// 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 template void qr() { int rows = ei_random(20,200), cols = ei_random(20,200), cols2 = ei_random(20,200); int rank = ei_random(1, std::min(rows, cols)-1); typedef typename MatrixType::Scalar Scalar; typedef Matrix SquareMatrixType; typedef Matrix VectorType; MatrixType m1; createRandomMatrixOfRank(rank,rows,cols,m1); ColPivotingHouseholderQR qr(m1); VERIFY_IS_APPROX(rank, qr.rank()); VERIFY(cols - qr.rank() == qr.dimensionOfKernel()); VERIFY(!qr.isInjective()); VERIFY(!qr.isInvertible()); VERIFY(!qr.isSurjective()); MatrixType r = qr.matrixQR(); // FIXME need better way to construct trapezoid for(int i = 0; i < rows; i++) for(int j = 0; j < cols; j++) if(i>j) r(i,j) = Scalar(0); MatrixType b = qr.matrixQ() * r; MatrixType c = MatrixType::Zero(rows,cols); for(int i = 0; i < cols; ++i) c.col(qr.colsPermutation().coeff(i)) = b.col(i); VERIFY_IS_APPROX(m1, c); MatrixType m2 = MatrixType::Random(cols,cols2); MatrixType m3 = m1*m2; m2 = MatrixType::Random(cols,cols2); VERIFY(qr.solve(m3, &m2)); VERIFY_IS_APPROX(m3, m1*m2); m3 = MatrixType::Random(rows,cols2); VERIFY(!qr.solve(m3, &m2)); } template void qr_invertible() { typedef typename NumTraits::Real RealScalar; typedef typename MatrixType::Scalar Scalar; int size = ei_random(10,50); 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(); } ColPivotingHouseholderQR qr(m1); m3 = MatrixType::Random(size,size); qr.solve(m3, &m2); VERIFY_IS_APPROX(m3, m1*m2); // now construct a matrix with prescribed determinant m1.setZero(); for(int i = 0; i < size; i++) m1(i,i) = ei_random(); RealScalar absdet = ei_abs(m1.diagonal().prod()); m3 = qr.matrixQ(); // get a unitary m1 = m3 * m1 * m3; qr.compute(m1); VERIFY_IS_APPROX(absdet, qr.absDeterminant()); VERIFY_IS_APPROX(ei_log(absdet), qr.logAbsDeterminant()); } template void qr_verify_assert() { MatrixType tmp; ColPivotingHouseholderQR qr; VERIFY_RAISES_ASSERT(qr.matrixQR()) VERIFY_RAISES_ASSERT(qr.solve(tmp,&tmp)) VERIFY_RAISES_ASSERT(qr.matrixQ()) VERIFY_RAISES_ASSERT(qr.dimensionOfKernel()) VERIFY_RAISES_ASSERT(qr.isInjective()) VERIFY_RAISES_ASSERT(qr.isSurjective()) VERIFY_RAISES_ASSERT(qr.isInvertible()) VERIFY_RAISES_ASSERT(qr.computeInverse(&tmp)) VERIFY_RAISES_ASSERT(qr.inverse()) VERIFY_RAISES_ASSERT(qr.absDeterminant()) VERIFY_RAISES_ASSERT(qr.logAbsDeterminant()) } void test_qr_colpivoting() { for(int i = 0; i < 1; i++) { CALL_SUBTEST( qr() ); CALL_SUBTEST( qr() ); CALL_SUBTEST( qr() ); } for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST( qr_invertible() ); CALL_SUBTEST( qr_invertible() ); 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()); }