1 | // This file is part of Eigen, a lightweight C++ template library
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2 | // for linear algebra.
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3 | //
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4 | // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
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5 | // Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
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6 | //
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7 | // This Source Code Form is subject to the terms of the Mozilla
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8 | // Public License v. 2.0. If a copy of the MPL was not distributed
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9 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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10 |
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11 | #include "main.h"
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12 | #include <limits>
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13 | #include <Eigen/Eigenvalues>
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14 |
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15 | template<typename MatrixType> void eigensolver(const MatrixType& m)
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16 | {
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17 | typedef typename MatrixType::Index Index;
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18 | /* this test covers the following files:
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19 | EigenSolver.h
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20 | */
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21 | Index rows = m.rows();
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22 | Index cols = m.cols();
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23 |
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24 | typedef typename MatrixType::Scalar Scalar;
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25 | typedef typename NumTraits<Scalar>::Real RealScalar;
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26 | typedef Matrix<RealScalar, MatrixType::RowsAtCompileTime, 1> RealVectorType;
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27 | typedef typename std::complex<typename NumTraits<typename MatrixType::Scalar>::Real> Complex;
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28 |
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29 | MatrixType a = MatrixType::Random(rows,cols);
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30 | MatrixType a1 = MatrixType::Random(rows,cols);
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31 | MatrixType symmA = a.adjoint() * a + a1.adjoint() * a1;
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32 |
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33 | EigenSolver<MatrixType> ei0(symmA);
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34 | VERIFY_IS_EQUAL(ei0.info(), Success);
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35 | VERIFY_IS_APPROX(symmA * ei0.pseudoEigenvectors(), ei0.pseudoEigenvectors() * ei0.pseudoEigenvalueMatrix());
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36 | VERIFY_IS_APPROX((symmA.template cast<Complex>()) * (ei0.pseudoEigenvectors().template cast<Complex>()),
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37 | (ei0.pseudoEigenvectors().template cast<Complex>()) * (ei0.eigenvalues().asDiagonal()));
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38 |
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39 | EigenSolver<MatrixType> ei1(a);
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40 | VERIFY_IS_EQUAL(ei1.info(), Success);
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41 | VERIFY_IS_APPROX(a * ei1.pseudoEigenvectors(), ei1.pseudoEigenvectors() * ei1.pseudoEigenvalueMatrix());
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42 | VERIFY_IS_APPROX(a.template cast<Complex>() * ei1.eigenvectors(),
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43 | ei1.eigenvectors() * ei1.eigenvalues().asDiagonal());
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44 | VERIFY_IS_APPROX(ei1.eigenvectors().colwise().norm(), RealVectorType::Ones(rows).transpose());
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45 | VERIFY_IS_APPROX(a.eigenvalues(), ei1.eigenvalues());
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46 |
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47 | EigenSolver<MatrixType> ei2;
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48 | ei2.setMaxIterations(RealSchur<MatrixType>::m_maxIterationsPerRow * rows).compute(a);
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49 | VERIFY_IS_EQUAL(ei2.info(), Success);
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50 | VERIFY_IS_EQUAL(ei2.eigenvectors(), ei1.eigenvectors());
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51 | VERIFY_IS_EQUAL(ei2.eigenvalues(), ei1.eigenvalues());
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52 | if (rows > 2) {
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53 | ei2.setMaxIterations(1).compute(a);
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54 | VERIFY_IS_EQUAL(ei2.info(), NoConvergence);
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55 | VERIFY_IS_EQUAL(ei2.getMaxIterations(), 1);
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56 | }
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57 |
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58 | EigenSolver<MatrixType> eiNoEivecs(a, false);
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59 | VERIFY_IS_EQUAL(eiNoEivecs.info(), Success);
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60 | VERIFY_IS_APPROX(ei1.eigenvalues(), eiNoEivecs.eigenvalues());
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61 | VERIFY_IS_APPROX(ei1.pseudoEigenvalueMatrix(), eiNoEivecs.pseudoEigenvalueMatrix());
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62 |
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63 | MatrixType id = MatrixType::Identity(rows, cols);
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64 | VERIFY_IS_APPROX(id.operatorNorm(), RealScalar(1));
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65 |
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66 | if (rows > 2)
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67 | {
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68 | // Test matrix with NaN
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69 | a(0,0) = std::numeric_limits<typename MatrixType::RealScalar>::quiet_NaN();
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70 | EigenSolver<MatrixType> eiNaN(a);
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71 | VERIFY_IS_EQUAL(eiNaN.info(), NoConvergence);
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72 | }
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73 | }
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74 |
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75 | template<typename MatrixType> void eigensolver_verify_assert(const MatrixType& m)
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76 | {
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77 | EigenSolver<MatrixType> eig;
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78 | VERIFY_RAISES_ASSERT(eig.eigenvectors());
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79 | VERIFY_RAISES_ASSERT(eig.pseudoEigenvectors());
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80 | VERIFY_RAISES_ASSERT(eig.pseudoEigenvalueMatrix());
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81 | VERIFY_RAISES_ASSERT(eig.eigenvalues());
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82 |
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83 | MatrixType a = MatrixType::Random(m.rows(),m.cols());
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84 | eig.compute(a, false);
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85 | VERIFY_RAISES_ASSERT(eig.eigenvectors());
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86 | VERIFY_RAISES_ASSERT(eig.pseudoEigenvectors());
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87 | }
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88 |
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89 | void test_eigensolver_generic()
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90 | {
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91 | int s = 0;
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92 | for(int i = 0; i < g_repeat; i++) {
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93 | CALL_SUBTEST_1( eigensolver(Matrix4f()) );
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94 | s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4);
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95 | CALL_SUBTEST_2( eigensolver(MatrixXd(s,s)) );
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96 |
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97 | // some trivial but implementation-wise tricky cases
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98 | CALL_SUBTEST_2( eigensolver(MatrixXd(1,1)) );
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99 | CALL_SUBTEST_2( eigensolver(MatrixXd(2,2)) );
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100 | CALL_SUBTEST_3( eigensolver(Matrix<double,1,1>()) );
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101 | CALL_SUBTEST_4( eigensolver(Matrix2d()) );
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102 | }
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103 |
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104 | CALL_SUBTEST_1( eigensolver_verify_assert(Matrix4f()) );
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105 | s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4);
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106 | CALL_SUBTEST_2( eigensolver_verify_assert(MatrixXd(s,s)) );
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107 | CALL_SUBTEST_3( eigensolver_verify_assert(Matrix<double,1,1>()) );
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108 | CALL_SUBTEST_4( eigensolver_verify_assert(Matrix2d()) );
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109 |
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110 | // Test problem size constructors
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111 | CALL_SUBTEST_5(EigenSolver<MatrixXf> tmp(s));
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112 |
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113 | // regression test for bug 410
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114 | CALL_SUBTEST_2(
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115 | {
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116 | MatrixXd A(1,1);
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117 | A(0,0) = std::sqrt(-1.);
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118 | Eigen::EigenSolver<MatrixXd> solver(A);
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119 | MatrixXd V(1, 1);
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120 | V(0,0) = solver.eigenvectors()(0,0).real();
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121 | }
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122 | );
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123 |
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124 | TEST_SET_BUT_UNUSED_VARIABLE(s)
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125 | }
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