1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
|
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
//
// 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/.
// discard stack allocation as that too bypasses malloc
#define EIGEN_STACK_ALLOCATION_LIMIT 0
#define EIGEN_RUNTIME_NO_MALLOC
#include "main.h"
#include <Eigen/SVD>
#define SVD_DEFAULT(M) JacobiSVD<M>
#define SVD_FOR_MIN_NORM(M) JacobiSVD<M,ColPivHouseholderQRPreconditioner>
#include "svd_common.h"
// Check all variants of JacobiSVD
template<typename MatrixType>
void jacobisvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
{
MatrixType m = a;
if(pickrandom)
svd_fill_random(m);
CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> >(m, true) )); // check full only
CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner> >(m, false) ));
CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, HouseholderQRPreconditioner> >(m, false) ));
if(m.rows()==m.cols())
CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, NoQRPreconditioner> >(m, false) ));
}
template<typename MatrixType> void jacobisvd_verify_assert(const MatrixType& m)
{
svd_verify_assert<JacobiSVD<MatrixType> >(m);
Index rows = m.rows();
Index cols = m.cols();
enum {
ColsAtCompileTime = MatrixType::ColsAtCompileTime
};
MatrixType a = MatrixType::Zero(rows, cols);
a.setZero();
if (ColsAtCompileTime == Dynamic)
{
JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> svd_fullqr;
VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeFullU|ComputeThinV))
VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeThinV))
VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeFullV))
}
}
template<typename MatrixType>
void jacobisvd_method()
{
enum { Size = MatrixType::RowsAtCompileTime };
typedef typename MatrixType::RealScalar RealScalar;
typedef Matrix<RealScalar, Size, 1> RealVecType;
MatrixType m = MatrixType::Identity();
VERIFY_IS_APPROX(m.jacobiSvd().singularValues(), RealVecType::Ones());
VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixU());
VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixV());
VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).solve(m), m);
VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).transpose().solve(m), m);
VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).adjoint().solve(m), m);
}
namespace Foo {
// older compiler require a default constructor for Bar
// cf: https://stackoverflow.com/questions/7411515/
class Bar {public: Bar() {}};
bool operator<(const Bar&, const Bar&) { return true; }
}
// regression test for a very strange MSVC issue for which simply
// including SVDBase.h messes up with std::max and custom scalar type
void msvc_workaround()
{
const Foo::Bar a;
const Foo::Bar b;
std::max EIGEN_NOT_A_MACRO (a,b);
}
EIGEN_DECLARE_TEST(jacobisvd)
{
CALL_SUBTEST_3(( jacobisvd_verify_assert(Matrix3f()) ));
CALL_SUBTEST_4(( jacobisvd_verify_assert(Matrix4d()) ));
CALL_SUBTEST_7(( jacobisvd_verify_assert(MatrixXf(10,12)) ));
CALL_SUBTEST_8(( jacobisvd_verify_assert(MatrixXcd(7,5)) ));
CALL_SUBTEST_11(svd_all_trivial_2x2(jacobisvd<Matrix2cd>));
CALL_SUBTEST_12(svd_all_trivial_2x2(jacobisvd<Matrix2d>));
for(int i = 0; i < g_repeat; i++) {
CALL_SUBTEST_3(( jacobisvd<Matrix3f>() ));
CALL_SUBTEST_4(( jacobisvd<Matrix4d>() ));
CALL_SUBTEST_5(( jacobisvd<Matrix<float,3,5> >() ));
CALL_SUBTEST_6(( jacobisvd<Matrix<double,Dynamic,2> >(Matrix<double,Dynamic,2>(10,2)) ));
int r = internal::random<int>(1, 30),
c = internal::random<int>(1, 30);
TEST_SET_BUT_UNUSED_VARIABLE(r)
TEST_SET_BUT_UNUSED_VARIABLE(c)
CALL_SUBTEST_10(( jacobisvd<MatrixXd>(MatrixXd(r,c)) ));
CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(r,c)) ));
CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(r,c)) ));
(void) r;
(void) c;
// Test on inf/nan matrix
CALL_SUBTEST_7( (svd_inf_nan<JacobiSVD<MatrixXf>, MatrixXf>()) );
CALL_SUBTEST_10( (svd_inf_nan<JacobiSVD<MatrixXd>, MatrixXd>()) );
// bug1395 test compile-time vectors as input
CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,6,1>()) ));
CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,6>()) ));
CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,Dynamic,1>(r)) ));
CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,Dynamic>(c)) ));
}
CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) ));
CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3))) ));
// test matrixbase method
CALL_SUBTEST_1(( jacobisvd_method<Matrix2cd>() ));
CALL_SUBTEST_3(( jacobisvd_method<Matrix3f>() ));
// Test problem size constructors
CALL_SUBTEST_7( JacobiSVD<MatrixXf>(10,10) );
// Check that preallocation avoids subsequent mallocs
CALL_SUBTEST_9( svd_preallocate<void>() );
CALL_SUBTEST_2( svd_underoverflow<void>() );
msvc_workaround();
}
|
