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real_qz.cpp
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Fri, Feb 21, 23:58

real_qz.cpp
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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2012 Alexey Korepanov <kaikaikai@yandex.ru>
//
// 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/.
#define EIGEN_RUNTIME_NO_MALLOC
#include "main.h"
#include <limits>
#include <Eigen/Eigenvalues>
template<typename MatrixType> void real_qz(const MatrixType& m)
{
/* this test covers the following files:
RealQZ.h
*/
using std::abs;
typedef typename MatrixType::Scalar Scalar;
Index dim = m.cols();
MatrixType A = MatrixType::Random(dim,dim),
B = MatrixType::Random(dim,dim);
// Regression test for bug 985: Randomly set rows or columns to zero
Index k=internal::random<Index>(0, dim-1);
switch(internal::random<int>(0,10)) {
case 0:
A.row(k).setZero(); break;
case 1:
A.col(k).setZero(); break;
case 2:
B.row(k).setZero(); break;
case 3:
B.col(k).setZero(); break;
default:
break;
}
RealQZ<MatrixType> qz(dim);
// TODO enable full-prealocation of required memory, this probably requires an in-place mode for HessenbergDecomposition
//Eigen::internal::set_is_malloc_allowed(false);
qz.compute(A,B);
//Eigen::internal::set_is_malloc_allowed(true);
VERIFY_IS_EQUAL(qz.info(), Success);
// check for zeros
bool all_zeros = true;
for (Index i=0; i<A.cols(); i++)
for (Index j=0; j<i; j++) {
if (abs(qz.matrixT()(i,j))!=Scalar(0.0))
{
std::cerr << "Error: T(" << i << "," << j << ") = " << qz.matrixT()(i,j) << std::endl;
all_zeros = false;
}
if (j<i-1 && abs(qz.matrixS()(i,j))!=Scalar(0.0))
{
std::cerr << "Error: S(" << i << "," << j << ") = " << qz.matrixS()(i,j) << std::endl;
all_zeros = false;
}
if (j==i-1 && j>0 && abs(qz.matrixS()(i,j))!=Scalar(0.0) && abs(qz.matrixS()(i-1,j-1))!=Scalar(0.0))
{
std::cerr << "Error: S(" << i << "," << j << ") = " << qz.matrixS()(i,j) << " && S(" << i-1 << "," << j-1 << ") = " << qz.matrixS()(i-1,j-1) << std::endl;
all_zeros = false;
}
}
VERIFY_IS_EQUAL(all_zeros, true);
VERIFY_IS_APPROX(qz.matrixQ()*qz.matrixS()*qz.matrixZ(), A);
VERIFY_IS_APPROX(qz.matrixQ()*qz.matrixT()*qz.matrixZ(), B);
VERIFY_IS_APPROX(qz.matrixQ()*qz.matrixQ().adjoint(), MatrixType::Identity(dim,dim));
VERIFY_IS_APPROX(qz.matrixZ()*qz.matrixZ().adjoint(), MatrixType::Identity(dim,dim));
}
EIGEN_DECLARE_TEST(real_qz)
{
int s = 0;
for(int i = 0; i < g_repeat; i++) {
CALL_SUBTEST_1( real_qz(Matrix4f()) );
s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4);
CALL_SUBTEST_2( real_qz(MatrixXd(s,s)) );
// some trivial but implementation-wise tricky cases
CALL_SUBTEST_2( real_qz(MatrixXd(1,1)) );
CALL_SUBTEST_2( real_qz(MatrixXd(2,2)) );
CALL_SUBTEST_3( real_qz(Matrix<double,1,1>()) );
CALL_SUBTEST_4( real_qz(Matrix2d()) );
}
TEST_SET_BUT_UNUSED_VARIABLE(s)
}

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