diff options
author | Benoit Jacob <jacob.benoit.1@gmail.com> | 2010-10-12 10:19:59 -0400 |
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committer | Benoit Jacob <jacob.benoit.1@gmail.com> | 2010-10-12 10:19:59 -0400 |
commit | 8eb0fc1e72687ad32e1bbc8a635f3834e3592ed3 (patch) | |
tree | 4ff9ec45e1dc5f627b9bac5f33da4f4a16a40b71 /test | |
parent | dbedc700123381bc478ae45897a4bb90868781dc (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.txt | 1 | ||||
-rw-r--r-- | test/nomalloc.cpp | 3 | ||||
-rw-r--r-- | test/svd.cpp | 123 |
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>() ); -} |