Add unit test for non symmetric generalized eigenvalues

1 files changed, 24 insertions, 8 deletions

diff --git a/test/eigensolver_generalized_real.cpp b/test/eigensolver_generalized_real.cpp
index a46a2e50e..da14482de 100644
--- a/test/eigensolver_generalized_real.cpp
+++ b/test/eigensolver_generalized_real.cpp
@@ -1,7 +1,7 @@
 // This file is part of Eigen, a lightweight C++ template library
 // for linear algebra.
 //
-// Copyright (C) 2012 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2012-2016 Gael Guennebaud <gael.guennebaud@inria.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
@@ -10,6 +10,7 @@
 #include "main.h"
 #include <limits>
 #include <Eigen/Eigenvalues>
+#include <Eigen/LU>
 
 template<typename MatrixType> void generalized_eigensolver_real(const MatrixType& m)
 {
@@ -21,6 +22,7 @@ template<typename MatrixType> void generalized_eigensolver_real(const MatrixType
   Index cols = m.cols();
 
   typedef typename MatrixType::Scalar Scalar;
+  typedef std::complex<Scalar> ComplexScalar;
   typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
 
   MatrixType a = MatrixType::Random(rows,cols);
@@ -31,14 +33,28 @@ template<typename MatrixType> void generalized_eigensolver_real(const MatrixType
   MatrixType spdB =  b.adjoint() * b + b1.adjoint() * b1;
 
   // lets compare to GeneralizedSelfAdjointEigenSolver
-  GeneralizedSelfAdjointEigenSolver<MatrixType> symmEig(spdA, spdB);
-  GeneralizedEigenSolver<MatrixType> eig(spdA, spdB);
+  {
+    GeneralizedSelfAdjointEigenSolver<MatrixType> symmEig(spdA, spdB);
+    GeneralizedEigenSolver<MatrixType> eig(spdA, spdB);
+
+    VERIFY_IS_EQUAL(eig.eigenvalues().imag().cwiseAbs().maxCoeff(), 0);
 
-  VERIFY_IS_EQUAL(eig.eigenvalues().imag().cwiseAbs().maxCoeff(), 0);
+    VectorType realEigenvalues = eig.eigenvalues().real();
+    std::sort(realEigenvalues.data(), realEigenvalues.data()+realEigenvalues.size());
+    VERIFY_IS_APPROX(realEigenvalues, symmEig.eigenvalues());
+  }
 
-  VectorType realEigenvalues = eig.eigenvalues().real();
-  std::sort(realEigenvalues.data(), realEigenvalues.data()+realEigenvalues.size());
-  VERIFY_IS_APPROX(realEigenvalues, symmEig.eigenvalues());
+  // non symmetric case:
+  {
+    GeneralizedEigenSolver<MatrixType> eig(a,b);
+    for(Index k=0; k<cols; ++k)
+    {
+      Matrix<ComplexScalar,Dynamic,Dynamic> tmp = (eig.betas()(k)*a).template cast<ComplexScalar>() - eig.alphas()(k)*b;
+      if(tmp.norm()>(std::numeric_limits<Scalar>::min)())
+        tmp /= tmp.norm();
+      VERIFY_IS_MUCH_SMALLER_THAN( std::abs(tmp.determinant()), Scalar(1) );
+    }
+  }
 
   // regression test for bug 1098
   {
@@ -57,7 +73,7 @@ void test_eigensolver_generalized_real()
     s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4);
     CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(s,s)) );
 
-    // some trivial but implementation-wise tricky cases
+    // some trivial but implementation-wise special cases
     CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(1,1)) );
     CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(2,2)) );
     CALL_SUBTEST_3( generalized_eigensolver_real(Matrix<double,1,1>()) );