// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008 Gael Guennebaud // Copyright (C) 2009 Benoit Jacob // // 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 #include template void svd(const MatrixType& m = MatrixType(), bool pickrandom = true) { int rows = m.rows(); int cols = m.cols(); enum { RowsAtCompileTime = MatrixType::RowsAtCompileTime, ColsAtCompileTime = MatrixType::ColsAtCompileTime }; typedef typename MatrixType::Scalar Scalar; typedef typename NumTraits::Real RealScalar; typedef Matrix MatrixUType; typedef Matrix MatrixVType; typedef Matrix ColVectorType; typedef Matrix InputVectorType; MatrixType a; if(pickrandom) a = MatrixType::Random(rows,cols); else a = m; JacobiSVD svd(a); MatrixType sigma = MatrixType::Zero(rows,cols); sigma.diagonal() = svd.singularValues().template cast(); MatrixUType u = svd.matrixU(); MatrixVType v = svd.matrixV(); VERIFY_IS_APPROX(a, u * sigma * v.adjoint()); VERIFY_IS_UNITARY(u); VERIFY_IS_UNITARY(v); } template void svd_verify_assert() { MatrixType tmp; SVD svd; //VERIFY_RAISES_ASSERT(svd.solve(tmp, &tmp)) VERIFY_RAISES_ASSERT(svd.matrixU()) VERIFY_RAISES_ASSERT(svd.singularValues()) VERIFY_RAISES_ASSERT(svd.matrixV()) /*VERIFY_RAISES_ASSERT(svd.computeUnitaryPositive(&tmp,&tmp)) VERIFY_RAISES_ASSERT(svd.computePositiveUnitary(&tmp,&tmp)) VERIFY_RAISES_ASSERT(svd.computeRotationScaling(&tmp,&tmp)) VERIFY_RAISES_ASSERT(svd.computeScalingRotation(&tmp,&tmp))*/ } void test_jacobisvd() { for(int i = 0; i < g_repeat; i++) { Matrix2cd m; m << 0, 1, 0, 1; CALL_SUBTEST(( svd(m, false) )); m << 1, 0, 1, 0; CALL_SUBTEST(( svd(m, false) )); Matrix2d n; n << 1, 1, 1, -1; CALL_SUBTEST(( svd(n, false) )); CALL_SUBTEST(( svd() )); CALL_SUBTEST(( svd() )); CALL_SUBTEST(( svd , AtLeastAsManyColsAsRows>() )); CALL_SUBTEST(( svd , AtLeastAsManyRowsAsCols>(Matrix(10,2)) )); CALL_SUBTEST(( svd(MatrixXf(50,50)) )); CALL_SUBTEST(( svd(MatrixXcd(14,7)) )); } CALL_SUBTEST(( svd(MatrixXf(300,200)) )); CALL_SUBTEST(( svd(MatrixXcd(100,150)) )); CALL_SUBTEST(( svd_verify_assert() )); CALL_SUBTEST(( svd_verify_assert() )); CALL_SUBTEST(( svd_verify_assert() )); CALL_SUBTEST(( svd_verify_assert() )); }