QR: add isInjective(), isSurjective(),

    mark isFullRank() deprecated,
    add solve() (mix of Keir's patch and LU::solve())
=> there is big problem with complex which are not working

1 files changed, 105 insertions, 11 deletions

diff --git a/test/qr.cpp b/test/qr.cpp
index 9ce808429..2b9579c9c 100644
--- a/test/qr.cpp
+++ b/test/qr.cpp
@@ -27,9 +27,7 @@
 
 template<typename MatrixType> void qr(const MatrixType& m)
 {
-  /* this test covers the following files:
-     QR.h
-  */
+  /* this test covers the following files: QR.h */
   int rows = m.rows();
   int cols = m.cols();
 
@@ -57,6 +55,98 @@ template<typename MatrixType> void qr(const MatrixType& m)
   VERIFY_IS_APPROX(b, hess.matrixQ() * hess.matrixH() * hess.matrixQ().adjoint());
 }
 
+template<typename Derived>
+void doSomeRankPreservingOperations(Eigen::MatrixBase<Derived>& m)
+{
+  typedef typename Derived::RealScalar RealScalar;
+  for(int a = 0; a < 3*(m.rows()+m.cols()); a++)
+  {
+    RealScalar d = Eigen::ei_random<RealScalar>(-1,1);
+    int i = Eigen::ei_random<int>(0,m.rows()-1); // i is a random row number
+    int j;
+    do {
+      j = Eigen::ei_random<int>(0,m.rows()-1);
+    } while (i==j); // j is another one (must be different)
+    m.row(i) += d * m.row(j);
+
+    i = Eigen::ei_random<int>(0,m.cols()-1); // i is a random column number
+    do {
+      j = Eigen::ei_random<int>(0,m.cols()-1);
+    } while (i==j); // j is another one (must be different)
+    m.col(i) += d * m.col(j);
+  }
+}
+
+template<typename MatrixType> void qr_non_invertible()
+{
+  /* this test covers the following files: QR.h */
+  // NOTE there seems to be a problem with too small sizes -- could easily lie in the doSomeRankPreservingOperations function
+  int rows = ei_random<int>(20,200), cols = ei_random<int>(20,rows), cols2 = ei_random<int>(20,rows);
+  int rank = ei_random<int>(1, std::min(rows, cols)-1);
+
+  MatrixType m1(rows, cols), m2(cols, cols2), m3(rows, cols2), k(1,1);
+  m1 = MatrixType::Random(rows,cols);
+  if(rows <= cols)
+    for(int i = rank; i < rows; i++) m1.row(i).setZero();
+  else
+    for(int i = rank; i < cols; i++) m1.col(i).setZero();
+  doSomeRankPreservingOperations(m1);
+
+  QR<MatrixType> lu(m1);
+//   typename LU<MatrixType>::KernelResultType m1kernel = lu.kernel();
+//   typename LU<MatrixType>::ImageResultType m1image = lu.image();
+
+  VERIFY(rank == lu.rank());
+  VERIFY(cols - lu.rank() == lu.dimensionOfKernel());
+  VERIFY(!lu.isInjective());
+  VERIFY(!lu.isInvertible());
+  VERIFY(lu.isSurjective() == (lu.rank() == rows));
+//   VERIFY((m1 * m1kernel).isMuchSmallerThan(m1));
+//   VERIFY(m1image.lu().rank() == rank);
+//   MatrixType sidebyside(m1.rows(), m1.cols() + m1image.cols());
+//   sidebyside << m1, m1image;
+//   VERIFY(sidebyside.lu().rank() == rank);
+  m2 = MatrixType::Random(cols,cols2);
+  m3 = m1*m2;
+  m2 = MatrixType::Random(cols,cols2);
+  lu.solve(m3, &m2);
+  VERIFY_IS_APPROX(m3, m1*m2);
+  m3 = MatrixType::Random(rows,cols2);
+  VERIFY(!lu.solve(m3, &m2));
+}
+
+template<typename MatrixType> void qr_invertible()
+{
+  /* this test covers the following files: QR.h */
+  typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+  int size = ei_random<int>(10,200);
+
+  MatrixType m1(size, size), m2(size, size), m3(size, size);
+  m1 = MatrixType::Random(size,size);
+
+  if (ei_is_same_type<RealScalar,float>::ret)
+  {
+    // let's build a matrix more stable to inverse
+    MatrixType a = MatrixType::Random(size,size*2);
+    m1 += a * a.adjoint();
+  }
+
+  QR<MatrixType> lu(m1);
+  VERIFY(0 == lu.dimensionOfKernel());
+  VERIFY(size == lu.rank());
+  VERIFY(lu.isInjective());
+  VERIFY(lu.isSurjective());
+  VERIFY(lu.isInvertible());
+//   VERIFY(lu.image().lu().isInvertible());
+  m3 = MatrixType::Random(size,size);
+  lu.solve(m3, &m2);
+  //std::cerr << m3 - m1*m2 << "\n\n";
+  VERIFY_IS_APPROX(m3, m1*m2);
+//   VERIFY_IS_APPROX(m2, lu.inverse()*m3);
+  m3 = MatrixType::Random(size,size);
+  VERIFY(lu.solve(m3, &m2));
+}
+
 void test_qr()
 {
   for(int i = 0; i < 1; i++) {
@@ -66,13 +156,17 @@ void test_qr()
     CALL_SUBTEST( qr(MatrixXcd(5,5)) );
     CALL_SUBTEST( qr(MatrixXcd(7,3)) );
   }
-
-  // small isFullRank test
-  {
-    Matrix3d mat;
-    mat << 1, 45, 1, 2, 2, 2, 1, 2, 3;
-    VERIFY(mat.qr().isFullRank());
-    mat << 1, 1, 1, 2, 2, 2, 1, 2, 3;
-    VERIFY(!mat.qr().isFullRank());
+  
+  for(int i = 0; i < g_repeat; i++) {
+    CALL_SUBTEST( qr_non_invertible<MatrixXf>() );
+    CALL_SUBTEST( qr_non_invertible<MatrixXd>() );
+    // TODO fix issue with complex
+//     CALL_SUBTEST( qr_non_invertible<MatrixXcf>() );
+//     CALL_SUBTEST( qr_non_invertible<MatrixXcd>() );
+    CALL_SUBTEST( qr_invertible<MatrixXf>() );
+    CALL_SUBTEST( qr_invertible<MatrixXd>() );
+    // TODO fix issue with complex
+//     CALL_SUBTEST( qr_invertible<MatrixXcf>() );
+//     CALL_SUBTEST( qr_invertible<MatrixXcd>() );
   }
 }