add ColPivotingHouseholderQR

rename RRQR to fullPivotingHouseholderQR

1 files changed, 115 insertions, 0 deletions

diff --git a/test/qr_fullpivoting.cpp b/test/qr_fullpivoting.cpp
new file mode 100644
index 000000000..fcbf08e4c
--- /dev/null
+++ b/test/qr_fullpivoting.cpp
@@ -0,0 +1,115 @@
+// 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/QR>
+
+template<typename MatrixType> void qr()
+{
+  /* this test covers the following files: QR.h */
+  int rows = ei_random<int>(20,200), cols = ei_random<int>(20,200), cols2 = ei_random<int>(20,200);
+  int rank = ei_random<int>(1, std::min(rows, cols)-1);
+
+  typedef typename MatrixType::Scalar Scalar;
+  typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> SquareMatrixType;
+  typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> VectorType;
+  MatrixType m1;
+  createRandomMatrixOfRank(rank,rows,cols,m1);
+  FullPivotingHouseholderQR<MatrixType> qr(m1);
+  VERIFY_IS_APPROX(rank, qr.rank());
+  
+  MatrixType r = qr.matrixQR();
+  // FIXME need better way to construct trapezoid
+  for(int i = 0; i < rows; i++) for(int j = 0; j < cols; j++) if(i>j) r(i,j) = Scalar(0);
+  
+  MatrixType b = qr.matrixQ() * r;
+
+  MatrixType c = MatrixType::Zero(rows,cols);
+  
+  for(int i = 0; i < cols; ++i) c.col(qr.colsPermutation().coeff(i)) = b.col(i);
+  VERIFY_IS_APPROX(m1, c);
+  
+  MatrixType m2 = MatrixType::Random(cols,cols2);
+  MatrixType m3 = m1*m2;
+  m2 = MatrixType::Random(cols,cols2);
+  qr.solve(m3, &m2);
+  VERIFY_IS_APPROX(m3, m1*m2);
+}
+
+template<typename MatrixType> void qr_invertible()
+{
+  typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+  int size = ei_random<int>(10,50);
+
+  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();
+  }
+
+  FullPivotingHouseholderQR<MatrixType> qr(m1);
+  m3 = MatrixType::Random(size,size);
+  qr.solve(m3, &m2);
+  VERIFY_IS_APPROX(m3, m1*m2);
+}
+
+template<typename MatrixType> void qr_verify_assert()
+{
+  MatrixType tmp;
+
+  FullPivotingHouseholderQR<MatrixType> qr;
+  VERIFY_RAISES_ASSERT(qr.matrixR())
+  VERIFY_RAISES_ASSERT(qr.solve(tmp,&tmp))
+  VERIFY_RAISES_ASSERT(qr.matrixQ())
+}
+
+void test_qr_fullpivoting()
+{
+ for(int i = 0; i < 1; i++) {
+    // FIXME : very weird bug here
+//     CALL_SUBTEST( qr(Matrix2f()) );
+    CALL_SUBTEST( qr<MatrixXf>() );
+    CALL_SUBTEST( qr<MatrixXd>() );
+    CALL_SUBTEST( qr<MatrixXcd>() );
+  }
+
+  for(int i = 0; i < g_repeat; i++) {
+    CALL_SUBTEST( qr_invertible<MatrixXf>() );
+    CALL_SUBTEST( qr_invertible<MatrixXd>() );
+    CALL_SUBTEST( qr_invertible<MatrixXcf>() );
+    CALL_SUBTEST( qr_invertible<MatrixXcd>() );
+  }
+
+  CALL_SUBTEST(qr_verify_assert<Matrix3f>());
+  CALL_SUBTEST(qr_verify_assert<Matrix3d>());
+  CALL_SUBTEST(qr_verify_assert<MatrixXf>());
+  CALL_SUBTEST(qr_verify_assert<MatrixXd>());
+  CALL_SUBTEST(qr_verify_assert<MatrixXcf>());
+  CALL_SUBTEST(qr_verify_assert<MatrixXcd>());
+}