// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2009 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 using namespace std; template void lu_non_invertible() { typedef typename MatrixType::Index Index; typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::RealScalar RealScalar; /* this test covers the following files: LU.h */ Index rows, cols, cols2; if(MatrixType::RowsAtCompileTime==Dynamic) { rows = internal::random(2,200); } else { rows = MatrixType::RowsAtCompileTime; } if(MatrixType::ColsAtCompileTime==Dynamic) { cols = internal::random(2,200); cols2 = internal::random(2,200); } else { cols2 = cols = MatrixType::ColsAtCompileTime; } enum { RowsAtCompileTime = MatrixType::RowsAtCompileTime, ColsAtCompileTime = MatrixType::ColsAtCompileTime }; typedef typename internal::kernel_retval_base >::ReturnType KernelMatrixType; typedef typename internal::image_retval_base >::ReturnType ImageMatrixType; typedef Matrix CMatrixType; typedef Matrix RMatrixType; Index rank = internal::random(1, std::min(rows, cols)-1); // The image of the zero matrix should consist of a single (zero) column vector VERIFY((MatrixType::Zero(rows,cols).fullPivLu().image(MatrixType::Zero(rows,cols)).cols() == 1)); MatrixType m1(rows, cols), m3(rows, cols2); CMatrixType m2(cols, cols2); createRandomPIMatrixOfRank(rank, rows, cols, m1); FullPivLU lu; // The special value 0.01 below works well in tests. Keep in mind that we're only computing the rank // of singular values are either 0 or 1. // So it's not clear at all that the epsilon should play any role there. lu.setThreshold(RealScalar(0.01)); lu.compute(m1); MatrixType u(rows,cols); u = lu.matrixLU().template triangularView(); RMatrixType l = RMatrixType::Identity(rows,rows); l.block(0,0,rows,std::min(rows,cols)).template triangularView() = lu.matrixLU().block(0,0,rows,std::min(rows,cols)); VERIFY_IS_APPROX(lu.permutationP() * m1 * lu.permutationQ(), l*u); KernelMatrixType m1kernel = lu.kernel(); ImageMatrixType m1image = lu.image(m1); VERIFY_IS_APPROX(m1, lu.reconstructedMatrix()); VERIFY(rank == lu.rank()); VERIFY(cols - lu.rank() == lu.dimensionOfKernel()); VERIFY(!lu.isInjective()); VERIFY(!lu.isInvertible()); VERIFY(!lu.isSurjective()); VERIFY((m1 * m1kernel).isMuchSmallerThan(m1)); VERIFY(m1image.fullPivLu().rank() == rank); VERIFY_IS_APPROX(m1 * m1.adjoint() * m1image, m1image); m2 = CMatrixType::Random(cols,cols2); m3 = m1*m2; m2 = CMatrixType::Random(cols,cols2); // test that the code, which does resize(), may be applied to an xpr m2.block(0,0,m2.rows(),m2.cols()) = lu.solve(m3); VERIFY_IS_APPROX(m3, m1*m2); } template void lu_invertible() { /* this test covers the following files: LU.h */ typedef typename MatrixType::Scalar Scalar; typedef typename NumTraits::Real RealScalar; int size = internal::random(1,200); MatrixType m1(size, size), m2(size, size), m3(size, size); FullPivLU lu; lu.setThreshold(RealScalar(0.01)); do { m1 = MatrixType::Random(size,size); lu.compute(m1); } while(!lu.isInvertible()); VERIFY_IS_APPROX(m1, lu.reconstructedMatrix()); VERIFY(0 == lu.dimensionOfKernel()); VERIFY(lu.kernel().cols() == 1); // the kernel() should consist of a single (zero) column vector VERIFY(size == lu.rank()); VERIFY(lu.isInjective()); VERIFY(lu.isSurjective()); VERIFY(lu.isInvertible()); VERIFY(lu.image(m1).fullPivLu().isInvertible()); m3 = MatrixType::Random(size,size); m2 = lu.solve(m3); VERIFY_IS_APPROX(m3, m1*m2); VERIFY_IS_APPROX(m2, lu.inverse()*m3); } template void lu_partial_piv() { /* this test covers the following files: PartialPivLU.h */ typedef typename MatrixType::Index Index; typedef typename MatrixType::Scalar Scalar; typedef typename NumTraits::Real RealScalar; Index rows = internal::random(1,4); Index cols = rows; MatrixType m1(cols, rows); m1.setRandom(); PartialPivLU plu(m1); VERIFY_IS_APPROX(m1, plu.reconstructedMatrix()); } template void lu_verify_assert() { MatrixType tmp; FullPivLU lu; VERIFY_RAISES_ASSERT(lu.matrixLU()) VERIFY_RAISES_ASSERT(lu.permutationP()) VERIFY_RAISES_ASSERT(lu.permutationQ()) VERIFY_RAISES_ASSERT(lu.kernel()) VERIFY_RAISES_ASSERT(lu.image(tmp)) VERIFY_RAISES_ASSERT(lu.solve(tmp)) VERIFY_RAISES_ASSERT(lu.determinant()) VERIFY_RAISES_ASSERT(lu.rank()) VERIFY_RAISES_ASSERT(lu.dimensionOfKernel()) VERIFY_RAISES_ASSERT(lu.isInjective()) VERIFY_RAISES_ASSERT(lu.isSurjective()) VERIFY_RAISES_ASSERT(lu.isInvertible()) VERIFY_RAISES_ASSERT(lu.inverse()) PartialPivLU plu; VERIFY_RAISES_ASSERT(plu.matrixLU()) VERIFY_RAISES_ASSERT(plu.permutationP()) VERIFY_RAISES_ASSERT(plu.solve(tmp)) VERIFY_RAISES_ASSERT(plu.determinant()) VERIFY_RAISES_ASSERT(plu.inverse()) } void test_lu() { for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST_1( lu_non_invertible() ); CALL_SUBTEST_1( lu_verify_assert() ); CALL_SUBTEST_2( (lu_non_invertible >()) ); CALL_SUBTEST_2( (lu_verify_assert >()) ); CALL_SUBTEST_3( lu_non_invertible() ); CALL_SUBTEST_3( lu_invertible() ); CALL_SUBTEST_3( lu_verify_assert() ); CALL_SUBTEST_4( lu_non_invertible() ); CALL_SUBTEST_4( lu_invertible() ); CALL_SUBTEST_4( lu_partial_piv() ); CALL_SUBTEST_4( lu_verify_assert() ); CALL_SUBTEST_5( lu_non_invertible() ); CALL_SUBTEST_5( lu_invertible() ); CALL_SUBTEST_5( lu_verify_assert() ); CALL_SUBTEST_6( lu_non_invertible() ); CALL_SUBTEST_6( lu_invertible() ); CALL_SUBTEST_6( lu_partial_piv() ); CALL_SUBTEST_6( lu_verify_assert() ); CALL_SUBTEST_7(( lu_non_invertible >() )); // Test problem size constructors CALL_SUBTEST_9( PartialPivLU(10) ); CALL_SUBTEST_9( FullPivLU(10, 20); ); } }