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jacobisvd.cpp
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Thu, Feb 20, 22:45

jacobisvd.cpp
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// 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);
svd_verify_assert<JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> >(m, true);
svd_verify_assert<JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner> >(m);
svd_verify_assert<JacobiSVD<MatrixType, HouseholderQRPreconditioner> >(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();
}

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