add Jacobi unit test. jacobi_5 fails, exposing bug #39.

1 files changed, 93 insertions, 0 deletions

diff --git a/test/jacobi.cpp b/test/jacobi.cpp
new file mode 100644
index 000000000..eb839fa77
--- /dev/null
+++ b/test/jacobi.cpp
@@ -0,0 +1,93 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// 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/SVD>
+
+template<typename MatrixType, typename JacobiScalar>
+void jacobi(const MatrixType& m = MatrixType())
+{
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::Index Index;
+  Index rows = m.rows();
+  Index cols = m.cols();
+
+  enum {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime
+  };
+
+  typedef Matrix<JacobiScalar, 2, 1> JacobiVector;
+
+  const MatrixType a(MatrixType::Random(rows, cols));
+
+  JacobiVector v = JacobiVector::Random().normalized();
+  JacobiScalar c = v.x(), s = v.y();
+  PlanarRotation<JacobiScalar> rot(c, s);
+
+  {
+    Index p = ei_random<Index>(0, rows-1);
+    Index q;
+    do {
+      q = ei_random<Index>(0, rows-1);
+    } while (q == p);
+
+    MatrixType b = a;
+    b.applyOnTheLeft(p, q, rot);
+    VERIFY_IS_APPROX(b.row(p), c * a.row(p) + ei_conj(s) * a.row(q));
+    VERIFY_IS_APPROX(b.row(q), -s * a.row(p) + ei_conj(c) * a.row(q));
+  }
+
+  {
+    Index p = ei_random<Index>(0, cols-1);
+    Index q;
+    do {
+      q = ei_random<Index>(0, cols-1);
+    } while (q == p);
+
+    MatrixType b = a;
+    b.applyOnTheRight(p, q, rot);
+    VERIFY_IS_APPROX(b.col(p), c * a.col(p) - s * a.col(q));
+    VERIFY_IS_APPROX(b.col(q), ei_conj(s) * a.col(p) + ei_conj(c) * a.col(q));
+  }
+}
+
+void test_jacobi()
+{
+  for(int i = 0; i < g_repeat; i++) {
+    CALL_SUBTEST_1(( jacobi<Matrix3f, float>() ));
+    CALL_SUBTEST_2(( jacobi<Matrix4d, double>() ));
+    CALL_SUBTEST_3(( jacobi<Matrix4cf, float>() ));
+    CALL_SUBTEST_3(( jacobi<Matrix4cf, std::complex<float> >() ));
+
+    int r = ei_random<int>(2, 20),
+        c = ei_random<int>(2, 20);
+    CALL_SUBTEST_4(( jacobi<MatrixXf, float>(MatrixXf(r,c)) ));
+    CALL_SUBTEST_5(( jacobi<MatrixXcd, double>(MatrixXcd(r,c)) ));
+    CALL_SUBTEST_5(( jacobi<MatrixXcd, std::complex<double> >(MatrixXcd(r,c)) ));
+    (void) r;
+    (void) c;
+  }
+}