diff options
author | Benoit Steiner <benoit.steiner.goog@gmail.com> | 2015-02-06 05:25:03 -0800 |
---|---|---|
committer | Benoit Steiner <benoit.steiner.goog@gmail.com> | 2015-02-06 05:25:03 -0800 |
commit | c739102ef9a52fcb194dcc77f785aa55879987e4 (patch) | |
tree | 22d19d1df4cb20baea532fa1ce13208329ff53e3 /unsupported | |
parent | 2559fa9b0f20ea138cfb019d441ad1757221568d (diff) | |
parent | a8f2c6eec788c5cccc6beb9b5837544ea98a7154 (diff) |
Pulled the latest changes from the trunk
Diffstat (limited to 'unsupported')
34 files changed, 218 insertions, 1972 deletions
diff --git a/unsupported/Eigen/AlignedVector3 b/unsupported/Eigen/AlignedVector3 index 7b45e6cce..1fce00525 100644 --- a/unsupported/Eigen/AlignedVector3 +++ b/unsupported/Eigen/AlignedVector3 @@ -57,6 +57,11 @@ template<typename _Scalar> class AlignedVector3 inline Index rows() const { return 3; } inline Index cols() const { return 1; } + + Scalar* data() { return m_coeffs.data(); } + const Scalar* data() const { return m_coeffs.data(); } + Index innerStride() const { return 1; } + Index outerStride() const { return m_coeffs.outerStride(); } inline const Scalar& coeff(Index row, Index col) const { return m_coeffs.coeff(row, col); } @@ -181,8 +186,28 @@ template<typename _Scalar> class AlignedVector3 { return m_coeffs.template head<3>().isApprox(other,eps); } + + CoeffType& coeffs() { return m_coeffs; } + const CoeffType& coeffs() const { return m_coeffs; } }; +namespace internal { + +template<typename Scalar> +struct evaluator<AlignedVector3<Scalar> > + : evaluator<Matrix<Scalar,4,1> >::type +{ + typedef AlignedVector3<Scalar> XprType; + typedef typename evaluator<Matrix<Scalar,4,1> >::type Base; + + typedef evaluator type; + typedef evaluator nestedType; + + evaluator(const XprType &m) : Base(m.coeffs()) {} +}; + +} + //@} } diff --git a/unsupported/Eigen/BDCSVD b/unsupported/Eigen/BDCSVD deleted file mode 100644 index 44649dbd0..000000000 --- a/unsupported/Eigen/BDCSVD +++ /dev/null @@ -1,26 +0,0 @@ -#ifndef EIGEN_BDCSVD_MODULE_H -#define EIGEN_BDCSVD_MODULE_H - -#include <Eigen/SVD> - -#include "../../Eigen/src/Core/util/DisableStupidWarnings.h" - -/** \defgroup BDCSVD_Module BDCSVD module - * - * - * - * This module provides Divide & Conquer SVD decomposition for matrices (both real and complex). - * This decomposition is accessible via the following MatrixBase method: - * - MatrixBase::bdcSvd() - * - * \code - * #include <Eigen/BDCSVD> - * \endcode - */ - -#include "src/BDCSVD/BDCSVD.h" - -#include "../../Eigen/src/Core/util/ReenableStupidWarnings.h" - -#endif // EIGEN_BDCSVD_MODULE_H -/* vim: set filetype=cpp et sw=2 ts=2 ai: */ diff --git a/unsupported/Eigen/CXX11/src/Tensor/TensorLayoutSwap.h b/unsupported/Eigen/CXX11/src/Tensor/TensorLayoutSwap.h index 7e448f7c0..a96d705a4 100644 --- a/unsupported/Eigen/CXX11/src/Tensor/TensorLayoutSwap.h +++ b/unsupported/Eigen/CXX11/src/Tensor/TensorLayoutSwap.h @@ -89,6 +89,9 @@ class TensorLayoutSwapOp : public TensorBase<TensorLayoutSwapOp<XprType>, WriteA EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorLayoutSwapOp& operator = (const OtherDerived& other) { + +std::cout << "In assignment operator " << std::endl; + typedef TensorAssignOp<TensorLayoutSwapOp, const OtherDerived> Assign; Assign assign(*this, other); internal::TensorExecutor<const Assign, DefaultDevice, false>::run(assign, DefaultDevice()); diff --git a/unsupported/Eigen/CXX11/src/Tensor/TensorTraits.h b/unsupported/Eigen/CXX11/src/Tensor/TensorTraits.h index 022d20360..a844a4d68 100644 --- a/unsupported/Eigen/CXX11/src/Tensor/TensorTraits.h +++ b/unsupported/Eigen/CXX11/src/Tensor/TensorTraits.h @@ -157,50 +157,50 @@ struct eval<const TensorRef<PlainObjectType>, Eigen::Dense> template <typename Scalar_, std::size_t NumIndices_, int Options_> -struct nested<Tensor<Scalar_, NumIndices_, Options_>, 1, typename eval<Tensor<Scalar_, NumIndices_, Options_> >::type> +struct nested<Tensor<Scalar_, NumIndices_, Options_> > { typedef const Tensor<Scalar_, NumIndices_, Options_>& type; }; template <typename Scalar_, std::size_t NumIndices_, int Options_> -struct nested<const Tensor<Scalar_, NumIndices_, Options_>, 1, typename eval<const Tensor<Scalar_, NumIndices_, Options_> >::type> +struct nested<const Tensor<Scalar_, NumIndices_, Options_> > { typedef const Tensor<Scalar_, NumIndices_, Options_>& type; }; template <typename Scalar_, typename Dimensions, int Options> -struct nested<TensorFixedSize<Scalar_, Dimensions, Options>, 1, typename eval<TensorFixedSize<Scalar_, Dimensions, Options> >::type> +struct nested<TensorFixedSize<Scalar_, Dimensions, Options> > { typedef const TensorFixedSize<Scalar_, Dimensions, Options>& type; }; template <typename Scalar_, typename Dimensions, int Options> -struct nested<const TensorFixedSize<Scalar_, Dimensions, Options>, 1, typename eval<const TensorFixedSize<Scalar_, Dimensions, Options> >::type> +struct nested<const TensorFixedSize<Scalar_, Dimensions, Options> > { typedef const TensorFixedSize<Scalar_, Dimensions, Options>& type; }; template <typename PlainObjectType, int Options> -struct nested<TensorMap<PlainObjectType, Options>, 1, typename eval<TensorMap<PlainObjectType, Options> >::type> +struct nested<TensorMap<PlainObjectType, Options> > { typedef const TensorMap<PlainObjectType, Options>& type; }; template <typename PlainObjectType, int Options> -struct nested<const TensorMap<PlainObjectType, Options>, 1, typename eval<TensorMap<PlainObjectType, Options> >::type> +struct nested<const TensorMap<PlainObjectType, Options> > { typedef const TensorMap<PlainObjectType, Options>& type; }; template <typename PlainObjectType> -struct nested<TensorRef<PlainObjectType>, 1, typename eval<TensorRef<PlainObjectType> >::type> +struct nested<TensorRef<PlainObjectType> > { typedef const TensorRef<PlainObjectType>& type; }; template <typename PlainObjectType> -struct nested<const TensorRef<PlainObjectType>, 1, typename eval<TensorRef<PlainObjectType> >::type> +struct nested<const TensorRef<PlainObjectType> > { typedef const TensorRef<PlainObjectType>& type; }; diff --git a/unsupported/Eigen/IterativeSolvers b/unsupported/Eigen/IterativeSolvers index aa15403db..ff0d59b6e 100644 --- a/unsupported/Eigen/IterativeSolvers +++ b/unsupported/Eigen/IterativeSolvers @@ -24,9 +24,6 @@ */ //@{ -#include "../../Eigen/src/misc/Solve.h" -#include "../../Eigen/src/misc/SparseSolve.h" - #ifndef EIGEN_MPL2_ONLY #include "src/IterativeSolvers/IterationController.h" #include "src/IterativeSolvers/ConstrainedConjGrad.h" diff --git a/unsupported/Eigen/MPRealSupport b/unsupported/Eigen/MPRealSupport index 632de3854..8e42965a3 100644 --- a/unsupported/Eigen/MPRealSupport +++ b/unsupported/Eigen/MPRealSupport @@ -159,10 +159,10 @@ int main() { if(rows==0 || cols==0 || depth==0) return; - + mpreal acc1(0,mpfr_get_prec(blockA[0].mpfr_srcptr())), tmp (0,mpfr_get_prec(blockA[0].mpfr_srcptr())); - + if(strideA==-1) strideA = depth; if(strideB==-1) strideB = depth; diff --git a/unsupported/Eigen/OpenGLSupport b/unsupported/Eigen/OpenGLSupport index c4090ab11..6ca1b1217 100644 --- a/unsupported/Eigen/OpenGLSupport +++ b/unsupported/Eigen/OpenGLSupport @@ -51,7 +51,7 @@ namespace internal { typename Scalar = typename XprType::Scalar, \ int Rows = XprType::RowsAtCompileTime, \ int Cols = XprType::ColsAtCompileTime, \ - bool IsGLCompatible = bool(XprType::Flags&LinearAccessBit) \ + bool IsGLCompatible = bool(internal::evaluator<XprType>::Flags&LinearAccessBit) \ && bool(XprType::Flags&DirectAccessBit) \ && (XprType::IsVectorAtCompileTime || (XprType::Flags&RowMajorBit)==0)> \ struct EIGEN_CAT(EIGEN_CAT(gl_,FUNC),_impl); \ @@ -178,11 +178,11 @@ template<typename Scalar> void glLoadMatrix(const Transform<Scalar,3,Affine>& t) template<typename Scalar> void glLoadMatrix(const Transform<Scalar,3,Projective>& t) { glLoadMatrix(t.matrix()); } template<typename Scalar> void glLoadMatrix(const Transform<Scalar,3,AffineCompact>& t) { glLoadMatrix(Transform<Scalar,3,Affine>(t).matrix()); } -static void glRotate(const Rotation2D<float>& rot) +inline void glRotate(const Rotation2D<float>& rot) { glRotatef(rot.angle()*180.f/float(M_PI), 0.f, 0.f, 1.f); } -static void glRotate(const Rotation2D<double>& rot) +inline void glRotate(const Rotation2D<double>& rot) { glRotated(rot.angle()*180.0/M_PI, 0.0, 0.0, 1.0); } @@ -203,7 +203,7 @@ namespace internal { typename Scalar = typename XprType::Scalar, \ int Rows = XprType::RowsAtCompileTime, \ int Cols = XprType::ColsAtCompileTime, \ - bool IsGLCompatible = bool(XprType::Flags&LinearAccessBit) \ + bool IsGLCompatible = bool(internal::evaluator<XprType>::Flags&LinearAccessBit) \ && bool(XprType::Flags&DirectAccessBit) \ && (XprType::IsVectorAtCompileTime || (XprType::Flags&RowMajorBit)==0)> \ struct EIGEN_CAT(EIGEN_CAT(gl_,FUNC),_impl); \ @@ -246,18 +246,18 @@ EIGEN_GL_FUNC1_SPECIALIZATION_MAT(glGet,GLenum,_,double, 4,4,Doublev) #ifdef GL_VERSION_2_0 -static void glUniform2fv_ei (GLint loc, const float* v) { glUniform2fv(loc,1,v); } -static void glUniform2iv_ei (GLint loc, const int* v) { glUniform2iv(loc,1,v); } +inline void glUniform2fv_ei (GLint loc, const float* v) { glUniform2fv(loc,1,v); } +inline void glUniform2iv_ei (GLint loc, const int* v) { glUniform2iv(loc,1,v); } -static void glUniform3fv_ei (GLint loc, const float* v) { glUniform3fv(loc,1,v); } -static void glUniform3iv_ei (GLint loc, const int* v) { glUniform3iv(loc,1,v); } +inline void glUniform3fv_ei (GLint loc, const float* v) { glUniform3fv(loc,1,v); } +inline void glUniform3iv_ei (GLint loc, const int* v) { glUniform3iv(loc,1,v); } -static void glUniform4fv_ei (GLint loc, const float* v) { glUniform4fv(loc,1,v); } -static void glUniform4iv_ei (GLint loc, const int* v) { glUniform4iv(loc,1,v); } +inline void glUniform4fv_ei (GLint loc, const float* v) { glUniform4fv(loc,1,v); } +inline void glUniform4iv_ei (GLint loc, const int* v) { glUniform4iv(loc,1,v); } -static void glUniformMatrix2fv_ei (GLint loc, const float* v) { glUniformMatrix2fv(loc,1,false,v); } -static void glUniformMatrix3fv_ei (GLint loc, const float* v) { glUniformMatrix3fv(loc,1,false,v); } -static void glUniformMatrix4fv_ei (GLint loc, const float* v) { glUniformMatrix4fv(loc,1,false,v); } +inline void glUniformMatrix2fv_ei (GLint loc, const float* v) { glUniformMatrix2fv(loc,1,false,v); } +inline void glUniformMatrix3fv_ei (GLint loc, const float* v) { glUniformMatrix3fv(loc,1,false,v); } +inline void glUniformMatrix4fv_ei (GLint loc, const float* v) { glUniformMatrix4fv(loc,1,false,v); } EIGEN_GL_FUNC1_DECLARATION (glUniform,GLint,const) @@ -294,9 +294,9 @@ EIGEN_GL_FUNC1_SPECIALIZATION_MAT(glUniform,GLint,const,float, 4,3,Matrix #ifdef GL_VERSION_3_0 -static void glUniform2uiv_ei (GLint loc, const unsigned int* v) { glUniform2uiv(loc,1,v); } -static void glUniform3uiv_ei (GLint loc, const unsigned int* v) { glUniform3uiv(loc,1,v); } -static void glUniform4uiv_ei (GLint loc, const unsigned int* v) { glUniform4uiv(loc,1,v); } +inline void glUniform2uiv_ei (GLint loc, const unsigned int* v) { glUniform2uiv(loc,1,v); } +inline void glUniform3uiv_ei (GLint loc, const unsigned int* v) { glUniform3uiv(loc,1,v); } +inline void glUniform4uiv_ei (GLint loc, const unsigned int* v) { glUniform4uiv(loc,1,v); } EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,unsigned int, 2,2uiv_ei) EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,unsigned int, 3,3uiv_ei) @@ -305,9 +305,9 @@ EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,unsigned int, 4,4uiv_ei) #endif #ifdef GL_ARB_gpu_shader_fp64 -static void glUniform2dv_ei (GLint loc, const double* v) { glUniform2dv(loc,1,v); } -static void glUniform3dv_ei (GLint loc, const double* v) { glUniform3dv(loc,1,v); } -static void glUniform4dv_ei (GLint loc, const double* v) { glUniform4dv(loc,1,v); } +inline void glUniform2dv_ei (GLint loc, const double* v) { glUniform2dv(loc,1,v); } +inline void glUniform3dv_ei (GLint loc, const double* v) { glUniform3dv(loc,1,v); } +inline void glUniform4dv_ei (GLint loc, const double* v) { glUniform4dv(loc,1,v); } EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,double, 2,2dv_ei) EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,double, 3,3dv_ei) diff --git a/unsupported/Eigen/SparseExtra b/unsupported/Eigen/SparseExtra index b5597902a..819cffa27 100644 --- a/unsupported/Eigen/SparseExtra +++ b/unsupported/Eigen/SparseExtra @@ -37,9 +37,6 @@ */ -#include "../../Eigen/src/misc/Solve.h" -#include "../../Eigen/src/misc/SparseSolve.h" - #include "src/SparseExtra/DynamicSparseMatrix.h" #include "src/SparseExtra/BlockOfDynamicSparseMatrix.h" #include "src/SparseExtra/RandomSetter.h" diff --git a/unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h b/unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h index 590797973..8336c2644 100644 --- a/unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h +++ b/unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h @@ -593,7 +593,6 @@ inline const AutoDiffScalar<Matrix<typename internal::traits<DerTypeA>::Scalar,D atan2(const AutoDiffScalar<DerTypeA>& a, const AutoDiffScalar<DerTypeB>& b) { using std::atan2; - using std::max; typedef typename internal::traits<DerTypeA>::Scalar Scalar; typedef AutoDiffScalar<Matrix<Scalar,Dynamic,1> > PlainADS; PlainADS ret; diff --git a/unsupported/Eigen/src/BDCSVD/BDCSVD.h b/unsupported/Eigen/src/BDCSVD/BDCSVD.h deleted file mode 100644 index a7c369633..000000000 --- a/unsupported/Eigen/src/BDCSVD/BDCSVD.h +++ /dev/null @@ -1,949 +0,0 @@ -// This file is part of Eigen, a lightweight C++ template library -// for linear algebra. -// -// We used the "A Divide-And-Conquer Algorithm for the Bidiagonal SVD" -// research report written by Ming Gu and Stanley C.Eisenstat -// The code variable names correspond to the names they used in their -// report -// -// Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com> -// Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr> -// Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr> -// Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr> -// Copyright (C) 2013 Jitse Niesen <jitse@maths.leeds.ac.uk> -// -// Source Code Form is subject to the terms of the Mozilla -// Public License v. 2.0. If a copy of the MPL was not distributed -// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. - -#ifndef EIGEN_BDCSVD_H -#define EIGEN_BDCSVD_H - -#define EPSILON 0.0000000000000001 - -#define ALGOSWAP 16 - -namespace Eigen { - -template<typename _MatrixType> class BDCSVD; - -namespace internal { - -template<typename _MatrixType> -struct traits<BDCSVD<_MatrixType> > -{ - typedef _MatrixType MatrixType; -}; - -} // end namespace internal - - -/** \ingroup SVD_Module - * - * - * \class BDCSVD - * - * \brief class Bidiagonal Divide and Conquer SVD - * - * \param MatrixType the type of the matrix of which we are computing the SVD decomposition - * We plan to have a very similar interface to JacobiSVD on this class. - * It should be used to speed up the calcul of SVD for big matrices. - */ -template<typename _MatrixType> -class BDCSVD : public SVDBase<BDCSVD<_MatrixType> > -{ - typedef SVDBase<BDCSVD> Base; - -public: - using Base::rows; - using Base::cols; - - typedef _MatrixType MatrixType; - typedef typename MatrixType::Scalar Scalar; - typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar; - typedef typename MatrixType::Index Index; - enum { - RowsAtCompileTime = MatrixType::RowsAtCompileTime, - ColsAtCompileTime = MatrixType::ColsAtCompileTime, - DiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime, ColsAtCompileTime), - MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, - MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime, - MaxDiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(MaxRowsAtCompileTime, MaxColsAtCompileTime), - MatrixOptions = MatrixType::Options - }; - - typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, - MatrixOptions, MaxRowsAtCompileTime, MaxRowsAtCompileTime> - MatrixUType; - typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime, - MatrixOptions, MaxColsAtCompileTime, MaxColsAtCompileTime> - MatrixVType; - typedef typename internal::plain_diag_type<MatrixType, RealScalar>::type SingularValuesType; - typedef typename internal::plain_row_type<MatrixType>::type RowType; - typedef typename internal::plain_col_type<MatrixType>::type ColType; - typedef Matrix<Scalar, Dynamic, Dynamic> MatrixX; - typedef Matrix<RealScalar, Dynamic, Dynamic> MatrixXr; - typedef Matrix<RealScalar, Dynamic, 1> VectorType; - typedef Array<RealScalar, Dynamic, 1> ArrayXr; - - /** \brief Default Constructor. - * - * The default constructor is useful in cases in which the user intends to - * perform decompositions via BDCSVD::compute(const MatrixType&). - */ - BDCSVD() : algoswap(ALGOSWAP), m_numIters(0) - {} - - - /** \brief Default Constructor with memory preallocation - * - * Like the default constructor but with preallocation of the internal data - * according to the specified problem size. - * \sa BDCSVD() - */ - BDCSVD(Index rows, Index cols, unsigned int computationOptions = 0) - : algoswap(ALGOSWAP), m_numIters(0) - { - allocate(rows, cols, computationOptions); - } - - /** \brief Constructor performing the decomposition of given matrix. - * - * \param matrix the matrix to decompose - * \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed. - * By default, none is computed. This is a bit - field, the possible bits are #ComputeFullU, #ComputeThinU, - * #ComputeFullV, #ComputeThinV. - * - * Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not - * available with the (non - default) FullPivHouseholderQR preconditioner. - */ - BDCSVD(const MatrixType& matrix, unsigned int computationOptions = 0) - : algoswap(ALGOSWAP), m_numIters(0) - { - compute(matrix, computationOptions); - } - - ~BDCSVD() - { - } - - /** \brief Method performing the decomposition of given matrix using custom options. - * - * \param matrix the matrix to decompose - * \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed. - * By default, none is computed. This is a bit - field, the possible bits are #ComputeFullU, #ComputeThinU, - * #ComputeFullV, #ComputeThinV. - * - * Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not - * available with the (non - default) FullPivHouseholderQR preconditioner. - */ - BDCSVD& compute(const MatrixType& matrix, unsigned int computationOptions); - - /** \brief Method performing the decomposition of given matrix using current options. - * - * \param matrix the matrix to decompose - * - * This method uses the current \a computationOptions, as already passed to the constructor or to compute(const MatrixType&, unsigned int). - */ - BDCSVD& compute(const MatrixType& matrix) - { - return compute(matrix, this->m_computationOptions); - } - - void setSwitchSize(int s) - { - eigen_assert(s>3 && "BDCSVD the size of the algo switch has to be greater than 3"); - algoswap = s; - } - - - /** \returns a (least squares) solution of \f$ A x = b \f$ using the current SVD decomposition of A. - * - * \param b the right - hand - side of the equation to solve. - * - * \note Solving requires both U and V to be computed. Thin U and V are enough, there is no need for full U or V. - * - * \note SVD solving is implicitly least - squares. Thus, this method serves both purposes of exact solving and least - squares solving. - * In other words, the returned solution is guaranteed to minimize the Euclidean norm \f$ \Vert A x - b \Vert \f$. - */ - template<typename Rhs> - inline const internal::solve_retval<BDCSVD, Rhs> - solve(const MatrixBase<Rhs>& b) const - { - eigen_assert(this->m_isInitialized && "BDCSVD is not initialized."); - eigen_assert(computeU() && computeV() && - "BDCSVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice)."); - return internal::solve_retval<BDCSVD, Rhs>(*this, b.derived()); - } - - - const MatrixUType& matrixU() const - { - eigen_assert(this->m_isInitialized && "SVD is not initialized."); - if (isTranspose){ - eigen_assert(this->computeV() && "This SVD decomposition didn't compute U. Did you ask for it?"); - return this->m_matrixV; - } - else - { - eigen_assert(this->computeU() && "This SVD decomposition didn't compute U. Did you ask for it?"); - return this->m_matrixU; - } - - } - - - const MatrixVType& matrixV() const - { - eigen_assert(this->m_isInitialized && "SVD is not initialized."); - if (isTranspose){ - eigen_assert(this->computeU() && "This SVD decomposition didn't compute V. Did you ask for it?"); - return this->m_matrixU; - } - else - { - eigen_assert(this->computeV() && "This SVD decomposition didn't compute V. Did you ask for it?"); - return this->m_matrixV; - } - } - - using Base::computeU; - using Base::computeV; - -private: - void allocate(Index rows, Index cols, unsigned int computationOptions); - void divide(Index firstCol, Index lastCol, Index firstRowW, Index firstColW, Index shift); - void computeSVDofM(Index firstCol, Index n, MatrixXr& U, VectorType& singVals, MatrixXr& V); - void computeSingVals(const ArrayXr& col0, const ArrayXr& diag, VectorType& singVals, - ArrayXr& shifts, ArrayXr& mus); - void perturbCol0(const ArrayXr& col0, const ArrayXr& diag, const VectorType& singVals, - const ArrayXr& shifts, const ArrayXr& mus, ArrayXr& zhat); - void computeSingVecs(const ArrayXr& zhat, const ArrayXr& diag, const VectorType& singVals, - const ArrayXr& shifts, const ArrayXr& mus, MatrixXr& U, MatrixXr& V); - void deflation43(Index firstCol, Index shift, Index i, Index size); - void deflation44(Index firstColu , Index firstColm, Index firstRowW, Index firstColW, Index i, Index j, Index size); - void deflation(Index firstCol, Index lastCol, Index k, Index firstRowW, Index firstColW, Index shift); - void copyUV(const typename internal::UpperBidiagonalization<MatrixX>::HouseholderUSequenceType& householderU, - const typename internal::UpperBidiagonalization<MatrixX>::HouseholderVSequenceType& householderV); - -protected: - MatrixXr m_naiveU, m_naiveV; - MatrixXr m_computed; - Index nRec; - int algoswap; - bool isTranspose, compU, compV; - -public: - int m_numIters; -}; //end class BDCSVD - - -// Methode to allocate ans initialize matrix and attributs -template<typename MatrixType> -void BDCSVD<MatrixType>::allocate(Index rows, Index cols, unsigned int computationOptions) -{ - isTranspose = (cols > rows); - if (Base::allocate(rows, cols, computationOptions)) return; - m_computed = MatrixXr::Zero(this->m_diagSize + 1, this->m_diagSize ); - if (isTranspose){ - compU = this->computeU(); - compV = this->computeV(); - } - else - { - compV = this->computeU(); - compU = this->computeV(); - } - if (compU) m_naiveU = MatrixXr::Zero(this->m_diagSize + 1, this->m_diagSize + 1 ); - else m_naiveU = MatrixXr::Zero(2, this->m_diagSize + 1 ); - - if (compV) m_naiveV = MatrixXr::Zero(this->m_diagSize, this->m_diagSize); - - - //should be changed for a cleaner implementation - if (isTranspose){ - bool aux; - if (this->computeU()||this->computeV()){ - aux = this->m_computeFullU; - this->m_computeFullU = this->m_computeFullV; - this->m_computeFullV = aux; - aux = this->m_computeThinU; - this->m_computeThinU = this->m_computeThinV; - this->m_computeThinV = aux; - } - } -}// end allocate - -// Methode which compute the BDCSVD for the int -template<> -BDCSVD<Matrix<int, Dynamic, Dynamic> >& BDCSVD<Matrix<int, Dynamic, Dynamic> >::compute(const MatrixType& matrix, unsigned int computationOptions) { - allocate(matrix.rows(), matrix.cols(), computationOptions); - this->m_nonzeroSingularValues = 0; - m_computed = Matrix<int, Dynamic, Dynamic>::Zero(rows(), cols()); - for (int i=0; i<this->m_diagSize; i++) { - this->m_singularValues.coeffRef(i) = 0; - } - if (this->m_computeFullU) this->m_matrixU = Matrix<int, Dynamic, Dynamic>::Zero(rows(), rows()); - if (this->m_computeFullV) this->m_matrixV = Matrix<int, Dynamic, Dynamic>::Zero(cols(), cols()); - this->m_isInitialized = true; - return *this; -} - - -// Methode which compute the BDCSVD -template<typename MatrixType> -BDCSVD<MatrixType>& BDCSVD<MatrixType>::compute(const MatrixType& matrix, unsigned int computationOptions) -{ - allocate(matrix.rows(), matrix.cols(), computationOptions); - using std::abs; - - //**** step 1 Bidiagonalization isTranspose = (matrix.cols()>matrix.rows()) ; - MatrixType copy; - if (isTranspose) copy = matrix.adjoint(); - else copy = matrix; - - internal::UpperBidiagonalization<MatrixX> bid(copy); - - //**** step 2 Divide - m_computed.topRows(this->m_diagSize) = bid.bidiagonal().toDenseMatrix().transpose(); - m_computed.template bottomRows<1>().setZero(); - divide(0, this->m_diagSize - 1, 0, 0, 0); - - //**** step 3 copy - for (int i=0; i<this->m_diagSize; i++) { - RealScalar a = abs(m_computed.coeff(i, i)); - this->m_singularValues.coeffRef(i) = a; - if (a == 0){ - this->m_nonzeroSingularValues = i; - this->m_singularValues.tail(this->m_diagSize - i - 1).setZero(); - break; - } - else if (i == this->m_diagSize - 1) - { - this->m_nonzeroSingularValues = i + 1; - break; - } - } - copyUV(bid.householderU(), bid.householderV()); - this->m_isInitialized = true; - return *this; -}// end compute - - -template<typename MatrixType> -void BDCSVD<MatrixType>::copyUV(const typename internal::UpperBidiagonalization<MatrixX>::HouseholderUSequenceType& householderU, - const typename internal::UpperBidiagonalization<MatrixX>::HouseholderVSequenceType& householderV) -{ - // Note exchange of U and V: m_matrixU is set from m_naiveV and vice versa - if (this->computeU()){ - Index Ucols = this->m_computeThinU ? this->m_nonzeroSingularValues : householderU.cols(); - this->m_matrixU = MatrixX::Identity(householderU.cols(), Ucols); - Index blockCols = this->m_computeThinU ? this->m_nonzeroSingularValues : this->m_diagSize; - this->m_matrixU.block(0, 0, this->m_diagSize, blockCols) = - m_naiveV.template cast<Scalar>().block(0, 0, this->m_diagSize, blockCols); - this->m_matrixU = householderU * this->m_matrixU; - } - if (this->computeV()){ - Index Vcols = this->m_computeThinV ? this->m_nonzeroSingularValues : householderV.cols(); - this->m_matrixV = MatrixX::Identity(householderV.cols(), Vcols); - Index blockCols = this->m_computeThinV ? this->m_nonzeroSingularValues : this->m_diagSize; - this->m_matrixV.block(0, 0, this->m_diagSize, blockCols) = - m_naiveU.template cast<Scalar>().block(0, 0, this->m_diagSize, blockCols); - this->m_matrixV = householderV * this->m_matrixV; - } -} - -// The divide algorithm is done "in place", we are always working on subsets of the same matrix. The divide methods takes as argument the -// place of the submatrix we are currently working on. - -//@param firstCol : The Index of the first column of the submatrix of m_computed and for m_naiveU; -//@param lastCol : The Index of the last column of the submatrix of m_computed and for m_naiveU; -// lastCol + 1 - firstCol is the size of the submatrix. -//@param firstRowW : The Index of the first row of the matrix W that we are to change. (see the reference paper section 1 for more information on W) -//@param firstRowW : Same as firstRowW with the column. -//@param shift : Each time one takes the left submatrix, one must add 1 to the shift. Why? Because! We actually want the last column of the U submatrix -// to become the first column (*coeff) and to shift all the other columns to the right. There are more details on the reference paper. -template<typename MatrixType> -void BDCSVD<MatrixType>::divide (Index firstCol, Index lastCol, Index firstRowW, - Index firstColW, Index shift) -{ - // requires nbRows = nbCols + 1; - using std::pow; - using std::sqrt; - using std::abs; - const Index n = lastCol - firstCol + 1; - const Index k = n/2; - RealScalar alphaK; - RealScalar betaK; - RealScalar r0; - RealScalar lambda, phi, c0, s0; - MatrixXr l, f; - // We use the other algorithm which is more efficient for small - // matrices. - if (n < algoswap){ - JacobiSVD<MatrixXr> b(m_computed.block(firstCol, firstCol, n + 1, n), - ComputeFullU | (ComputeFullV * compV)) ; - if (compU) m_naiveU.block(firstCol, firstCol, n + 1, n + 1).real() << b.matrixU(); - else - { - m_naiveU.row(0).segment(firstCol, n + 1).real() << b.matrixU().row(0); - m_naiveU.row(1).segment(firstCol, n + 1).real() << b.matrixU().row(n); - } - if (compV) m_naiveV.block(firstRowW, firstColW, n, n).real() << b.matrixV(); - m_computed.block(firstCol + shift, firstCol + shift, n + 1, n).setZero(); - for (int i=0; i<n; i++) - { - m_computed(firstCol + shift + i, firstCol + shift +i) = b.singularValues().coeffRef(i); - } - return; - } - // We use the divide and conquer algorithm - alphaK = m_computed(firstCol + k, firstCol + k); - betaK = m_computed(firstCol + k + 1, firstCol + k); - // The divide must be done in that order in order to have good results. Divide change the data inside the submatrices - // and the divide of the right submatrice reads one column of the left submatrice. That's why we need to treat the - // right submatrix before the left one. - divide(k + 1 + firstCol, lastCol, k + 1 + firstRowW, k + 1 + firstColW, shift); - divide(firstCol, k - 1 + firstCol, firstRowW, firstColW + 1, shift + 1); - if (compU) - { - lambda = m_naiveU(firstCol + k, firstCol + k); - phi = m_naiveU(firstCol + k + 1, lastCol + 1); - } - else - { - lambda = m_naiveU(1, firstCol + k); - phi = m_naiveU(0, lastCol + 1); - } - r0 = sqrt((abs(alphaK * lambda) * abs(alphaK * lambda)) - + abs(betaK * phi) * abs(betaK * phi)); - if (compU) - { - l = m_naiveU.row(firstCol + k).segment(firstCol, k); - f = m_naiveU.row(firstCol + k + 1).segment(firstCol + k + 1, n - k - 1); - } - else - { - l = m_naiveU.row(1).segment(firstCol, k); - f = m_naiveU.row(0).segment(firstCol + k + 1, n - k - 1); - } - if (compV) m_naiveV(firstRowW+k, firstColW) = 1; - if (r0 == 0) - { - c0 = 1; - s0 = 0; - } - else - { - c0 = alphaK * lambda / r0; - s0 = betaK * phi / r0; - } - if (compU) - { - MatrixXr q1 (m_naiveU.col(firstCol + k).segment(firstCol, k + 1)); - // we shiftW Q1 to the right - for (Index i = firstCol + k - 1; i >= firstCol; i--) - { - m_naiveU.col(i + 1).segment(firstCol, k + 1) << m_naiveU.col(i).segment(firstCol, k + 1); - } - // we shift q1 at the left with a factor c0 - m_naiveU.col(firstCol).segment( firstCol, k + 1) << (q1 * c0); - // last column = q1 * - s0 - m_naiveU.col(lastCol + 1).segment(firstCol, k + 1) << (q1 * ( - s0)); - // first column = q2 * s0 - m_naiveU.col(firstCol).segment(firstCol + k + 1, n - k) << - m_naiveU.col(lastCol + 1).segment(firstCol + k + 1, n - k) *s0; - // q2 *= c0 - m_naiveU.col(lastCol + 1).segment(firstCol + k + 1, n - k) *= c0; - } - else - { - RealScalar q1 = (m_naiveU(0, firstCol + k)); - // we shift Q1 to the right - for (Index i = firstCol + k - 1; i >= firstCol; i--) - { - m_naiveU(0, i + 1) = m_naiveU(0, i); - } - // we shift q1 at the left with a factor c0 - m_naiveU(0, firstCol) = (q1 * c0); - // last column = q1 * - s0 - m_naiveU(0, lastCol + 1) = (q1 * ( - s0)); - // first column = q2 * s0 - m_naiveU(1, firstCol) = m_naiveU(1, lastCol + 1) *s0; - // q2 *= c0 - m_naiveU(1, lastCol + 1) *= c0; - m_naiveU.row(1).segment(firstCol + 1, k).setZero(); - m_naiveU.row(0).segment(firstCol + k + 1, n - k - 1).setZero(); - } - m_computed(firstCol + shift, firstCol + shift) = r0; - m_computed.col(firstCol + shift).segment(firstCol + shift + 1, k) << alphaK * l.transpose().real(); - m_computed.col(firstCol + shift).segment(firstCol + shift + k + 1, n - k - 1) << betaK * f.transpose().real(); - - - // Second part: try to deflate singular values in combined matrix - deflation(firstCol, lastCol, k, firstRowW, firstColW, shift); - - // Third part: compute SVD of combined matrix - MatrixXr UofSVD, VofSVD; - VectorType singVals; - computeSVDofM(firstCol + shift, n, UofSVD, singVals, VofSVD); - if (compU) m_naiveU.block(firstCol, firstCol, n + 1, n + 1) *= UofSVD; - else m_naiveU.block(0, firstCol, 2, n + 1) *= UofSVD; - if (compV) m_naiveV.block(firstRowW, firstColW, n, n) *= VofSVD; - m_computed.block(firstCol + shift, firstCol + shift, n, n).setZero(); - m_computed.block(firstCol + shift, firstCol + shift, n, n).diagonal() = singVals; -}// end divide - -// Compute SVD of m_computed.block(firstCol, firstCol, n + 1, n); this block only has non-zeros in -// the first column and on the diagonal and has undergone deflation, so diagonal is in increasing -// order except for possibly the (0,0) entry. The computed SVD is stored U, singVals and V, except -// that if compV is false, then V is not computed. Singular values are sorted in decreasing order. -// -// TODO Opportunities for optimization: better root finding algo, better stopping criterion, better -// handling of round-off errors, be consistent in ordering -template <typename MatrixType> -void BDCSVD<MatrixType>::computeSVDofM(Index firstCol, Index n, MatrixXr& U, VectorType& singVals, MatrixXr& V) -{ - // TODO Get rid of these copies (?) - ArrayXr col0 = m_computed.block(firstCol, firstCol, n, 1); - ArrayXr diag = m_computed.block(firstCol, firstCol, n, n).diagonal(); - diag(0) = 0; - - // compute singular values and vectors (in decreasing order) - singVals.resize(n); - U.resize(n+1, n+1); - if (compV) V.resize(n, n); - - if (col0.hasNaN() || diag.hasNaN()) return; - - ArrayXr shifts(n), mus(n), zhat(n); - computeSingVals(col0, diag, singVals, shifts, mus); - perturbCol0(col0, diag, singVals, shifts, mus, zhat); - computeSingVecs(zhat, diag, singVals, shifts, mus, U, V); - - // Reverse order so that singular values in increased order - singVals.reverseInPlace(); - U.leftCols(n) = U.leftCols(n).rowwise().reverse().eval(); - if (compV) V = V.rowwise().reverse().eval(); -} - -template <typename MatrixType> -void BDCSVD<MatrixType>::computeSingVals(const ArrayXr& col0, const ArrayXr& diag, - VectorType& singVals, ArrayXr& shifts, ArrayXr& mus) -{ - using std::abs; - using std::swap; - - Index n = col0.size(); - for (Index k = 0; k < n; ++k) { - if (col0(k) == 0) { - // entry is deflated, so singular value is on diagonal - singVals(k) = diag(k); - mus(k) = 0; - shifts(k) = diag(k); - continue; - } - - // otherwise, use secular equation to find singular value - RealScalar left = diag(k); - RealScalar right = (k != n-1) ? diag(k+1) : (diag(n-1) + col0.matrix().norm()); - - // first decide whether it's closer to the left end or the right end - RealScalar mid = left + (right-left) / 2; - RealScalar fMid = 1 + (col0.square() / ((diag + mid) * (diag - mid))).sum(); - - RealScalar shift; - if (k == n-1 || fMid > 0) shift = left; - else shift = right; - - // measure everything relative to shift - ArrayXr diagShifted = diag - shift; - - // initial guess - RealScalar muPrev, muCur; - if (shift == left) { - muPrev = (right - left) * 0.1; - if (k == n-1) muCur = right - left; - else muCur = (right - left) * 0.5; - } else { - muPrev = -(right - left) * 0.1; - muCur = -(right - left) * 0.5; - } - - RealScalar fPrev = 1 + (col0.square() / ((diagShifted - muPrev) * (diag + shift + muPrev))).sum(); - RealScalar fCur = 1 + (col0.square() / ((diagShifted - muCur) * (diag + shift + muCur))).sum(); - if (abs(fPrev) < abs(fCur)) { - swap(fPrev, fCur); - swap(muPrev, muCur); - } - - // rational interpolation: fit a function of the form a / mu + b through the two previous - // iterates and use its zero to compute the next iterate - bool useBisection = false; - while (abs(muCur - muPrev) > 8 * NumTraits<RealScalar>::epsilon() * (std::max)(abs(muCur), abs(muPrev)) && fCur != fPrev && !useBisection) { - ++m_numIters; - - RealScalar a = (fCur - fPrev) / (1/muCur - 1/muPrev); - RealScalar b = fCur - a / muCur; - - muPrev = muCur; - fPrev = fCur; - muCur = -a / b; - fCur = 1 + (col0.square() / ((diagShifted - muCur) * (diag + shift + muCur))).sum(); - - if (shift == left && (muCur < 0 || muCur > right - left)) useBisection = true; - if (shift == right && (muCur < -(right - left) || muCur > 0)) useBisection = true; - } - - // fall back on bisection method if rational interpolation did not work - if (useBisection) { - RealScalar leftShifted, rightShifted; - if (shift == left) { - leftShifted = 1e-30; - if (k == 0) rightShifted = right - left; - else rightShifted = (right - left) * 0.6; // theoretically we can take 0.5, but let's be safe - } else { - leftShifted = -(right - left) * 0.6; - rightShifted = -1e-30; - } - - RealScalar fLeft = 1 + (col0.square() / ((diagShifted - leftShifted) * (diag + shift + leftShifted))).sum(); - RealScalar fRight = 1 + (col0.square() / ((diagShifted - rightShifted) * (diag + shift + rightShifted))).sum(); - assert(fLeft * fRight < 0); - - while (rightShifted - leftShifted > 2 * NumTraits<RealScalar>::epsilon() * (std::max)(abs(leftShifted), abs(rightShifted))) { - RealScalar midShifted = (leftShifted + rightShifted) / 2; - RealScalar fMid = 1 + (col0.square() / ((diagShifted - midShifted) * (diag + shift + midShifted))).sum(); - if (fLeft * fMid < 0) { - rightShifted = midShifted; - fRight = fMid; - } else { - leftShifted = midShifted; - fLeft = fMid; - } - } - - muCur = (leftShifted + rightShifted) / 2; - } - - singVals[k] = shift + muCur; - shifts[k] = shift; - mus[k] = muCur; - - // perturb singular value slightly if it equals diagonal entry to avoid division by zero later - // (deflation is supposed to avoid this from happening) - if (singVals[k] == left) singVals[k] *= 1 + NumTraits<RealScalar>::epsilon(); - if (singVals[k] == right) singVals[k] *= 1 - NumTraits<RealScalar>::epsilon(); - } -} - - -// zhat is perturbation of col0 for which singular vectors can be computed stably (see Section 3.1) -template <typename MatrixType> -void BDCSVD<MatrixType>::perturbCol0 - (const ArrayXr& col0, const ArrayXr& diag, const VectorType& singVals, - const ArrayXr& shifts, const ArrayXr& mus, ArrayXr& zhat) -{ - Index n = col0.size(); - for (Index k = 0; k < n; ++k) { - if (col0(k) == 0) - zhat(k) = 0; - else { - // see equation (3.6) - using std::sqrt; - RealScalar tmp = - sqrt( - (singVals(n-1) + diag(k)) * (mus(n-1) + (shifts(n-1) - diag(k))) - * ( - ((singVals.head(k).array() + diag(k)) * (mus.head(k) + (shifts.head(k) - diag(k)))) - / ((diag.head(k).array() + diag(k)) * (diag.head(k).array() - diag(k))) - ).prod() - * ( - ((singVals.segment(k, n-k-1).array() + diag(k)) * (mus.segment(k, n-k-1) + (shifts.segment(k, n-k-1) - diag(k)))) - / ((diag.tail(n-k-1) + diag(k)) * (diag.tail(n-k-1) - diag(k))) - ).prod() - ); - if (col0(k) > 0) zhat(k) = tmp; - else zhat(k) = -tmp; - } - } -} - -// compute singular vectors -template <typename MatrixType> -void BDCSVD<MatrixType>::computeSingVecs - (const ArrayXr& zhat, const ArrayXr& diag, const VectorType& singVals, - const ArrayXr& shifts, const ArrayXr& mus, MatrixXr& U, MatrixXr& V) -{ - Index n = zhat.size(); - for (Index k = 0; k < n; ++k) { - if (zhat(k) == 0) { - U.col(k) = VectorType::Unit(n+1, k); - if (compV) V.col(k) = VectorType::Unit(n, k); - } else { - U.col(k).head(n) = zhat / (((diag - shifts(k)) - mus(k)) * (diag + singVals[k])); - U(n,k) = 0; - U.col(k).normalize(); - - if (compV) { - V.col(k).tail(n-1) = (diag * zhat / (((diag - shifts(k)) - mus(k)) * (diag + singVals[k]))).tail(n-1); - V(0,k) = -1; - V.col(k).normalize(); - } - } - } - U.col(n) = VectorType::Unit(n+1, n); -} - - -// page 12_13 -// i >= 1, di almost null and zi non null. -// We use a rotation to zero out zi applied to the left of M -template <typename MatrixType> -void BDCSVD<MatrixType>::deflation43(Index firstCol, Index shift, Index i, Index size){ - using std::abs; - using std::sqrt; - using std::pow; - RealScalar c = m_computed(firstCol + shift, firstCol + shift); - RealScalar s = m_computed(i, firstCol + shift); - RealScalar r = sqrt(pow(abs(c), 2) + pow(abs(s), 2)); - if (r == 0){ - m_computed(i, i)=0; - return; - } - c/=r; - s/=r; - m_computed(firstCol + shift, firstCol + shift) = r; - m_computed(i, firstCol + shift) = 0; - m_computed(i, i) = 0; - if (compU){ - m_naiveU.col(firstCol).segment(firstCol,size) = - c * m_naiveU.col(firstCol).segment(firstCol, size) - - s * m_naiveU.col(i).segment(firstCol, size) ; - - m_naiveU.col(i).segment(firstCol, size) = - (c + s*s/c) * m_naiveU.col(i).segment(firstCol, size) + - (s/c) * m_naiveU.col(firstCol).segment(firstCol,size); - } -}// end deflation 43 - - -// page 13 -// i,j >= 1, i != j and |di - dj| < epsilon * norm2(M) -// We apply two rotations to have zj = 0; -template <typename MatrixType> -void BDCSVD<MatrixType>::deflation44(Index firstColu , Index firstColm, Index firstRowW, Index firstColW, Index i, Index j, Index size){ - using std::abs; - using std::sqrt; - using std::conj; - using std::pow; - RealScalar c = m_computed(firstColm, firstColm + j - 1); - RealScalar s = m_computed(firstColm, firstColm + i - 1); - RealScalar r = sqrt(pow(abs(c), 2) + pow(abs(s), 2)); - if (r==0){ - m_computed(firstColm + i, firstColm + i) = m_computed(firstColm + j, firstColm + j); - return; - } - c/=r; - s/=r; - m_computed(firstColm + i, firstColm) = r; - m_computed(firstColm + i, firstColm + i) = m_computed(firstColm + j, firstColm + j); - m_computed(firstColm + j, firstColm) = 0; - if (compU){ - m_naiveU.col(firstColu + i).segment(firstColu, size) = - c * m_naiveU.col(firstColu + i).segment(firstColu, size) - - s * m_naiveU.col(firstColu + j).segment(firstColu, size) ; - - m_naiveU.col(firstColu + j).segment(firstColu, size) = - (c + s*s/c) * m_naiveU.col(firstColu + j).segment(firstColu, size) + - (s/c) * m_naiveU.col(firstColu + i).segment(firstColu, size); - } - if (compV){ - m_naiveV.col(firstColW + i).segment(firstRowW, size - 1) = - c * m_naiveV.col(firstColW + i).segment(firstRowW, size - 1) + - s * m_naiveV.col(firstColW + j).segment(firstRowW, size - 1) ; - - m_naiveV.col(firstColW + j).segment(firstRowW, size - 1) = - (c + s*s/c) * m_naiveV.col(firstColW + j).segment(firstRowW, size - 1) - - (s/c) * m_naiveV.col(firstColW + i).segment(firstRowW, size - 1); - } -}// end deflation 44 - - -// acts on block from (firstCol+shift, firstCol+shift) to (lastCol+shift, lastCol+shift) [inclusive] -template <typename MatrixType> -void BDCSVD<MatrixType>::deflation(Index firstCol, Index lastCol, Index k, Index firstRowW, Index firstColW, Index shift){ - //condition 4.1 - using std::sqrt; - const Index length = lastCol + 1 - firstCol; - RealScalar norm1 = m_computed.block(firstCol+shift, firstCol+shift, length, 1).squaredNorm(); - RealScalar norm2 = m_computed.block(firstCol+shift, firstCol+shift, length, length).diagonal().squaredNorm(); - RealScalar EPS = 10 * NumTraits<RealScalar>::epsilon() * sqrt(norm1 + norm2); - if (m_computed(firstCol + shift, firstCol + shift) < EPS){ - m_computed(firstCol + shift, firstCol + shift) = EPS; - } - - //condition 4.2 - for (Index i=firstCol + shift + 1;i<=lastCol + shift;i++){ - if (std::abs(m_computed(i, firstCol + shift)) < EPS){ - m_computed(i, firstCol + shift) = 0; - } - } - - //condition 4.3 - for (Index i=firstCol + shift + 1;i<=lastCol + shift; i++){ - if (m_computed(i, i) < EPS){ - deflation43(firstCol, shift, i, length); - } - } - - //condition 4.4 - - Index i=firstCol + shift + 1, j=firstCol + shift + k + 1; - //we stock the final place of each line - Index *permutation = new Index[length]; - - for (Index p =1; p < length; p++) { - if (i> firstCol + shift + k){ - permutation[p] = j; - j++; - } else if (j> lastCol + shift) - { - permutation[p] = i; - i++; - } - else - { - if (m_computed(i, i) < m_computed(j, j)){ - permutation[p] = j; - j++; - } - else - { - permutation[p] = i; - i++; - } - } - } - //we do the permutation - RealScalar aux; - //we stock the current index of each col - //and the column of each index - Index *realInd = new Index[length]; - Index *realCol = new Index[length]; - for (int pos = 0; pos< length; pos++){ - realCol[pos] = pos + firstCol + shift; - realInd[pos] = pos; - } - const Index Zero = firstCol + shift; - VectorType temp; - for (int i = 1; i < length - 1; i++){ - const Index I = i + Zero; - const Index realI = realInd[i]; - const Index j = permutation[length - i] - Zero; - const Index J = realCol[j]; - - //diag displace - aux = m_computed(I, I); - m_computed(I, I) = m_computed(J, J); - m_computed(J, J) = aux; - - //firstrow displace - aux = m_computed(I, Zero); - m_computed(I, Zero) = m_computed(J, Zero); - m_computed(J, Zero) = aux; - - // change columns - if (compU) { - temp = m_naiveU.col(I - shift).segment(firstCol, length + 1); - m_naiveU.col(I - shift).segment(firstCol, length + 1) << - m_naiveU.col(J - shift).segment(firstCol, length + 1); - m_naiveU.col(J - shift).segment(firstCol, length + 1) << temp; - } - else - { - temp = m_naiveU.col(I - shift).segment(0, 2); - m_naiveU.col(I - shift).segment(0, 2) << - m_naiveU.col(J - shift).segment(0, 2); - m_naiveU.col(J - shift).segment(0, 2) << temp; - } - if (compV) { - const Index CWI = I + firstColW - Zero; - const Index CWJ = J + firstColW - Zero; - temp = m_naiveV.col(CWI).segment(firstRowW, length); - m_naiveV.col(CWI).segment(firstRowW, length) << m_naiveV.col(CWJ).segment(firstRowW, length); - m_naiveV.col(CWJ).segment(firstRowW, length) << temp; - } - - //update real pos - realCol[realI] = J; - realCol[j] = I; - realInd[J - Zero] = realI; - realInd[I - Zero] = j; - } - for (Index i = firstCol + shift + 1; i<lastCol + shift;i++){ - if ((m_computed(i + 1, i + 1) - m_computed(i, i)) < EPS){ - deflation44(firstCol , - firstCol + shift, - firstRowW, - firstColW, - i - Zero, - i + 1 - Zero, - length); - } - } - delete [] permutation; - delete [] realInd; - delete [] realCol; -}//end deflation - - -namespace internal{ - -template<typename _MatrixType, typename Rhs> -struct solve_retval<BDCSVD<_MatrixType>, Rhs> - : solve_retval_base<BDCSVD<_MatrixType>, Rhs> -{ - typedef BDCSVD<_MatrixType> BDCSVDType; - EIGEN_MAKE_SOLVE_HELPERS(BDCSVDType, Rhs) - - template<typename Dest> void evalTo(Dest& dst) const - { - eigen_assert(rhs().rows() == dec().rows()); - // A = U S V^* - // So A^{ - 1} = V S^{ - 1} U^* - Index diagSize = (std::min)(dec().rows(), dec().cols()); - typename BDCSVDType::SingularValuesType invertedSingVals(diagSize); - Index nonzeroSingVals = dec().nonzeroSingularValues(); - invertedSingVals.head(nonzeroSingVals) = dec().singularValues().head(nonzeroSingVals).array().inverse(); - invertedSingVals.tail(diagSize - nonzeroSingVals).setZero(); - - dst = dec().matrixV().leftCols(diagSize) - * invertedSingVals.asDiagonal() - * dec().matrixU().leftCols(diagSize).adjoint() - * rhs(); - return; - } -}; - -} //end namespace internal - - /** \svd_module - * - * \return the singular value decomposition of \c *this computed by - * BDC Algorithm - * - * \sa class BDCSVD - */ -/* -template<typename Derived> -BDCSVD<typename MatrixBase<Derived>::PlainObject> -MatrixBase<Derived>::bdcSvd(unsigned int computationOptions) const -{ - return BDCSVD<PlainObject>(*this, computationOptions); -} -*/ - -} // end namespace Eigen - -#endif diff --git a/unsupported/Eigen/src/BDCSVD/CMakeLists.txt b/unsupported/Eigen/src/BDCSVD/CMakeLists.txt deleted file mode 100644 index 73b89ea18..000000000 --- a/unsupported/Eigen/src/BDCSVD/CMakeLists.txt +++ /dev/null @@ -1,6 +0,0 @@ -FILE(GLOB Eigen_BDCSVD_SRCS "*.h") - -INSTALL(FILES - ${Eigen_BDCSVD_SRCS} - DESTINATION ${INCLUDE_INSTALL_DIR}unsupported/Eigen/src/BDCSVD COMPONENT Devel - ) diff --git a/unsupported/Eigen/src/BDCSVD/TODOBdcsvd.txt b/unsupported/Eigen/src/BDCSVD/TODOBdcsvd.txt deleted file mode 100644 index 0bc9a46e6..000000000 --- a/unsupported/Eigen/src/BDCSVD/TODOBdcsvd.txt +++ /dev/null @@ -1,29 +0,0 @@ -TO DO LIST - - - -(optional optimization) - do all the allocations in the allocate part - - support static matrices - - return a error at compilation time when using integer matrices (int, long, std::complex<int>, ...) - -to finish the algorithm : - -implement the last part of the algorithm as described on the reference paper. - You may find more information on that part on this paper - - -to replace the call to JacobiSVD at the end of the divide algorithm, just after the call to - deflation. - -(suggested step by step resolution) - 0) comment the call to Jacobi in the last part of the divide method and everything right after - until the end of the method. What is commented can be a guideline to steps 3) 4) and 6) - 1) solve the secular equation (Characteristic equation) on the values that are not null (zi!=0 and di!=0), after the deflation - wich should be uncommented in the divide method - 2) remember the values of the singular values that are already computed (zi=0) - 3) assign the singular values found in m_computed at the right places (with the ones found in step 2) ) - in decreasing order - 4) set the firstcol to zero (except the first element) in m_computed - 5) compute all the singular vectors when CompV is set to true and only the left vectors when - CompV is set to false - 6) multiply naiveU and naiveV to the right by the matrices found, only naiveU when CompV is set to - false, /!\ if CompU is false NaiveU has only 2 rows - 7) delete everything commented in step 0) diff --git a/unsupported/Eigen/src/BDCSVD/doneInBDCSVD.txt b/unsupported/Eigen/src/BDCSVD/doneInBDCSVD.txt deleted file mode 100644 index 8563ddab8..000000000 --- a/unsupported/Eigen/src/BDCSVD/doneInBDCSVD.txt +++ /dev/null @@ -1,21 +0,0 @@ -This unsupported package is about a divide and conquer algorithm to compute SVD. - -The implementation follows as closely as possible the following reference paper : -http://www.cs.yale.edu/publications/techreports/tr933.pdf - -The code documentation uses the same names for variables as the reference paper. The code, deflation included, is -working but there are a few things that could be optimised as explained in the TODOBdsvd. - -In the code comments were put at the line where would be the third step of the algorithm so one could simply add the call -of a function doing the last part of the algorithm and that would not require any knowledge of the part we implemented. - -In the TODOBdcsvd we explain what is the main difficulty of the last part and suggest a reference paper to help solve it. - -The implemented has trouble with fixed size matrices. - -In the actual implementation, it returns matrices of zero when ask to do a svd on an int matrix. - - -Paper for the third part: -http://www.stat.uchicago.edu/~lekheng/courses/302/classics/greengard-rokhlin.pdf - diff --git a/unsupported/Eigen/src/CMakeLists.txt b/unsupported/Eigen/src/CMakeLists.txt index 654a2327f..8eb2808e3 100644 --- a/unsupported/Eigen/src/CMakeLists.txt +++ b/unsupported/Eigen/src/CMakeLists.txt @@ -12,4 +12,3 @@ ADD_SUBDIRECTORY(Skyline) ADD_SUBDIRECTORY(SparseExtra) ADD_SUBDIRECTORY(KroneckerProduct) ADD_SUBDIRECTORY(Splines) -ADD_SUBDIRECTORY(BDCSVD) diff --git a/unsupported/Eigen/src/IterativeSolvers/DGMRES.h b/unsupported/Eigen/src/IterativeSolvers/DGMRES.h index 9fcc8a8d9..0e1b7d977 100644 --- a/unsupported/Eigen/src/IterativeSolvers/DGMRES.h +++ b/unsupported/Eigen/src/IterativeSolvers/DGMRES.h @@ -108,6 +108,7 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> > using Base::m_isInitialized; using Base::m_tolerance; public: + using Base::_solve_impl; typedef _MatrixType MatrixType; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Index Index; @@ -138,25 +139,9 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> > ~DGMRES() {} - /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A - * \a x0 as an initial solution. - * - * \sa compute() - */ - template<typename Rhs,typename Guess> - inline const internal::solve_retval_with_guess<DGMRES, Rhs, Guess> - solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const - { - eigen_assert(m_isInitialized && "DGMRES is not initialized."); - eigen_assert(Base::rows()==b.rows() - && "DGMRES::solve(): invalid number of rows of the right hand side matrix b"); - return internal::solve_retval_with_guess - <DGMRES, Rhs, Guess>(*this, b.derived(), x0); - } - /** \internal */ template<typename Rhs,typename Dest> - void _solveWithGuess(const Rhs& b, Dest& x) const + void _solve_with_guess_impl(const Rhs& b, Dest& x) const { bool failed = false; for(int j=0; j<b.cols(); ++j) @@ -175,10 +160,10 @@ class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> > /** \internal */ template<typename Rhs,typename Dest> - void _solve(const Rhs& b, Dest& x) const + void _solve_impl(const Rhs& b, MatrixBase<Dest>& x) const { x = b; - _solveWithGuess(b,x); + _solve_with_guess_impl(b,x.derived()); } /** * Get the restart value @@ -522,21 +507,5 @@ int DGMRES<_MatrixType, _Preconditioner>::dgmresApplyDeflation(const RhsType &x, return 0; } -namespace internal { - - template<typename _MatrixType, typename _Preconditioner, typename Rhs> -struct solve_retval<DGMRES<_MatrixType, _Preconditioner>, Rhs> - : solve_retval_base<DGMRES<_MatrixType, _Preconditioner>, Rhs> -{ - typedef DGMRES<_MatrixType, _Preconditioner> Dec; - EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) - - template<typename Dest> void evalTo(Dest& dst) const - { - dec()._solve(rhs(),dst); - } -}; -} // end namespace internal - } // end namespace Eigen #endif diff --git a/unsupported/Eigen/src/IterativeSolvers/GMRES.h b/unsupported/Eigen/src/IterativeSolvers/GMRES.h index 67498705b..cd15ce0bf 100644 --- a/unsupported/Eigen/src/IterativeSolvers/GMRES.h +++ b/unsupported/Eigen/src/IterativeSolvers/GMRES.h @@ -281,6 +281,7 @@ private: int m_restart; public: + using Base::_solve_impl; typedef _MatrixType MatrixType; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Index Index; @@ -315,25 +316,9 @@ public: */ void set_restart(const int restart) { m_restart=restart; } - /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A - * \a x0 as an initial solution. - * - * \sa compute() - */ - template<typename Rhs,typename Guess> - inline const internal::solve_retval_with_guess<GMRES, Rhs, Guess> - solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const - { - eigen_assert(m_isInitialized && "GMRES is not initialized."); - eigen_assert(Base::rows()==b.rows() - && "GMRES::solve(): invalid number of rows of the right hand side matrix b"); - return internal::solve_retval_with_guess - <GMRES, Rhs, Guess>(*this, b.derived(), x0); - } - /** \internal */ template<typename Rhs,typename Dest> - void _solveWithGuess(const Rhs& b, Dest& x) const + void _solve_with_guess_impl(const Rhs& b, Dest& x) const { bool failed = false; for(int j=0; j<b.cols(); ++j) @@ -353,35 +338,17 @@ public: /** \internal */ template<typename Rhs,typename Dest> - void _solve(const Rhs& b, Dest& x) const + void _solve_impl(const Rhs& b, MatrixBase<Dest> &x) const { x = b; if(x.squaredNorm() == 0) return; // Check Zero right hand side - _solveWithGuess(b,x); + _solve_with_guess_impl(b,x.derived()); } protected: }; - -namespace internal { - - template<typename _MatrixType, typename _Preconditioner, typename Rhs> -struct solve_retval<GMRES<_MatrixType, _Preconditioner>, Rhs> - : solve_retval_base<GMRES<_MatrixType, _Preconditioner>, Rhs> -{ - typedef GMRES<_MatrixType, _Preconditioner> Dec; - EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) - - template<typename Dest> void evalTo(Dest& dst) const - { - dec()._solve(rhs(),dst); - } -}; - -} // end namespace internal - } // end namespace Eigen #endif // EIGEN_GMRES_H diff --git a/unsupported/Eigen/src/IterativeSolvers/IncompleteCholesky.h b/unsupported/Eigen/src/IterativeSolvers/IncompleteCholesky.h index 661c1f2e0..35cfa315d 100644 --- a/unsupported/Eigen/src/IterativeSolvers/IncompleteCholesky.h +++ b/unsupported/Eigen/src/IterativeSolvers/IncompleteCholesky.h @@ -27,8 +27,11 @@ namespace Eigen { */ template <typename Scalar, int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int> > -class IncompleteCholesky : internal::noncopyable +class IncompleteCholesky : public SparseSolverBase<IncompleteCholesky<Scalar,_UpLo,_OrderingType> > { + protected: + typedef SparseSolverBase<IncompleteCholesky<Scalar,_UpLo,_OrderingType> > Base; + using Base::m_isInitialized; public: typedef SparseMatrix<Scalar,ColMajor> MatrixType; typedef _OrderingType OrderingType; @@ -89,7 +92,7 @@ class IncompleteCholesky : internal::noncopyable } template<typename Rhs, typename Dest> - void _solve(const Rhs& b, Dest& x) const + void _solve_impl(const Rhs& b, Dest& x) const { eigen_assert(m_factorizationIsOk && "factorize() should be called first"); if (m_perm.rows() == b.rows()) @@ -103,22 +106,13 @@ class IncompleteCholesky : internal::noncopyable x = m_perm * x; x = m_scal.asDiagonal() * x; } - template<typename Rhs> inline const internal::solve_retval<IncompleteCholesky, Rhs> - solve(const MatrixBase<Rhs>& b) const - { - eigen_assert(m_factorizationIsOk && "IncompleteLLT did not succeed"); - eigen_assert(m_isInitialized && "IncompleteLLT is not initialized."); - eigen_assert(cols()==b.rows() - && "IncompleteLLT::solve(): invalid number of rows of the right hand side matrix b"); - return internal::solve_retval<IncompleteCholesky, Rhs>(*this, b.derived()); - } + protected: SparseMatrix<Scalar,ColMajor> m_L; // The lower part stored in CSC ScalarType m_scal; // The vector for scaling the matrix Scalar m_shift; //The initial shift parameter bool m_analysisIsOk; bool m_factorizationIsOk; - bool m_isInitialized; ComputationInfo m_info; PermutationType m_perm; @@ -132,7 +126,6 @@ template<typename _MatrixType> void IncompleteCholesky<Scalar,_UpLo, OrderingType>::factorize(const _MatrixType& mat) { using std::sqrt; - using std::min; eigen_assert(m_analysisIsOk && "analyzePattern() should be called first"); // Dropping strategies : Keep only the p largest elements per column, where p is the number of elements in the column of the original matrix. Other strategies will be added @@ -166,7 +159,7 @@ void IncompleteCholesky<Scalar,_UpLo, OrderingType>::factorize(const _MatrixType for (int j = 0; j < n; j++){ for (int k = colPtr[j]; k < colPtr[j+1]; k++) vals[k] /= (m_scal(j) * m_scal(rowIdx[k])); - mindiag = (min)(vals[colPtr[j]], mindiag); + mindiag = numext::mini(vals[colPtr[j]], mindiag); } if(mindiag < Scalar(0.)) m_shift = m_shift - mindiag; @@ -256,22 +249,6 @@ inline void IncompleteCholesky<Scalar,_UpLo, OrderingType>::updateList(const Idx listCol[rowIdx(jk)].push_back(col); } } -namespace internal { - -template<typename _Scalar, int _UpLo, typename OrderingType, typename Rhs> -struct solve_retval<IncompleteCholesky<_Scalar, _UpLo, OrderingType>, Rhs> - : solve_retval_base<IncompleteCholesky<_Scalar, _UpLo, OrderingType>, Rhs> -{ - typedef IncompleteCholesky<_Scalar, _UpLo, OrderingType> Dec; - EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) - - template<typename Dest> void evalTo(Dest& dst) const - { - dec()._solve(rhs(),dst); - } -}; - -} // end namespace internal } // end namespace Eigen diff --git a/unsupported/Eigen/src/IterativeSolvers/IncompleteLU.h b/unsupported/Eigen/src/IterativeSolvers/IncompleteLU.h index 67e780181..7d08c3515 100644 --- a/unsupported/Eigen/src/IterativeSolvers/IncompleteLU.h +++ b/unsupported/Eigen/src/IterativeSolvers/IncompleteLU.h @@ -13,8 +13,12 @@ namespace Eigen { template <typename _Scalar> -class IncompleteLU +class IncompleteLU : public SparseSolverBase<IncompleteLU<_Scalar> > { + protected: + typedef SparseSolverBase<IncompleteLU<_Scalar> > Base; + using Base::m_isInitialized; + typedef _Scalar Scalar; typedef Matrix<Scalar,Dynamic,1> Vector; typedef typename Vector::Index Index; @@ -23,10 +27,10 @@ class IncompleteLU public: typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType; - IncompleteLU() : m_isInitialized(false) {} + IncompleteLU() {} template<typename MatrixType> - IncompleteLU(const MatrixType& mat) : m_isInitialized(false) + IncompleteLU(const MatrixType& mat) { compute(mat); } @@ -71,43 +75,16 @@ class IncompleteLU } template<typename Rhs, typename Dest> - void _solve(const Rhs& b, Dest& x) const + void _solve_impl(const Rhs& b, Dest& x) const { x = m_lu.template triangularView<UnitLower>().solve(b); x = m_lu.template triangularView<Upper>().solve(x); } - template<typename Rhs> inline const internal::solve_retval<IncompleteLU, Rhs> - solve(const MatrixBase<Rhs>& b) const - { - eigen_assert(m_isInitialized && "IncompleteLU is not initialized."); - eigen_assert(cols()==b.rows() - && "IncompleteLU::solve(): invalid number of rows of the right hand side matrix b"); - return internal::solve_retval<IncompleteLU, Rhs>(*this, b.derived()); - } - protected: FactorType m_lu; - bool m_isInitialized; -}; - -namespace internal { - -template<typename _MatrixType, typename Rhs> -struct solve_retval<IncompleteLU<_MatrixType>, Rhs> - : solve_retval_base<IncompleteLU<_MatrixType>, Rhs> -{ - typedef IncompleteLU<_MatrixType> Dec; - EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) - - template<typename Dest> void evalTo(Dest& dst) const - { - dec()._solve(rhs(),dst); - } }; -} // end namespace internal - } // end namespace Eigen #endif // EIGEN_INCOMPLETE_LU_H diff --git a/unsupported/Eigen/src/IterativeSolvers/MINRES.h b/unsupported/Eigen/src/IterativeSolvers/MINRES.h index 98f9ecc17..aaf42c78a 100644 --- a/unsupported/Eigen/src/IterativeSolvers/MINRES.h +++ b/unsupported/Eigen/src/IterativeSolvers/MINRES.h @@ -2,7 +2,7 @@ // for linear algebra. // // Copyright (C) 2012 Giacomo Po <gpo@ucla.edu> -// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr> +// Copyright (C) 2011-2014 Gael Guennebaud <gael.guennebaud@inria.fr> // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed @@ -217,6 +217,7 @@ namespace Eigen { using Base::m_info; using Base::m_isInitialized; public: + using Base::_solve_impl; typedef _MatrixType MatrixType; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Index Index; @@ -244,26 +245,10 @@ namespace Eigen { /** Destructor. */ ~MINRES(){} - - /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A - * \a x0 as an initial solution. - * - * \sa compute() - */ - template<typename Rhs,typename Guess> - inline const internal::solve_retval_with_guess<MINRES, Rhs, Guess> - solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const - { - eigen_assert(m_isInitialized && "MINRES is not initialized."); - eigen_assert(Base::rows()==b.rows() - && "MINRES::solve(): invalid number of rows of the right hand side matrix b"); - return internal::solve_retval_with_guess - <MINRES, Rhs, Guess>(*this, b.derived(), x0); - } - + /** \internal */ template<typename Rhs,typename Dest> - void _solveWithGuess(const Rhs& b, Dest& x) const + void _solve_with_guess_impl(const Rhs& b, Dest& x) const { m_iterations = Base::maxIterations(); m_error = Base::m_tolerance; @@ -284,33 +269,16 @@ namespace Eigen { /** \internal */ template<typename Rhs,typename Dest> - void _solve(const Rhs& b, Dest& x) const + void _solve_impl(const Rhs& b, MatrixBase<Dest> &x) const { x.setZero(); - _solveWithGuess(b,x); + _solve_with_guess_impl(b,x.derived()); } protected: }; - - namespace internal { - - template<typename _MatrixType, int _UpLo, typename _Preconditioner, typename Rhs> - struct solve_retval<MINRES<_MatrixType,_UpLo,_Preconditioner>, Rhs> - : solve_retval_base<MINRES<_MatrixType,_UpLo,_Preconditioner>, Rhs> - { - typedef MINRES<_MatrixType,_UpLo,_Preconditioner> Dec; - EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) - - template<typename Dest> void evalTo(Dest& dst) const - { - dec()._solve(rhs(),dst); - } - }; - - } // end namespace internal - + } // end namespace Eigen #endif // EIGEN_MINRES_H diff --git a/unsupported/Eigen/src/KroneckerProduct/KroneckerTensorProduct.h b/unsupported/Eigen/src/KroneckerProduct/KroneckerTensorProduct.h index b8f2cba17..446fcac16 100644 --- a/unsupported/Eigen/src/KroneckerProduct/KroneckerTensorProduct.h +++ b/unsupported/Eigen/src/KroneckerProduct/KroneckerTensorProduct.h @@ -48,8 +48,8 @@ class KroneckerProductBase : public ReturnByValue<Derived> */ Scalar coeff(Index row, Index col) const { - return m_A.coeff(row / m_B.rows(), col / m_B.cols()) * - m_B.coeff(row % m_B.rows(), col % m_B.cols()); + return m_A.coeff(typename Lhs::Index(row / m_B.rows()), typename Lhs::Index(col / m_B.cols())) * + m_B.coeff(typename Rhs::Index(row % m_B.rows()), typename Rhs::Index(col % m_B.cols())); } /*! @@ -59,7 +59,7 @@ class KroneckerProductBase : public ReturnByValue<Derived> Scalar coeff(Index i) const { EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived); - return m_A.coeff(i / m_A.size()) * m_B.coeff(i % m_A.size()); + return m_A.coeff(typename Lhs::Index(i / m_A.size())) * m_B.coeff(typename Rhs::Index(i % m_A.size())); } protected: @@ -148,38 +148,53 @@ template<typename Lhs, typename Rhs> template<typename Dest> void KroneckerProductSparse<Lhs,Rhs>::evalTo(Dest& dst) const { - typedef typename Base::Index Index; - const Index Br = m_B.rows(), - Bc = m_B.cols(); - dst.resize(this->rows(), this->cols()); + typedef typename Dest::Index DestIndex; + const typename Rhs::Index Br = m_B.rows(), + Bc = m_B.cols(); + eigen_assert(this->rows() <= NumTraits<DestIndex>::highest()); + eigen_assert(this->cols() <= NumTraits<DestIndex>::highest()); + dst.resize(DestIndex(this->rows()), DestIndex(this->cols())); dst.resizeNonZeros(0); + // 1 - evaluate the operands if needed: + typedef typename internal::nested_eval<Lhs,Dynamic>::type Lhs1; + typedef typename internal::remove_all<Lhs1>::type Lhs1Cleaned; + const Lhs1 lhs1(m_A); + typedef typename internal::nested_eval<Rhs,Dynamic>::type Rhs1; + typedef typename internal::remove_all<Rhs1>::type Rhs1Cleaned; + const Rhs1 rhs1(m_B); + + // 2 - construct respective iterators + typedef Eigen::InnerIterator<Lhs1Cleaned> LhsInnerIterator; + typedef Eigen::InnerIterator<Rhs1Cleaned> RhsInnerIterator; + // compute number of non-zeros per innervectors of dst { VectorXi nnzA = VectorXi::Zero(Dest::IsRowMajor ? m_A.rows() : m_A.cols()); - for (Index kA=0; kA < m_A.outerSize(); ++kA) - for (typename Lhs::InnerIterator itA(m_A,kA); itA; ++itA) + for (typename Lhs::Index kA=0; kA < m_A.outerSize(); ++kA) + for (LhsInnerIterator itA(lhs1,kA); itA; ++itA) nnzA(Dest::IsRowMajor ? itA.row() : itA.col())++; VectorXi nnzB = VectorXi::Zero(Dest::IsRowMajor ? m_B.rows() : m_B.cols()); - for (Index kB=0; kB < m_B.outerSize(); ++kB) - for (typename Rhs::InnerIterator itB(m_B,kB); itB; ++itB) + for (typename Rhs::Index kB=0; kB < m_B.outerSize(); ++kB) + for (RhsInnerIterator itB(rhs1,kB); itB; ++itB) nnzB(Dest::IsRowMajor ? itB.row() : itB.col())++; Matrix<int,Dynamic,Dynamic,ColMajor> nnzAB = nnzB * nnzA.transpose(); dst.reserve(VectorXi::Map(nnzAB.data(), nnzAB.size())); } - for (Index kA=0; kA < m_A.outerSize(); ++kA) + for (typename Lhs::Index kA=0; kA < m_A.outerSize(); ++kA) { - for (Index kB=0; kB < m_B.outerSize(); ++kB) + for (typename Rhs::Index kB=0; kB < m_B.outerSize(); ++kB) { - for (typename Lhs::InnerIterator itA(m_A,kA); itA; ++itA) + for (LhsInnerIterator itA(lhs1,kA); itA; ++itA) { - for (typename Rhs::InnerIterator itB(m_B,kB); itB; ++itB) + for (RhsInnerIterator itB(rhs1,kB); itB; ++itB) { - const Index i = itA.row() * Br + itB.row(), - j = itA.col() * Bc + itB.col(); + const DestIndex + i = DestIndex(itA.row() * Br + itB.row()), + j = DestIndex(itA.col() * Bc + itB.col()); dst.insert(i,j) = itA.value() * itB.value(); } } @@ -201,8 +216,7 @@ struct traits<KroneckerProduct<_Lhs,_Rhs> > Rows = size_at_compile_time<traits<Lhs>::RowsAtCompileTime, traits<Rhs>::RowsAtCompileTime>::ret, Cols = size_at_compile_time<traits<Lhs>::ColsAtCompileTime, traits<Rhs>::ColsAtCompileTime>::ret, MaxRows = size_at_compile_time<traits<Lhs>::MaxRowsAtCompileTime, traits<Rhs>::MaxRowsAtCompileTime>::ret, - MaxCols = size_at_compile_time<traits<Lhs>::MaxColsAtCompileTime, traits<Rhs>::MaxColsAtCompileTime>::ret, - CoeffReadCost = Lhs::CoeffReadCost + Rhs::CoeffReadCost + NumTraits<Scalar>::MulCost + MaxCols = size_at_compile_time<traits<Lhs>::MaxColsAtCompileTime, traits<Rhs>::MaxColsAtCompileTime>::ret }; typedef Matrix<Scalar,Rows,Cols> ReturnType; @@ -215,7 +229,7 @@ struct traits<KroneckerProductSparse<_Lhs,_Rhs> > typedef typename remove_all<_Lhs>::type Lhs; typedef typename remove_all<_Rhs>::type Rhs; typedef typename scalar_product_traits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType Scalar; - typedef typename promote_storage_type<typename traits<Lhs>::StorageKind, typename traits<Rhs>::StorageKind>::ret StorageKind; + typedef typename cwise_promote_storage_type<typename traits<Lhs>::StorageKind, typename traits<Rhs>::StorageKind, scalar_product_op<typename Lhs::Scalar, typename Rhs::Scalar> >::ret StorageKind; typedef typename promote_index_type<typename Lhs::Index, typename Rhs::Index>::type Index; enum { @@ -235,7 +249,7 @@ struct traits<KroneckerProductSparse<_Lhs,_Rhs> > CoeffReadCost = Dynamic }; - typedef SparseMatrix<Scalar> ReturnType; + typedef SparseMatrix<Scalar, 0, Index> ReturnType; }; } // end namespace internal diff --git a/unsupported/Eigen/src/LevenbergMarquardt/LMqrsolv.h b/unsupported/Eigen/src/LevenbergMarquardt/LMqrsolv.h index f5290dee4..db3a0ef2c 100644 --- a/unsupported/Eigen/src/LevenbergMarquardt/LMqrsolv.h +++ b/unsupported/Eigen/src/LevenbergMarquardt/LMqrsolv.h @@ -19,18 +19,19 @@ namespace Eigen { namespace internal { -template <typename Scalar,int Rows, int Cols, typename Index> +template <typename Scalar,int Rows, int Cols, typename PermIndex> void lmqrsolv( Matrix<Scalar,Rows,Cols> &s, - const PermutationMatrix<Dynamic,Dynamic,Index> &iPerm, + const PermutationMatrix<Dynamic,Dynamic,PermIndex> &iPerm, const Matrix<Scalar,Dynamic,1> &diag, const Matrix<Scalar,Dynamic,1> &qtb, Matrix<Scalar,Dynamic,1> &x, Matrix<Scalar,Dynamic,1> &sdiag) { + typedef typename Matrix<Scalar,Rows,Cols>::Index Index; /* Local variables */ - Index i, j, k, l; + Index i, j, k; Scalar temp; Index n = s.cols(); Matrix<Scalar,Dynamic,1> wa(n); @@ -52,7 +53,7 @@ void lmqrsolv( /* prepare the row of d to be eliminated, locating the */ /* diagonal element using p from the qr factorization. */ - l = iPerm.indices()(j); + const PermIndex l = iPerm.indices()(j); if (diag[l] == 0.) break; sdiag.tail(n-j).setZero(); diff --git a/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h b/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h index 160120d03..9e0545660 100644 --- a/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h +++ b/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h @@ -392,14 +392,15 @@ template<typename Derived> struct MatrixExponentialReturnValue template <typename ResultType> inline void evalTo(ResultType& result) const { - internal::matrix_exp_compute(m_src, result); + const typename internal::nested_eval<Derived, 10>::type tmp(m_src); + internal::matrix_exp_compute(tmp, result); } Index rows() const { return m_src.rows(); } Index cols() const { return m_src.cols(); } protected: - const typename internal::nested<Derived, 10>::type m_src; + const typename internal::nested<Derived>::type m_src; }; namespace internal { diff --git a/unsupported/Eigen/src/MatrixFunctions/MatrixFunction.h b/unsupported/Eigen/src/MatrixFunctions/MatrixFunction.h index a35c11be5..b68aae5e8 100644 --- a/unsupported/Eigen/src/MatrixFunctions/MatrixFunction.h +++ b/unsupported/Eigen/src/MatrixFunctions/MatrixFunction.h @@ -485,7 +485,7 @@ template<typename Derived> class MatrixFunctionReturnValue typedef typename internal::stem_function<Scalar>::type StemFunction; protected: - typedef typename internal::nested<Derived, 10>::type DerivedNested; + typedef typename internal::nested<Derived>::type DerivedNested; public: @@ -503,18 +503,19 @@ template<typename Derived> class MatrixFunctionReturnValue template <typename ResultType> inline void evalTo(ResultType& result) const { - typedef typename internal::remove_all<DerivedNested>::type DerivedNestedClean; - typedef internal::traits<DerivedNestedClean> Traits; + typedef typename internal::nested_eval<Derived, 10>::type NestedEvalType; + typedef typename internal::remove_all<NestedEvalType>::type NestedEvalTypeClean; + typedef internal::traits<NestedEvalTypeClean> Traits; static const int RowsAtCompileTime = Traits::RowsAtCompileTime; static const int ColsAtCompileTime = Traits::ColsAtCompileTime; - static const int Options = DerivedNestedClean::Options; + static const int Options = NestedEvalTypeClean::Options; typedef std::complex<typename NumTraits<Scalar>::Real> ComplexScalar; typedef Matrix<ComplexScalar, Dynamic, Dynamic, Options, RowsAtCompileTime, ColsAtCompileTime> DynMatrixType; typedef internal::MatrixFunctionAtomic<DynMatrixType> AtomicType; AtomicType atomic(m_f); - internal::matrix_function_compute<DerivedNestedClean>::run(m_A, atomic, result); + internal::matrix_function_compute<NestedEvalTypeClean>::run(m_A, atomic, result); } Index rows() const { return m_A.rows(); } diff --git a/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h b/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h index d46ccc145..22bfdc4ac 100644 --- a/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h +++ b/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h @@ -53,15 +53,20 @@ void matrix_log_compute_2x2(const MatrixType& A, MatrixType& result) result(1,0) = Scalar(0); result(1,1) = logA11; - if (A(0,0) == A(1,1)) { + Scalar y = A(1,1) - A(0,0); + if (y==Scalar(0)) + { result(0,1) = A(0,1) / A(0,0); - } else if ((abs(A(0,0)) < 0.5*abs(A(1,1))) || (abs(A(0,0)) > 2*abs(A(1,1)))) { - result(0,1) = A(0,1) * (logA11 - logA00) / (A(1,1) - A(0,0)); - } else { + } + else if ((abs(A(0,0)) < 0.5*abs(A(1,1))) || (abs(A(0,0)) > 2*abs(A(1,1)))) + { + result(0,1) = A(0,1) * (logA11 - logA00) / y; + } + else + { // computation in previous branch is inaccurate if A(1,1) \approx A(0,0) int unwindingNumber = static_cast<int>(ceil((imag(logA11 - logA00) - M_PI) / (2*M_PI))); - Scalar y = A(1,1) - A(0,0), x = A(1,1) + A(0,0); - result(0,1) = A(0,1) * (Scalar(2) * numext::atanh2(y,x) + Scalar(0,2*M_PI*unwindingNumber)) / y; + result(0,1) = A(0,1) * (numext::log1p(y/A(0,0)) + Scalar(0,2*M_PI*unwindingNumber)) / y; } } @@ -310,7 +315,7 @@ public: typedef typename Derived::Index Index; protected: - typedef typename internal::nested<Derived, 10>::type DerivedNested; + typedef typename internal::nested<Derived>::type DerivedNested; public: @@ -327,17 +332,18 @@ public: template <typename ResultType> inline void evalTo(ResultType& result) const { - typedef typename internal::remove_all<DerivedNested>::type DerivedNestedClean; - typedef internal::traits<DerivedNestedClean> Traits; + typedef typename internal::nested_eval<Derived, 10>::type DerivedEvalType; + typedef typename internal::remove_all<DerivedEvalType>::type DerivedEvalTypeClean; + typedef internal::traits<DerivedEvalTypeClean> Traits; static const int RowsAtCompileTime = Traits::RowsAtCompileTime; static const int ColsAtCompileTime = Traits::ColsAtCompileTime; - static const int Options = DerivedNestedClean::Options; + static const int Options = DerivedEvalTypeClean::Options; typedef std::complex<typename NumTraits<Scalar>::Real> ComplexScalar; typedef Matrix<ComplexScalar, Dynamic, Dynamic, Options, RowsAtCompileTime, ColsAtCompileTime> DynMatrixType; typedef internal::MatrixLogarithmAtomic<DynMatrixType> AtomicType; AtomicType atomic; - internal::matrix_function_compute<DerivedNestedClean>::run(m_A, atomic, result); + internal::matrix_function_compute<DerivedEvalTypeClean>::run(m_A, atomic, result); } Index rows() const { return m_A.rows(); } diff --git a/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h b/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h index ee665c18e..1e5a59c55 100644 --- a/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h +++ b/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h @@ -299,7 +299,7 @@ MatrixPowerAtomic<MatrixType>::computeSuperDiag(const ComplexScalar& curr, const ComplexScalar logCurr = log(curr); ComplexScalar logPrev = log(prev); int unwindingNumber = ceil((numext::imag(logCurr - logPrev) - M_PI) / (2*M_PI)); - ComplexScalar w = numext::atanh2(curr - prev, curr + prev) + ComplexScalar(0, M_PI*unwindingNumber); + ComplexScalar w = numext::log1p((curr-prev)/prev)/RealScalar(2) + ComplexScalar(0, M_PI*unwindingNumber); return RealScalar(2) * exp(RealScalar(0.5) * p * (logCurr + logPrev)) * sinh(p * w) / (curr - prev); } @@ -311,7 +311,7 @@ MatrixPowerAtomic<MatrixType>::computeSuperDiag(RealScalar curr, RealScalar prev using std::log; using std::sinh; - RealScalar w = numext::atanh2(curr - prev, curr + prev); + RealScalar w = numext::log1p((curr-prev)/prev)/RealScalar(2); return 2 * exp(p * (log(curr) + log(prev)) / 2) * sinh(p * w) / (curr - prev); } diff --git a/unsupported/Eigen/src/MatrixFunctions/MatrixSquareRoot.h b/unsupported/Eigen/src/MatrixFunctions/MatrixSquareRoot.h index 8ca4f4864..3a4d6eb3f 100644 --- a/unsupported/Eigen/src/MatrixFunctions/MatrixSquareRoot.h +++ b/unsupported/Eigen/src/MatrixFunctions/MatrixSquareRoot.h @@ -320,7 +320,7 @@ template<typename Derived> class MatrixSquareRootReturnValue { protected: typedef typename Derived::Index Index; - typedef typename internal::nested<Derived, 10>::type DerivedNested; + typedef typename internal::nested<Derived>::type DerivedNested; public: /** \brief Constructor. @@ -338,8 +338,10 @@ template<typename Derived> class MatrixSquareRootReturnValue template <typename ResultType> inline void evalTo(ResultType& result) const { - typedef typename internal::remove_all<DerivedNested>::type DerivedNestedClean; - internal::matrix_sqrt_compute<DerivedNestedClean>::run(m_src, result); + typedef typename internal::nested_eval<Derived, 10>::type DerivedEvalType; + typedef typename internal::remove_all<DerivedEvalType>::type DerivedEvalTypeClean; + DerivedEvalType tmp(m_src); + internal::matrix_sqrt_compute<DerivedEvalTypeClean>::run(tmp, result); } Index rows() const { return m_src.rows(); } diff --git a/unsupported/Eigen/src/Polynomials/PolynomialUtils.h b/unsupported/Eigen/src/Polynomials/PolynomialUtils.h index 2bb8bc84a..40ba65b7e 100644 --- a/unsupported/Eigen/src/Polynomials/PolynomialUtils.h +++ b/unsupported/Eigen/src/Polynomials/PolynomialUtils.h @@ -56,7 +56,7 @@ T poly_eval( const Polynomials& poly, const T& x ) for( DenseIndex i=1; i<poly.size(); ++i ){ val = val*inv_x + poly[i]; } - return std::pow(x,(T)(poly.size()-1)) * val; + return numext::pow(x,(T)(poly.size()-1)) * val; } } diff --git a/unsupported/Eigen/src/SparseExtra/DynamicSparseMatrix.h b/unsupported/Eigen/src/SparseExtra/DynamicSparseMatrix.h index dec16df28..976f9f270 100644 --- a/unsupported/Eigen/src/SparseExtra/DynamicSparseMatrix.h +++ b/unsupported/Eigen/src/SparseExtra/DynamicSparseMatrix.h @@ -331,6 +331,7 @@ class DynamicSparseMatrix<Scalar,_Options,_Index>::InnerIterator : public Sparse inline Index row() const { return IsRowMajor ? m_outer : Base::index(); } inline Index col() const { return IsRowMajor ? Base::index() : m_outer; } + inline Index outer() const { return m_outer; } protected: const Index m_outer; @@ -347,11 +348,42 @@ class DynamicSparseMatrix<Scalar,_Options,_Index>::ReverseInnerIterator : public inline Index row() const { return IsRowMajor ? m_outer : Base::index(); } inline Index col() const { return IsRowMajor ? Base::index() : m_outer; } + inline Index outer() const { return m_outer; } protected: const Index m_outer; }; +namespace internal { + +template<typename _Scalar, int _Options, typename _Index> +struct evaluator<DynamicSparseMatrix<_Scalar,_Options,_Index> > + : evaluator_base<DynamicSparseMatrix<_Scalar,_Options,_Index> > +{ + typedef _Scalar Scalar; + typedef _Index Index; + typedef DynamicSparseMatrix<_Scalar,_Options,_Index> SparseMatrixType; + typedef typename SparseMatrixType::InnerIterator InnerIterator; + typedef typename SparseMatrixType::ReverseInnerIterator ReverseInnerIterator; + + enum { + CoeffReadCost = NumTraits<_Scalar>::ReadCost, + Flags = SparseMatrixType::Flags + }; + + evaluator() : m_matrix(0) {} + evaluator(const SparseMatrixType &mat) : m_matrix(&mat) {} + + operator SparseMatrixType&() { return m_matrix->const_cast_derived(); } + operator const SparseMatrixType&() const { return *m_matrix; } + + Scalar coeff(Index row, Index col) const { return m_matrix->coeff(row,col); } + + const SparseMatrixType *m_matrix; +}; + +} + } // end namespace Eigen #endif // EIGEN_DYNAMIC_SPARSEMATRIX_H diff --git a/unsupported/test/CMakeLists.txt b/unsupported/test/CMakeLists.txt index 9f44e47f9..7b6751f00 100644 --- a/unsupported/test/CMakeLists.txt +++ b/unsupported/test/CMakeLists.txt @@ -5,6 +5,7 @@ add_custom_target(BuildUnsupported) include_directories(../../test ../../unsupported ../../Eigen ${CMAKE_CURRENT_BINARY_DIR}/../../test) + find_package(GoogleHash) if(GOOGLEHASH_FOUND) add_definitions("-DEIGEN_GOOGLEHASH_SUPPORT") @@ -40,6 +41,7 @@ ei_add_test(matrix_function) ei_add_test(matrix_power) ei_add_test(matrix_square_root) ei_add_test(alignedvector3) + ei_add_test(FFT) find_package(MPFR 2.3.0) @@ -74,8 +76,9 @@ if(NOT EIGEN_TEST_NO_OPENGL) find_package(GLUT) find_package(GLEW) if(OPENGL_FOUND AND GLUT_FOUND AND GLEW_FOUND) + include_directories(${OPENGL_INCLUDE_DIR} ${GLUT_INCLUDE_DIR} ${GLEW_INCLUDE_DIRS}) ei_add_property(EIGEN_TESTED_BACKENDS "OpenGL, ") - set(EIGEN_GL_LIB ${GLUT_LIBRARIES} ${GLEW_LIBRARIES}) + set(EIGEN_GL_LIB ${GLUT_LIBRARIES} ${GLEW_LIBRARIES} ${OPENGL_LIBRARIES}) ei_add_test(openglsupport "" "${EIGEN_GL_LIB}" ) else() ei_add_property(EIGEN_MISSING_BACKENDS "OpenGL, ") @@ -86,12 +89,11 @@ endif() ei_add_test(polynomialsolver) ei_add_test(polynomialutils) -ei_add_test(kronecker_product) ei_add_test(splines) ei_add_test(gmres) ei_add_test(minres) ei_add_test(levenberg_marquardt) -ei_add_test(bdcsvd) +ei_add_test(kronecker_product) option(EIGEN_TEST_CXX11 "Enable testing of C++11 features (e.g. Tensor module)." ON) if(EIGEN_TEST_CXX11) diff --git a/unsupported/test/NonLinearOptimization.cpp b/unsupported/test/NonLinearOptimization.cpp index 75974f84f..724ea7b5b 100644 --- a/unsupported/test/NonLinearOptimization.cpp +++ b/unsupported/test/NonLinearOptimization.cpp @@ -246,9 +246,9 @@ struct hybrj_functor : Functor<double> int operator()(const VectorXd &x, VectorXd &fvec) { double temp, temp1, temp2; - const int n = x.size(); + const VectorXd::Index n = x.size(); assert(fvec.size()==n); - for (int k = 0; k < n; k++) + for (VectorXd::Index k = 0; k < n; k++) { temp = (3. - 2.*x[k])*x[k]; temp1 = 0.; @@ -261,12 +261,12 @@ struct hybrj_functor : Functor<double> } int df(const VectorXd &x, MatrixXd &fjac) { - const int n = x.size(); + const VectorXd::Index n = x.size(); assert(fjac.rows()==n); assert(fjac.cols()==n); - for (int k = 0; k < n; k++) + for (VectorXd::Index k = 0; k < n; k++) { - for (int j = 0; j < n; j++) + for (VectorXd::Index j = 0; j < n; j++) fjac(k,j) = 0.; fjac(k,k) = 3.- 4.*x[k]; if (k) fjac(k,k-1) = -1.; @@ -351,10 +351,10 @@ struct hybrd_functor : Functor<double> int operator()(const VectorXd &x, VectorXd &fvec) const { double temp, temp1, temp2; - const int n = x.size(); + const VectorXd::Index n = x.size(); assert(fvec.size()==n); - for (int k=0; k < n; k++) + for (VectorXd::Index k=0; k < n; k++) { temp = (3. - 2.*x[k])*x[k]; temp1 = 0.; @@ -455,7 +455,7 @@ struct lmstr_functor : Functor<double> assert(jac_row.size()==x.size()); double tmp1, tmp2, tmp3, tmp4; - int i = rownb-2; + VectorXd::Index i = rownb-2; tmp1 = i+1; tmp2 = 16 - i - 1; tmp3 = (i>=8)? tmp2 : tmp1; diff --git a/unsupported/test/bdcsvd.cpp b/unsupported/test/bdcsvd.cpp deleted file mode 100644 index 115a649b0..000000000 --- a/unsupported/test/bdcsvd.cpp +++ /dev/null @@ -1,213 +0,0 @@ -// This file is part of Eigen, a lightweight C++ template library -// for linear algebra. -// -// Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com> -// Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr> -// Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr> -// Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr> -// -// This Source Code Form is subject to the terms of the Mozilla -// Public License v. 2.0. If a copy of the MPL was not distributed -// with this file, You can obtain one at http://mozilla.org/MPL/2.0/ - -#include "svd_common.h" -#include <iostream> -#include <Eigen/LU> - -// check if "svd" is the good image of "m" -template<typename MatrixType> -void bdcsvd_check_full(const MatrixType& m, const BDCSVD<MatrixType>& svd) -{ - svd_check_full< MatrixType, BDCSVD< MatrixType > >(m, svd); -} - -// Compare to a reference value -template<typename MatrixType> -void bdcsvd_compare_to_full(const MatrixType& m, - unsigned int computationOptions, - const BDCSVD<MatrixType>& referenceSvd) -{ - svd_compare_to_full< MatrixType, BDCSVD< MatrixType > >(m, computationOptions, referenceSvd); -} // end bdcsvd_compare_to_full - - -template<typename MatrixType> -void bdcsvd_solve(const MatrixType& m, unsigned int computationOptions) -{ - svd_solve< MatrixType, BDCSVD< MatrixType > >(m, computationOptions); -} // end template bdcsvd_solve - - -// test the computations options -template<typename MatrixType> -void bdcsvd_test_all_computation_options(const MatrixType& m) -{ - BDCSVD<MatrixType> fullSvd(m, ComputeFullU|ComputeFullV); - svd_test_computation_options_1< MatrixType, BDCSVD< MatrixType > >(m, fullSvd); - svd_test_computation_options_2< MatrixType, BDCSVD< MatrixType > >(m, fullSvd); -} // end bdcsvd_test_all_computation_options - - -// Call a test with all the computations options -template<typename MatrixType> -void bdcsvd(const MatrixType& a = MatrixType(), bool pickrandom = true) -{ - MatrixType m = pickrandom ? MatrixType::Random(a.rows(), a.cols()) : a; - bdcsvd_test_all_computation_options<MatrixType>(m); -} // end template bdcsvd - - -// verify assert -template<typename MatrixType> -void bdcsvd_verify_assert(const MatrixType& m) -{ - svd_verify_assert< MatrixType, BDCSVD< MatrixType > >(m); -}// end template bdcsvd_verify_assert - - -// test weird values -template<typename MatrixType> -void bdcsvd_inf_nan() -{ - svd_inf_nan< MatrixType, BDCSVD< MatrixType > >(); -}// end template bdcsvd_inf_nan - - - -void bdcsvd_preallocate() -{ - svd_preallocate< BDCSVD< MatrixXf > >(); -} // end bdcsvd_preallocate - - -// compare the Singular values returned with Jacobi and Bdc -template<typename MatrixType> -void compare_bdc_jacobi(const MatrixType& a = MatrixType(), unsigned int computationOptions = 0) -{ - std::cout << "debut compare" << std::endl; - MatrixType m = MatrixType::Random(a.rows(), a.cols()); - BDCSVD<MatrixType> bdc_svd(m); - JacobiSVD<MatrixType> jacobi_svd(m); - VERIFY_IS_APPROX(bdc_svd.singularValues(), jacobi_svd.singularValues()); - if(computationOptions & ComputeFullU) - VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU()); - if(computationOptions & ComputeThinU) - VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU()); - if(computationOptions & ComputeFullV) - VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV()); - if(computationOptions & ComputeThinV) - VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV()); - std::cout << "fin compare" << std::endl; -} // end template compare_bdc_jacobi - - -// call the tests -void test_bdcsvd() -{ - // test of Dynamic defined Matrix (42, 42) of float - CALL_SUBTEST_11(( bdcsvd_verify_assert<Matrix<float,Dynamic,Dynamic> > - (Matrix<float,Dynamic,Dynamic>(42,42)) )); - CALL_SUBTEST_11(( compare_bdc_jacobi<Matrix<float,Dynamic,Dynamic> > - (Matrix<float,Dynamic,Dynamic>(42,42), 0) )); - CALL_SUBTEST_11(( bdcsvd<Matrix<float,Dynamic,Dynamic> > - (Matrix<float,Dynamic,Dynamic>(42,42)) )); - - // test of Dynamic defined Matrix (50, 50) of double - CALL_SUBTEST_13(( bdcsvd_verify_assert<Matrix<double,Dynamic,Dynamic> > - (Matrix<double,Dynamic,Dynamic>(50,50)) )); - CALL_SUBTEST_13(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> > - (Matrix<double,Dynamic,Dynamic>(50,50), 0) )); - CALL_SUBTEST_13(( bdcsvd<Matrix<double,Dynamic,Dynamic> > - (Matrix<double,Dynamic,Dynamic>(50, 50)) )); - - // test of Dynamic defined Matrix (22, 22) of complex double - CALL_SUBTEST_14(( bdcsvd_verify_assert<Matrix<std::complex<double>,Dynamic,Dynamic> > - (Matrix<std::complex<double>,Dynamic,Dynamic>(22,22)) )); - CALL_SUBTEST_14(( compare_bdc_jacobi<Matrix<std::complex<double>,Dynamic,Dynamic> > - (Matrix<std::complex<double>, Dynamic, Dynamic> (22,22), 0) )); - CALL_SUBTEST_14(( bdcsvd<Matrix<std::complex<double>,Dynamic,Dynamic> > - (Matrix<std::complex<double>,Dynamic,Dynamic>(22, 22)) )); - - // test of Dynamic defined Matrix (10, 10) of int - //CALL_SUBTEST_15(( bdcsvd_verify_assert<Matrix<int,Dynamic,Dynamic> > - // (Matrix<int,Dynamic,Dynamic>(10,10)) )); - //CALL_SUBTEST_15(( compare_bdc_jacobi<Matrix<int,Dynamic,Dynamic> > - // (Matrix<int,Dynamic,Dynamic>(10,10), 0) )); - //CALL_SUBTEST_15(( bdcsvd<Matrix<int,Dynamic,Dynamic> > - // (Matrix<int,Dynamic,Dynamic>(10, 10)) )); - - - // test of Dynamic defined Matrix (8, 6) of double - - CALL_SUBTEST_16(( bdcsvd_verify_assert<Matrix<double,Dynamic,Dynamic> > - (Matrix<double,Dynamic,Dynamic>(8,6)) )); - CALL_SUBTEST_16(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> > - (Matrix<double,Dynamic,Dynamic>(8, 6), 0) )); - CALL_SUBTEST_16(( bdcsvd<Matrix<double,Dynamic,Dynamic> > - (Matrix<double,Dynamic,Dynamic>(8, 6)) )); - - - - // test of Dynamic defined Matrix (36, 12) of float - CALL_SUBTEST_17(( compare_bdc_jacobi<Matrix<float,Dynamic,Dynamic> > - (Matrix<float,Dynamic,Dynamic>(36, 12), 0) )); - CALL_SUBTEST_17(( bdcsvd<Matrix<float,Dynamic,Dynamic> > - (Matrix<float,Dynamic,Dynamic>(36, 12)) )); - - // test of Dynamic defined Matrix (5, 8) of double - CALL_SUBTEST_18(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> > - (Matrix<double,Dynamic,Dynamic>(5, 8), 0) )); - CALL_SUBTEST_18(( bdcsvd<Matrix<double,Dynamic,Dynamic> > - (Matrix<double,Dynamic,Dynamic>(5, 8)) )); - - - // non regression tests - CALL_SUBTEST_3(( bdcsvd_verify_assert(Matrix3f()) )); - CALL_SUBTEST_4(( bdcsvd_verify_assert(Matrix4d()) )); - CALL_SUBTEST_7(( bdcsvd_verify_assert(MatrixXf(10,12)) )); - CALL_SUBTEST_8(( bdcsvd_verify_assert(MatrixXcd(7,5)) )); - - // SUBTESTS 1 and 2 on specifics matrix - for(int i = 0; i < g_repeat; i++) { - Matrix2cd m; - m << 0, 1, - 0, 1; - CALL_SUBTEST_1(( bdcsvd(m, false) )); - m << 1, 0, - 1, 0; - CALL_SUBTEST_1(( bdcsvd(m, false) )); - - Matrix2d n; - n << 0, 0, - 0, 0; - CALL_SUBTEST_2(( bdcsvd(n, false) )); - n << 0, 0, - 0, 1; - CALL_SUBTEST_2(( bdcsvd(n, false) )); - - // Statics matrix don't work with BDSVD yet - // bdc algo on a random 3x3 float matrix - // CALL_SUBTEST_3(( bdcsvd<Matrix3f>() )); - // bdc algo on a random 4x4 double matrix - // CALL_SUBTEST_4(( bdcsvd<Matrix4d>() )); - // bdc algo on a random 3x5 float matrix - // CALL_SUBTEST_5(( bdcsvd<Matrix<float,3,5> >() )); - - int r = internal::random<int>(1, 30), - c = internal::random<int>(1, 30); - CALL_SUBTEST_7(( bdcsvd<MatrixXf>(MatrixXf(r,c)) )); - CALL_SUBTEST_8(( bdcsvd<MatrixXcd>(MatrixXcd(r,c)) )); - (void) r; - (void) c; - - // Test on inf/nan matrix - CALL_SUBTEST_7( bdcsvd_inf_nan<MatrixXf>() ); - } - - CALL_SUBTEST_7(( bdcsvd<MatrixXf>(MatrixXf(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) )); - CALL_SUBTEST_8(( bdcsvd<MatrixXcd>(MatrixXcd(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3))) )); - - // Test problem size constructors - CALL_SUBTEST_7( BDCSVD<MatrixXf>(10,10) ); - -} // end test_bdcsvd diff --git a/unsupported/test/jacobisvd.cpp b/unsupported/test/jacobisvd.cpp deleted file mode 100644 index b4e884eee..000000000 --- a/unsupported/test/jacobisvd.cpp +++ /dev/null @@ -1,198 +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> -// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> -// -// This Source Code Form is subject to the terms of the Mozilla -// Public License v. 2.0. If a copy of the MPL was not distributed -// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. - -#include "svd_common.h" - -template<typename MatrixType, int QRPreconditioner> -void jacobisvd_check_full(const MatrixType& m, const JacobiSVD<MatrixType, QRPreconditioner>& svd) -{ - svd_check_full<MatrixType, JacobiSVD<MatrixType, QRPreconditioner > >(m, svd); -} - -template<typename MatrixType, int QRPreconditioner> -void jacobisvd_compare_to_full(const MatrixType& m, - unsigned int computationOptions, - const JacobiSVD<MatrixType, QRPreconditioner>& referenceSvd) -{ - svd_compare_to_full<MatrixType, JacobiSVD<MatrixType, QRPreconditioner> >(m, computationOptions, referenceSvd); -} - - -template<typename MatrixType, int QRPreconditioner> -void jacobisvd_solve(const MatrixType& m, unsigned int computationOptions) -{ - svd_solve< MatrixType, JacobiSVD< MatrixType, QRPreconditioner > >(m, computationOptions); -} - - - -template<typename MatrixType, int QRPreconditioner> -void jacobisvd_test_all_computation_options(const MatrixType& m) -{ - - if (QRPreconditioner == NoQRPreconditioner && m.rows() != m.cols()) - return; - - JacobiSVD< MatrixType, QRPreconditioner > fullSvd(m, ComputeFullU|ComputeFullV); - svd_test_computation_options_1< MatrixType, JacobiSVD< MatrixType, QRPreconditioner > >(m, fullSvd); - - if(QRPreconditioner == FullPivHouseholderQRPreconditioner) - return; - svd_test_computation_options_2< MatrixType, JacobiSVD< MatrixType, QRPreconditioner > >(m, fullSvd); - -} - -template<typename MatrixType> -void jacobisvd(const MatrixType& a = MatrixType(), bool pickrandom = true) -{ - MatrixType m = pickrandom ? MatrixType::Random(a.rows(), a.cols()) : a; - - jacobisvd_test_all_computation_options<MatrixType, FullPivHouseholderQRPreconditioner>(m); - jacobisvd_test_all_computation_options<MatrixType, ColPivHouseholderQRPreconditioner>(m); - jacobisvd_test_all_computation_options<MatrixType, HouseholderQRPreconditioner>(m); - jacobisvd_test_all_computation_options<MatrixType, NoQRPreconditioner>(m); -} - - -template<typename MatrixType> -void jacobisvd_verify_assert(const MatrixType& m) -{ - - svd_verify_assert<MatrixType, JacobiSVD< MatrixType > >(m); - - typedef typename MatrixType::Index Index; - Index rows = m.rows(); - Index cols = m.cols(); - - enum { - RowsAtCompileTime = MatrixType::RowsAtCompileTime, - ColsAtCompileTime = MatrixType::ColsAtCompileTime - }; - - MatrixType a = MatrixType::Zero(rows, cols); - a.setZero(); - - if (ColsAtCompileTime == Dynamic) - { - JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> svd_fullqr; - VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeFullU|ComputeThinV)) - VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeThinV)) - VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeFullV)) - } -} - -template<typename MatrixType> -void jacobisvd_method() -{ - enum { Size = MatrixType::RowsAtCompileTime }; - typedef typename MatrixType::RealScalar RealScalar; - typedef Matrix<RealScalar, Size, 1> RealVecType; - MatrixType m = MatrixType::Identity(); - VERIFY_IS_APPROX(m.jacobiSvd().singularValues(), RealVecType::Ones()); - VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixU()); - VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixV()); - VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).solve(m), m); -} - - - -template<typename MatrixType> -void jacobisvd_inf_nan() -{ - svd_inf_nan<MatrixType, JacobiSVD< MatrixType > >(); -} - - -// Regression test for bug 286: JacobiSVD loops indefinitely with some -// matrices containing denormal numbers. -void jacobisvd_bug286() -{ -#if defined __INTEL_COMPILER -// shut up warning #239: floating point underflow -#pragma warning push -#pragma warning disable 239 -#endif - Matrix2d M; - M << -7.90884e-313, -4.94e-324, - 0, 5.60844e-313; -#if defined __INTEL_COMPILER -#pragma warning pop -#endif - JacobiSVD<Matrix2d> svd; - svd.compute(M); // just check we don't loop indefinitely -} - - -void jacobisvd_preallocate() -{ - svd_preallocate< JacobiSVD <MatrixXf> >(); -} - -void test_jacobisvd() -{ - CALL_SUBTEST_11(( jacobisvd<Matrix<double,Dynamic,Dynamic> > - (Matrix<double,Dynamic,Dynamic>(16, 6)) )); - - CALL_SUBTEST_3(( jacobisvd_verify_assert(Matrix3f()) )); - CALL_SUBTEST_4(( jacobisvd_verify_assert(Matrix4d()) )); - CALL_SUBTEST_7(( jacobisvd_verify_assert(MatrixXf(10,12)) )); - CALL_SUBTEST_8(( jacobisvd_verify_assert(MatrixXcd(7,5)) )); - - for(int i = 0; i < g_repeat; i++) { - Matrix2cd m; - m << 0, 1, - 0, 1; - CALL_SUBTEST_1(( jacobisvd(m, false) )); - m << 1, 0, - 1, 0; - CALL_SUBTEST_1(( jacobisvd(m, false) )); - - Matrix2d n; - n << 0, 0, - 0, 0; - CALL_SUBTEST_2(( jacobisvd(n, false) )); - n << 0, 0, - 0, 1; - CALL_SUBTEST_2(( jacobisvd(n, false) )); - - CALL_SUBTEST_3(( jacobisvd<Matrix3f>() )); - CALL_SUBTEST_4(( jacobisvd<Matrix4d>() )); - CALL_SUBTEST_5(( jacobisvd<Matrix<float,3,5> >() )); - CALL_SUBTEST_6(( jacobisvd<Matrix<double,Dynamic,2> >(Matrix<double,Dynamic,2>(10,2)) )); - - int r = internal::random<int>(1, 30), - c = internal::random<int>(1, 30); - CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(r,c)) )); - CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(r,c)) )); - (void) r; - (void) c; - - // Test on inf/nan matrix - CALL_SUBTEST_7( jacobisvd_inf_nan<MatrixXf>() ); - } - - CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) )); - CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3))) )); - - - // test matrixbase method - CALL_SUBTEST_1(( jacobisvd_method<Matrix2cd>() )); - CALL_SUBTEST_3(( jacobisvd_method<Matrix3f>() )); - - - // Test problem size constructors - CALL_SUBTEST_7( JacobiSVD<MatrixXf>(10,10) ); - - // Check that preallocation avoids subsequent mallocs - CALL_SUBTEST_9( jacobisvd_preallocate() ); - - // Regression check for bug 286 - CALL_SUBTEST_2( jacobisvd_bug286() ); -} diff --git a/unsupported/test/kronecker_product.cpp b/unsupported/test/kronecker_product.cpp index 753a2d417..02411a262 100644 --- a/unsupported/test/kronecker_product.cpp +++ b/unsupported/test/kronecker_product.cpp @@ -216,5 +216,17 @@ void test_kronecker_product() sC2 = kroneckerProduct(sA,sB); dC = kroneckerProduct(dA,dB); VERIFY_IS_APPROX(MatrixXf(sC2),dC); + + sC2 = kroneckerProduct(dA,sB); + dC = kroneckerProduct(dA,dB); + VERIFY_IS_APPROX(MatrixXf(sC2),dC); + + sC2 = kroneckerProduct(sA,dB); + dC = kroneckerProduct(dA,dB); + VERIFY_IS_APPROX(MatrixXf(sC2),dC); + + sC2 = kroneckerProduct(2*sA,sB); + dC = kroneckerProduct(2*dA,dB); + VERIFY_IS_APPROX(MatrixXf(sC2),dC); } } diff --git a/unsupported/test/svd_common.h b/unsupported/test/svd_common.h deleted file mode 100644 index 6a96e7c74..000000000 --- a/unsupported/test/svd_common.h +++ /dev/null @@ -1,261 +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> -// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com> -// -// Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com> -// Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr> -// Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr> -// Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr> -// -// This Source Code Form is subject to the terms of the Mozilla -// Public License v. 2.0. If a copy of the MPL was not distributed -// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. - -// discard stack allocation as that too bypasses malloc -#define EIGEN_STACK_ALLOCATION_LIMIT 0 -#define EIGEN_RUNTIME_NO_MALLOC - -#include "main.h" -#include <unsupported/Eigen/BDCSVD> -#include <Eigen/LU> - - -// check if "svd" is the good image of "m" -template<typename MatrixType, typename SVD> -void svd_check_full(const MatrixType& m, const SVD& svd) -{ - typedef typename MatrixType::Index Index; - Index rows = m.rows(); - Index cols = m.cols(); - enum { - RowsAtCompileTime = MatrixType::RowsAtCompileTime, - ColsAtCompileTime = MatrixType::ColsAtCompileTime - }; - - typedef typename MatrixType::Scalar Scalar; - typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime> MatrixUType; - typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime> MatrixVType; - - - MatrixType sigma = MatrixType::Zero(rows, cols); - sigma.diagonal() = svd.singularValues().template cast<Scalar>(); - MatrixUType u = svd.matrixU(); - MatrixVType v = svd.matrixV(); - VERIFY_IS_APPROX(m, u * sigma * v.adjoint()); - VERIFY_IS_UNITARY(u); - VERIFY_IS_UNITARY(v); -} // end svd_check_full - - - -// Compare to a reference value -template<typename MatrixType, typename SVD> -void svd_compare_to_full(const MatrixType& m, - unsigned int computationOptions, - const SVD& referenceSvd) -{ - typedef typename MatrixType::Index Index; - Index rows = m.rows(); - Index cols = m.cols(); - Index diagSize = (std::min)(rows, cols); - - SVD svd(m, computationOptions); - - VERIFY_IS_APPROX(svd.singularValues(), referenceSvd.singularValues()); - if(computationOptions & ComputeFullU) - VERIFY_IS_APPROX(svd.matrixU(), referenceSvd.matrixU()); - if(computationOptions & ComputeThinU) - VERIFY_IS_APPROX(svd.matrixU(), referenceSvd.matrixU().leftCols(diagSize)); - if(computationOptions & ComputeFullV) - VERIFY_IS_APPROX(svd.matrixV(), referenceSvd.matrixV()); - if(computationOptions & ComputeThinV) - VERIFY_IS_APPROX(svd.matrixV(), referenceSvd.matrixV().leftCols(diagSize)); -} // end svd_compare_to_full - - - -template<typename MatrixType, typename SVD> -void svd_solve(const MatrixType& m, unsigned int computationOptions) -{ - typedef typename MatrixType::Scalar Scalar; - typedef typename MatrixType::Index Index; - Index rows = m.rows(); - Index cols = m.cols(); - - enum { - RowsAtCompileTime = MatrixType::RowsAtCompileTime, - ColsAtCompileTime = MatrixType::ColsAtCompileTime - }; - - typedef Matrix<Scalar, RowsAtCompileTime, Dynamic> RhsType; - typedef Matrix<Scalar, ColsAtCompileTime, Dynamic> SolutionType; - - RhsType rhs = RhsType::Random(rows, internal::random<Index>(1, cols)); - SVD svd(m, computationOptions); - SolutionType x = svd.solve(rhs); - // evaluate normal equation which works also for least-squares solutions - VERIFY_IS_APPROX(m.adjoint()*m*x,m.adjoint()*rhs); -} // end svd_solve - - -// test computations options -// 2 functions because Jacobisvd can return before the second function -template<typename MatrixType, typename SVD> -void svd_test_computation_options_1(const MatrixType& m, const SVD& fullSvd) -{ - svd_check_full< MatrixType, SVD >(m, fullSvd); - svd_solve< MatrixType, SVD >(m, ComputeFullU | ComputeFullV); -} - - -template<typename MatrixType, typename SVD> -void svd_test_computation_options_2(const MatrixType& m, const SVD& fullSvd) -{ - svd_compare_to_full< MatrixType, SVD >(m, ComputeFullU, fullSvd); - svd_compare_to_full< MatrixType, SVD >(m, ComputeFullV, fullSvd); - svd_compare_to_full< MatrixType, SVD >(m, 0, fullSvd); - - if (MatrixType::ColsAtCompileTime == Dynamic) { - // thin U/V are only available with dynamic number of columns - - svd_compare_to_full< MatrixType, SVD >(m, ComputeFullU|ComputeThinV, fullSvd); - svd_compare_to_full< MatrixType, SVD >(m, ComputeThinV, fullSvd); - svd_compare_to_full< MatrixType, SVD >(m, ComputeThinU|ComputeFullV, fullSvd); - svd_compare_to_full< MatrixType, SVD >(m, ComputeThinU , fullSvd); - svd_compare_to_full< MatrixType, SVD >(m, ComputeThinU|ComputeThinV, fullSvd); - svd_solve<MatrixType, SVD>(m, ComputeFullU | ComputeThinV); - svd_solve<MatrixType, SVD>(m, ComputeThinU | ComputeFullV); - svd_solve<MatrixType, SVD>(m, ComputeThinU | ComputeThinV); - - typedef typename MatrixType::Index Index; - Index diagSize = (std::min)(m.rows(), m.cols()); - SVD svd(m, ComputeThinU | ComputeThinV); - VERIFY_IS_APPROX(m, svd.matrixU().leftCols(diagSize) * svd.singularValues().asDiagonal() * svd.matrixV().leftCols(diagSize).adjoint()); - } -} - -template<typename MatrixType, typename SVD> -void svd_verify_assert(const MatrixType& m) -{ - typedef typename MatrixType::Scalar Scalar; - typedef typename MatrixType::Index Index; - Index rows = m.rows(); - Index cols = m.cols(); - - enum { - RowsAtCompileTime = MatrixType::RowsAtCompileTime, - ColsAtCompileTime = MatrixType::ColsAtCompileTime - }; - - typedef Matrix<Scalar, RowsAtCompileTime, 1> RhsType; - RhsType rhs(rows); - SVD svd; - VERIFY_RAISES_ASSERT(svd.matrixU()) - VERIFY_RAISES_ASSERT(svd.singularValues()) - VERIFY_RAISES_ASSERT(svd.matrixV()) - VERIFY_RAISES_ASSERT(svd.solve(rhs)) - MatrixType a = MatrixType::Zero(rows, cols); - a.setZero(); - svd.compute(a, 0); - VERIFY_RAISES_ASSERT(svd.matrixU()) - VERIFY_RAISES_ASSERT(svd.matrixV()) - svd.singularValues(); - VERIFY_RAISES_ASSERT(svd.solve(rhs)) - - if (ColsAtCompileTime == Dynamic) - { - svd.compute(a, ComputeThinU); - svd.matrixU(); - VERIFY_RAISES_ASSERT(svd.matrixV()) - VERIFY_RAISES_ASSERT(svd.solve(rhs)) - svd.compute(a, ComputeThinV); - svd.matrixV(); - VERIFY_RAISES_ASSERT(svd.matrixU()) - VERIFY_RAISES_ASSERT(svd.solve(rhs)) - } - else - { - VERIFY_RAISES_ASSERT(svd.compute(a, ComputeThinU)) - VERIFY_RAISES_ASSERT(svd.compute(a, ComputeThinV)) - } -} - -// work around stupid msvc error when constructing at compile time an expression that involves -// a division by zero, even if the numeric type has floating point -template<typename Scalar> -EIGEN_DONT_INLINE Scalar zero() { return Scalar(0); } - -// workaround aggressive optimization in ICC -template<typename T> EIGEN_DONT_INLINE T sub(T a, T b) { return a - b; } - - -template<typename MatrixType, typename SVD> -void svd_inf_nan() -{ - // all this function does is verify we don't iterate infinitely on nan/inf values - - SVD svd; - typedef typename MatrixType::Scalar Scalar; - Scalar some_inf = Scalar(1) / zero<Scalar>(); - VERIFY(sub(some_inf, some_inf) != sub(some_inf, some_inf)); - svd.compute(MatrixType::Constant(10,10,some_inf), ComputeFullU | ComputeFullV); - - Scalar some_nan = zero<Scalar> () / zero<Scalar> (); - VERIFY(some_nan != some_nan); - svd.compute(MatrixType::Constant(10,10,some_nan), ComputeFullU | ComputeFullV); - - MatrixType m = MatrixType::Zero(10,10); - m(internal::random<int>(0,9), internal::random<int>(0,9)) = some_inf; - svd.compute(m, ComputeFullU | ComputeFullV); - - m = MatrixType::Zero(10,10); - m(internal::random<int>(0,9), internal::random<int>(0,9)) = some_nan; - svd.compute(m, ComputeFullU | ComputeFullV); -} - - -template<typename SVD> -void svd_preallocate() -{ - Vector3f v(3.f, 2.f, 1.f); - MatrixXf m = v.asDiagonal(); - - internal::set_is_malloc_allowed(false); - VERIFY_RAISES_ASSERT(VectorXf v(10);) - SVD svd; - internal::set_is_malloc_allowed(true); - svd.compute(m); - VERIFY_IS_APPROX(svd.singularValues(), v); - - SVD svd2(3,3); - internal::set_is_malloc_allowed(false); - svd2.compute(m); - internal::set_is_malloc_allowed(true); - VERIFY_IS_APPROX(svd2.singularValues(), v); - VERIFY_RAISES_ASSERT(svd2.matrixU()); - VERIFY_RAISES_ASSERT(svd2.matrixV()); - svd2.compute(m, ComputeFullU | ComputeFullV); - VERIFY_IS_APPROX(svd2.matrixU(), Matrix3f::Identity()); - VERIFY_IS_APPROX(svd2.matrixV(), Matrix3f::Identity()); - internal::set_is_malloc_allowed(false); - svd2.compute(m); - internal::set_is_malloc_allowed(true); - - SVD svd3(3,3,ComputeFullU|ComputeFullV); - internal::set_is_malloc_allowed(false); - svd2.compute(m); - internal::set_is_malloc_allowed(true); - VERIFY_IS_APPROX(svd2.singularValues(), v); - VERIFY_IS_APPROX(svd2.matrixU(), Matrix3f::Identity()); - VERIFY_IS_APPROX(svd2.matrixV(), Matrix3f::Identity()); - internal::set_is_malloc_allowed(false); - svd2.compute(m, ComputeFullU|ComputeFullV); - internal::set_is_malloc_allowed(true); -} - - - - - |