// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2010 Jitse Niesen // // 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 // Variant of VERIFY_IS_APPROX which uses absolute error instead of // relative error. #define VERIFY_IS_APPROX_ABS(a, b) VERIFY(test_isApprox_abs(a, b)) template inline bool test_isApprox_abs(const Type1& a, const Type2& b) { return ((a-b).array().abs() < test_precision()).all(); } // Returns a matrix with eigenvalues clustered around 0, 1 and 2. template MatrixType randomMatrixWithRealEivals(const Index size) { typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::RealScalar RealScalar; MatrixType diag = MatrixType::Zero(size, size); for (Index i = 0; i < size; ++i) { diag(i, i) = Scalar(RealScalar(internal::random(0,2))) + internal::random() * Scalar(RealScalar(0.01)); } MatrixType A = MatrixType::Random(size, size); HouseholderQR QRofA(A); return QRofA.householderQ().inverse() * diag * QRofA.householderQ(); } template ::Scalar>::IsComplex> struct randomMatrixWithImagEivals { // Returns a matrix with eigenvalues clustered around 0 and +/- i. static MatrixType run(const Index size); }; // Partial specialization for real matrices template struct randomMatrixWithImagEivals { static MatrixType run(const Index size) { typedef typename MatrixType::Scalar Scalar; MatrixType diag = MatrixType::Zero(size, size); Index i = 0; while (i < size) { Index randomInt = internal::random(-1, 1); if (randomInt == 0 || i == size-1) { diag(i, i) = internal::random() * Scalar(0.01); ++i; } else { Scalar alpha = Scalar(randomInt) + internal::random() * Scalar(0.01); diag(i, i+1) = alpha; diag(i+1, i) = -alpha; i += 2; } } MatrixType A = MatrixType::Random(size, size); HouseholderQR QRofA(A); return QRofA.householderQ().inverse() * diag * QRofA.householderQ(); } }; // Partial specialization for complex matrices template struct randomMatrixWithImagEivals { static MatrixType run(const Index size) { typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::RealScalar RealScalar; const Scalar imagUnit(0, 1); MatrixType diag = MatrixType::Zero(size, size); for (Index i = 0; i < size; ++i) { diag(i, i) = Scalar(RealScalar(internal::random(-1, 1))) * imagUnit + internal::random() * Scalar(RealScalar(0.01)); } MatrixType A = MatrixType::Random(size, size); HouseholderQR QRofA(A); return QRofA.householderQ().inverse() * diag * QRofA.householderQ(); } }; template void testMatrixExponential(const MatrixType& A) { typedef typename internal::traits::Scalar Scalar; typedef typename NumTraits::Real RealScalar; typedef std::complex ComplexScalar; VERIFY_IS_APPROX(A.exp(), A.matrixFunction(internal::stem_function_exp)); } template void testMatrixLogarithm(const MatrixType& A) { typedef typename internal::traits::Scalar Scalar; typedef typename NumTraits::Real RealScalar; MatrixType scaledA; RealScalar maxImagPartOfSpectrum = A.eigenvalues().imag().cwiseAbs().maxCoeff(); if (maxImagPartOfSpectrum >= RealScalar(0.9L * EIGEN_PI)) scaledA = A * RealScalar(0.9L * EIGEN_PI) / maxImagPartOfSpectrum; else scaledA = A; // identity X.exp().log() = X only holds if Im(lambda) < pi for all eigenvalues of X MatrixType expA = scaledA.exp(); MatrixType logExpA = expA.log(); VERIFY_IS_APPROX(logExpA, scaledA); } template void testHyperbolicFunctions(const MatrixType& A) { // Need to use absolute error because of possible cancellation when // adding/subtracting expA and expmA. VERIFY_IS_APPROX_ABS(A.sinh(), (A.exp() - (-A).exp()) / 2); VERIFY_IS_APPROX_ABS(A.cosh(), (A.exp() + (-A).exp()) / 2); } template void testGonioFunctions(const MatrixType& A) { typedef typename MatrixType::Scalar Scalar; typedef typename NumTraits::Real RealScalar; typedef std::complex ComplexScalar; typedef Matrix ComplexMatrix; ComplexScalar imagUnit(0,1); ComplexScalar two(2,0); ComplexMatrix Ac = A.template cast(); ComplexMatrix exp_iA = (imagUnit * Ac).exp(); ComplexMatrix exp_miA = (-imagUnit * Ac).exp(); ComplexMatrix sinAc = A.sin().template cast(); VERIFY_IS_APPROX_ABS(sinAc, (exp_iA - exp_miA) / (two*imagUnit)); ComplexMatrix cosAc = A.cos().template cast(); VERIFY_IS_APPROX_ABS(cosAc, (exp_iA + exp_miA) / 2); } template void testMatrix(const MatrixType& A) { testMatrixExponential(A); testMatrixLogarithm(A); testHyperbolicFunctions(A); testGonioFunctions(A); } template void testMatrixType(const MatrixType& m) { // Matrices with clustered eigenvalue lead to different code paths // in MatrixFunction.h and are thus useful for testing. const Index size = m.rows(); for (int i = 0; i < g_repeat; i++) { testMatrix(MatrixType::Random(size, size).eval()); testMatrix(randomMatrixWithRealEivals(size)); testMatrix(randomMatrixWithImagEivals::run(size)); } } template void testMapRef(const MatrixType& A) { // Test if passing Ref and Map objects is possible // (Regression test for Bug #1796) Index size = A.rows(); MatrixType X; X.setRandom(size, size); MatrixType Y(size,size); Ref< MatrixType> R(Y); Ref Rc(X); Map< MatrixType> M(Y.data(), size, size); Map Mc(X.data(), size, size); X = X*X; // make sure sqrt is possible Y = X.sqrt(); R = Rc.sqrt(); M = Mc.sqrt(); Y = X.exp(); R = Rc.exp(); M = Mc.exp(); X = Y; // make sure log is possible Y = X.log(); R = Rc.log(); M = Mc.log(); Y = X.cos() + Rc.cos() + Mc.cos(); Y = X.sin() + Rc.sin() + Mc.sin(); Y = X.cosh() + Rc.cosh() + Mc.cosh(); Y = X.sinh() + Rc.sinh() + Mc.sinh(); } EIGEN_DECLARE_TEST(matrix_function) { CALL_SUBTEST_1(testMatrixType(Matrix())); CALL_SUBTEST_2(testMatrixType(Matrix3cf())); CALL_SUBTEST_3(testMatrixType(MatrixXf(8,8))); CALL_SUBTEST_4(testMatrixType(Matrix2d())); CALL_SUBTEST_5(testMatrixType(Matrix())); CALL_SUBTEST_6(testMatrixType(Matrix4cd())); CALL_SUBTEST_7(testMatrixType(MatrixXd(13,13))); CALL_SUBTEST_1(testMapRef(Matrix())); CALL_SUBTEST_2(testMapRef(Matrix3cf())); CALL_SUBTEST_3(testMapRef(MatrixXf(8,8))); CALL_SUBTEST_7(testMapRef(MatrixXd(13,13))); }