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) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
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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 | // this hack is needed to make this file compiles with -pedantic (gcc)
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12 | #ifdef __GNUC__
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13 | #define throw(X)
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14 | #endif
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15 |
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16 | #ifdef __INTEL_COMPILER
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17 | // disable "warning #76: argument to macro is empty" produced by the above hack
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18 | #pragma warning disable 76
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19 | #endif
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20 |
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21 | // discard stack allocation as that too bypasses malloc
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22 | #define EIGEN_STACK_ALLOCATION_LIMIT 0
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23 | // any heap allocation will raise an assert
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24 | #define EIGEN_NO_MALLOC
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25 |
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26 | #include "main.h"
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27 | #include <Eigen/Cholesky>
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28 | #include <Eigen/Eigenvalues>
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29 | #include <Eigen/LU>
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30 | #include <Eigen/QR>
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31 | #include <Eigen/SVD>
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32 |
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33 | template<typename MatrixType> void nomalloc(const MatrixType& m)
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34 | {
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35 | /* this test check no dynamic memory allocation are issued with fixed-size matrices
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36 | */
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37 | typedef typename MatrixType::Index Index;
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38 | typedef typename MatrixType::Scalar Scalar;
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39 |
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40 | Index rows = m.rows();
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41 | Index cols = m.cols();
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42 |
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43 | MatrixType m1 = MatrixType::Random(rows, cols),
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44 | m2 = MatrixType::Random(rows, cols),
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45 | m3(rows, cols);
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46 |
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47 | Scalar s1 = internal::random<Scalar>();
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48 |
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49 | Index r = internal::random<Index>(0, rows-1),
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50 | c = internal::random<Index>(0, cols-1);
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51 |
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52 | VERIFY_IS_APPROX((m1+m2)*s1, s1*m1+s1*m2);
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53 | VERIFY_IS_APPROX((m1+m2)(r,c), (m1(r,c))+(m2(r,c)));
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54 | VERIFY_IS_APPROX(m1.cwiseProduct(m1.block(0,0,rows,cols)), (m1.array()*m1.array()).matrix());
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55 | VERIFY_IS_APPROX((m1*m1.transpose())*m2, m1*(m1.transpose()*m2));
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56 |
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57 | m2.col(0).noalias() = m1 * m1.col(0);
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58 | m2.col(0).noalias() -= m1.adjoint() * m1.col(0);
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59 | m2.col(0).noalias() -= m1 * m1.row(0).adjoint();
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60 | m2.col(0).noalias() -= m1.adjoint() * m1.row(0).adjoint();
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61 |
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62 | m2.row(0).noalias() = m1.row(0) * m1;
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63 | m2.row(0).noalias() -= m1.row(0) * m1.adjoint();
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64 | m2.row(0).noalias() -= m1.col(0).adjoint() * m1;
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65 | m2.row(0).noalias() -= m1.col(0).adjoint() * m1.adjoint();
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66 | VERIFY_IS_APPROX(m2,m2);
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67 |
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68 | m2.col(0).noalias() = m1.template triangularView<Upper>() * m1.col(0);
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69 | m2.col(0).noalias() -= m1.adjoint().template triangularView<Upper>() * m1.col(0);
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70 | m2.col(0).noalias() -= m1.template triangularView<Upper>() * m1.row(0).adjoint();
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71 | m2.col(0).noalias() -= m1.adjoint().template triangularView<Upper>() * m1.row(0).adjoint();
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72 |
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73 | m2.row(0).noalias() = m1.row(0) * m1.template triangularView<Upper>();
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74 | m2.row(0).noalias() -= m1.row(0) * m1.adjoint().template triangularView<Upper>();
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75 | m2.row(0).noalias() -= m1.col(0).adjoint() * m1.template triangularView<Upper>();
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76 | m2.row(0).noalias() -= m1.col(0).adjoint() * m1.adjoint().template triangularView<Upper>();
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77 | VERIFY_IS_APPROX(m2,m2);
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78 |
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79 | m2.col(0).noalias() = m1.template selfadjointView<Upper>() * m1.col(0);
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80 | m2.col(0).noalias() -= m1.adjoint().template selfadjointView<Upper>() * m1.col(0);
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81 | m2.col(0).noalias() -= m1.template selfadjointView<Upper>() * m1.row(0).adjoint();
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82 | m2.col(0).noalias() -= m1.adjoint().template selfadjointView<Upper>() * m1.row(0).adjoint();
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83 |
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84 | m2.row(0).noalias() = m1.row(0) * m1.template selfadjointView<Upper>();
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85 | m2.row(0).noalias() -= m1.row(0) * m1.adjoint().template selfadjointView<Upper>();
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86 | m2.row(0).noalias() -= m1.col(0).adjoint() * m1.template selfadjointView<Upper>();
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87 | m2.row(0).noalias() -= m1.col(0).adjoint() * m1.adjoint().template selfadjointView<Upper>();
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88 | VERIFY_IS_APPROX(m2,m2);
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89 |
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90 | m2.template selfadjointView<Lower>().rankUpdate(m1.col(0),-1);
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91 | m2.template selfadjointView<Lower>().rankUpdate(m1.row(0),-1);
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92 |
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93 | // The following fancy matrix-matrix products are not safe yet regarding static allocation
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94 | // m1 += m1.template triangularView<Upper>() * m2.col(;
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95 | // m1.template selfadjointView<Lower>().rankUpdate(m2);
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96 | // m1 += m1.template triangularView<Upper>() * m2;
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97 | // m1 += m1.template selfadjointView<Lower>() * m2;
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98 | // VERIFY_IS_APPROX(m1,m1);
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99 | }
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100 |
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101 | template<typename Scalar>
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102 | void ctms_decompositions()
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103 | {
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104 | const int maxSize = 16;
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105 | const int size = 12;
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106 |
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107 | typedef Eigen::Matrix<Scalar,
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108 | Eigen::Dynamic, Eigen::Dynamic,
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109 | 0,
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110 | maxSize, maxSize> Matrix;
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111 |
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112 | typedef Eigen::Matrix<Scalar,
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113 | Eigen::Dynamic, 1,
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114 | 0,
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115 | maxSize, 1> Vector;
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116 |
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117 | typedef Eigen::Matrix<std::complex<Scalar>,
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118 | Eigen::Dynamic, Eigen::Dynamic,
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119 | 0,
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120 | maxSize, maxSize> ComplexMatrix;
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121 |
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122 | const Matrix A(Matrix::Random(size, size)), B(Matrix::Random(size, size));
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123 | Matrix X(size,size);
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124 | const ComplexMatrix complexA(ComplexMatrix::Random(size, size));
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125 | const Matrix saA = A.adjoint() * A;
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126 | const Vector b(Vector::Random(size));
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127 | Vector x(size);
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128 |
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129 | // Cholesky module
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130 | Eigen::LLT<Matrix> LLT; LLT.compute(A);
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131 | X = LLT.solve(B);
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132 | x = LLT.solve(b);
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133 | Eigen::LDLT<Matrix> LDLT; LDLT.compute(A);
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134 | X = LDLT.solve(B);
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135 | x = LDLT.solve(b);
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136 |
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137 | // Eigenvalues module
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138 | Eigen::HessenbergDecomposition<ComplexMatrix> hessDecomp; hessDecomp.compute(complexA);
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139 | Eigen::ComplexSchur<ComplexMatrix> cSchur(size); cSchur.compute(complexA);
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140 | Eigen::ComplexEigenSolver<ComplexMatrix> cEigSolver; cEigSolver.compute(complexA);
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141 | Eigen::EigenSolver<Matrix> eigSolver; eigSolver.compute(A);
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142 | Eigen::SelfAdjointEigenSolver<Matrix> saEigSolver(size); saEigSolver.compute(saA);
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143 | Eigen::Tridiagonalization<Matrix> tridiag; tridiag.compute(saA);
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144 |
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145 | // LU module
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146 | Eigen::PartialPivLU<Matrix> ppLU; ppLU.compute(A);
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147 | X = ppLU.solve(B);
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148 | x = ppLU.solve(b);
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149 | Eigen::FullPivLU<Matrix> fpLU; fpLU.compute(A);
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150 | X = fpLU.solve(B);
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151 | x = fpLU.solve(b);
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152 |
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153 | // QR module
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154 | Eigen::HouseholderQR<Matrix> hQR; hQR.compute(A);
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155 | X = hQR.solve(B);
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156 | x = hQR.solve(b);
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157 | Eigen::ColPivHouseholderQR<Matrix> cpQR; cpQR.compute(A);
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158 | X = cpQR.solve(B);
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159 | x = cpQR.solve(b);
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160 | Eigen::FullPivHouseholderQR<Matrix> fpQR; fpQR.compute(A);
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161 | // FIXME X = fpQR.solve(B);
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162 | x = fpQR.solve(b);
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163 |
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164 | // SVD module
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165 | Eigen::JacobiSVD<Matrix> jSVD; jSVD.compute(A, ComputeFullU | ComputeFullV);
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166 | }
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167 |
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168 | void test_zerosized() {
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169 | // default constructors:
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170 | Eigen::MatrixXd A;
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171 | Eigen::VectorXd v;
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172 | // explicit zero-sized:
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173 | Eigen::ArrayXXd A0(0,0);
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174 | Eigen::ArrayXd v0(std::ptrdiff_t(0)); // FIXME ArrayXd(0) is ambiguous
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175 |
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176 | // assigning empty objects to each other:
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177 | A=A0;
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178 | v=v0;
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179 | }
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180 |
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181 | template<typename MatrixType> void test_reference(const MatrixType& m) {
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182 | typedef typename MatrixType::Scalar Scalar;
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183 | enum { Flag = MatrixType::IsRowMajor ? Eigen::RowMajor : Eigen::ColMajor};
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184 | enum { TransposeFlag = !MatrixType::IsRowMajor ? Eigen::RowMajor : Eigen::ColMajor};
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185 | typename MatrixType::Index rows = m.rows(), cols=m.cols();
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186 | // Dynamic reference:
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187 | typedef Eigen::Ref<const Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic, Flag > > Ref;
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188 | typedef Eigen::Ref<const Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic, TransposeFlag> > RefT;
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189 |
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190 | Ref r1(m);
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191 | Ref r2(m.block(rows/3, cols/4, rows/2, cols/2));
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192 | RefT r3(m.transpose());
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193 | RefT r4(m.topLeftCorner(rows/2, cols/2).transpose());
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194 |
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195 | VERIFY_RAISES_ASSERT(RefT r5(m));
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196 | VERIFY_RAISES_ASSERT(Ref r6(m.transpose()));
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197 | VERIFY_RAISES_ASSERT(Ref r7(Scalar(2) * m));
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198 | }
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199 |
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200 | void test_nomalloc()
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201 | {
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202 | // check that our operator new is indeed called:
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203 | VERIFY_RAISES_ASSERT(MatrixXd dummy(MatrixXd::Random(3,3)));
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204 | CALL_SUBTEST_1(nomalloc(Matrix<float, 1, 1>()) );
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205 | CALL_SUBTEST_2(nomalloc(Matrix4d()) );
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206 | CALL_SUBTEST_3(nomalloc(Matrix<float,32,32>()) );
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207 |
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208 | // Check decomposition modules with dynamic matrices that have a known compile-time max size (ctms)
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209 | CALL_SUBTEST_4(ctms_decompositions<float>());
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210 | CALL_SUBTEST_5(test_zerosized());
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211 | CALL_SUBTEST_6(test_reference(Matrix<float,32,32>()));
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212 | }
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