Improve debugging tests and output in BDCSVD

1 files changed, 102 insertions, 29 deletions

diff --git a/Eigen/src/SVD/BDCSVD.h b/Eigen/src/SVD/BDCSVD.h
index effa643fd..b440901d6 100644
--- a/Eigen/src/SVD/BDCSVD.h
+++ b/Eigen/src/SVD/BDCSVD.h
@@ -22,6 +22,11 @@
 // #define EIGEN_BDCSVD_DEBUG_VERBOSE
 // #define EIGEN_BDCSVD_SANITY_CHECKS
 
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+#undef eigen_internal_assert
+#define eigen_internal_assert(X) assert(X);
+#endif
+
 namespace Eigen {
 
 #ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
@@ -591,7 +596,7 @@ void BDCSVD<MatrixType>::computeSVDofM(Index firstCol, Index n, MatrixXr& U, Vec
   // but others are interleaved and we must ignore them at this stage.
   // To this end, let's compute a permutation skipping them:
   Index actual_n = n;
-  while(actual_n>1 && diag(actual_n-1)==Literal(0)) --actual_n;
+  while(actual_n>1 && diag(actual_n-1)==Literal(0)) {--actual_n; eigen_internal_assert(col0(actual_n)==Literal(0)); }
   Index m = 0; // size of the deflated problem
   for(Index k=0;k<actual_n;++k)
     if(abs(col0(k))>considerZero)
@@ -618,13 +623,11 @@ void BDCSVD<MatrixType>::computeSVDofM(Index firstCol, Index n, MatrixXr& U, Vec
   std::cout << "  shift:    " << shifts.transpose() << "\n";
   
   {
-    Index actual_n = n;
-    while(actual_n>1 && abs(col0(actual_n-1))<considerZero) --actual_n;
     std::cout << "\n\n    mus:    " << mus.head(actual_n).transpose() << "\n\n";
     std::cout << "    check1 (expect0) : " << ((singVals.array()-(shifts+mus)) / singVals.array()).head(actual_n).transpose() << "\n\n";
+    assert((((singVals.array()-(shifts+mus)) / singVals.array()).head(actual_n) >= 0).all());
     std::cout << "    check2 (>0)      : " << ((singVals.array()-diag) / singVals.array()).head(actual_n).transpose() << "\n\n";
-    std::cout << "    check3 (>0)      : " << ((diag.segment(1,actual_n-1)-singVals.head(actual_n-1).array()) / singVals.head(actual_n-1).array()).transpose() << "\n\n\n";
-    std::cout << "    check4 (>0)      : " << ((singVals.segment(1,actual_n-1)-singVals.head(actual_n-1))).transpose() << "\n\n\n";
+    assert((((singVals.array()-diag) / singVals.array()).head(actual_n) >= 0).all());
   }
 #endif
   
@@ -652,13 +655,13 @@ void BDCSVD<MatrixType>::computeSVDofM(Index firstCol, Index n, MatrixXr& U, Vec
 #endif
   
 #ifdef EIGEN_BDCSVD_SANITY_CHECKS
-  assert(U.allFinite());
-  assert(V.allFinite());
-  assert((U.transpose() * U - MatrixXr(MatrixXr::Identity(U.cols(),U.cols()))).norm() < 1e-14 * n);
-  assert((V.transpose() * V - MatrixXr(MatrixXr::Identity(V.cols(),V.cols()))).norm() < 1e-14 * n);
   assert(m_naiveU.allFinite());
   assert(m_naiveV.allFinite());
   assert(m_computed.allFinite());
+  assert(U.allFinite());
+  assert(V.allFinite());
+//   assert((U.transpose() * U - MatrixXr(MatrixXr::Identity(U.cols(),U.cols()))).norm() < 100*NumTraits<RealScalar>::epsilon() * n);
+//   assert((V.transpose() * V - MatrixXr(MatrixXr::Identity(V.cols(),V.cols()))).norm() < 100*NumTraits<RealScalar>::epsilon() * n);
 #endif
   
   // Because of deflation, the singular values might not be completely sorted.
@@ -673,6 +676,15 @@ void BDCSVD<MatrixType>::computeSVDofM(Index firstCol, Index n, MatrixXr& U, Vec
       if(m_compV) V.col(i).swap(V.col(i+1));
     }
   }
+
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+  {
+    bool singular_values_sorted = (((singVals.segment(1,actual_n-1)-singVals.head(actual_n-1))).array() >= 0).all();
+    if(!singular_values_sorted)
+      std::cout << "Singular values are not sorted: " << singVals.segment(1,actual_n).transpose() << "\n";
+    assert(singular_values_sorted);
+  }
+#endif
   
   // Reverse order so that singular values in increased order
   // Because of deflation, the zeros singular-values are already at the end
@@ -749,19 +761,22 @@ void BDCSVD<MatrixType>::computeSingVals(const ArrayRef& col0, const ArrayRef& d
     RealScalar mid = left + (right-left) / Literal(2);
     RealScalar fMid = secularEq(mid, col0, diag, perm, diag, Literal(0));
 #ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
-    std::cout << right-left << "\n";
-    std::cout << "fMid = " << fMid << " " << secularEq(mid-left, col0, diag, perm, diag-left, left) << " " << secularEq(mid-right, col0, diag, perm, diag-right, right)   << "\n";
-    std::cout << "     = " << secularEq(0.1*(left+right), col0, diag, perm, diag, 0)
-              << " "       << secularEq(0.2*(left+right), col0, diag, perm, diag, 0)
-              << " "       << secularEq(0.3*(left+right), col0, diag, perm, diag, 0)
-              << " "       << secularEq(0.4*(left+right), col0, diag, perm, diag, 0)
-              << " "       << secularEq(0.49*(left+right), col0, diag, perm, diag, 0)
-              << " "       << secularEq(0.5*(left+right), col0, diag, perm, diag, 0)
-              << " "       << secularEq(0.51*(left+right), col0, diag, perm, diag, 0)
-              << " "       << secularEq(0.6*(left+right), col0, diag, perm, diag, 0)
-              << " "       << secularEq(0.7*(left+right), col0, diag, perm, diag, 0)
-              << " "       << secularEq(0.8*(left+right), col0, diag, perm, diag, 0)
-              << " "       << secularEq(0.9*(left+right), col0, diag, perm, diag, 0) << "\n";
+    std::cout << "right-left = " << right-left << "\n";
+//     std::cout << "fMid = " << fMid << " " << secularEq(mid-left, col0, diag, perm, ArrayXr(diag-left), left)
+//                            << " " << secularEq(mid-right, col0, diag, perm, ArrayXr(diag-right), right)   << "\n";
+    std::cout << "     = " << secularEq(left+RealScalar(0.000001)*(right-left), col0, diag, perm, diag, 0)
+              << " "       << secularEq(left+RealScalar(0.1)     *(right-left), col0, diag, perm, diag, 0)
+              << " "       << secularEq(left+RealScalar(0.2)     *(right-left), col0, diag, perm, diag, 0)
+              << " "       << secularEq(left+RealScalar(0.3)     *(right-left), col0, diag, perm, diag, 0)
+              << " "       << secularEq(left+RealScalar(0.4)     *(right-left), col0, diag, perm, diag, 0)
+              << " "       << secularEq(left+RealScalar(0.49)    *(right-left), col0, diag, perm, diag, 0)
+              << " "       << secularEq(left+RealScalar(0.5)     *(right-left), col0, diag, perm, diag, 0)
+              << " "       << secularEq(left+RealScalar(0.51)    *(right-left), col0, diag, perm, diag, 0)
+              << " "       << secularEq(left+RealScalar(0.6)     *(right-left), col0, diag, perm, diag, 0)
+              << " "       << secularEq(left+RealScalar(0.7)     *(right-left), col0, diag, perm, diag, 0)
+              << " "       << secularEq(left+RealScalar(0.8)     *(right-left), col0, diag, perm, diag, 0)
+              << " "       << secularEq(left+RealScalar(0.9)     *(right-left), col0, diag, perm, diag, 0)
+              << " "       << secularEq(left+RealScalar(0.999999)*(right-left), col0, diag, perm, diag, 0) << "\n";
 #endif
     RealScalar shift = (k == actual_n-1 || fMid > Literal(0)) ? left : right;
     
@@ -804,13 +819,16 @@ void BDCSVD<MatrixType>::computeSingVals(const ArrayRef& col0, const ArrayRef& d
       // And find mu such that f(mu)==0:
       RealScalar muZero = -a/b;
       RealScalar fZero = secularEq(muZero, col0, diag, perm, diagShifted, shift);
+
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+      assert((std::isfinite)(fZero));
+#endif
       
       muPrev = muCur;
       fPrev = fCur;
       muCur = muZero;
       fCur = fZero;
       
-      
       if (shift == left  && (muCur < Literal(0) || muCur > right - left)) useBisection = true;
       if (shift == right && (muCur < -(right - left) || muCur > Literal(0))) useBisection = true;
       if (abs(fCur)>abs(fPrev)) useBisection = true;
@@ -843,18 +861,30 @@ void BDCSVD<MatrixType>::computeSingVals(const ArrayRef& col0, const ArrayRef& d
         else
           rightShifted = -(std::numeric_limits<RealScalar>::min)();
       }
-      
+
       RealScalar fLeft = secularEq(leftShifted, col0, diag, perm, diagShifted, shift);
 
-#if defined EIGEN_INTERNAL_DEBUGGING || defined EIGEN_BDCSVD_DEBUG_VERBOSE
+#if defined EIGEN_INTERNAL_DEBUGGING || defined EIGEN_BDCSVD_SANITY_CHECKS
       RealScalar fRight = secularEq(rightShifted, col0, diag, perm, diagShifted, shift);
 #endif
 
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+      if(!(std::isfinite)(fLeft))
+        std::cout << "f(" << leftShifted << ") =" << fLeft << " ; " << left << " " << shift << " " << right << "\n";
+      assert((std::isfinite)(fLeft));
+
+      if(!(std::isfinite)(fRight))
+        std::cout << "f(" << rightShifted << ") =" << fRight << " ; " << left << " " << shift << " " << right << "\n";
+//       assert((std::isfinite)(fRight));
+#endif
+
 #ifdef  EIGEN_BDCSVD_DEBUG_VERBOSE
       if(!(fLeft * fRight<0))
       {
-        std::cout << "fLeft: " << leftShifted << " - " << diagShifted.head(10).transpose()  << "\n ; " << bool(left==shift) << " " << (left-shift) << "\n";
-        std::cout << k << " : " <<  fLeft << " * " << fRight << " == " << fLeft * fRight << "  ;  " << left << " - " << right << " -> " <<  leftShifted << " " << rightShifted << "   shift=" << shift << "\n";
+        std::cout << "f(leftShifted) using  leftShifted=" << leftShifted << " ;  diagShifted(1:10):" << diagShifted.head(10).transpose()  << "\n ; "
+                  << "left==shift=" << bool(left==shift) << " ; left-shift = " << (left-shift) << "\n";
+        std::cout << "k=" << k << ", " <<  fLeft << " * " << fRight << " == " << fLeft * fRight << "  ;  "
+                  << "[" << left << " .. " << right << "] -> [" << leftShifted << " " << rightShifted << "], shift=" << shift << " ,  f(right)=" <<  secularEq(0, col0, diag, perm, diagShifted, shift) << " == " << secularEq(right, col0, diag, perm, diag, 0) << "\n";
       }
 #endif
       eigen_internal_assert(fLeft * fRight < Literal(0));
@@ -863,6 +893,8 @@ void BDCSVD<MatrixType>::computeSingVals(const ArrayRef& col0, const ArrayRef& d
       {
         RealScalar midShifted = (leftShifted + rightShifted) / Literal(2);
         fMid = secularEq(midShifted, col0, diag, perm, diagShifted, shift);
+        eigen_internal_assert((numext::isfinite)(fMid));
+
         if (fLeft * fMid < Literal(0))
         {
           rightShifted = midShifted;
@@ -881,6 +913,15 @@ void BDCSVD<MatrixType>::computeSingVals(const ArrayRef& col0, const ArrayRef& d
     shifts[k] = shift;
     mus[k] = muCur;
 
+#ifdef  EIGEN_BDCSVD_DEBUG_VERBOSE
+    if(k+1<n)
+      std::cout << "found " << singVals[k] << " == " << shift << " + " << muCur << " from " << diag(k) << " .. "  << diag(k+1) << "\n";
+#endif
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+    assert(k==0 || singVals[k]>=singVals[k-1]);
+    assert(singVals[k]>=diag(k));
+#endif
+
     // perturb singular value slightly if it equals diagonal entry to avoid division by zero later
     // (deflation is supposed to avoid this from happening)
     // - this does no seem to be necessary anymore -
@@ -915,14 +956,42 @@ void BDCSVD<MatrixType>::perturbCol0
       // see equation (3.6)
       RealScalar dk = diag(k);
       RealScalar prod = (singVals(last) + dk) * (mus(last) + (shifts(last) - dk));
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+      if(prod<0) {
+        std::cout << "k = " << k << " ;  z(k)=" << col0(k) << ", diag(k)=" << dk << "\n";
+        std::cout << "prod = " << "(" << singVals(last) << " + " << dk << ") * (" << mus(last) << " + (" << shifts(last) << " - " << dk << "))" << "\n";
+        std::cout << "     = " << singVals(last) + dk << " * " << mus(last) + (shifts(last) - dk) <<  "\n";
+      }
+      assert(prod>=0);
+#endif
 
       for(Index l = 0; l<m; ++l)
       {
         Index i = perm(l);
         if(i!=k)
         {
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+          if(i>=k && (l==0 || l-1>=m))
+          {
+            std::cout << "Error in perturbCol0\n";
+            std::cout << "  " << k << "/" << n << " "  << l << "/" << m << " " << i << "/" << n << " ; " << col0(k) << " " << diag(k) << " "  <<  "\n";
+            std::cout << "  " <<diag(i) << "\n";
+            Index j = (i<k /*|| l==0*/) ? i : perm(l-1);
+            std::cout << "  " << "j=" << j << "\n";
+          }
+#endif
           Index j = i<k ? i : perm(l-1);
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+          if(!(dk!=Literal(0) || diag(i)!=Literal(0)))
+          {
+            std::cout << "k=" << k << ", i=" << i << ", l=" << l << ", perm.size()=" << perm.size() << "\n";
+          }
+          assert(dk!=Literal(0) || diag(i)!=Literal(0));
+#endif
           prod *= ((singVals(j)+dk) / ((diag(i)+dk))) * ((mus(j)+(shifts(j)-dk)) / ((diag(i)-dk)));
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+          assert(prod>=0);
+#endif
 #ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
           if(i!=k && std::abs(((singVals(j)+dk)*(mus(j)+(shifts(j)-dk)))/((diag(i)+dk)*(diag(i)-dk)) - 1) > 0.9 )
             std::cout << "     " << ((singVals(j)+dk)*(mus(j)+(shifts(j)-dk)))/((diag(i)+dk)*(diag(i)-dk)) << " == (" << (singVals(j)+dk) << " * " << (mus(j)+(shifts(j)-dk))
@@ -934,6 +1003,9 @@ void BDCSVD<MatrixType>::perturbCol0
       std::cout << "zhat(" << k << ") =  sqrt( " << prod << ")  ;  " << (singVals(last) + dk) << " * " << mus(last) + shifts(last) << " - " << dk << "\n";
 #endif
       RealScalar tmp = sqrt(prod);
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+      assert((std::isfinite)(tmp));
+#endif
       zhat(k) = col0(k) > Literal(0) ? tmp : -tmp;
     }
   }
@@ -1043,7 +1115,7 @@ void BDCSVD<MatrixType>::deflation44(Index firstColu , Index firstColm, Index fi
   }
   c/=r;
   s/=r;
-  m_computed(firstColm + i, firstColm) = r;  
+  m_computed(firstColm + i, firstColm) = r;
   m_computed(firstColm + j, firstColm + j) = m_computed(firstColm + i, firstColm + i);
   m_computed(firstColm + j, firstColm) = Literal(0);
 
@@ -1117,6 +1189,7 @@ void BDCSVD<MatrixType>::deflation(Index firstCol, Index lastCol, Index k, Index
 #endif
 #ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
   std::cout << "to be sorted: " << diag.transpose() << "\n\n";
+  std::cout << "            : " << col0.transpose() << "\n\n";
 #endif
   {
     // Check for total deflation
@@ -1207,7 +1280,7 @@ void BDCSVD<MatrixType>::deflation(Index firstCol, Index lastCol, Index k, Index
        if( (diag(i) - diag(i-1)) < NumTraits<RealScalar>::epsilon()*maxDiag )
       {
 #ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
-        std::cout << "deflation 4.4 with i = " << i << " because " << (diag(i) - diag(i-1)) << " < " << NumTraits<RealScalar>::epsilon()*diag(i) << "\n";
+        std::cout << "deflation 4.4 with i = " << i << " because " << diag(i) << " - " << diag(i-1) << " == " << (diag(i) - diag(i-1)) << " < " << NumTraits<RealScalar>::epsilon()*/*diag(i)*/maxDiag << "\n";
 #endif
         eigen_internal_assert(abs(diag(i) - diag(i-1))<epsilon_coarse && " diagonal entries are not properly sorted");
         deflation44(firstCol, firstCol + shift, firstRowW, firstColW, i-1, i, length);