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authorGravatar Gael Guennebaud <g.gael@free.fr>2008-08-01 23:44:59 +0000
committerGravatar Gael Guennebaud <g.gael@free.fr>2008-08-01 23:44:59 +0000
commit55aeb1f83a5c303da09f5c5ef3037e75e71312cd (patch)
tree3fdcdc5a05f33a429b5090d1c979d67aeb4b8a7e /test/product.h
parentb32b186c14c7c9abdde1217d9d6b5b7d7cac532b (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.h146
1 files changed, 146 insertions, 0 deletions
diff --git a/test/product.h b/test/product.h
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+// 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));
+ }
+}
+