// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008 Gael Guennebaud // Copyright (C) 2009 Benoit Jacob // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #include "main.h" #include #include "solverbase.h" template void qr() { STATIC_CHECK(( internal::is_same::StorageIndex,int>::value )); static const int Rows = MatrixType::RowsAtCompileTime, Cols = MatrixType::ColsAtCompileTime; Index max_size = EIGEN_TEST_MAX_SIZE; Index min_size = numext::maxi(1,EIGEN_TEST_MAX_SIZE/10); Index rows = Rows == Dynamic ? internal::random(min_size,max_size) : Rows, cols = Cols == Dynamic ? internal::random(min_size,max_size) : Cols, cols2 = Cols == Dynamic ? internal::random(min_size,max_size) : Cols, rank = internal::random(1, (std::min)(rows, cols)-1); typedef typename MatrixType::Scalar Scalar; typedef Matrix MatrixQType; MatrixType m1; createRandomPIMatrixOfRank(rank,rows,cols,m1); FullPivHouseholderQR qr(m1); VERIFY_IS_EQUAL(rank, qr.rank()); VERIFY_IS_EQUAL(cols - qr.rank(), qr.dimensionOfKernel()); VERIFY(!qr.isInjective()); VERIFY(!qr.isInvertible()); VERIFY(!qr.isSurjective()); MatrixType r = qr.matrixQR(); MatrixQType q = qr.matrixQ(); VERIFY_IS_UNITARY(q); // 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 c = qr.matrixQ() * r * qr.colsPermutation().inverse(); VERIFY_IS_APPROX(m1, c); // stress the ReturnByValue mechanism MatrixType tmp; VERIFY_IS_APPROX(tmp.noalias() = qr.matrixQ() * r, (qr.matrixQ() * r).eval()); check_solverbase(m1, qr, rows, cols, cols2); { MatrixType m2, m3; Index size = rows; do { m1 = MatrixType::Random(size,size); qr.compute(m1); } while(!qr.isInvertible()); MatrixType m1_inv = qr.inverse(); m3 = m1 * MatrixType::Random(size,cols2); m2 = qr.solve(m3); VERIFY_IS_APPROX(m2, m1_inv*m3); } } template void qr_invertible() { using std::log; using std::abs; typedef typename NumTraits::Real RealScalar; typedef typename MatrixType::Scalar Scalar; Index max_size = numext::mini(50,EIGEN_TEST_MAX_SIZE); Index min_size = numext::maxi(1,EIGEN_TEST_MAX_SIZE/10); Index size = internal::random(min_size,max_size); MatrixType m1(size, size), m2(size, size), m3(size, size); m1 = MatrixType::Random(size,size); if (internal::is_same::value) { // let's build a matrix more stable to inverse MatrixType a = MatrixType::Random(size,size*2); m1 += a * a.adjoint(); } FullPivHouseholderQR qr(m1); VERIFY(qr.isInjective()); VERIFY(qr.isInvertible()); VERIFY(qr.isSurjective()); check_solverbase(m1, qr, size, size, size); // now construct a matrix with prescribed determinant m1.setZero(); for(int i = 0; i < size; i++) m1(i,i) = internal::random(); RealScalar absdet = 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(log(absdet), qr.logAbsDeterminant()); } template void qr_verify_assert() { MatrixType tmp; FullPivHouseholderQR qr; VERIFY_RAISES_ASSERT(qr.matrixQR()) VERIFY_RAISES_ASSERT(qr.solve(tmp)) VERIFY_RAISES_ASSERT(qr.transpose().solve(tmp)) VERIFY_RAISES_ASSERT(qr.adjoint().solve(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.inverse()) VERIFY_RAISES_ASSERT(qr.absDeterminant()) VERIFY_RAISES_ASSERT(qr.logAbsDeterminant()) } EIGEN_DECLARE_TEST(qr_fullpivoting) { for(int i = 0; i < 1; i++) { CALL_SUBTEST_5( qr() ); CALL_SUBTEST_6( qr() ); CALL_SUBTEST_8( qr() ); CALL_SUBTEST_1( qr() ); CALL_SUBTEST_2( qr() ); CALL_SUBTEST_3( qr() ); } for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST_1( qr_invertible() ); CALL_SUBTEST_2( qr_invertible() ); CALL_SUBTEST_4( qr_invertible() ); CALL_SUBTEST_3( qr_invertible() ); } CALL_SUBTEST_5(qr_verify_assert()); CALL_SUBTEST_6(qr_verify_assert()); CALL_SUBTEST_1(qr_verify_assert()); CALL_SUBTEST_2(qr_verify_assert()); CALL_SUBTEST_4(qr_verify_assert()); CALL_SUBTEST_3(qr_verify_assert()); // Test problem size constructors CALL_SUBTEST_7(FullPivHouseholderQR(10, 20)); CALL_SUBTEST_7((FullPivHouseholderQR >(10,20))); CALL_SUBTEST_7((FullPivHouseholderQR >(Matrix::Random()))); CALL_SUBTEST_7((FullPivHouseholderQR >(20,10))); CALL_SUBTEST_7((FullPivHouseholderQR >(Matrix::Random()))); }