diff options
Diffstat (limited to 'test/eigensolver_generalized_real.cpp')
| -rw-r--r-- | test/eigensolver_generalized_real.cpp | 46 |
1 files changed, 38 insertions, 8 deletions
diff --git a/test/eigensolver_generalized_real.cpp b/test/eigensolver_generalized_real.cpp index a46a2e50e..9c0838ba4 100644 --- a/test/eigensolver_generalized_real.cpp +++ b/test/eigensolver_generalized_real.cpp @@ -1,15 +1,17 @@ // This file is part of Eigen, a lightweight C++ template library // for linear algebra. // -// Copyright (C) 2012 Gael Guennebaud <gael.guennebaud@inria.fr> +// Copyright (C) 2012-2016 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 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. +#define EIGEN_RUNTIME_NO_MALLOC #include "main.h" #include <limits> #include <Eigen/Eigenvalues> +#include <Eigen/LU> template<typename MatrixType> void generalized_eigensolver_real(const MatrixType& m) { @@ -21,6 +23,7 @@ template<typename MatrixType> void generalized_eigensolver_real(const MatrixType Index cols = m.cols(); typedef typename MatrixType::Scalar Scalar; + typedef std::complex<Scalar> ComplexScalar; typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType; MatrixType a = MatrixType::Random(rows,cols); @@ -31,14 +34,41 @@ template<typename MatrixType> void generalized_eigensolver_real(const MatrixType MatrixType spdB = b.adjoint() * b + b1.adjoint() * b1; // lets compare to GeneralizedSelfAdjointEigenSolver - GeneralizedSelfAdjointEigenSolver<MatrixType> symmEig(spdA, spdB); - GeneralizedEigenSolver<MatrixType> eig(spdA, spdB); + { + GeneralizedSelfAdjointEigenSolver<MatrixType> symmEig(spdA, spdB); + GeneralizedEigenSolver<MatrixType> eig(spdA, spdB); + + VERIFY_IS_EQUAL(eig.eigenvalues().imag().cwiseAbs().maxCoeff(), 0); + + VectorType realEigenvalues = eig.eigenvalues().real(); + std::sort(realEigenvalues.data(), realEigenvalues.data()+realEigenvalues.size()); + VERIFY_IS_APPROX(realEigenvalues, symmEig.eigenvalues()); - VERIFY_IS_EQUAL(eig.eigenvalues().imag().cwiseAbs().maxCoeff(), 0); + // check eigenvectors + typename GeneralizedEigenSolver<MatrixType>::EigenvectorsType D = eig.eigenvalues().asDiagonal(); + typename GeneralizedEigenSolver<MatrixType>::EigenvectorsType V = eig.eigenvectors(); + VERIFY_IS_APPROX(spdA*V, spdB*V*D); + } - VectorType realEigenvalues = eig.eigenvalues().real(); - std::sort(realEigenvalues.data(), realEigenvalues.data()+realEigenvalues.size()); - VERIFY_IS_APPROX(realEigenvalues, symmEig.eigenvalues()); + // non symmetric case: + { + GeneralizedEigenSolver<MatrixType> eig(rows); + // TODO enable full-prealocation of required memory, this probably requires an in-place mode for HessenbergDecomposition + //Eigen::internal::set_is_malloc_allowed(false); + eig.compute(a,b); + //Eigen::internal::set_is_malloc_allowed(true); + for(Index k=0; k<cols; ++k) + { + Matrix<ComplexScalar,Dynamic,Dynamic> tmp = (eig.betas()(k)*a).template cast<ComplexScalar>() - eig.alphas()(k)*b; + if(tmp.size()>1 && tmp.norm()>(std::numeric_limits<Scalar>::min)()) + tmp /= tmp.norm(); + VERIFY_IS_MUCH_SMALLER_THAN( std::abs(tmp.determinant()), Scalar(1) ); + } + // check eigenvectors + typename GeneralizedEigenSolver<MatrixType>::EigenvectorsType D = eig.eigenvalues().asDiagonal(); + typename GeneralizedEigenSolver<MatrixType>::EigenvectorsType V = eig.eigenvectors(); + VERIFY_IS_APPROX(a*V, b*V*D); + } // regression test for bug 1098 { @@ -57,7 +87,7 @@ void test_eigensolver_generalized_real() s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4); CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(s,s)) ); - // some trivial but implementation-wise tricky cases + // some trivial but implementation-wise special cases CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(1,1)) ); CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(2,2)) ); CALL_SUBTEST_3( generalized_eigensolver_real(Matrix<double,1,1>()) ); |