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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra. Eigen itself is part of the KDE project.
//
// Copyright (C) 2008 Benoit Jacob <jacob@math.jussieu.fr>
//
// 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 <http://www.gnu.org/licenses/>.
#include "main.h"
#include <Eigen/LU>
template<typename Derived>
void doSomeRankPreservingOperations(Eigen::MatrixBase<Derived>& m)
{
for(int a = 0; a < 3*(m.rows()+m.cols()); a++)
{
double d = Eigen::ei_random<double>(-1,1);
int i = Eigen::ei_random<int>(0,m.rows()-1); // i is a random row number
int j;
do {
j = Eigen::ei_random<int>(0,m.rows()-1);
} while (i==j); // j is another one (must be different)
m.row(i) += d * m.row(j);
i = Eigen::ei_random<int>(0,m.cols()-1); // i is a random column number
do {
j = Eigen::ei_random<int>(0,m.cols()-1);
} while (i==j); // j is another one (must be different)
m.col(i) += d * m.col(j);
}
}
template<typename MatrixType> void lu_non_invertible()
{
/* this test covers the following files:
LU.h
*/
// NOTE lu.dimensionOfKernel() fails most of the time for rows or cols smaller that 11
int rows = ei_random<int>(11,200), cols = ei_random<int>(11,200), cols2 = ei_random<int>(11,200);
int rank = ei_random<int>(1, std::min(rows, cols)-1);
MatrixType m1(rows, cols), m2(cols, cols2), m3(rows, cols2), k(1,1);
m1 = test_random_matrix<MatrixType>(rows,cols);
if(rows <= cols)
for(int i = rank; i < rows; i++) m1.row(i).setZero();
else
for(int i = rank; i < cols; i++) m1.col(i).setZero();
doSomeRankPreservingOperations(m1);
LU<MatrixType> lu(m1);
VERIFY(cols - rank == lu.dimensionOfKernel());
VERIFY(rank == lu.rank());
VERIFY(!lu.isInjective());
VERIFY(!lu.isInvertible());
VERIFY(lu.isSurjective() == (lu.rank() == rows));
VERIFY((m1 * lu.kernel()).isMuchSmallerThan(m1));
lu.computeKernel(&k);
VERIFY((m1 * k).isMuchSmallerThan(m1));
m2 = test_random_matrix<MatrixType>(cols,cols2);
m3 = m1*m2;
m2 = test_random_matrix<MatrixType>(cols,cols2);
lu.solve(m3, &m2);
VERIFY_IS_APPROX(m3, m1*m2);
m3 = test_random_matrix<MatrixType>(rows,cols2);
VERIFY(!lu.solve(m3, &m2));
}
template<typename MatrixType> void lu_invertible()
{
/* this test covers the following files:
LU.h
*/
typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
int size = ei_random<int>(10,200);
MatrixType m1(size, size), m2(size, size), m3(size, size);
m1 = test_random_matrix<MatrixType>(size,size);
if (ei_is_same_type<RealScalar,float>::ret)
{
// let's build a matrix more stable to inverse
MatrixType a = test_random_matrix<MatrixType>(size,size*2);
m1 += a * a.adjoint();
}
LU<MatrixType> lu(m1);
VERIFY(0 == lu.dimensionOfKernel());
VERIFY(size == lu.rank());
VERIFY(lu.isInjective());
VERIFY(lu.isSurjective());
VERIFY(lu.isInvertible());
m3 = test_random_matrix<MatrixType>(size,size);
lu.solve(m3, &m2);
VERIFY_IS_APPROX(m3, m1*m2);
VERIFY_IS_APPROX(m2, lu.inverse()*m3);
m3 = test_random_matrix<MatrixType>(size,size);
VERIFY(lu.solve(m3, &m2));
}
void test_lu()
{
for(int i = 0; i < g_repeat; i++) {
CALL_SUBTEST( lu_non_invertible<MatrixXf>() );
CALL_SUBTEST( lu_non_invertible<MatrixXd>() );
CALL_SUBTEST( lu_non_invertible<MatrixXcf>() );
CALL_SUBTEST( lu_non_invertible<MatrixXcd>() );
CALL_SUBTEST( lu_invertible<MatrixXf>() );
CALL_SUBTEST( lu_invertible<MatrixXd>() );
CALL_SUBTEST( lu_invertible<MatrixXcf>() );
CALL_SUBTEST( lu_invertible<MatrixXcd>() );
}
}
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