|
|
void test_qr()
|
|
{
|
|
for(int i = 0; i < 1; i++) {
|
|
// CALL_SUBTEST( qr(Matrix2f()) );
|
|
// CALL_SUBTEST( qr(Matrix4d()) );
|
|
// CALL_SUBTEST( qr(MatrixXf(12,8)) );
|
|
// CALL_SUBTEST( qr(MatrixXcd(5,5)) );
|
|
// CALL_SUBTEST( qr(MatrixXcd(7,3)) );
|
|
CALL_SUBTEST( qr(MatrixXf(47,47)) );
|
|
}
|
|
|
|
for(int i = 0; i < g_repeat; i++) {
|
|
CALL_SUBTEST( qr_invertible<MatrixXf>() );
|
|
CALL_SUBTEST( qr_invertible<MatrixXd>() );
|
|
// TODO fix issue with complex
|
|
// CALL_SUBTEST( qr_invertible<MatrixXcf>() );
|
|
// CALL_SUBTEST( qr_invertible<MatrixXcd>() );
|
|
}
|
|
|
|
CALL_SUBTEST(qr_verify_assert<Matrix3f>());
|
|
CALL_SUBTEST(qr_verify_assert<Matrix3d>());
|
|
CALL_SUBTEST(qr_verify_assert<MatrixXf>());
|
|
CALL_SUBTEST(qr_verify_assert<MatrixXd>());
|
|
CALL_SUBTEST(qr_verify_assert<MatrixXcf>());
|
|
CALL_SUBTEST(qr_verify_assert<MatrixXcd>());
|
|
}
|