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authorGravatar Benoit Jacob <jacob.benoit.1@gmail.com>2010-10-12 10:19:59 -0400
committerGravatar Benoit Jacob <jacob.benoit.1@gmail.com>2010-10-12 10:19:59 -0400
commit8eb0fc1e72687ad32e1bbc8a635f3834e3592ed3 (patch)
tree4ff9ec45e1dc5f627b9bac5f33da4f4a16a40b71 /test
parentdbedc700123381bc478ae45897a4bb90868781dc (diff)
remove SVD class (was bad code taked from elsewhere)
Use JacobiSVD for now. We do plan to reintroduce a bidiagonalizing SVD asap.
Diffstat (limited to 'test')
-rw-r--r--test/CMakeLists.txt1
-rw-r--r--test/nomalloc.cpp3
-rw-r--r--test/svd.cpp123
3 files changed, 1 insertions, 126 deletions
diff --git a/test/CMakeLists.txt b/test/CMakeLists.txt
index 052d4ec13..e774c874d 100644
--- a/test/CMakeLists.txt
+++ b/test/CMakeLists.txt
@@ -90,7 +90,6 @@ ei_add_test(schur_complex)
ei_add_test(eigensolver_selfadjoint " " "${GSL_LIBRARIES}")
ei_add_test(eigensolver_generic " " "${GSL_LIBRARIES}")
ei_add_test(eigensolver_complex)
-ei_add_test(svd)
ei_add_test(jacobi)
ei_add_test(jacobisvd)
ei_add_test(geo_orthomethods)
diff --git a/test/nomalloc.cpp b/test/nomalloc.cpp
index c1965a8ac..b4c0ff741 100644
--- a/test/nomalloc.cpp
+++ b/test/nomalloc.cpp
@@ -125,8 +125,7 @@ void ctms_decompositions()
Eigen::FullPivHouseholderQR<Matrix> fpQR; fpQR.compute(A);
// SVD module
- Eigen::JacobiSVD<Matrix> jSVD; jSVD.compute(A);
- Eigen::SVD<Matrix> svd; svd.compute(A);
+ Eigen::JacobiSVD<Matrix> jSVD; jSVD.compute(A, ComputeFullU | ComputeFullV);
}
void test_nomalloc()
diff --git a/test/svd.cpp b/test/svd.cpp
deleted file mode 100644
index 1452e39bf..000000000
--- a/test/svd.cpp
+++ /dev/null
@@ -1,123 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.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/SVD>
-#include <Eigen/LU>
-
-template<typename MatrixType> void svd(const MatrixType& m)
-{
- /* this test covers the following files:
- SVD.h
- */
- typename MatrixType::Index rows = m.rows();
- typename MatrixType::Index cols = m.cols();
-
- typedef typename MatrixType::Scalar Scalar;
- typedef typename NumTraits<Scalar>::Real RealScalar;
- MatrixType a = MatrixType::Random(rows,cols);
- Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> x(cols,1), x2(cols,1);
-
- {
- SVD<MatrixType> svd(a);
- MatrixType sigma = MatrixType::Zero(rows,cols);
- MatrixType matU = MatrixType::Zero(rows,rows);
- MatrixType matV = MatrixType::Zero(cols,cols);
-
- sigma.diagonal() = svd.singularValues();
- matU = svd.matrixU();
- VERIFY_IS_UNITARY(matU);
- matV = svd.matrixV();
- VERIFY_IS_UNITARY(matV);
- VERIFY_IS_APPROX(a, matU * sigma * matV.transpose());
- }
-
-
- if (rows>=cols)
- {
- SVD<MatrixType> svd(a);
- Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> b = Matrix<Scalar, MatrixType::ColsAtCompileTime, 1>::Random(rows,1);
- Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> x = svd.solve(b);
- // evaluate normal equation which works also for least-squares solutions
- VERIFY_IS_APPROX(a.adjoint()*a*x,a.adjoint()*b);
- }
-
-
- if(rows==cols)
- {
- SVD<MatrixType> svd(a);
- MatrixType unitary, positive;
- svd.computeUnitaryPositive(&unitary, &positive);
- VERIFY_IS_APPROX(unitary * unitary.adjoint(), MatrixType::Identity(unitary.rows(),unitary.rows()));
- VERIFY_IS_APPROX(positive, positive.adjoint());
- for(int i = 0; i < rows; i++) VERIFY(positive.diagonal()[i] >= 0); // cheap necessary (not sufficient) condition for positivity
- VERIFY_IS_APPROX(unitary*positive, a);
-
- svd.computePositiveUnitary(&positive, &unitary);
- VERIFY_IS_APPROX(unitary * unitary.adjoint(), MatrixType::Identity(unitary.rows(),unitary.rows()));
- VERIFY_IS_APPROX(positive, positive.adjoint());
- for(int i = 0; i < rows; i++) VERIFY(positive.diagonal()[i] >= 0); // cheap necessary (not sufficient) condition for positivity
- VERIFY_IS_APPROX(positive*unitary, a);
- }
-}
-
-template<typename MatrixType> void svd_verify_assert()
-{
- MatrixType tmp;
-
- SVD<MatrixType> svd;
- VERIFY_RAISES_ASSERT(svd.solve(tmp))
- VERIFY_RAISES_ASSERT(svd.matrixU())
- VERIFY_RAISES_ASSERT(svd.singularValues())
- VERIFY_RAISES_ASSERT(svd.matrixV())
- VERIFY_RAISES_ASSERT(svd.computeUnitaryPositive(&tmp,&tmp))
- VERIFY_RAISES_ASSERT(svd.computePositiveUnitary(&tmp,&tmp))
- VERIFY_RAISES_ASSERT(svd.computeRotationScaling(&tmp,&tmp))
- VERIFY_RAISES_ASSERT(svd.computeScalingRotation(&tmp,&tmp))
-
- VERIFY_RAISES_ASSERT(SVD<MatrixXf>(10, 20))
-}
-
-void test_svd()
-{
- for(int i = 0; i < g_repeat; i++)
- {
- CALL_SUBTEST_1( svd(Matrix3f()) );
- CALL_SUBTEST_2( svd(Matrix4d()) );
-
- int cols = ei_random<int>(2,50);
- int rows = cols + ei_random<int>(0,50);
- CALL_SUBTEST_3( svd(MatrixXf(rows,cols)) );
- CALL_SUBTEST_4( svd(MatrixXd(rows,cols)) );
-
- //complex are not implemented yet
- //CALL_SUBTEST(svd(MatrixXcd(6,6)) );
- //CALL_SUBTEST(svd(MatrixXcf(3,3)) );
- }
-
- CALL_SUBTEST_1( svd_verify_assert<Matrix3f>() );
- CALL_SUBTEST_2( svd_verify_assert<Matrix4d>() );
- CALL_SUBTEST_3( svd_verify_assert<MatrixXf>() );
- CALL_SUBTEST_4( svd_verify_assert<MatrixXd>() );
-}