add a stable_norm unit test

4 files changed, 91 insertions, 17 deletions

diff --git a/test/CMakeLists.txt b/test/CMakeLists.txt
index 03fbd48fc..4e279ea47 100644
--- a/test/CMakeLists.txt
+++ b/test/CMakeLists.txt
@@ -115,6 +115,7 @@ ei_add_test(product_trmv ${EI_OFLAG})
 ei_add_test(product_trmm ${EI_OFLAG})
 ei_add_test(product_trsm ${EI_OFLAG})
 ei_add_test(product_notemporary ${EI_OFLAG})
+ei_add_test(stable_norm)
 ei_add_test(bandmatrix)
 ei_add_test(cholesky " " "${GSL_LIBRARIES}")
 ei_add_test(lu ${EI_OFLAG})
diff --git a/test/adjoint.cpp b/test/adjoint.cpp
index 964658c65..bebf47ac3 100644
--- a/test/adjoint.cpp
+++ b/test/adjoint.cpp
@@ -72,13 +72,6 @@ template<typename MatrixType> void adjoint(const MatrixType& m)
   if(NumTraits<Scalar>::HasFloatingPoint)
     VERIFY_IS_APPROX(v1.squaredNorm(),                v1.norm() * v1.norm());
   VERIFY_IS_MUCH_SMALLER_THAN(ei_abs(vzero.dot(v1)),  static_cast<RealScalar>(1));
-  if(NumTraits<Scalar>::HasFloatingPoint)
-  {
-    VERIFY_IS_MUCH_SMALLER_THAN(vzero.norm(),         static_cast<RealScalar>(1));
-    VERIFY_IS_APPROX(v1.norm(),                       v1.stableNorm());
-    VERIFY_IS_APPROX(v1.blueNorm(),                   v1.stableNorm());
-    VERIFY_IS_APPROX(v1.hypotNorm(),                  v1.stableNorm());
-  }
 
   // check compatibility of dot and adjoint
   VERIFY(ei_isApprox(v1.dot(square * v2), (square.adjoint() * v1).dot(v2), largerEps));
@@ -124,7 +117,7 @@ void test_adjoint()
   }
   // test a large matrix only once
   CALL_SUBTEST( adjoint(Matrix<float, 100, 100>()) );
-  
+
   {
     MatrixXcf a(10,10), b(10,10);
     VERIFY_RAISES_ASSERT(a = a.transpose());
diff --git a/test/cholesky.cpp b/test/cholesky.cpp
index df937fd0f..526a9f9d0 100644
--- a/test/cholesky.cpp
+++ b/test/cholesky.cpp
@@ -82,7 +82,7 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
 //     // test gsl itself !
 //     VERIFY_IS_APPROX(vecB, _vecB);
 //     VERIFY_IS_APPROX(vecX, _vecX);
-// 
+//
 //     Gsl::free(gMatA);
 //     Gsl::free(gSymm);
 //     Gsl::free(gVecB);
@@ -149,16 +149,16 @@ void test_cholesky()
 {
   for(int i = 0; i < g_repeat; i++) {
     CALL_SUBTEST( cholesky(Matrix<double,1,1>()) );
-//     CALL_SUBTEST( cholesky(MatrixXd(1,1)) );
-//     CALL_SUBTEST( cholesky(Matrix2d()) );
-//     CALL_SUBTEST( cholesky(Matrix3f()) );
-//     CALL_SUBTEST( cholesky(Matrix4d()) );
+    CALL_SUBTEST( cholesky(MatrixXd(1,1)) );
+    CALL_SUBTEST( cholesky(Matrix2d()) );
+    CALL_SUBTEST( cholesky(Matrix3f()) );
+    CALL_SUBTEST( cholesky(Matrix4d()) );
     CALL_SUBTEST( cholesky(MatrixXd(200,200)) );
     CALL_SUBTEST( cholesky(MatrixXcd(100,100)) );
   }
 
-//   CALL_SUBTEST( cholesky_verify_assert<Matrix3f>() );
-//   CALL_SUBTEST( cholesky_verify_assert<Matrix3d>() );
-//   CALL_SUBTEST( cholesky_verify_assert<MatrixXf>() );
-//   CALL_SUBTEST( cholesky_verify_assert<MatrixXd>() );
+  CALL_SUBTEST( cholesky_verify_assert<Matrix3f>() );
+  CALL_SUBTEST( cholesky_verify_assert<Matrix3d>() );
+  CALL_SUBTEST( cholesky_verify_assert<MatrixXf>() );
+  CALL_SUBTEST( cholesky_verify_assert<MatrixXd>() );
 }
diff --git a/test/stable_norm.cpp b/test/stable_norm.cpp
new file mode 100644
index 000000000..0326f7bc9
--- /dev/null
+++ b/test/stable_norm.cpp
@@ -0,0 +1,80 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <g.gael@free.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"
+
+template<typename MatrixType> void stable_norm(const MatrixType& m)
+{
+  /* this test covers the following files:
+     StableNorm.h
+  */
+
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+
+  int rows = m.rows();
+  int cols = m.cols();
+
+  Scalar big = ei_random<Scalar>() * std::numeric_limits<RealScalar>::max() * 1e-4;
+  Scalar small = 1/big;
+
+  MatrixType  vzero = MatrixType::Zero(rows, cols),
+              vrand = MatrixType::Random(rows, cols),
+              vbig(rows, cols),
+              vsmall(rows,cols);
+
+  vbig.fill(big);
+  vsmall.fill(small);
+
+  VERIFY_IS_MUCH_SMALLER_THAN(vzero.norm(), static_cast<RealScalar>(1));
+  VERIFY_IS_APPROX(vrand.stableNorm(),      vrand.norm());
+  VERIFY_IS_APPROX(vrand.blueNorm(),        vrand.norm());
+  VERIFY_IS_APPROX(vrand.hypotNorm(),       vrand.norm());
+
+  RealScalar size = m.size();
+
+  // test overflow
+  VERIFY_IS_NOT_APPROX(vbig.norm(),   ei_sqrt(size)*big); // here the default norm must fail
+  VERIFY_IS_APPROX(vbig.stableNorm(), ei_sqrt(size)*big);
+  VERIFY_IS_APPROX(vbig.blueNorm(),   ei_sqrt(size)*big);
+  VERIFY_IS_APPROX(vbig.hypotNorm(),  ei_sqrt(size)*big);
+
+  // test underflow
+  VERIFY_IS_NOT_APPROX(vsmall.norm(),   ei_sqrt(size)*small); // here the default norm must fail
+  VERIFY_IS_APPROX(vsmall.stableNorm(), ei_sqrt(size)*small);
+  VERIFY_IS_APPROX(vsmall.blueNorm(),   ei_sqrt(size)*small);
+  VERIFY_IS_APPROX(vsmall.hypotNorm(),  ei_sqrt(size)*small);
+}
+
+void test_stable_norm()
+{
+  for(int i = 0; i < g_repeat; i++) {
+    CALL_SUBTEST( stable_norm(Matrix<float, 1, 1>()) );
+    CALL_SUBTEST( stable_norm(Vector4d()) );
+    CALL_SUBTEST( stable_norm(VectorXd(ei_random<int>(10,2000))) );
+    CALL_SUBTEST( stable_norm(VectorXf(ei_random<int>(10,2000))) );
+    CALL_SUBTEST( stable_norm(VectorXcd(ei_random<int>(10,2000))) );
+  }
+}
+