// This file is part of Eigen, a lightweight C++ template library // for linear algebra. Eigen itself is part of the KDE project. // // Copyright (C) 2008 Gael Guennebaud // // Eigen is free software; you can redistribute it and/or // modify it under the terms of the GNU Lesser General Public // License as published by the Free Software Foundation; either // version 3 of the License, or (at your option) any later version. // // Alternatively, you can redistribute it and/or // modify it under the terms of the GNU General Public License as // published by the Free Software Foundation; either version 2 of // the License, or (at your option) any later version. // // Eigen is distributed in the hope that it will be useful, but WITHOUT ANY // WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS // FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the // GNU General Public License for more details. // // You should have received a copy of the GNU Lesser General Public // License and a copy of the GNU General Public License along with // Eigen. If not, see . #include "main.h" #include template void eigensolver(const MatrixType& m) { /* this test covers the following files: EigenSolver.h, SelfAdjointEigenSolver.h (and indirectly: Tridiagonalization.h) */ int rows = m.rows(); int cols = m.cols(); typedef typename std::complex::Real> Complex; MatrixType a = MatrixType::random(rows,cols); MatrixType symmA = a.adjoint() * a; SelfAdjointEigenSolver eiSymm(symmA); VERIFY_IS_APPROX(symmA * eiSymm.eigenvectors(), (eiSymm.eigenvectors() * eiSymm.eigenvalues().asDiagonal().eval())); // 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())); // EigenSolver eiNotSymmButSymm(covMat); // VERIFY_IS_APPROX((covMat.template cast()) * (eiNotSymmButSymm.eigenvectors().template cast()), // (eiNotSymmButSymm.eigenvectors().template cast()) * (eiNotSymmButSymm.eigenvalues().asDiagonal())); // EigenSolver eiNotSymm(a); // VERIFY_IS_APPROX(a.template cast() * eiNotSymm.eigenvectors().template cast(), // eiNotSymm.eigenvectors().template cast() * eiNotSymm.eigenvalues().asDiagonal()); } void test_eigensolver() { for(int i = 0; i < 1; 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(MatrixXd(7,7)) ); CALL_SUBTEST( eigensolver(MatrixXcd(6,6)) ); CALL_SUBTEST( eigensolver(MatrixXcd(3,3)) ); } }