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      1 // This file is part of Eigen, a lightweight C++ template library
      2 // for linear algebra.
      3 //
      4 // Copyright (C) 2009 Jitse Niesen <jitse (at) maths.leeds.ac.uk>
      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 "matrix_functions.h"
     11 
     12 double binom(int n, int k)
     13 {
     14   double res = 1;
     15   for (int i=0; i<k; i++)
     16     res = res * (n-k+i+1) / (i+1);
     17   return res;
     18 }
     19 
     20 template <typename T>
     21 T expfn(T x, int)
     22 {
     23   return std::exp(x);
     24 }
     25 
     26 template <typename T>
     27 void test2dRotation(double tol)
     28 {
     29   Matrix<T,2,2> A, B, C;
     30   T angle;
     31 
     32   A << 0, 1, -1, 0;
     33   for (int i=0; i<=20; i++)
     34   {
     35     angle = static_cast<T>(pow(10, i / 5. - 2));
     36     B << std::cos(angle), std::sin(angle), -std::sin(angle), std::cos(angle);
     37 
     38     C = (angle*A).matrixFunction(expfn);
     39     std::cout << "test2dRotation: i = " << i << "   error funm = " << relerr(C, B);
     40     VERIFY(C.isApprox(B, static_cast<T>(tol)));
     41 
     42     C = (angle*A).exp();
     43     std::cout << "   error expm = " << relerr(C, B) << "\n";
     44     VERIFY(C.isApprox(B, static_cast<T>(tol)));
     45   }
     46 }
     47 
     48 template <typename T>
     49 void test2dHyperbolicRotation(double tol)
     50 {
     51   Matrix<std::complex<T>,2,2> A, B, C;
     52   std::complex<T> imagUnit(0,1);
     53   T angle, ch, sh;
     54 
     55   for (int i=0; i<=20; i++)
     56   {
     57     angle = static_cast<T>((i-10) / 2.0);
     58     ch = std::cosh(angle);
     59     sh = std::sinh(angle);
     60     A << 0, angle*imagUnit, -angle*imagUnit, 0;
     61     B << ch, sh*imagUnit, -sh*imagUnit, ch;
     62 
     63     C = A.matrixFunction(expfn);
     64     std::cout << "test2dHyperbolicRotation: i = " << i << "   error funm = " << relerr(C, B);
     65     VERIFY(C.isApprox(B, static_cast<T>(tol)));
     66 
     67     C = A.exp();
     68     std::cout << "   error expm = " << relerr(C, B) << "\n";
     69     VERIFY(C.isApprox(B, static_cast<T>(tol)));
     70   }
     71 }
     72 
     73 template <typename T>
     74 void testPascal(double tol)
     75 {
     76   for (int size=1; size<20; size++)
     77   {
     78     Matrix<T,Dynamic,Dynamic> A(size,size), B(size,size), C(size,size);
     79     A.setZero();
     80     for (int i=0; i<size-1; i++)
     81       A(i+1,i) = static_cast<T>(i+1);
     82     B.setZero();
     83     for (int i=0; i<size; i++)
     84       for (int j=0; j<=i; j++)
     85     B(i,j) = static_cast<T>(binom(i,j));
     86 
     87     C = A.matrixFunction(expfn);
     88     std::cout << "testPascal: size = " << size << "   error funm = " << relerr(C, B);
     89     VERIFY(C.isApprox(B, static_cast<T>(tol)));
     90 
     91     C = A.exp();
     92     std::cout << "   error expm = " << relerr(C, B) << "\n";
     93     VERIFY(C.isApprox(B, static_cast<T>(tol)));
     94   }
     95 }
     96 
     97 template<typename MatrixType>
     98 void randomTest(const MatrixType& m, double tol)
     99 {
    100   /* this test covers the following files:
    101      Inverse.h
    102   */
    103   typename MatrixType::Index rows = m.rows();
    104   typename MatrixType::Index cols = m.cols();
    105   MatrixType m1(rows, cols), m2(rows, cols), identity = MatrixType::Identity(rows, cols);
    106 
    107   typedef typename NumTraits<typename internal::traits<MatrixType>::Scalar>::Real RealScalar;
    108 
    109   for(int i = 0; i < g_repeat; i++) {
    110     m1 = MatrixType::Random(rows, cols);
    111 
    112     m2 = m1.matrixFunction(expfn) * (-m1).matrixFunction(expfn);
    113     std::cout << "randomTest: error funm = " << relerr(identity, m2);
    114     VERIFY(identity.isApprox(m2, static_cast<RealScalar>(tol)));
    115 
    116     m2 = m1.exp() * (-m1).exp();
    117     std::cout << "   error expm = " << relerr(identity, m2) << "\n";
    118     VERIFY(identity.isApprox(m2, static_cast<RealScalar>(tol)));
    119   }
    120 }
    121 
    122 void test_matrix_exponential()
    123 {
    124   CALL_SUBTEST_2(test2dRotation<double>(1e-13));
    125   CALL_SUBTEST_1(test2dRotation<float>(2e-5));  // was 1e-5, relaxed for clang 2.8 / linux / x86-64
    126   CALL_SUBTEST_8(test2dRotation<long double>(1e-13));
    127   CALL_SUBTEST_2(test2dHyperbolicRotation<double>(1e-14));
    128   CALL_SUBTEST_1(test2dHyperbolicRotation<float>(1e-5));
    129   CALL_SUBTEST_8(test2dHyperbolicRotation<long double>(1e-14));
    130   CALL_SUBTEST_6(testPascal<float>(1e-6));
    131   CALL_SUBTEST_5(testPascal<double>(1e-15));
    132   CALL_SUBTEST_2(randomTest(Matrix2d(), 1e-13));
    133   CALL_SUBTEST_7(randomTest(Matrix<double,3,3,RowMajor>(), 1e-13));
    134   CALL_SUBTEST_3(randomTest(Matrix4cd(), 1e-13));
    135   CALL_SUBTEST_4(randomTest(MatrixXd(8,8), 1e-13));
    136   CALL_SUBTEST_1(randomTest(Matrix2f(), 1e-4));
    137   CALL_SUBTEST_5(randomTest(Matrix3cf(), 1e-4));
    138   CALL_SUBTEST_1(randomTest(Matrix4f(), 1e-4));
    139   CALL_SUBTEST_6(randomTest(MatrixXf(8,8), 1e-4));
    140   CALL_SUBTEST_9(randomTest(Matrix<long double,Dynamic,Dynamic>(7,7), 1e-13));
    141 }
    142