1 // This file is part of Eigen, a lightweight C++ template library 2 // for linear algebra. 3 // 4 // Copyright (C) 2012 Gael Guennebaud <gael.guennebaud (at) inria.fr> 5 // 6 // This Source Code Form is subject to the terms of the Mozilla 7 // Public License v. 2.0. If a copy of the MPL was not distributed 8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 10 #include "main.h" 11 #include <limits> 12 #include <Eigen/Eigenvalues> 13 14 template<typename MatrixType> void generalized_eigensolver_real(const MatrixType& m) 15 { 16 typedef typename MatrixType::Index Index; 17 /* this test covers the following files: 18 GeneralizedEigenSolver.h 19 */ 20 Index rows = m.rows(); 21 Index cols = m.cols(); 22 23 typedef typename MatrixType::Scalar Scalar; 24 typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType; 25 26 MatrixType a = MatrixType::Random(rows,cols); 27 MatrixType b = MatrixType::Random(rows,cols); 28 MatrixType a1 = MatrixType::Random(rows,cols); 29 MatrixType b1 = MatrixType::Random(rows,cols); 30 MatrixType spdA = a.adjoint() * a + a1.adjoint() * a1; 31 MatrixType spdB = b.adjoint() * b + b1.adjoint() * b1; 32 33 // lets compare to GeneralizedSelfAdjointEigenSolver 34 GeneralizedSelfAdjointEigenSolver<MatrixType> symmEig(spdA, spdB); 35 GeneralizedEigenSolver<MatrixType> eig(spdA, spdB); 36 37 VERIFY_IS_EQUAL(eig.eigenvalues().imag().cwiseAbs().maxCoeff(), 0); 38 39 VectorType realEigenvalues = eig.eigenvalues().real(); 40 std::sort(realEigenvalues.data(), realEigenvalues.data()+realEigenvalues.size()); 41 VERIFY_IS_APPROX(realEigenvalues, symmEig.eigenvalues()); 42 } 43 44 void test_eigensolver_generalized_real() 45 { 46 for(int i = 0; i < g_repeat; i++) { 47 int s = 0; 48 CALL_SUBTEST_1( generalized_eigensolver_real(Matrix4f()) ); 49 s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4); 50 CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(s,s)) ); 51 52 // some trivial but implementation-wise tricky cases 53 CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(1,1)) ); 54 CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(2,2)) ); 55 CALL_SUBTEST_3( generalized_eigensolver_real(Matrix<double,1,1>()) ); 56 CALL_SUBTEST_4( generalized_eigensolver_real(Matrix2d()) ); 57 TEST_SET_BUT_UNUSED_VARIABLE(s) 58 } 59 } 60
