[136] | 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) 2012 Gael Guennebaud <gael.guennebaud@inria.fr>
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| 5 | //
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| 6 | // This Source Code Form is subject to the terms of the Mozilla
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| 7 | // Public License v. 2.0. If a copy of the MPL was not distributed
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| 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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| 9 |
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| 10 | #include "main.h"
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| 11 | #include <limits>
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| 12 | #include <Eigen/Eigenvalues>
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| 13 |
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| 14 | template<typename MatrixType> void generalized_eigensolver_real(const MatrixType& m)
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| 15 | {
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| 16 | typedef typename MatrixType::Index Index;
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| 17 | /* this test covers the following files:
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| 18 | GeneralizedEigenSolver.h
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| 19 | */
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| 20 | Index rows = m.rows();
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| 21 | Index cols = m.cols();
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| 22 |
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| 23 | typedef typename MatrixType::Scalar Scalar;
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| 24 | typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
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| 25 |
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| 26 | MatrixType a = MatrixType::Random(rows,cols);
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| 27 | MatrixType b = MatrixType::Random(rows,cols);
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| 28 | MatrixType a1 = MatrixType::Random(rows,cols);
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| 29 | MatrixType b1 = MatrixType::Random(rows,cols);
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| 30 | MatrixType spdA = a.adjoint() * a + a1.adjoint() * a1;
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| 31 | MatrixType spdB = b.adjoint() * b + b1.adjoint() * b1;
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| 32 |
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| 33 | // lets compare to GeneralizedSelfAdjointEigenSolver
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| 34 | GeneralizedSelfAdjointEigenSolver<MatrixType> symmEig(spdA, spdB);
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| 35 | GeneralizedEigenSolver<MatrixType> eig(spdA, spdB);
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| 36 |
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| 37 | VERIFY_IS_EQUAL(eig.eigenvalues().imag().cwiseAbs().maxCoeff(), 0);
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| 38 |
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| 39 | VectorType realEigenvalues = eig.eigenvalues().real();
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| 40 | std::sort(realEigenvalues.data(), realEigenvalues.data()+realEigenvalues.size());
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| 41 | VERIFY_IS_APPROX(realEigenvalues, symmEig.eigenvalues());
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| 42 | }
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| 43 |
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| 44 | void test_eigensolver_generalized_real()
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| 45 | {
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| 46 | for(int i = 0; i < g_repeat; i++) {
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| 47 | int s = 0;
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| 48 | CALL_SUBTEST_1( generalized_eigensolver_real(Matrix4f()) );
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| 49 | s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4);
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| 50 | CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(s,s)) );
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| 51 |
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| 52 | // some trivial but implementation-wise tricky cases
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| 53 | CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(1,1)) );
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| 54 | CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(2,2)) );
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| 55 | CALL_SUBTEST_3( generalized_eigensolver_real(Matrix<double,1,1>()) );
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| 56 | CALL_SUBTEST_4( generalized_eigensolver_real(Matrix2d()) );
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| 57 | TEST_SET_BUT_UNUSED_VARIABLE(s)
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| 58 | }
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| 59 | }
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