// 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 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 template void doSomeRankPreservingOperations(Eigen::MatrixBase& m) { for(int a = 0; a < 3*(m.rows()+m.cols()); a++) { double d = Eigen::ei_random(-1,1); int i = Eigen::ei_random(0,m.rows()-1); // i is a random row number int j; do { j = Eigen::ei_random(0,m.rows()-1); } while (i==j); // j is another one (must be different) m.row(i) += d * m.row(j); i = Eigen::ei_random(0,m.cols()-1); // i is a random column number do { j = Eigen::ei_random(0,m.cols()-1); } while (i==j); // j is another one (must be different) m.col(i) += d * m.col(j); } } template void lu_non_invertible() { /* this test covers the following files: LU.h */ // NOTE lu.dimensionOfKernel() fails most of the time for rows or cols smaller that 11 int rows = ei_random(11,200), cols = ei_random(11,200), cols2 = ei_random(11,200); int rank = ei_random(1, std::min(rows, cols)-1); MatrixType m1(rows, cols), m2(cols, cols2), m3(rows, cols2), k(1,1); m1 = MatrixType::Random(rows,cols); if(rows <= cols) for(int i = rank; i < rows; i++) m1.row(i).setZero(); else for(int i = rank; i < cols; i++) m1.col(i).setZero(); doSomeRankPreservingOperations(m1); LU lu(m1); typename LU::KernelResultType m1kernel = lu.kernel(); typename LU::ImageResultType m1image = lu.image(); VERIFY(cols - rank == lu.dimensionOfKernel()); VERIFY(rank == lu.rank()); VERIFY(!lu.isInjective()); VERIFY(!lu.isInvertible()); VERIFY(lu.isSurjective() == (lu.rank() == rows)); VERIFY((m1 * m1kernel).isMuchSmallerThan(m1)); VERIFY(m1image.lu().rank() == rank); MatrixType sidebyside(m1.rows(), m1.cols() + m1image.cols()); sidebyside << m1, m1image; VERIFY(sidebyside.lu().rank() == rank); m2 = MatrixType::Random(cols,cols2); m3 = m1*m2; m2 = MatrixType::Random(cols,cols2); lu.solve(m3, &m2); VERIFY_IS_APPROX(m3, m1*m2); m3 = MatrixType::Random(rows,cols2); VERIFY(!lu.solve(m3, &m2)); } template void lu_invertible() { /* this test covers the following files: LU.h */ typedef typename NumTraits::Real RealScalar; int size = ei_random(10,200); MatrixType m1(size, size), m2(size, size), m3(size, size); m1 = MatrixType::Random(size,size); if (ei_is_same_type::ret) { // let's build a matrix more stable to inverse MatrixType a = MatrixType::Random(size,size*2); m1 += a * a.adjoint(); } LU lu(m1); VERIFY(0 == lu.dimensionOfKernel()); VERIFY(size == lu.rank()); VERIFY(lu.isInjective()); VERIFY(lu.isSurjective()); VERIFY(lu.isInvertible()); VERIFY(lu.image().lu().isInvertible()); m3 = MatrixType::Random(size,size); lu.solve(m3, &m2); VERIFY_IS_APPROX(m3, m1*m2); VERIFY_IS_APPROX(m2, lu.inverse()*m3); m3 = MatrixType::Random(size,size); VERIFY(lu.solve(m3, &m2)); } void test_lu() { for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST( lu_non_invertible() ); CALL_SUBTEST( lu_non_invertible() ); CALL_SUBTEST( lu_non_invertible() ); CALL_SUBTEST( lu_non_invertible() ); CALL_SUBTEST( lu_invertible() ); CALL_SUBTEST( lu_invertible() ); CALL_SUBTEST( lu_invertible() ); CALL_SUBTEST( lu_invertible() ); } }