// 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() { typedef typename MatrixType::Index Index; Index rows = ei_random(2,200), cols = ei_random(2,200), cols2 = ei_random(2,200); Index rank = ei_random(1, std::min(rows, cols)-1); typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::RealScalar RealScalar; typedef Matrix MatrixQType; typedef Matrix VectorType; MatrixType m1; createRandomPIMatrixOfRank(rank,rows,cols,m1); ColPivHouseholderQR qr(m1); VERIFY(rank == qr.rank()); VERIFY(cols - qr.rank() == qr.dimensionOfKernel()); VERIFY(!qr.isInjective()); VERIFY(!qr.isInvertible()); VERIFY(!qr.isSurjective()); MatrixQType q = qr.householderQ(); VERIFY_IS_UNITARY(q); MatrixType r = qr.matrixQR().template triangularView(); MatrixType c = q * r * qr.colsPermutation().inverse(); VERIFY_IS_APPROX(m1, c); MatrixType m2 = MatrixType::Random(cols,cols2); MatrixType m3 = m1*m2; m2 = MatrixType::Random(cols,cols2); m2 = qr.solve(m3); VERIFY_IS_APPROX(m3, m1*m2); } template void qr_fixedsize() { enum { Rows = MatrixType::RowsAtCompileTime, Cols = MatrixType::ColsAtCompileTime }; typedef typename MatrixType::Scalar Scalar; int rank = ei_random(1, std::min(int(Rows), int(Cols))-1); Matrix m1; createRandomPIMatrixOfRank(rank,Rows,Cols,m1); ColPivHouseholderQR > qr(m1); VERIFY(rank == qr.rank()); VERIFY(Cols - qr.rank() == qr.dimensionOfKernel()); VERIFY(qr.isInjective() == (rank == Rows)); VERIFY(qr.isSurjective() == (rank == Cols)); VERIFY(qr.isInvertible() == (qr.isInjective() && qr.isSurjective())); Matrix r = qr.matrixQR().template triangularView(); Matrix c = qr.householderQ() * r * qr.colsPermutation().inverse(); VERIFY_IS_APPROX(m1, c); Matrix m2 = Matrix::Random(Cols,Cols2); Matrix m3 = m1*m2; m2 = Matrix::Random(Cols,Cols2); m2 = qr.solve(m3); VERIFY_IS_APPROX(m3, m1*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(); } ColPivHouseholderQR qr(m1); m3 = MatrixType::Random(size,size); m2 = qr.solve(m3); //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.householderQ(); // 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; ColPivHouseholderQR qr; VERIFY_RAISES_ASSERT(qr.matrixQR()) VERIFY_RAISES_ASSERT(qr.solve(tmp)) VERIFY_RAISES_ASSERT(qr.householderQ()) VERIFY_RAISES_ASSERT(qr.dimensionOfKernel()) VERIFY_RAISES_ASSERT(qr.isInjective()) VERIFY_RAISES_ASSERT(qr.isSurjective()) VERIFY_RAISES_ASSERT(qr.isInvertible()) VERIFY_RAISES_ASSERT(qr.inverse()) VERIFY_RAISES_ASSERT(qr.absDeterminant()) VERIFY_RAISES_ASSERT(qr.logAbsDeterminant()) } void test_qr_colpivoting() { for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST_1( qr() ); CALL_SUBTEST_2( qr() ); CALL_SUBTEST_3( qr() ); CALL_SUBTEST_4(( qr_fixedsize, 4 >() )); CALL_SUBTEST_5(( qr_fixedsize, 3 >() )); CALL_SUBTEST_5(( qr_fixedsize, 1 >() )); } for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST_1( qr_invertible() ); CALL_SUBTEST_2( qr_invertible() ); CALL_SUBTEST_6( qr_invertible() ); CALL_SUBTEST_3( qr_invertible() ); } CALL_SUBTEST_7(qr_verify_assert()); CALL_SUBTEST_8(qr_verify_assert()); CALL_SUBTEST_1(qr_verify_assert()); CALL_SUBTEST_2(qr_verify_assert()); CALL_SUBTEST_6(qr_verify_assert()); CALL_SUBTEST_3(qr_verify_assert()); // Test problem size constructors CALL_SUBTEST_9(ColPivHouseholderQR(10, 20)); }