New UpperBidiagonalization class

1 files changed, 57 insertions, 0 deletions

diff --git a/test/upperbidiagonalization.cpp b/test/upperbidiagonalization.cpp
new file mode 100644
index 000000000..e6f66a2d5
--- /dev/null
+++ b/test/upperbidiagonalization.cpp
@@ -0,0 +1,57 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 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> void upperbidiag(const MatrixType& m)
+{
+  int rows = m.rows();
+  int cols = m.cols();
+
+  typedef typename MatrixType::Scalar Scalar;
+  typedef Matrix<typename MatrixType::RealScalar, MatrixType::RowsAtCompileTime,  MatrixType::ColsAtCompileTime> RealMatrixType;
+
+  MatrixType a = MatrixType::Random(rows,cols);
+  UpperBidiagonalization<MatrixType> ubd(a);
+  RealMatrixType b(rows, cols);
+  b.setZero();
+  b.block(0,0,cols,cols) = ubd.bidiagonal();
+  MatrixType c = ubd.householderU() * b.template cast<Scalar>() * ubd.householderV().adjoint();
+  VERIFY_IS_APPROX(a,c);
+}
+
+void test_upperbidiagonalization()
+{
+  for(int i = 0; i < g_repeat; i++) {
+   CALL_SUBTEST_1( upperbidiag(MatrixXf(3,3)) );
+   CALL_SUBTEST_2( upperbidiag(MatrixXd(17,12)) );
+   CALL_SUBTEST_3( upperbidiag(MatrixXcf(20,20)) );
+   CALL_SUBTEST_4( upperbidiag(MatrixXcd(16,15)) );
+   CALL_SUBTEST_5( upperbidiag(Matrix<float,6,4>()) );
+   CALL_SUBTEST_6( upperbidiag(Matrix<float,5,5>()) );
+   CALL_SUBTEST_7( upperbidiag(Matrix<double,4,3>()) );
+  }
+}