add new Householder module

1 files changed, 89 insertions, 0 deletions

diff --git a/test/householder.cpp b/test/householder.cpp
new file mode 100644
index 000000000..d8b11c9f1
--- /dev/null
+++ b/test/householder.cpp
@@ -0,0 +1,89 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#include "main.h"
+#include <Eigen/Householder>
+
+template<typename MatrixType> void householder(const MatrixType& m)
+{
+  /* this test covers the following files:
+     Householder.h
+  */
+  int rows = m.rows();
+  int cols = m.cols();
+
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
+  typedef Matrix<Scalar, ei_decrement_size<MatrixType::RowsAtCompileTime>::ret, 1> EssentialVectorType;
+  typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType;
+  
+  RealScalar beta;
+  EssentialVectorType essential;
+
+  VectorType v1 = VectorType::Random(rows), v2;
+  v2 = v1;
+  v1.makeHouseholder(&essential, &beta);
+  v1.applyHouseholderOnTheLeft(essential,beta);
+  
+  VERIFY_IS_APPROX(v1.norm(), v2.norm());
+  VERIFY_IS_MUCH_SMALLER_THAN(v1.end(rows-1).norm(), v1.norm());
+  v1 = VectorType::Random(rows);
+  v2 = v1;
+  v1.applyHouseholderOnTheLeft(essential,beta);
+  VERIFY_IS_APPROX(v1.norm(), v2.norm());
+  
+  MatrixType m1(rows, cols),
+             m2(rows, cols);
+
+  v1 = VectorType::Random(rows);
+  m1.colwise() = v1;
+  m2 = m1;
+  m1.col(0).makeHouseholder(&essential, &beta);
+  m1.applyHouseholderOnTheLeft(essential,beta);
+  VERIFY_IS_APPROX(m1.norm(), m2.norm());
+  VERIFY_IS_MUCH_SMALLER_THAN(m1.block(1,0,rows-1,cols).norm(), m1.norm());
+  
+  v1 = VectorType::Random(rows);
+  SquareMatrixType m3(rows,rows), m4(rows,rows);
+  m3.rowwise() = v1.transpose();
+  m4 = m3;
+  m3.row(0).makeHouseholder(&essential, &beta);
+  m3.applyHouseholderOnTheRight(essential,beta);
+  VERIFY_IS_APPROX(m3.norm(), m4.norm());
+  VERIFY_IS_MUCH_SMALLER_THAN(m3.block(0,1,rows,rows-1).norm(), m3.norm());
+}
+
+void test_householder()
+{
+  for(int i = 0; i < g_repeat; i++) {
+    CALL_SUBTEST( householder(Matrix<double,2,2>()) );
+    CALL_SUBTEST( householder(Matrix<float,2,3>()) );
+    CALL_SUBTEST( householder(Matrix<double,3,5>()) );
+    CALL_SUBTEST( householder(Matrix<float,4,4>()) );
+    CALL_SUBTEST( householder(MatrixXd(10,12)) );
+    CALL_SUBTEST( householder(MatrixXcf(16,17)) );
+  }
+
+}