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      1 // This file is part of Eigen, a lightweight C++ template library
      2 // for linear algebra.
      3 //
      4 // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud (at) inria.fr>
      5 // Copyright (C) 2010,2012 Jitse Niesen <jitse (at) maths.leeds.ac.uk>
      6 //
      7 // This Source Code Form is subject to the terms of the Mozilla
      8 // Public License v. 2.0. If a copy of the MPL was not distributed
      9 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
     10 
     11 #include "main.h"
     12 #include <limits>
     13 #include <Eigen/Eigenvalues>
     14 
     15 template<typename MatrixType> void eigensolver(const MatrixType& m)
     16 {
     17   typedef typename MatrixType::Index Index;
     18   /* this test covers the following files:
     19      EigenSolver.h
     20   */
     21   Index rows = m.rows();
     22   Index cols = m.cols();
     23 
     24   typedef typename MatrixType::Scalar Scalar;
     25   typedef typename NumTraits<Scalar>::Real RealScalar;
     26   typedef Matrix<RealScalar, MatrixType::RowsAtCompileTime, 1> RealVectorType;
     27   typedef typename std::complex<typename NumTraits<typename MatrixType::Scalar>::Real> Complex;
     28 
     29   MatrixType a = MatrixType::Random(rows,cols);
     30   MatrixType a1 = MatrixType::Random(rows,cols);
     31   MatrixType symmA =  a.adjoint() * a + a1.adjoint() * a1;
     32 
     33   EigenSolver<MatrixType> ei0(symmA);
     34   VERIFY_IS_EQUAL(ei0.info(), Success);
     35   VERIFY_IS_APPROX(symmA * ei0.pseudoEigenvectors(), ei0.pseudoEigenvectors() * ei0.pseudoEigenvalueMatrix());
     36   VERIFY_IS_APPROX((symmA.template cast<Complex>()) * (ei0.pseudoEigenvectors().template cast<Complex>()),
     37     (ei0.pseudoEigenvectors().template cast<Complex>()) * (ei0.eigenvalues().asDiagonal()));
     38 
     39   EigenSolver<MatrixType> ei1(a);
     40   VERIFY_IS_EQUAL(ei1.info(), Success);
     41   VERIFY_IS_APPROX(a * ei1.pseudoEigenvectors(), ei1.pseudoEigenvectors() * ei1.pseudoEigenvalueMatrix());
     42   VERIFY_IS_APPROX(a.template cast<Complex>() * ei1.eigenvectors(),
     43                    ei1.eigenvectors() * ei1.eigenvalues().asDiagonal());
     44   VERIFY_IS_APPROX(ei1.eigenvectors().colwise().norm(), RealVectorType::Ones(rows).transpose());
     45   VERIFY_IS_APPROX(a.eigenvalues(), ei1.eigenvalues());
     46 
     47   EigenSolver<MatrixType> ei2;
     48   ei2.setMaxIterations(RealSchur<MatrixType>::m_maxIterationsPerRow * rows).compute(a);
     49   VERIFY_IS_EQUAL(ei2.info(), Success);
     50   VERIFY_IS_EQUAL(ei2.eigenvectors(), ei1.eigenvectors());
     51   VERIFY_IS_EQUAL(ei2.eigenvalues(), ei1.eigenvalues());
     52   if (rows > 2) {
     53     ei2.setMaxIterations(1).compute(a);
     54     VERIFY_IS_EQUAL(ei2.info(), NoConvergence);
     55     VERIFY_IS_EQUAL(ei2.getMaxIterations(), 1);
     56   }
     57 
     58   EigenSolver<MatrixType> eiNoEivecs(a, false);
     59   VERIFY_IS_EQUAL(eiNoEivecs.info(), Success);
     60   VERIFY_IS_APPROX(ei1.eigenvalues(), eiNoEivecs.eigenvalues());
     61   VERIFY_IS_APPROX(ei1.pseudoEigenvalueMatrix(), eiNoEivecs.pseudoEigenvalueMatrix());
     62 
     63   MatrixType id = MatrixType::Identity(rows, cols);
     64   VERIFY_IS_APPROX(id.operatorNorm(), RealScalar(1));
     65 
     66   if (rows > 2)
     67   {
     68     // Test matrix with NaN
     69     a(0,0) = std::numeric_limits<typename MatrixType::RealScalar>::quiet_NaN();
     70     EigenSolver<MatrixType> eiNaN(a);
     71     VERIFY_IS_EQUAL(eiNaN.info(), NoConvergence);
     72   }
     73 }
     74 
     75 template<typename MatrixType> void eigensolver_verify_assert(const MatrixType& m)
     76 {
     77   EigenSolver<MatrixType> eig;
     78   VERIFY_RAISES_ASSERT(eig.eigenvectors());
     79   VERIFY_RAISES_ASSERT(eig.pseudoEigenvectors());
     80   VERIFY_RAISES_ASSERT(eig.pseudoEigenvalueMatrix());
     81   VERIFY_RAISES_ASSERT(eig.eigenvalues());
     82 
     83   MatrixType a = MatrixType::Random(m.rows(),m.cols());
     84   eig.compute(a, false);
     85   VERIFY_RAISES_ASSERT(eig.eigenvectors());
     86   VERIFY_RAISES_ASSERT(eig.pseudoEigenvectors());
     87 }
     88 
     89 void test_eigensolver_generic()
     90 {
     91   int s = 0;
     92   for(int i = 0; i < g_repeat; i++) {
     93     CALL_SUBTEST_1( eigensolver(Matrix4f()) );
     94     s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4);
     95     CALL_SUBTEST_2( eigensolver(MatrixXd(s,s)) );
     96 
     97     // some trivial but implementation-wise tricky cases
     98     CALL_SUBTEST_2( eigensolver(MatrixXd(1,1)) );
     99     CALL_SUBTEST_2( eigensolver(MatrixXd(2,2)) );
    100     CALL_SUBTEST_3( eigensolver(Matrix<double,1,1>()) );
    101     CALL_SUBTEST_4( eigensolver(Matrix2d()) );
    102   }
    103 
    104   CALL_SUBTEST_1( eigensolver_verify_assert(Matrix4f()) );
    105   s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4);
    106   CALL_SUBTEST_2( eigensolver_verify_assert(MatrixXd(s,s)) );
    107   CALL_SUBTEST_3( eigensolver_verify_assert(Matrix<double,1,1>()) );
    108   CALL_SUBTEST_4( eigensolver_verify_assert(Matrix2d()) );
    109 
    110   // Test problem size constructors
    111   CALL_SUBTEST_5(EigenSolver<MatrixXf> tmp(s));
    112 
    113   // regression test for bug 410
    114   CALL_SUBTEST_2(
    115   {
    116      MatrixXd A(1,1);
    117      A(0,0) = std::sqrt(-1.);
    118      Eigen::EigenSolver<MatrixXd> solver(A);
    119      MatrixXd V(1, 1);
    120      V(0,0) = solver.eigenvectors()(0,0).real();
    121   }
    122   );
    123 
    124   TEST_SET_BUT_UNUSED_VARIABLE(s)
    125 }
    126