mirror of
https://gitlab.com/libeigen/eigen.git
synced 2024-12-27 07:29:52 +08:00
214 lines
7.9 KiB
C++
214 lines
7.9 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
|
|
// for linear algebra.
|
|
//
|
|
// Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com>
|
|
// Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr>
|
|
// Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr>
|
|
// Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr>
|
|
//
|
|
// 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 "svd_common.h"
|
|
#include <iostream>
|
|
#include <Eigen/LU>
|
|
|
|
// check if "svd" is the good image of "m"
|
|
template<typename MatrixType>
|
|
void bdcsvd_check_full(const MatrixType& m, const BDCSVD<MatrixType>& svd)
|
|
{
|
|
svd_check_full< MatrixType, BDCSVD< MatrixType > >(m, svd);
|
|
}
|
|
|
|
// Compare to a reference value
|
|
template<typename MatrixType>
|
|
void bdcsvd_compare_to_full(const MatrixType& m,
|
|
unsigned int computationOptions,
|
|
const BDCSVD<MatrixType>& referenceSvd)
|
|
{
|
|
svd_compare_to_full< MatrixType, BDCSVD< MatrixType > >(m, computationOptions, referenceSvd);
|
|
} // end bdcsvd_compare_to_full
|
|
|
|
|
|
template<typename MatrixType>
|
|
void bdcsvd_solve(const MatrixType& m, unsigned int computationOptions)
|
|
{
|
|
svd_solve< MatrixType, BDCSVD< MatrixType > >(m, computationOptions);
|
|
} // end template bdcsvd_solve
|
|
|
|
|
|
// test the computations options
|
|
template<typename MatrixType>
|
|
void bdcsvd_test_all_computation_options(const MatrixType& m)
|
|
{
|
|
BDCSVD<MatrixType> fullSvd(m, ComputeFullU|ComputeFullV);
|
|
svd_test_computation_options_1< MatrixType, BDCSVD< MatrixType > >(m, fullSvd);
|
|
svd_test_computation_options_2< MatrixType, BDCSVD< MatrixType > >(m, fullSvd);
|
|
} // end bdcsvd_test_all_computation_options
|
|
|
|
|
|
// Call a test with all the computations options
|
|
template<typename MatrixType>
|
|
void bdcsvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
|
|
{
|
|
MatrixType m = pickrandom ? MatrixType::Random(a.rows(), a.cols()) : a;
|
|
bdcsvd_test_all_computation_options<MatrixType>(m);
|
|
} // end template bdcsvd
|
|
|
|
|
|
// verify assert
|
|
template<typename MatrixType>
|
|
void bdcsvd_verify_assert(const MatrixType& m)
|
|
{
|
|
svd_verify_assert< MatrixType, BDCSVD< MatrixType > >(m);
|
|
}// end template bdcsvd_verify_assert
|
|
|
|
|
|
// test weird values
|
|
template<typename MatrixType>
|
|
void bdcsvd_inf_nan()
|
|
{
|
|
svd_inf_nan< MatrixType, BDCSVD< MatrixType > >();
|
|
}// end template bdcsvd_inf_nan
|
|
|
|
|
|
|
|
void bdcsvd_preallocate()
|
|
{
|
|
svd_preallocate< BDCSVD< MatrixXf > >();
|
|
} // end bdcsvd_preallocate
|
|
|
|
|
|
// compare the Singular values returned with Jacobi and Bdc
|
|
template<typename MatrixType>
|
|
void compare_bdc_jacobi(const MatrixType& a = MatrixType(), unsigned int computationOptions = 0)
|
|
{
|
|
std::cout << "debut compare" << std::endl;
|
|
MatrixType m = MatrixType::Random(a.rows(), a.cols());
|
|
BDCSVD<MatrixType> bdc_svd(m);
|
|
JacobiSVD<MatrixType> jacobi_svd(m);
|
|
VERIFY_IS_APPROX(bdc_svd.singularValues(), jacobi_svd.singularValues());
|
|
if(computationOptions & ComputeFullU)
|
|
VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
|
|
if(computationOptions & ComputeThinU)
|
|
VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
|
|
if(computationOptions & ComputeFullV)
|
|
VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
|
|
if(computationOptions & ComputeThinV)
|
|
VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
|
|
std::cout << "fin compare" << std::endl;
|
|
} // end template compare_bdc_jacobi
|
|
|
|
|
|
// call the tests
|
|
void test_bdcsvd()
|
|
{
|
|
// test of Dynamic defined Matrix (42, 42) of float
|
|
CALL_SUBTEST_11(( bdcsvd_verify_assert<Matrix<float,Dynamic,Dynamic> >
|
|
(Matrix<float,Dynamic,Dynamic>(42,42)) ));
|
|
CALL_SUBTEST_11(( compare_bdc_jacobi<Matrix<float,Dynamic,Dynamic> >
|
|
(Matrix<float,Dynamic,Dynamic>(42,42), 0) ));
|
|
CALL_SUBTEST_11(( bdcsvd<Matrix<float,Dynamic,Dynamic> >
|
|
(Matrix<float,Dynamic,Dynamic>(42,42)) ));
|
|
|
|
// test of Dynamic defined Matrix (50, 50) of double
|
|
CALL_SUBTEST_13(( bdcsvd_verify_assert<Matrix<double,Dynamic,Dynamic> >
|
|
(Matrix<double,Dynamic,Dynamic>(50,50)) ));
|
|
CALL_SUBTEST_13(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> >
|
|
(Matrix<double,Dynamic,Dynamic>(50,50), 0) ));
|
|
CALL_SUBTEST_13(( bdcsvd<Matrix<double,Dynamic,Dynamic> >
|
|
(Matrix<double,Dynamic,Dynamic>(50, 50)) ));
|
|
|
|
// test of Dynamic defined Matrix (22, 22) of complex double
|
|
CALL_SUBTEST_14(( bdcsvd_verify_assert<Matrix<std::complex<double>,Dynamic,Dynamic> >
|
|
(Matrix<std::complex<double>,Dynamic,Dynamic>(22,22)) ));
|
|
CALL_SUBTEST_14(( compare_bdc_jacobi<Matrix<std::complex<double>,Dynamic,Dynamic> >
|
|
(Matrix<std::complex<double>, Dynamic, Dynamic> (22,22), 0) ));
|
|
CALL_SUBTEST_14(( bdcsvd<Matrix<std::complex<double>,Dynamic,Dynamic> >
|
|
(Matrix<std::complex<double>,Dynamic,Dynamic>(22, 22)) ));
|
|
|
|
// test of Dynamic defined Matrix (10, 10) of int
|
|
//CALL_SUBTEST_15(( bdcsvd_verify_assert<Matrix<int,Dynamic,Dynamic> >
|
|
// (Matrix<int,Dynamic,Dynamic>(10,10)) ));
|
|
//CALL_SUBTEST_15(( compare_bdc_jacobi<Matrix<int,Dynamic,Dynamic> >
|
|
// (Matrix<int,Dynamic,Dynamic>(10,10), 0) ));
|
|
//CALL_SUBTEST_15(( bdcsvd<Matrix<int,Dynamic,Dynamic> >
|
|
// (Matrix<int,Dynamic,Dynamic>(10, 10)) ));
|
|
|
|
|
|
// test of Dynamic defined Matrix (8, 6) of double
|
|
|
|
CALL_SUBTEST_16(( bdcsvd_verify_assert<Matrix<double,Dynamic,Dynamic> >
|
|
(Matrix<double,Dynamic,Dynamic>(8,6)) ));
|
|
CALL_SUBTEST_16(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> >
|
|
(Matrix<double,Dynamic,Dynamic>(8, 6), 0) ));
|
|
CALL_SUBTEST_16(( bdcsvd<Matrix<double,Dynamic,Dynamic> >
|
|
(Matrix<double,Dynamic,Dynamic>(8, 6)) ));
|
|
|
|
|
|
|
|
// test of Dynamic defined Matrix (36, 12) of float
|
|
CALL_SUBTEST_17(( compare_bdc_jacobi<Matrix<float,Dynamic,Dynamic> >
|
|
(Matrix<float,Dynamic,Dynamic>(36, 12), 0) ));
|
|
CALL_SUBTEST_17(( bdcsvd<Matrix<float,Dynamic,Dynamic> >
|
|
(Matrix<float,Dynamic,Dynamic>(36, 12)) ));
|
|
|
|
// test of Dynamic defined Matrix (5, 8) of double
|
|
CALL_SUBTEST_18(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> >
|
|
(Matrix<double,Dynamic,Dynamic>(5, 8), 0) ));
|
|
CALL_SUBTEST_18(( bdcsvd<Matrix<double,Dynamic,Dynamic> >
|
|
(Matrix<double,Dynamic,Dynamic>(5, 8)) ));
|
|
|
|
|
|
// non regression tests
|
|
CALL_SUBTEST_3(( bdcsvd_verify_assert(Matrix3f()) ));
|
|
CALL_SUBTEST_4(( bdcsvd_verify_assert(Matrix4d()) ));
|
|
CALL_SUBTEST_7(( bdcsvd_verify_assert(MatrixXf(10,12)) ));
|
|
CALL_SUBTEST_8(( bdcsvd_verify_assert(MatrixXcd(7,5)) ));
|
|
|
|
// SUBTESTS 1 and 2 on specifics matrix
|
|
for(int i = 0; i < g_repeat; i++) {
|
|
Matrix2cd m;
|
|
m << 0, 1,
|
|
0, 1;
|
|
CALL_SUBTEST_1(( bdcsvd(m, false) ));
|
|
m << 1, 0,
|
|
1, 0;
|
|
CALL_SUBTEST_1(( bdcsvd(m, false) ));
|
|
|
|
Matrix2d n;
|
|
n << 0, 0,
|
|
0, 0;
|
|
CALL_SUBTEST_2(( bdcsvd(n, false) ));
|
|
n << 0, 0,
|
|
0, 1;
|
|
CALL_SUBTEST_2(( bdcsvd(n, false) ));
|
|
|
|
// Statics matrix don't work with BDSVD yet
|
|
// bdc algo on a random 3x3 float matrix
|
|
// CALL_SUBTEST_3(( bdcsvd<Matrix3f>() ));
|
|
// bdc algo on a random 4x4 double matrix
|
|
// CALL_SUBTEST_4(( bdcsvd<Matrix4d>() ));
|
|
// bdc algo on a random 3x5 float matrix
|
|
// CALL_SUBTEST_5(( bdcsvd<Matrix<float,3,5> >() ));
|
|
|
|
int r = internal::random<int>(1, 30),
|
|
c = internal::random<int>(1, 30);
|
|
CALL_SUBTEST_7(( bdcsvd<MatrixXf>(MatrixXf(r,c)) ));
|
|
CALL_SUBTEST_8(( bdcsvd<MatrixXcd>(MatrixXcd(r,c)) ));
|
|
(void) r;
|
|
(void) c;
|
|
|
|
// Test on inf/nan matrix
|
|
CALL_SUBTEST_7( bdcsvd_inf_nan<MatrixXf>() );
|
|
}
|
|
|
|
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))) ));
|
|
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))) ));
|
|
|
|
// Test problem size constructors
|
|
CALL_SUBTEST_7( BDCSVD<MatrixXf>(10,10) );
|
|
|
|
} // end test_bdcsvd
|