diff options
Diffstat (limited to 'test/eigensolver_generalized_real.cpp')
| -rw-r--r-- | test/eigensolver_generalized_real.cpp | 18 |
1 files changed, 16 insertions, 2 deletions
diff --git a/test/eigensolver_generalized_real.cpp b/test/eigensolver_generalized_real.cpp index da14482de..9c0838ba4 100644 --- a/test/eigensolver_generalized_real.cpp +++ b/test/eigensolver_generalized_real.cpp @@ -7,6 +7,7 @@ // 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> @@ -42,18 +43,31 @@ template<typename MatrixType> void generalized_eigensolver_real(const MatrixType VectorType realEigenvalues = eig.eigenvalues().real(); std::sort(realEigenvalues.data(), realEigenvalues.data()+realEigenvalues.size()); VERIFY_IS_APPROX(realEigenvalues, symmEig.eigenvalues()); + + // 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); } // non symmetric case: { - GeneralizedEigenSolver<MatrixType> eig(a,b); + 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.norm()>(std::numeric_limits<Scalar>::min)()) + 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 |