// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // 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 qr(const MatrixType& m) { /* this test covers the following files: QR.h */ int rows = m.rows(); int cols = m.cols(); typedef typename MatrixType::Scalar Scalar; typedef Matrix SquareMatrixType; typedef Matrix VectorType; MatrixType a = MatrixType::Random(rows,cols); HouseholderQR qrOfA(a); VERIFY_IS_APPROX(a, qrOfA.matrixQ() * qrOfA.matrixR()); VERIFY_IS_NOT_APPROX(a+MatrixType::Identity(rows, cols), qrOfA.matrixQ() * qrOfA.matrixR()); SquareMatrixType b = a.adjoint() * a; // check tridiagonalization Tridiagonalization tridiag(b); VERIFY_IS_APPROX(b, tridiag.matrixQ() * tridiag.matrixT() * tridiag.matrixQ().adjoint()); // check hessenberg decomposition HessenbergDecomposition hess(b); VERIFY_IS_APPROX(b, hess.matrixQ() * hess.matrixH() * hess.matrixQ().adjoint()); VERIFY_IS_APPROX(tridiag.matrixT(), hess.matrixH()); b = SquareMatrixType::Random(cols,cols); hess.compute(b); VERIFY_IS_APPROX(b, hess.matrixQ() * hess.matrixH() * hess.matrixQ().adjoint()); } template void qr_invertible() { /* this test covers the following files: QR.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(); } HouseholderQR qr(m1); m3 = MatrixType::Random(size,size); qr.solve(m3, &m2); //std::cerr << m3 - m1*m2 << "\n\n"; VERIFY_IS_APPROX(m3, m1*m2); } template void qr_verify_assert() { MatrixType tmp; HouseholderQR qr; VERIFY_RAISES_ASSERT(qr.matrixR()) VERIFY_RAISES_ASSERT(qr.solve(tmp,&tmp)) VERIFY_RAISES_ASSERT(qr.matrixQ()) } void test_qr() { for(int i = 0; i < 1; i++) { // CALL_SUBTEST( qr(Matrix2f()) ); // CALL_SUBTEST( qr(Matrix4d()) ); // CALL_SUBTEST( qr(MatrixXf(12,8)) ); // CALL_SUBTEST( qr(MatrixXcd(5,5)) ); // CALL_SUBTEST( qr(MatrixXcd(7,3)) ); CALL_SUBTEST( qr(MatrixXf(47,47)) ); } for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST( qr_invertible() ); CALL_SUBTEST( qr_invertible() ); // TODO fix issue with complex // CALL_SUBTEST( qr_invertible() ); // CALL_SUBTEST( qr_invertible() ); } CALL_SUBTEST(qr_verify_assert()); CALL_SUBTEST(qr_verify_assert()); CALL_SUBTEST(qr_verify_assert()); CALL_SUBTEST(qr_verify_assert()); CALL_SUBTEST(qr_verify_assert()); CALL_SUBTEST(qr_verify_assert()); }