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authorGravatar Thomas Capricelli <orzel@freehackers.org>2009-09-10 02:37:08 +0200
committerGravatar Thomas Capricelli <orzel@freehackers.org>2009-09-10 02:37:08 +0200
commit72746838ad381ea974143d92b30296c2597d26c3 (patch)
tree9ed2642a8fa75a3a5e022503dc7d7a182d35a122 /test/jacobisvd.cpp
parente3db42611b79761cf7d45b94bcb503a66efd7e77 (diff)
parent2a6db40f1064c71400bd0be35da440aa82591331 (diff)
merge with tip
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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.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>
+#include <Eigen/LU>
+
+template<typename MatrixType, unsigned int Options> void svd(const MatrixType& m = MatrixType(), bool pickrandom = true)
+{
+ int rows = m.rows();
+ int cols = m.cols();
+
+ enum {
+ RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+ ColsAtCompileTime = MatrixType::ColsAtCompileTime
+ };
+
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename NumTraits<Scalar>::Real RealScalar;
+ typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime> MatrixUType;
+ typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime> MatrixVType;
+ typedef Matrix<Scalar, RowsAtCompileTime, 1> ColVectorType;
+ typedef Matrix<Scalar, ColsAtCompileTime, 1> InputVectorType;
+
+ MatrixType a;
+ if(pickrandom) a = MatrixType::Random(rows,cols);
+ else a = m;
+
+ JacobiSVD<MatrixType,Options> svd(a);
+ MatrixType sigma = MatrixType::Zero(rows,cols);
+ sigma.diagonal() = svd.singularValues().template cast<Scalar>();
+ MatrixUType u = svd.matrixU();
+ MatrixVType v = svd.matrixV();
+
+ VERIFY_IS_APPROX(a, u * sigma * v.adjoint());
+ VERIFY_IS_UNITARY(u);
+ VERIFY_IS_UNITARY(v);
+}
+
+template<typename MatrixType> void svd_verify_assert()
+{
+ MatrixType tmp;
+
+ SVD<MatrixType> svd;
+ //VERIFY_RAISES_ASSERT(svd.solve(tmp, &tmp))
+ VERIFY_RAISES_ASSERT(svd.matrixU())
+ VERIFY_RAISES_ASSERT(svd.singularValues())
+ VERIFY_RAISES_ASSERT(svd.matrixV())
+ /*VERIFY_RAISES_ASSERT(svd.computeUnitaryPositive(&tmp,&tmp))
+ VERIFY_RAISES_ASSERT(svd.computePositiveUnitary(&tmp,&tmp))
+ VERIFY_RAISES_ASSERT(svd.computeRotationScaling(&tmp,&tmp))
+ VERIFY_RAISES_ASSERT(svd.computeScalingRotation(&tmp,&tmp))*/
+}
+
+void test_jacobisvd()
+{
+ for(int i = 0; i < g_repeat; i++) {
+ Matrix2cd m;
+ m << 0, 1,
+ 0, 1;
+ CALL_SUBTEST(( svd<Matrix2cd,0>(m, false) ));
+ m << 1, 0,
+ 1, 0;
+ CALL_SUBTEST(( svd<Matrix2cd,0>(m, false) ));
+ Matrix2d n;
+ n << 1, 1,
+ 1, -1;
+ CALL_SUBTEST(( svd<Matrix2d,0>(n, false) ));
+ CALL_SUBTEST(( svd<Matrix3f,0>() ));
+ CALL_SUBTEST(( svd<Matrix4d,Square>() ));
+ CALL_SUBTEST(( svd<Matrix<float,3,5> , AtLeastAsManyColsAsRows>() ));
+ CALL_SUBTEST(( svd<Matrix<double,Dynamic,2> , AtLeastAsManyRowsAsCols>(Matrix<double,Dynamic,2>(10,2)) ));
+
+ CALL_SUBTEST(( svd<MatrixXf,Square>(MatrixXf(50,50)) ));
+ CALL_SUBTEST(( svd<MatrixXcd,AtLeastAsManyRowsAsCols>(MatrixXcd(14,7)) ));
+ }
+ CALL_SUBTEST(( svd<MatrixXf,0>(MatrixXf(300,200)) ));
+ CALL_SUBTEST(( svd<MatrixXcd,AtLeastAsManyColsAsRows>(MatrixXcd(100,150)) ));
+
+ CALL_SUBTEST(( svd_verify_assert<Matrix3f>() ));
+ CALL_SUBTEST(( svd_verify_assert<Matrix3d>() ));
+ CALL_SUBTEST(( svd_verify_assert<MatrixXf>() ));
+ CALL_SUBTEST(( svd_verify_assert<MatrixXd>() ));
+}