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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com>
//
// 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 MatrixType> void lu_non_invertible()
{
/* this test covers the following files:
LU.h
*/
int rows = ei_random<int>(20,200), cols = ei_random<int>(20,200), cols2 = ei_random<int>(20,200);
int rank = ei_random<int>(1, std::min(rows, cols)-1);
MatrixType m1(rows, cols), m2(cols, cols2), m3(rows, cols2), k(1,1);
createRandomMatrixOfRank(rank, rows, cols, m1);
LU<MatrixType> lu(m1);
typename LU<MatrixType>::KernelResultType m1kernel = lu.kernel();
typename LU<MatrixType>::ImageResultType m1image = lu.image();
VERIFY(rank == lu.rank());
VERIFY(cols - lu.rank() == lu.dimensionOfKernel());
VERIFY(!lu.isInjective());
VERIFY(!lu.isInvertible());
VERIFY(lu.isSurjective() == (lu.rank() == rows));
VERIFY((m1 * m1kernel).isMuchSmallerThan(m1));
VERIFY(m1image.lu().rank() == rank);
MatrixType sidebyside(m1.rows(), m1.cols() + m1image.cols());
sidebyside << m1, m1image;
VERIFY(sidebyside.lu().rank() == rank);
m2 = MatrixType::Random(cols,cols2);
m3 = m1*m2;
m2 = MatrixType::Random(cols,cols2);
lu.solve(m3, &m2);
VERIFY_IS_APPROX(m3, m1*m2);
m3 = MatrixType::Random(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 = MatrixType::Random(size,size);
if (ei_is_same_type<RealScalar,float>::ret)
{
// let's build a matrix more stable to inverse
MatrixType a = MatrixType::Random(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());
VERIFY(lu.image().lu().isInvertible());
m3 = MatrixType::Random(size,size);
lu.solve(m3, &m2);
VERIFY_IS_APPROX(m3, m1*m2);
VERIFY_IS_APPROX(m2, lu.inverse()*m3);
m3 = MatrixType::Random(size,size);
VERIFY(lu.solve(m3, &m2));
}
template<typename MatrixType> void lu_verify_assert()
{
MatrixType tmp;
LU<MatrixType> lu;
VERIFY_RAISES_ASSERT(lu.matrixLU())
VERIFY_RAISES_ASSERT(lu.permutationP())
VERIFY_RAISES_ASSERT(lu.permutationQ())
VERIFY_RAISES_ASSERT(lu.computeKernel(&tmp))
VERIFY_RAISES_ASSERT(lu.computeImage(&tmp))
VERIFY_RAISES_ASSERT(lu.kernel())
VERIFY_RAISES_ASSERT(lu.image())
VERIFY_RAISES_ASSERT(lu.solve(tmp,&tmp))
VERIFY_RAISES_ASSERT(lu.determinant())
VERIFY_RAISES_ASSERT(lu.rank())
VERIFY_RAISES_ASSERT(lu.dimensionOfKernel())
VERIFY_RAISES_ASSERT(lu.isInjective())
VERIFY_RAISES_ASSERT(lu.isSurjective())
VERIFY_RAISES_ASSERT(lu.isInvertible())
VERIFY_RAISES_ASSERT(lu.computeInverse(&tmp))
VERIFY_RAISES_ASSERT(lu.inverse())
PartialLU<MatrixType> plu;
VERIFY_RAISES_ASSERT(plu.matrixLU())
VERIFY_RAISES_ASSERT(plu.permutationP())
VERIFY_RAISES_ASSERT(plu.solve(tmp,&tmp))
VERIFY_RAISES_ASSERT(plu.determinant())
VERIFY_RAISES_ASSERT(plu.computeInverse(&tmp))
VERIFY_RAISES_ASSERT(plu.inverse())
}
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>() );
}
CALL_SUBTEST( lu_verify_assert<Matrix3f>() );
CALL_SUBTEST( lu_verify_assert<Matrix3d>() );
CALL_SUBTEST( lu_verify_assert<MatrixXf>() );
CALL_SUBTEST( lu_verify_assert<MatrixXd>() );
CALL_SUBTEST( lu_verify_assert<MatrixXcf>() );
CALL_SUBTEST( lu_verify_assert<MatrixXcd>() );
}
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