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authorGravatar Jitse Niesen <jitse@maths.leeds.ac.uk>2009-12-28 22:30:08 +0000
committerGravatar Jitse Niesen <jitse@maths.leeds.ac.uk>2009-12-28 22:30:08 +0000
commitfcf821b77d06e7a0ac95104ef094121f8ef70dff (patch)
treea4bf1fc5347867066d80188b1c5706620a8b97ba /unsupported/test/matrix_exponential.cpp
parentd35cc381fe9db18e40e11008851b50968e6f11b9 (diff)
Rename test per naming convention.
Diffstat (limited to 'unsupported/test/matrix_exponential.cpp')
-rw-r--r--unsupported/test/matrix_exponential.cpp163
1 files changed, 163 insertions, 0 deletions
diff --git a/unsupported/test/matrix_exponential.cpp b/unsupported/test/matrix_exponential.cpp
new file mode 100644
index 000000000..f155e5f98
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+++ b/unsupported/test/matrix_exponential.cpp
@@ -0,0 +1,163 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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 <unsupported/Eigen/MatrixFunctions>
+
+double binom(int n, int k)
+{
+ double res = 1;
+ for (int i=0; i<k; i++)
+ res = res * (n-k+i+1) / (i+1);
+ return res;
+}
+
+template <typename Derived, typename OtherDerived>
+double relerr(const MatrixBase<Derived>& A, const MatrixBase<OtherDerived>& B)
+{
+ return std::sqrt((A - B).cwise().abs2().sum() / std::min(A.cwise().abs2().sum(), B.cwise().abs2().sum()));
+}
+
+template <typename T>
+T expfn(T x, int)
+{
+ return std::exp(x);
+}
+
+template <typename T>
+void test2dRotation(double tol)
+{
+ Matrix<T,2,2> A, B, C;
+ T angle;
+
+ A << 0, 1, -1, 0;
+ for (int i=0; i<=20; i++)
+ {
+ angle = static_cast<T>(pow(10, i / 5. - 2));
+ B << cos(angle), sin(angle), -sin(angle), cos(angle);
+
+ ei_matrix_function(angle*A, expfn, &C);
+ std::cout << "test2dRotation: i = " << i << " error funm = " << relerr(C, B);
+ VERIFY(C.isApprox(B, static_cast<T>(tol)));
+
+ ei_matrix_exponential(angle*A, &C);
+ std::cout << " error expm = " << relerr(C, B) << "\n";
+ VERIFY(C.isApprox(B, static_cast<T>(tol)));
+ }
+}
+
+template <typename T>
+void test2dHyperbolicRotation(double tol)
+{
+ Matrix<std::complex<T>,2,2> A, B, C;
+ std::complex<T> imagUnit(0,1);
+ T angle, ch, sh;
+
+ for (int i=0; i<=20; i++)
+ {
+ angle = static_cast<T>((i-10) / 2.0);
+ ch = std::cosh(angle);
+ sh = std::sinh(angle);
+ A << 0, angle*imagUnit, -angle*imagUnit, 0;
+ B << ch, sh*imagUnit, -sh*imagUnit, ch;
+
+ ei_matrix_function(A, expfn, &C);
+ std::cout << "test2dHyperbolicRotation: i = " << i << " error funm = " << relerr(C, B);
+ VERIFY(C.isApprox(B, static_cast<T>(tol)));
+
+ ei_matrix_exponential(A, &C);
+ std::cout << " error expm = " << relerr(C, B) << "\n";
+ VERIFY(C.isApprox(B, static_cast<T>(tol)));
+ }
+}
+
+template <typename T>
+void testPascal(double tol)
+{
+ for (int size=1; size<20; size++)
+ {
+ Matrix<T,Dynamic,Dynamic> A(size,size), B(size,size), C(size,size);
+ A.setZero();
+ for (int i=0; i<size-1; i++)
+ A(i+1,i) = static_cast<T>(i+1);
+ B.setZero();
+ for (int i=0; i<size; i++)
+ for (int j=0; j<=i; j++)
+ B(i,j) = static_cast<T>(binom(i,j));
+
+ ei_matrix_function(A, expfn, &C);
+ std::cout << "testPascal: size = " << size << " error funm = " << relerr(C, B);
+ VERIFY(C.isApprox(B, static_cast<T>(tol)));
+
+ ei_matrix_exponential(A, &C);
+ std::cout << " error expm = " << relerr(C, B) << "\n";
+ VERIFY(C.isApprox(B, static_cast<T>(tol)));
+ }
+}
+
+template<typename MatrixType>
+void randomTest(const MatrixType& m, double tol)
+{
+ /* this test covers the following files:
+ Inverse.h
+ */
+ int rows = m.rows();
+ int cols = m.cols();
+ MatrixType m1(rows, cols), m2(rows, cols), m3(rows, cols),
+ identity = MatrixType::Identity(rows, rows);
+
+ typedef typename NumTraits<typename ei_traits<MatrixType>::Scalar>::Real RealScalar;
+
+ for(int i = 0; i < g_repeat; i++) {
+ m1 = MatrixType::Random(rows, cols);
+
+ ei_matrix_function(m1, expfn, &m2);
+ ei_matrix_function(-m1, expfn, &m3);
+ std::cout << "randomTest: error funm = " << relerr(identity, m2 * m3);
+ VERIFY(identity.isApprox(m2 * m3, static_cast<RealScalar>(tol)));
+
+ ei_matrix_exponential(m1, &m2);
+ ei_matrix_exponential(-m1, &m3);
+ std::cout << " error expm = " << relerr(identity, m2 * m3) << "\n";
+ VERIFY(identity.isApprox(m2 * m3, static_cast<RealScalar>(tol)));
+ }
+}
+
+void test_matrix_exponential()
+{
+ CALL_SUBTEST_2(test2dRotation<double>(1e-13));
+ CALL_SUBTEST_1(test2dRotation<float>(1e-5));
+ CALL_SUBTEST_2(test2dHyperbolicRotation<double>(1e-14));
+ CALL_SUBTEST_1(test2dHyperbolicRotation<float>(1e-5));
+ CALL_SUBTEST_6(testPascal<float>(1e-6));
+ CALL_SUBTEST_5(testPascal<double>(1e-15));
+ CALL_SUBTEST_2(randomTest(Matrix2d(), 1e-13));
+ CALL_SUBTEST_7(randomTest(Matrix<double,3,3,RowMajor>(), 1e-13));
+ CALL_SUBTEST_3(randomTest(Matrix4cd(), 1e-13));
+ CALL_SUBTEST_4(randomTest(MatrixXd(8,8), 1e-13));
+ CALL_SUBTEST_1(randomTest(Matrix2f(), 1e-4));
+ CALL_SUBTEST_5(randomTest(Matrix3cf(), 1e-4));
+ CALL_SUBTEST_1(randomTest(Matrix4f(), 1e-4));
+ CALL_SUBTEST_6(randomTest(MatrixXf(8,8), 1e-4));
+}