1 files changed, 71 insertions, 10 deletions

diff --git a/test/eigensolver.cpp b/test/eigensolver.cpp
index a1ab4a685..48ae50587 100644
--- a/test/eigensolver.cpp
+++ b/test/eigensolver.cpp
@@ -25,6 +25,10 @@
 #include "main.h"
 #include <Eigen/QR>
 
+#ifdef HAS_GSL
+#include "gsl_helper.h"
+#endif
+
 template<typename MatrixType> void eigensolver(const MatrixType& m)
 {
   /* this test covers the following files:
@@ -33,19 +37,76 @@ template<typename MatrixType> void eigensolver(const MatrixType& m)
   int rows = m.rows();
   int cols = m.cols();
 
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
+  typedef Matrix<RealScalar, MatrixType::RowsAtCompileTime, 1> RealVectorType;
   typedef typename std::complex<typename NumTraits<typename MatrixType::Scalar>::Real> Complex;
 
-  MatrixType a = MatrixType::Random(rows,cols);
-  MatrixType symmA =  a.adjoint() * a;
+  RealScalar largerEps = 10*test_precision<RealScalar>();
+
+  MatrixType a = test_random_matrix<MatrixType>(rows,cols);
+  MatrixType a1 = test_random_matrix<MatrixType>(rows,cols);
+  MatrixType symmA =  a.adjoint() * a + a1.adjoint() * a1;
+
+  MatrixType b = test_random_matrix<MatrixType>(rows,cols);
+  MatrixType b1 = test_random_matrix<MatrixType>(rows,cols);
+  MatrixType symmB = b.adjoint() * b + b1.adjoint() * b1;
 
   SelfAdjointEigenSolver<MatrixType> eiSymm(symmA);
-  VERIFY_IS_APPROX(symmA * eiSymm.eigenvectors(), (eiSymm.eigenvectors() * eiSymm.eigenvalues().asDiagonal().eval()));
+  // generalized eigen pb
+  SelfAdjointEigenSolver<MatrixType> eiSymmGen(symmA, symmB);
+
+  #ifdef HAS_GSL
+  if (ei_is_same_type<RealScalar,double>::ret)
+  {
+    typedef GslTraits<Scalar> Gsl;
+    typename Gsl::Matrix gEvec=0, gSymmA=0, gSymmB=0;
+    typename GslTraits<RealScalar>::Vector gEval=0;
+    RealVectorType _eval;
+    MatrixType _evec;
+    convert<MatrixType>(symmA, gSymmA);
+    convert<MatrixType>(symmB, gSymmB);
+    convert<MatrixType>(symmA, gEvec);
+    gEval = GslTraits<RealScalar>::createVector(rows);
+    
+    Gsl::eigen_symm(gSymmA, gEval, gEvec);
+    convert(gEval, _eval);
+    convert(gEvec, _evec);
+    
+    // test gsl itself !
+    VERIFY((symmA * _evec).isApprox(_evec * _eval.asDiagonal().eval(), largerEps));
+
+    // compare with eigen
+    VERIFY_IS_APPROX(_eval, eiSymm.eigenvalues());
+    VERIFY_IS_APPROX(_evec.cwise().abs(), eiSymm.eigenvectors().cwise().abs());
+
+    // generalized pb
+    Gsl::eigen_symm_gen(gSymmA, gSymmB, gEval, gEvec);
+    convert(gEval, _eval);
+    convert(gEvec, _evec);
+    // test GSL itself:
+    VERIFY((symmA * _evec).isApprox(symmB * (_evec * _eval.asDiagonal().eval()), largerEps));
+
+    // compare with eigen
+//     std::cerr << _eval.transpose() << "\n" << eiSymmGen.eigenvalues().transpose() << "\n\n";
+//     std::cerr << _evec.format(6) << "\n\n" << eiSymmGen.eigenvectors().format(6) << "\n\n\n";
+    VERIFY_IS_APPROX(_eval, eiSymmGen.eigenvalues());
+    VERIFY_IS_APPROX(_evec.cwise().abs(), eiSymmGen.eigenvectors().cwise().abs());
+
+    Gsl::free(gSymmA);
+    Gsl::free(gSymmB);
+    GslTraits<RealScalar>::free(gEval);
+    Gsl::free(gEvec);
+  }
+  #endif
+
+  VERIFY((symmA * eiSymm.eigenvectors()).isApprox(
+          eiSymm.eigenvectors() * eiSymm.eigenvalues().asDiagonal().eval(), largerEps));
 
   // generalized eigen problem Ax = lBx
-  MatrixType b = MatrixType::Random(rows,cols);
-  MatrixType symmB =  b.adjoint() * b;
-  eiSymm.compute(symmA,symmB);
-  VERIFY_IS_APPROX(symmA * eiSymm.eigenvectors(), symmB * (eiSymm.eigenvectors() * eiSymm.eigenvalues().asDiagonal().eval()));
+  VERIFY((symmA * eiSymmGen.eigenvectors()).isApprox(
+          symmB * (eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal().eval()), largerEps));
 
 //   EigenSolver<MatrixType> eiNotSymmButSymm(covMat);
 //   VERIFY_IS_APPROX((covMat.template cast<Complex>()) * (eiNotSymmButSymm.eigenvectors().template cast<Complex>()),
@@ -59,12 +120,12 @@ template<typename MatrixType> void eigensolver(const MatrixType& m)
 
 void test_eigensolver()
 {
-  for(int i = 0; i < 1; i++) {
+  for(int i = 0; i < g_repeat; i++) {
     // very important to test a 3x3 matrix since we provide a special path for it
     CALL_SUBTEST( eigensolver(Matrix3f()) );
     CALL_SUBTEST( eigensolver(Matrix4d()) );
     CALL_SUBTEST( eigensolver(MatrixXf(7,7)) );
-    CALL_SUBTEST( eigensolver(MatrixXcd(6,6)) );
-    CALL_SUBTEST( eigensolver(MatrixXcf(3,3)) );
+    CALL_SUBTEST( eigensolver(MatrixXcd(5,5)) );
+    CALL_SUBTEST( eigensolver(MatrixXd(19,19)) );
   }
 }