diff options
author | Gael Guennebaud <g.gael@free.fr> | 2008-08-01 23:44:59 +0000 |
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committer | Gael Guennebaud <g.gael@free.fr> | 2008-08-01 23:44:59 +0000 |
commit | 55aeb1f83a5c303da09f5c5ef3037e75e71312cd (patch) | |
tree | 3fdcdc5a05f33a429b5090d1c979d67aeb4b8a7e /test/product.h | |
parent | b32b186c14c7c9abdde1217d9d6b5b7d7cac532b (diff) |
Optimizations:
* faster matrix-matrix and matrix-vector products (especially for not aligned cases)
* faster tridiagonalization (make it using our matrix-vector impl.)
Others:
* fix Flags of Map
* split the test_product to two smaller ones
Diffstat (limited to 'test/product.h')
-rw-r--r-- | test/product.h | 146 |
1 files changed, 146 insertions, 0 deletions
diff --git a/test/product.h b/test/product.h new file mode 100644 index 000000000..374994576 --- /dev/null +++ b/test/product.h @@ -0,0 +1,146 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. Eigen itself is part of the KDE project. +// +// Copyright (C) 2006-2008 Benoit Jacob <jacob@math.jussieu.fr> +// +// 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/Array> +#include <Eigen/QR> + +template<typename Derived1, typename Derived2> +bool areNotApprox(const MatrixBase<Derived1>& m1, const MatrixBase<Derived2>& m2, typename Derived1::RealScalar epsilon = precision<typename Derived1::RealScalar>()) +{ + return !((m1-m2).cwise().abs2().maxCoeff() < epsilon * epsilon + * std::max(m1.cwise().abs2().maxCoeff(), m2.cwise().abs2().maxCoeff())); +} + +template<typename MatrixType> void product(const MatrixType& m) +{ + /* this test covers the following files: + Identity.h Product.h + */ + + typedef typename MatrixType::Scalar Scalar; + typedef typename NumTraits<Scalar>::FloatingPoint FloatingPoint; + typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> RowVectorType; + typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> ColVectorType; + typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> RowSquareMatrixType; + typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> ColSquareMatrixType; + typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime, + MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime, + MatrixType::Flags&RowMajorBit ? 0 : RowMajorBit> OtherMajorMatrixType; + + int rows = m.rows(); + int cols = m.cols(); + + // this test relies a lot on Random.h, and there's not much more that we can do + // to test it, hence I consider that we will have tested Random.h + MatrixType m1 = MatrixType::Random(rows, cols), + m2 = MatrixType::Random(rows, cols), + m3(rows, cols), + mzero = MatrixType::Zero(rows, cols); + RowSquareMatrixType + identity = RowSquareMatrixType::Identity(rows, rows), + square = RowSquareMatrixType::Random(rows, rows), + res = RowSquareMatrixType::Random(rows, rows); + ColSquareMatrixType + square2 = ColSquareMatrixType::Random(cols, cols), + res2 = ColSquareMatrixType::Random(cols, cols); + RowVectorType v1 = RowVectorType::Random(rows), + v2 = RowVectorType::Random(rows), + vzero = RowVectorType::Zero(rows); + ColVectorType vc2 = ColVectorType::Random(cols), vcres; + OtherMajorMatrixType tm1 = m1; + + Scalar s1 = ei_random<Scalar>(); + + int r = ei_random<int>(0, rows-1), + c = ei_random<int>(0, cols-1); + + // begin testing Product.h: only associativity for now + // (we use Transpose.h but this doesn't count as a test for it) + VERIFY_IS_APPROX((m1*m1.transpose())*m2, m1*(m1.transpose()*m2)); + m3 = m1; + m3 *= m1.transpose() * m2; + VERIFY_IS_APPROX(m3, m1 * (m1.transpose()*m2)); + VERIFY_IS_APPROX(m3, m1.lazy() * (m1.transpose()*m2)); + + // continue testing Product.h: distributivity + VERIFY_IS_APPROX(square*(m1 + m2), square*m1+square*m2); + VERIFY_IS_APPROX(square*(m1 - m2), square*m1-square*m2); + + // continue testing Product.h: compatibility with ScalarMultiple.h + VERIFY_IS_APPROX(s1*(square*m1), (s1*square)*m1); + VERIFY_IS_APPROX(s1*(square*m1), square*(m1*s1)); + + // again, test operator() to check const-qualification + s1 += (square.lazy() * m1)(r,c); + + // test Product.h together with Identity.h + VERIFY_IS_APPROX(v1, identity*v1); + VERIFY_IS_APPROX(v1.transpose(), v1.transpose() * identity); + // again, test operator() to check const-qualification + VERIFY_IS_APPROX(MatrixType::Identity(rows, cols)(r,c), static_cast<Scalar>(r==c)); + + if (rows!=cols) + VERIFY_RAISES_ASSERT(m3 = m1*m1); + + // test the previous tests were not screwed up because operator* returns 0 + // (we use the more accurate default epsilon) + if (NumTraits<Scalar>::HasFloatingPoint && std::min(rows,cols)>1) + { + VERIFY(areNotApprox(m1.transpose()*m2,m2.transpose()*m1)); + } + + // test optimized operator+= path + res = square; + res += (m1 * m2.transpose()).lazy(); + VERIFY_IS_APPROX(res, square + m1 * m2.transpose()); + if (NumTraits<Scalar>::HasFloatingPoint && std::min(rows,cols)>1) + { + VERIFY(areNotApprox(res,square + m2 * m1.transpose())); + } + vcres = vc2; + vcres += (m1.transpose() * v1).lazy(); + VERIFY_IS_APPROX(vcres, vc2 + m1.transpose() * v1); + tm1 = m1; + VERIFY_IS_APPROX(tm1.transpose() * v1, m1.transpose() * v1); + VERIFY_IS_APPROX(v1.transpose() * tm1, v1.transpose() * m1); + + // test submatrix and matrix/vector product + for (int i=0; i<rows; ++i) + res.row(i) = m1.row(i) * m2.transpose(); + VERIFY_IS_APPROX(res, m1 * m2.transpose()); + // the other way round: + for (int i=0; i<rows; ++i) + res.col(i) = m1 * m2.transpose().col(i); + VERIFY_IS_APPROX(res, m1 * m2.transpose()); + + res2 = square2; + res2 += (m1.transpose() * m2).lazy(); + VERIFY_IS_APPROX(res2, square2 + m1.transpose() * m2); + if (NumTraits<Scalar>::HasFloatingPoint && std::min(rows,cols)>1) + { + VERIFY(areNotApprox(res2,square2 + m2.transpose() * m1)); + } +} + |