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authorGravatar Mark Borgerding <mark@borgerding.net>2010-02-16 21:41:04 -0500
committerGravatar Mark Borgerding <mark@borgerding.net>2010-02-16 21:41:04 -0500
commitf200c84d9f9ba3e148e9f170d425ed80dd0f1bc5 (patch)
treef5d7ea27ddcb42d7c8c47af9f079bd9c4d2f70f3 /unsupported/test
parent8f51a4ac9005c29fe99d3c1f70b99853be2a9f15 (diff)
parent319bf3130b1257856408b0481401f7c353f97470 (diff)
merge
Diffstat (limited to 'unsupported/test')
-rw-r--r--unsupported/test/FFT.cpp243
-rw-r--r--unsupported/test/FFTW.cpp9
-rw-r--r--unsupported/test/NonLinearOptimization.cpp84
-rw-r--r--unsupported/test/matrix_exponential.cpp13
-rw-r--r--unsupported/test/matrix_function.cpp126
5 files changed, 147 insertions, 328 deletions
diff --git a/unsupported/test/FFT.cpp b/unsupported/test/FFT.cpp
index 02cd5a48f..45c87f5a7 100644
--- a/unsupported/test/FFT.cpp
+++ b/unsupported/test/FFT.cpp
@@ -1,245 +1,2 @@
-#if 0
-
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra. Eigen itself is part of the KDE project.
-//
-// Copyright (C) 2009 Mark Borgerding mark a borgerding net
-//
-// 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/FFT>
-
-template <typename T>
-std::complex<T> RandomCpx() { return std::complex<T>( (T)(rand()/(T)RAND_MAX - .5), (T)(rand()/(T)RAND_MAX - .5) ); }
-
-using namespace std;
-using namespace Eigen;
-
-float norm(float x) {return x*x;}
-double norm(double x) {return x*x;}
-long double norm(long double x) {return x*x;}
-
-template < typename T>
-complex<long double> promote(complex<T> x) { return complex<long double>(x.real(),x.imag()); }
-
-complex<long double> promote(float x) { return complex<long double>( x); }
-complex<long double> promote(double x) { return complex<long double>( x); }
-complex<long double> promote(long double x) { return complex<long double>( x); }
-
-
- template <typename T1,typename T2>
- long double fft_rmse( const vector<T1> & fftbuf,const vector<T2> & timebuf)
- {
- long double totalpower=0;
- long double difpower=0;
- long double pi = acos((long double)-1 );
- for (size_t k0=0;k0<fftbuf.size();++k0) {
- complex<long double> acc = 0;
- long double phinc = -2.*k0* pi / timebuf.size();
- for (size_t k1=0;k1<timebuf.size();++k1) {
- acc += promote( timebuf[k1] ) * exp( complex<long double>(0,k1*phinc) );
- }
- totalpower += norm(acc);
- complex<long double> x = promote(fftbuf[k0]);
- complex<long double> dif = acc - x;
- difpower += norm(dif);
- cerr << k0 << "\t" << acc << "\t" << x << "\t" << sqrt(norm(dif)) << endl;
- }
- cerr << "rmse:" << sqrt(difpower/totalpower) << endl;
- return sqrt(difpower/totalpower);
- }
-
- template <typename T1,typename T2>
- long double dif_rmse( const vector<T1> buf1,const vector<T2> buf2)
- {
- long double totalpower=0;
- long double difpower=0;
- size_t n = min( buf1.size(),buf2.size() );
- for (size_t k=0;k<n;++k) {
- totalpower += (norm( buf1[k] ) + norm(buf2[k]) )/2.;
- difpower += norm(buf1[k] - buf2[k]);
- }
- return sqrt(difpower/totalpower);
- }
-
-enum { StdVectorContainer, EigenVectorContainer };
-
-template<int Container, typename Scalar> struct VectorType;
-
-template<typename Scalar> struct VectorType<StdVectorContainer,Scalar>
-{
- typedef vector<Scalar> type;
-};
-
-template<typename Scalar> struct VectorType<EigenVectorContainer,Scalar>
-{
- typedef Matrix<Scalar,Dynamic,1> type;
-};
-
-template <int Container, typename T>
-void test_scalar_generic(int nfft)
-{
- typedef typename FFT<T>::Complex Complex;
- typedef typename FFT<T>::Scalar Scalar;
- typedef typename VectorType<Container,Scalar>::type ScalarVector;
- typedef typename VectorType<Container,Complex>::type ComplexVector;
-
- FFT<T> fft;
- ScalarVector inbuf(nfft);
- ComplexVector outbuf;
- for (int k=0;k<nfft;++k)
- inbuf[k]= (T)(rand()/(double)RAND_MAX - .5);
-
- // make sure it DOESN'T give the right full spectrum answer
- // if we've asked for half-spectrum
- fft.SetFlag(fft.HalfSpectrum );
- fft.fwd( outbuf,inbuf);
- VERIFY(outbuf.size() == (size_t)( (nfft>>1)+1) );
- VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>() );// gross check
-
- fft.ClearFlag(fft.HalfSpectrum );
- fft.fwd( outbuf,inbuf);
- VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>() );// gross check
-
- ScalarVector buf3;
- fft.inv( buf3 , outbuf);
- VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check
-
- // verify that the Unscaled flag takes effect
- ComplexVector buf4;
- fft.SetFlag(fft.Unscaled);
- fft.inv( buf4 , outbuf);
- for (int k=0;k<nfft;++k)
- buf4[k] *= T(1./nfft);
- VERIFY( dif_rmse(inbuf,buf4) < test_precision<T>() );// gross check
-
- // verify that ClearFlag works
- fft.ClearFlag(fft.Unscaled);
- fft.inv( buf3 , outbuf);
- VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check
-}
-
-template <typename T>
-void test_scalar(int nfft)
-{
- test_scalar_generic<StdVectorContainer,T>(nfft);
- test_scalar_generic<EigenVectorContainer,T>(nfft);
-}
-
-template <int Container, typename T>
-void test_complex_generic(int nfft)
-{
- typedef typename FFT<T>::Complex Complex;
- typedef typename VectorType<Container,Complex>::type ComplexVector;
-
- FFT<T> fft;
-
- ComplexVector inbuf(nfft);
- ComplexVector outbuf;
- ComplexVector buf3;
- for (int k=0;k<nfft;++k)
- inbuf[k]= Complex( (T)(rand()/(double)RAND_MAX - .5), (T)(rand()/(double)RAND_MAX - .5) );
- fft.fwd( outbuf , inbuf);
-
- VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>() );// gross check
-
- fft.inv( buf3 , outbuf);
-
- VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check
-
- // verify that the Unscaled flag takes effect
- ComplexVector buf4;
- fft.SetFlag(fft.Unscaled);
- fft.inv( buf4 , outbuf);
- for (int k=0;k<nfft;++k)
- buf4[k] *= T(1./nfft);
- VERIFY( dif_rmse(inbuf,buf4) < test_precision<T>() );// gross check
-
- // verify that ClearFlag works
- fft.ClearFlag(fft.Unscaled);
- fft.inv( buf3 , outbuf);
- VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>() );// gross check
-}
-
-template <typename T>
-void test_complex(int nfft)
-{
- test_complex_generic<StdVectorContainer,T>(nfft);
- test_complex_generic<EigenVectorContainer,T>(nfft);
-}
-
-void test_FFT()
-{
-
- CALL_SUBTEST( test_complex<float>(32) );
- CALL_SUBTEST( test_complex<double>(32) );
- CALL_SUBTEST( test_complex<long double>(32) );
-
- CALL_SUBTEST( test_complex<float>(256) );
- CALL_SUBTEST( test_complex<double>(256) );
- CALL_SUBTEST( test_complex<long double>(256) );
-
- CALL_SUBTEST( test_complex<float>(3*8) );
- CALL_SUBTEST( test_complex<double>(3*8) );
- CALL_SUBTEST( test_complex<long double>(3*8) );
-
- CALL_SUBTEST( test_complex<float>(5*32) );
- CALL_SUBTEST( test_complex<double>(5*32) );
- CALL_SUBTEST( test_complex<long double>(5*32) );
-
- CALL_SUBTEST( test_complex<float>(2*3*4) );
- CALL_SUBTEST( test_complex<double>(2*3*4) );
- CALL_SUBTEST( test_complex<long double>(2*3*4) );
-
- CALL_SUBTEST( test_complex<float>(2*3*4*5) );
- CALL_SUBTEST( test_complex<double>(2*3*4*5) );
- CALL_SUBTEST( test_complex<long double>(2*3*4*5) );
-
- CALL_SUBTEST( test_complex<float>(2*3*4*5*7) );
- CALL_SUBTEST( test_complex<double>(2*3*4*5*7) );
- CALL_SUBTEST( test_complex<long double>(2*3*4*5*7) );
-
-
-
- CALL_SUBTEST( test_scalar<float>(32) );
- CALL_SUBTEST( test_scalar<double>(32) );
- CALL_SUBTEST( test_scalar<long double>(32) );
-
- CALL_SUBTEST( test_scalar<float>(45) );
- CALL_SUBTEST( test_scalar<double>(45) );
- CALL_SUBTEST( test_scalar<long double>(45) );
-
- CALL_SUBTEST( test_scalar<float>(50) );
- CALL_SUBTEST( test_scalar<double>(50) );
- CALL_SUBTEST( test_scalar<long double>(50) );
-
- CALL_SUBTEST( test_scalar<float>(256) );
- CALL_SUBTEST( test_scalar<double>(256) );
- CALL_SUBTEST( test_scalar<long double>(256) );
-
- CALL_SUBTEST( test_scalar<float>(2*3*4*5*7) );
- CALL_SUBTEST( test_scalar<double>(2*3*4*5*7) );
- CALL_SUBTEST( test_scalar<long double>(2*3*4*5*7) );
-}
-#else
#define test_FFTW test_FFT
#include "FFTW.cpp"
-#endif
diff --git a/unsupported/test/FFTW.cpp b/unsupported/test/FFTW.cpp
index 94de53e36..838ddb238 100644
--- a/unsupported/test/FFTW.cpp
+++ b/unsupported/test/FFTW.cpp
@@ -23,7 +23,6 @@
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#include "main.h"
-#include <iostream>
#include <unsupported/Eigen/FFT>
template <typename T>
@@ -107,8 +106,6 @@ void test_scalar_generic(int nfft)
for (int k=0;k<nfft;++k)
tbuf[k]= (T)( rand()/(double)RAND_MAX - .5);
- cout << "tbuf=["; for (size_t i=0;i<(size_t) tbuf.size();++i) {cout << tbuf[i] << " ";} cout << "];\n";
-
// make sure it DOESN'T give the right full spectrum answer
// if we've asked for half-spectrum
fft.SetFlag(fft.HalfSpectrum );
@@ -125,9 +122,7 @@ void test_scalar_generic(int nfft)
return; // odd FFTs get the wrong size inverse FFT
ScalarVector tbuf2;
- cout << "freqBuf=["; for (size_t i=0;i<(size_t) freqBuf.size();++i) {cout << freqBuf[i] << " ";} cout << "];\n";
fft.inv( tbuf2 , freqBuf);
- cout << "tbuf2=["; for (size_t i=0;i<(size_t) tbuf2.size();++i) {cout << tbuf2[i] << " ";} cout << "];\n";
VERIFY( dif_rmse(tbuf,tbuf2) < test_precision<T>() );// gross check
@@ -135,9 +130,7 @@ void test_scalar_generic(int nfft)
ScalarVector tbuf3;
fft.SetFlag(fft.Unscaled);
- cout << "freqBuf=["; for (size_t i=0;i<(size_t) freqBuf.size();++i) {cout << freqBuf[i] << " ";} cout << "];\n";
fft.inv( tbuf3 , freqBuf);
- cout << "tbuf3=["; for (size_t i=0;i<(size_t) tbuf3.size();++i) {cout << tbuf3[i] << " ";} cout << "];\n";
for (int k=0;k<nfft;++k)
tbuf3[k] *= T(1./nfft);
@@ -146,8 +139,6 @@ void test_scalar_generic(int nfft)
//for (size_t i=0;i<(size_t) tbuf.size();++i)
// cout << "freqBuf=" << freqBuf[i] << " in2=" << tbuf3[i] << " - in=" << tbuf[i] << " => " << (tbuf3[i] - tbuf[i] ) << endl;
- cout << "dif_rmse = " << dif_rmse(tbuf,tbuf3) << endl;
- cout << "test_precision = " << test_precision<T>() << endl;
VERIFY( dif_rmse(tbuf,tbuf3) < test_precision<T>() );// gross check
// verify that ClearFlag works
diff --git a/unsupported/test/NonLinearOptimization.cpp b/unsupported/test/NonLinearOptimization.cpp
index ae587f016..1313726a1 100644
--- a/unsupported/test/NonLinearOptimization.cpp
+++ b/unsupported/test/NonLinearOptimization.cpp
@@ -216,7 +216,7 @@ void testLmder()
// check covariance
covfac = fnorm*fnorm/(m-n);
- ei_covar(lm.fjac, lm.ipvt); // TODO : move this as a function of lm
+ ei_covar(lm.fjac, lm.permutation.indices()); // TODO : move this as a function of lm
MatrixXd cov_ref(n,n);
cov_ref <<
@@ -605,7 +605,7 @@ void testLmdif()
// check covariance
covfac = fnorm*fnorm/(m-n);
- ei_covar(lm.fjac, lm.ipvt);
+ ei_covar(lm.fjac, lm.permutation.indices()); // TODO : move this as a function of lm
MatrixXd cov_ref(n,n);
cov_ref <<
@@ -692,8 +692,8 @@ void testNistChwirut2(void)
x<< 0.15, 0.008, 0.010;
// do the computation
lm.resetParameters();
- lm.parameters.ftol = 1.E6*epsilon<double>();
- lm.parameters.xtol = 1.E6*epsilon<double>();
+ lm.parameters.ftol = 1.E6*NumTraits<double>::epsilon();
+ lm.parameters.xtol = 1.E6*NumTraits<double>::epsilon();
info = lm.minimize(x);
// check return value
@@ -1010,7 +1010,7 @@ void testNistLanczos1(void)
VERIFY( 79 == lm.nfev);
VERIFY( 72 == lm.njev);
// check norm^2
- VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.429604433690E-25); // should be 1.4307867721E-25, but nist results are on 128-bit floats
+ VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.430899764097e-25); // should be 1.4307867721E-25, but nist results are on 128-bit floats
// check x
VERIFY_IS_APPROX(x[0], 9.5100000027E-02 );
VERIFY_IS_APPROX(x[1], 1.0000000001E+00 );
@@ -1031,7 +1031,7 @@ void testNistLanczos1(void)
VERIFY( 9 == lm.nfev);
VERIFY( 8 == lm.njev);
// check norm^2
- VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.43049947737308E-25); // should be 1.4307867721E-25, but nist results are on 128-bit floats
+ VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.428595533845e-25); // should be 1.4307867721E-25, but nist results are on 128-bit floats
// check x
VERIFY_IS_APPROX(x[0], 9.5100000027E-02 );
VERIFY_IS_APPROX(x[1], 1.0000000001E+00 );
@@ -1170,9 +1170,9 @@ void testNistMGH10(void)
info = lm.minimize(x);
// check return value
- VERIFY( 2 == info);
- VERIFY( 285 == lm.nfev);
- VERIFY( 250 == lm.njev);
+ VERIFY( 2 == info);
+ VERIFY( 284 == lm.nfev);
+ VERIFY( 249 == lm.njev);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 8.7945855171E+01);
// check x
@@ -1188,7 +1188,7 @@ void testNistMGH10(void)
info = lm.minimize(x);
// check return value
- VERIFY( 2 == info);
+ VERIFY( 3 == info);
VERIFY( 126 == lm.nfev);
VERIFY( 116 == lm.njev);
// check norm^2
@@ -1243,8 +1243,8 @@ void testNistBoxBOD(void)
// do the computation
BoxBOD_functor functor;
LevenbergMarquardt<BoxBOD_functor> lm(functor);
- lm.parameters.ftol = 1.E6*epsilon<double>();
- lm.parameters.xtol = 1.E6*epsilon<double>();
+ lm.parameters.ftol = 1.E6*NumTraits<double>::epsilon();
+ lm.parameters.xtol = 1.E6*NumTraits<double>::epsilon();
lm.parameters.factor = 10.;
info = lm.minimize(x);
@@ -1264,14 +1264,14 @@ void testNistBoxBOD(void)
x<< 100., 0.75;
// do the computation
lm.resetParameters();
- lm.parameters.ftol = epsilon<double>();
- lm.parameters.xtol = epsilon<double>();
+ lm.parameters.ftol = NumTraits<double>::epsilon();
+ lm.parameters.xtol = NumTraits<double>::epsilon();
info = lm.minimize(x);
// check return value
- VERIFY( 1 == info);
- VERIFY( 15 == lm.nfev);
- VERIFY( 14 == lm.njev);
+ VERIFY( 1 == info);
+ VERIFY( 15 == lm.nfev);
+ VERIFY( 14 == lm.njev);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 1.1680088766E+03);
// check x
@@ -1325,15 +1325,15 @@ void testNistMGH17(void)
// do the computation
MGH17_functor functor;
LevenbergMarquardt<MGH17_functor> lm(functor);
- lm.parameters.ftol = epsilon<double>();
- lm.parameters.xtol = epsilon<double>();
+ lm.parameters.ftol = NumTraits<double>::epsilon();
+ lm.parameters.xtol = NumTraits<double>::epsilon();
lm.parameters.maxfev = 1000;
info = lm.minimize(x);
// check return value
- VERIFY( 1 == info);
- VERIFY( 599 == lm.nfev);
- VERIFY( 544 == lm.njev);
+ VERIFY( 2 == info);
+ VERIFY( 602 == lm.nfev);
+ VERIFY( 545 == lm.njev);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 5.4648946975E-05);
// check x
@@ -1418,16 +1418,16 @@ void testNistMGH09(void)
info = lm.minimize(x);
// check return value
- VERIFY( 1 == info);
- VERIFY( 503== lm.nfev);
- VERIFY( 385 == lm.njev);
+ VERIFY( 1 == info);
+ VERIFY( 490 == lm.nfev);
+ VERIFY( 376 == lm.njev);
// check norm^2
VERIFY_IS_APPROX(lm.fvec.squaredNorm(), 3.0750560385E-04);
// check x
- VERIFY_IS_APPROX(x[0], 0.19280624); // should be 1.9280693458E-01
- VERIFY_IS_APPROX(x[1], 0.19129774); // should be 1.9128232873E-01
- VERIFY_IS_APPROX(x[2], 0.12305940); // should be 1.2305650693E-01
- VERIFY_IS_APPROX(x[3], 0.13606946); // should be 1.3606233068E-01
+ VERIFY_IS_APPROX(x[0], 0.1928077089); // should be 1.9280693458E-01
+ VERIFY_IS_APPROX(x[1], 0.19126423573); // should be 1.9128232873E-01
+ VERIFY_IS_APPROX(x[2], 0.12305309914); // should be 1.2305650693E-01
+ VERIFY_IS_APPROX(x[3], 0.13605395375); // should be 1.3606233068E-01
/*
* Second try
@@ -1584,8 +1584,8 @@ void testNistThurber(void)
// do the computation
thurber_functor functor;
LevenbergMarquardt<thurber_functor> lm(functor);
- lm.parameters.ftol = 1.E4*epsilon<double>();
- lm.parameters.xtol = 1.E4*epsilon<double>();
+ lm.parameters.ftol = 1.E4*NumTraits<double>::epsilon();
+ lm.parameters.xtol = 1.E4*NumTraits<double>::epsilon();
info = lm.minimize(x);
// check return value
@@ -1609,8 +1609,8 @@ void testNistThurber(void)
x<< 1300 ,1500 ,500 ,75 ,1 ,0.4 ,0.05 ;
// do the computation
lm.resetParameters();
- lm.parameters.ftol = 1.E4*epsilon<double>();
- lm.parameters.xtol = 1.E4*epsilon<double>();
+ lm.parameters.ftol = 1.E4*NumTraits<double>::epsilon();
+ lm.parameters.xtol = 1.E4*NumTraits<double>::epsilon();
info = lm.minimize(x);
// check return value
@@ -1676,8 +1676,8 @@ void testNistRat43(void)
// do the computation
rat43_functor functor;
LevenbergMarquardt<rat43_functor> lm(functor);
- lm.parameters.ftol = 1.E6*epsilon<double>();
- lm.parameters.xtol = 1.E6*epsilon<double>();
+ lm.parameters.ftol = 1.E6*NumTraits<double>::epsilon();
+ lm.parameters.xtol = 1.E6*NumTraits<double>::epsilon();
info = lm.minimize(x);
// check return value
@@ -1698,8 +1698,8 @@ void testNistRat43(void)
x<< 700., 5., 0.75, 1.3;
// do the computation
lm.resetParameters();
- lm.parameters.ftol = 1.E5*epsilon<double>();
- lm.parameters.xtol = 1.E5*epsilon<double>();
+ lm.parameters.ftol = 1.E5*NumTraits<double>::epsilon();
+ lm.parameters.xtol = 1.E5*NumTraits<double>::epsilon();
info = lm.minimize(x);
// check return value
@@ -1833,7 +1833,6 @@ void test_NonLinearOptimization()
/*
* Can be useful for debugging...
- printf("info, nfev, njev : %d, %d, %d\n", info, lm.nfev, lm.njev);
printf("info, nfev : %d, %d\n", info, lm.nfev);
printf("info, nfev, njev : %d, %d, %d\n", info, solver.nfev, solver.njev);
printf("info, nfev : %d, %d\n", info, solver.nfev);
@@ -1843,5 +1842,14 @@ void test_NonLinearOptimization()
printf("x[3] : %.32g\n", x[3]);
printf("fvec.blueNorm() : %.32g\n", solver.fvec.blueNorm());
printf("fvec.blueNorm() : %.32g\n", lm.fvec.blueNorm());
+
+ printf("info, nfev, njev : %d, %d, %d\n", info, lm.nfev, lm.njev);
+ printf("fvec.squaredNorm() : %.13g\n", lm.fvec.squaredNorm());
+ std::cout << x << std::endl;
+ std::cout.precision(9);
+ std::cout << x[0] << std::endl;
+ std::cout << x[1] << std::endl;
+ std::cout << x[2] << std::endl;
+ std::cout << x[3] << std::endl;
*/
diff --git a/unsupported/test/matrix_exponential.cpp b/unsupported/test/matrix_exponential.cpp
index a5b40adde..6150439c5 100644
--- a/unsupported/test/matrix_exponential.cpp
+++ b/unsupported/test/matrix_exponential.cpp
@@ -61,7 +61,7 @@ void test2dRotation(double tol)
std::cout << "test2dRotation: i = " << i << " error funm = " << relerr(C, B);
VERIFY(C.isApprox(B, static_cast<T>(tol)));
- ei_matrix_exponential(angle*A, &C);
+ C = ei_matrix_exponential(angle*A);
std::cout << " error expm = " << relerr(C, B) << "\n";
VERIFY(C.isApprox(B, static_cast<T>(tol)));
}
@@ -86,7 +86,7 @@ void test2dHyperbolicRotation(double tol)
std::cout << "test2dHyperbolicRotation: i = " << i << " error funm = " << relerr(C, B);
VERIFY(C.isApprox(B, static_cast<T>(tol)));
- ei_matrix_exponential(A, &C);
+ C = ei_matrix_exponential(A);
std::cout << " error expm = " << relerr(C, B) << "\n";
VERIFY(C.isApprox(B, static_cast<T>(tol)));
}
@@ -110,7 +110,7 @@ void testPascal(double tol)
std::cout << "testPascal: size = " << size << " error funm = " << relerr(C, B);
VERIFY(C.isApprox(B, static_cast<T>(tol)));
- ei_matrix_exponential(A, &C);
+ C = ei_matrix_exponential(A);
std::cout << " error expm = " << relerr(C, B) << "\n";
VERIFY(C.isApprox(B, static_cast<T>(tol)));
}
@@ -137,10 +137,9 @@ void randomTest(const MatrixType& m, double tol)
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)));
+ m2 = ei_matrix_exponential(m1) * ei_matrix_exponential(-m1);
+ std::cout << " error expm = " << relerr(identity, m2) << "\n";
+ VERIFY(identity.isApprox(m2, static_cast<RealScalar>(tol)));
}
}
diff --git a/unsupported/test/matrix_function.cpp b/unsupported/test/matrix_function.cpp
index 0eb30eecb..4ff6d7f1e 100644
--- a/unsupported/test/matrix_function.cpp
+++ b/unsupported/test/matrix_function.cpp
@@ -25,44 +25,100 @@
#include "main.h"
#include <unsupported/Eigen/MatrixFunctions>
+// Returns a matrix with eigenvalues clustered around 0, 1 and 2.
template<typename MatrixType>
-void testMatrixExponential(const MatrixType& m)
+MatrixType randomMatrixWithRealEivals(const int size)
+{
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename MatrixType::RealScalar RealScalar;
+ MatrixType diag = MatrixType::Zero(size, size);
+ for (int i = 0; i < size; ++i) {
+ diag(i, i) = Scalar(RealScalar(ei_random<int>(0,2)))
+ + ei_random<Scalar>() * Scalar(RealScalar(0.01));
+ }
+ MatrixType A = MatrixType::Random(size, size);
+ return A.inverse() * diag * A;
+}
+
+template <typename MatrixType, int IsComplex = NumTraits<typename ei_traits<MatrixType>::Scalar>::IsComplex>
+struct randomMatrixWithImagEivals
+{
+ // Returns a matrix with eigenvalues clustered around 0 and +/- i.
+ static MatrixType run(const int size);
+};
+
+// Partial specialization for real matrices
+template<typename MatrixType>
+struct randomMatrixWithImagEivals<MatrixType, 0>
+{
+ static MatrixType run(const int size)
+ {
+ typedef typename MatrixType::Scalar Scalar;
+ MatrixType diag = MatrixType::Zero(size, size);
+ int i = 0;
+ while (i < size) {
+ int randomInt = ei_random<int>(-1, 1);
+ if (randomInt == 0 || i == size-1) {
+ diag(i, i) = ei_random<Scalar>() * Scalar(0.01);
+ ++i;
+ } else {
+ Scalar alpha = Scalar(randomInt) + ei_random<Scalar>() * Scalar(0.01);
+ diag(i, i+1) = alpha;
+ diag(i+1, i) = -alpha;
+ i += 2;
+ }
+ }
+ MatrixType A = MatrixType::Random(size, size);
+ return A.inverse() * diag * A;
+ }
+};
+
+// Partial specialization for complex matrices
+template<typename MatrixType>
+struct randomMatrixWithImagEivals<MatrixType, 1>
+{
+ static MatrixType run(const int size)
+ {
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename MatrixType::RealScalar RealScalar;
+ const Scalar imagUnit(0, 1);
+ MatrixType diag = MatrixType::Zero(size, size);
+ for (int i = 0; i < size; ++i) {
+ diag(i, i) = Scalar(RealScalar(ei_random<int>(-1, 1))) * imagUnit
+ + ei_random<Scalar>() * Scalar(RealScalar(0.01));
+ }
+ MatrixType A = MatrixType::Random(size, size);
+ return A.inverse() * diag * A;
+ }
+};
+
+template<typename MatrixType>
+void testMatrixExponential(const MatrixType& A)
{
typedef typename ei_traits<MatrixType>::Scalar Scalar;
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef std::complex<RealScalar> ComplexScalar;
- const int rows = m.rows();
- const int cols = m.cols();
-
for (int i = 0; i < g_repeat; i++) {
- MatrixType A = MatrixType::Random(rows, cols);
- MatrixType expA1, expA2;
- ei_matrix_exponential(A, &expA1);
- ei_matrix_function(A, StdStemFunctions<ComplexScalar>::exp, &expA2);
- VERIFY_IS_APPROX(expA1, expA2);
+ VERIFY_IS_APPROX(ei_matrix_exponential(A),
+ ei_matrix_function(A, StdStemFunctions<ComplexScalar>::exp));
}
}
template<typename MatrixType>
-void testHyperbolicFunctions(const MatrixType& m)
+void testHyperbolicFunctions(const MatrixType& A)
{
- const int rows = m.rows();
- const int cols = m.cols();
-
for (int i = 0; i < g_repeat; i++) {
- MatrixType A = MatrixType::Random(rows, cols);
- MatrixType sinhA, coshA, expA;
- ei_matrix_sinh(A, &sinhA);
- ei_matrix_cosh(A, &coshA);
- ei_matrix_exponential(A, &expA);
+ MatrixType sinhA = ei_matrix_sinh(A);
+ MatrixType coshA = ei_matrix_cosh(A);
+ MatrixType expA = ei_matrix_exponential(A);
VERIFY_IS_APPROX(sinhA, (expA - expA.inverse())/2);
VERIFY_IS_APPROX(coshA, (expA + expA.inverse())/2);
}
}
template<typename MatrixType>
-void testGonioFunctions(const MatrixType& m)
+void testGonioFunctions(const MatrixType& A)
{
typedef ei_traits<MatrixType> Traits;
typedef typename Traits::Scalar Scalar;
@@ -71,36 +127,44 @@ void testGonioFunctions(const MatrixType& m)
typedef Matrix<ComplexScalar, Traits::RowsAtCompileTime,
Traits::ColsAtCompileTime, MatrixType::Options> ComplexMatrix;
- const int rows = m.rows();
- const int cols = m.cols();
ComplexScalar imagUnit(0,1);
ComplexScalar two(2,0);
for (int i = 0; i < g_repeat; i++) {
- MatrixType A = MatrixType::Random(rows, cols);
ComplexMatrix Ac = A.template cast<ComplexScalar>();
- ComplexMatrix exp_iA;
- ei_matrix_exponential(imagUnit * Ac, &exp_iA);
+ ComplexMatrix exp_iA = ei_matrix_exponential(imagUnit * Ac);
- MatrixType sinA;
- ei_matrix_sin(A, &sinA);
+ MatrixType sinA = ei_matrix_sin(A);
ComplexMatrix sinAc = sinA.template cast<ComplexScalar>();
VERIFY_IS_APPROX(sinAc, (exp_iA - exp_iA.inverse()) / (two*imagUnit));
- MatrixType cosA;
- ei_matrix_cos(A, &cosA);
+ MatrixType cosA = ei_matrix_cos(A);
ComplexMatrix cosAc = cosA.template cast<ComplexScalar>();
VERIFY_IS_APPROX(cosAc, (exp_iA + exp_iA.inverse()) / 2);
}
}
template<typename MatrixType>
+void testMatrix(const MatrixType& A)
+{
+ testMatrixExponential(A);
+ testHyperbolicFunctions(A);
+ testGonioFunctions(A);
+}
+
+template<typename MatrixType>
void testMatrixType(const MatrixType& m)
{
- testMatrixExponential(m);
- testHyperbolicFunctions(m);
- testGonioFunctions(m);
+ // Matrices with clustered eigenvalue lead to different code paths
+ // in MatrixFunction.h and are thus useful for testing.
+
+ const int size = m.rows();
+ for (int i = 0; i < g_repeat; i++) {
+ testMatrix(MatrixType::Random(size, size).eval());
+ testMatrix(randomMatrixWithRealEivals<MatrixType>(size));
+ testMatrix(randomMatrixWithImagEivals<MatrixType>::run(size));
+ }
}
void test_matrix_function()