aboutsummaryrefslogtreecommitdiffhomepage
path: root/test/qr.cpp
blob: be9e97a044e17018a63298af11adc24c7421da78 (plain)
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
// 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 Gael Guennebaud <g.gael@free.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/QR>

template<typename MatrixType> void qr(const MatrixType& m)
{
  /* this test covers the following files:
     QR.h
  */
  int rows = m.rows();
  int cols = m.cols();

  typedef typename MatrixType::Scalar Scalar;
  typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> SquareMatrixType;
  typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> VectorType;

  MatrixType a = MatrixType::Random(rows,cols);
  QR<MatrixType> qrOfA(a);
  VERIFY_IS_APPROX(a, qrOfA.matrixQ() * qrOfA.matrixR());
  VERIFY_IS_NOT_APPROX(a+MatrixType::Identity(rows, cols), qrOfA.matrixQ() * qrOfA.matrixR());

  SquareMatrixType b = a.adjoint() * a;

  // check tridiagonalization
  Tridiagonalization<SquareMatrixType> tridiag(b);
  VERIFY_IS_APPROX(b, tridiag.matrixQ() * tridiag.matrixT() * tridiag.matrixQ().adjoint());

  // check hessenberg decomposition
  HessenbergDecomposition<SquareMatrixType> hess(b);
  VERIFY_IS_APPROX(b, hess.matrixQ() * hess.matrixH() * hess.matrixQ().adjoint());
  VERIFY_IS_APPROX(tridiag.matrixT(), hess.matrixH());
  b = SquareMatrixType::Random(cols,cols);
  hess.compute(b);
  VERIFY_IS_APPROX(b, hess.matrixQ() * hess.matrixH() * hess.matrixQ().adjoint());
}

void test_qr()
{
  for(int i = 0; i < 1; i++) {
    CALL_SUBTEST( qr(Matrix2f()) );
    CALL_SUBTEST( qr(Matrix4d()) );
    CALL_SUBTEST( qr(MatrixXf(12,8)) );
    CALL_SUBTEST( qr(MatrixXcd(5,5)) );
    CALL_SUBTEST( qr(MatrixXcd(7,3)) );
  }
}