Home | History | Annotate | Download | only in test
      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) 2006-2008 Benoit Jacob <jacob.benoit.1 (at) gmail.com>
      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 // discard stack allocation as that too bypasses malloc
     12 #define EIGEN_STACK_ALLOCATION_LIMIT 0
     13 // heap allocation will raise an assert if enabled at runtime
     14 #define EIGEN_RUNTIME_NO_MALLOC
     15 
     16 #include "main.h"
     17 #include <Eigen/Cholesky>
     18 #include <Eigen/Eigenvalues>
     19 #include <Eigen/LU>
     20 #include <Eigen/QR>
     21 #include <Eigen/SVD>
     22 
     23 template<typename MatrixType> void nomalloc(const MatrixType& m)
     24 {
     25   /* this test check no dynamic memory allocation are issued with fixed-size matrices
     26   */
     27   typedef typename MatrixType::Index Index;
     28   typedef typename MatrixType::Scalar Scalar;
     29 
     30   Index rows = m.rows();
     31   Index cols = m.cols();
     32 
     33   MatrixType m1 = MatrixType::Random(rows, cols),
     34              m2 = MatrixType::Random(rows, cols),
     35              m3(rows, cols);
     36 
     37   Scalar s1 = internal::random<Scalar>();
     38 
     39   Index r = internal::random<Index>(0, rows-1),
     40         c = internal::random<Index>(0, cols-1);
     41 
     42   VERIFY_IS_APPROX((m1+m2)*s1,              s1*m1+s1*m2);
     43   VERIFY_IS_APPROX((m1+m2)(r,c), (m1(r,c))+(m2(r,c)));
     44   VERIFY_IS_APPROX(m1.cwiseProduct(m1.block(0,0,rows,cols)), (m1.array()*m1.array()).matrix());
     45   VERIFY_IS_APPROX((m1*m1.transpose())*m2,  m1*(m1.transpose()*m2));
     46 
     47   m2.col(0).noalias() = m1 * m1.col(0);
     48   m2.col(0).noalias() -= m1.adjoint() * m1.col(0);
     49   m2.col(0).noalias() -= m1 * m1.row(0).adjoint();
     50   m2.col(0).noalias() -= m1.adjoint() * m1.row(0).adjoint();
     51 
     52   m2.row(0).noalias() = m1.row(0) * m1;
     53   m2.row(0).noalias() -= m1.row(0) * m1.adjoint();
     54   m2.row(0).noalias() -= m1.col(0).adjoint() * m1;
     55   m2.row(0).noalias() -= m1.col(0).adjoint() * m1.adjoint();
     56   VERIFY_IS_APPROX(m2,m2);
     57 
     58   m2.col(0).noalias() = m1.template triangularView<Upper>() * m1.col(0);
     59   m2.col(0).noalias() -= m1.adjoint().template triangularView<Upper>() * m1.col(0);
     60   m2.col(0).noalias() -= m1.template triangularView<Upper>() * m1.row(0).adjoint();
     61   m2.col(0).noalias() -= m1.adjoint().template triangularView<Upper>() * m1.row(0).adjoint();
     62 
     63   m2.row(0).noalias() = m1.row(0) * m1.template triangularView<Upper>();
     64   m2.row(0).noalias() -= m1.row(0) * m1.adjoint().template triangularView<Upper>();
     65   m2.row(0).noalias() -= m1.col(0).adjoint() * m1.template triangularView<Upper>();
     66   m2.row(0).noalias() -= m1.col(0).adjoint() * m1.adjoint().template triangularView<Upper>();
     67   VERIFY_IS_APPROX(m2,m2);
     68 
     69   m2.col(0).noalias() = m1.template selfadjointView<Upper>() * m1.col(0);
     70   m2.col(0).noalias() -= m1.adjoint().template selfadjointView<Upper>() * m1.col(0);
     71   m2.col(0).noalias() -= m1.template selfadjointView<Upper>() * m1.row(0).adjoint();
     72   m2.col(0).noalias() -= m1.adjoint().template selfadjointView<Upper>() * m1.row(0).adjoint();
     73 
     74   m2.row(0).noalias() = m1.row(0) * m1.template selfadjointView<Upper>();
     75   m2.row(0).noalias() -= m1.row(0) * m1.adjoint().template selfadjointView<Upper>();
     76   m2.row(0).noalias() -= m1.col(0).adjoint() * m1.template selfadjointView<Upper>();
     77   m2.row(0).noalias() -= m1.col(0).adjoint() * m1.adjoint().template selfadjointView<Upper>();
     78   VERIFY_IS_APPROX(m2,m2);
     79 
     80   m2.template selfadjointView<Lower>().rankUpdate(m1.col(0),-1);
     81   m2.template selfadjointView<Upper>().rankUpdate(m1.row(0),-1);
     82   m2.template selfadjointView<Lower>().rankUpdate(m1.col(0), m1.col(0)); // rank-2
     83 
     84   // The following fancy matrix-matrix products are not safe yet regarding static allocation
     85   m2.template selfadjointView<Lower>().rankUpdate(m1);
     86   m2 += m2.template triangularView<Upper>() * m1;
     87   m2.template triangularView<Upper>() = m2 * m2;
     88   m1 += m1.template selfadjointView<Lower>() * m2;
     89   VERIFY_IS_APPROX(m2,m2);
     90 }
     91 
     92 template<typename Scalar>
     93 void ctms_decompositions()
     94 {
     95   const int maxSize = 16;
     96   const int size    = 12;
     97 
     98   typedef Eigen::Matrix<Scalar,
     99                         Eigen::Dynamic, Eigen::Dynamic,
    100                         0,
    101                         maxSize, maxSize> Matrix;
    102 
    103   typedef Eigen::Matrix<Scalar,
    104                         Eigen::Dynamic, 1,
    105                         0,
    106                         maxSize, 1> Vector;
    107 
    108   typedef Eigen::Matrix<std::complex<Scalar>,
    109                         Eigen::Dynamic, Eigen::Dynamic,
    110                         0,
    111                         maxSize, maxSize> ComplexMatrix;
    112 
    113   const Matrix A(Matrix::Random(size, size)), B(Matrix::Random(size, size));
    114   Matrix X(size,size);
    115   const ComplexMatrix complexA(ComplexMatrix::Random(size, size));
    116   const Matrix saA = A.adjoint() * A;
    117   const Vector b(Vector::Random(size));
    118   Vector x(size);
    119 
    120   // Cholesky module
    121   Eigen::LLT<Matrix>  LLT;  LLT.compute(A);
    122   X = LLT.solve(B);
    123   x = LLT.solve(b);
    124   Eigen::LDLT<Matrix> LDLT; LDLT.compute(A);
    125   X = LDLT.solve(B);
    126   x = LDLT.solve(b);
    127 
    128   // Eigenvalues module
    129   Eigen::HessenbergDecomposition<ComplexMatrix> hessDecomp;        hessDecomp.compute(complexA);
    130   Eigen::ComplexSchur<ComplexMatrix>            cSchur(size);      cSchur.compute(complexA);
    131   Eigen::ComplexEigenSolver<ComplexMatrix>      cEigSolver;        cEigSolver.compute(complexA);
    132   Eigen::EigenSolver<Matrix>                    eigSolver;         eigSolver.compute(A);
    133   Eigen::SelfAdjointEigenSolver<Matrix>         saEigSolver(size); saEigSolver.compute(saA);
    134   Eigen::Tridiagonalization<Matrix>             tridiag;           tridiag.compute(saA);
    135 
    136   // LU module
    137   Eigen::PartialPivLU<Matrix> ppLU; ppLU.compute(A);
    138   X = ppLU.solve(B);
    139   x = ppLU.solve(b);
    140   Eigen::FullPivLU<Matrix>    fpLU; fpLU.compute(A);
    141   X = fpLU.solve(B);
    142   x = fpLU.solve(b);
    143 
    144   // QR module
    145   Eigen::HouseholderQR<Matrix>        hQR;  hQR.compute(A);
    146   X = hQR.solve(B);
    147   x = hQR.solve(b);
    148   Eigen::ColPivHouseholderQR<Matrix>  cpQR; cpQR.compute(A);
    149   X = cpQR.solve(B);
    150   x = cpQR.solve(b);
    151   Eigen::FullPivHouseholderQR<Matrix> fpQR; fpQR.compute(A);
    152   // FIXME X = fpQR.solve(B);
    153   x = fpQR.solve(b);
    154 
    155   // SVD module
    156   Eigen::JacobiSVD<Matrix> jSVD; jSVD.compute(A, ComputeFullU | ComputeFullV);
    157 }
    158 
    159 void test_zerosized() {
    160   // default constructors:
    161   Eigen::MatrixXd A;
    162   Eigen::VectorXd v;
    163   // explicit zero-sized:
    164   Eigen::ArrayXXd A0(0,0);
    165   Eigen::ArrayXd v0(0);
    166 
    167   // assigning empty objects to each other:
    168   A=A0;
    169   v=v0;
    170 }
    171 
    172 template<typename MatrixType> void test_reference(const MatrixType& m) {
    173   typedef typename MatrixType::Scalar Scalar;
    174   enum { Flag          =  MatrixType::IsRowMajor ? Eigen::RowMajor : Eigen::ColMajor};
    175   enum { TransposeFlag = !MatrixType::IsRowMajor ? Eigen::RowMajor : Eigen::ColMajor};
    176   typename MatrixType::Index rows = m.rows(), cols=m.cols();
    177   typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic, Flag         > MatrixX;
    178   typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic, TransposeFlag> MatrixXT;
    179   // Dynamic reference:
    180   typedef Eigen::Ref<const MatrixX  > Ref;
    181   typedef Eigen::Ref<const MatrixXT > RefT;
    182 
    183   Ref r1(m);
    184   Ref r2(m.block(rows/3, cols/4, rows/2, cols/2));
    185   RefT r3(m.transpose());
    186   RefT r4(m.topLeftCorner(rows/2, cols/2).transpose());
    187 
    188   VERIFY_RAISES_ASSERT(RefT r5(m));
    189   VERIFY_RAISES_ASSERT(Ref r6(m.transpose()));
    190   VERIFY_RAISES_ASSERT(Ref r7(Scalar(2) * m));
    191 
    192   // Copy constructors shall also never malloc
    193   Ref r8 = r1;
    194   RefT r9 = r3;
    195 
    196   // Initializing from a compatible Ref shall also never malloc
    197   Eigen::Ref<const MatrixX, Unaligned, Stride<Dynamic, Dynamic> > r10=r8, r11=m;
    198 
    199   // Initializing from an incompatible Ref will malloc:
    200   typedef Eigen::Ref<const MatrixX, Aligned> RefAligned;
    201   VERIFY_RAISES_ASSERT(RefAligned r12=r10);
    202   VERIFY_RAISES_ASSERT(Ref r13=r10); // r10 has more dynamic strides
    203 
    204 }
    205 
    206 void test_nomalloc()
    207 {
    208   // create some dynamic objects
    209   Eigen::MatrixXd M1 = MatrixXd::Random(3,3);
    210   Ref<const MatrixXd> R1 = 2.0*M1; // Ref requires temporary
    211 
    212   // from here on prohibit malloc:
    213   Eigen::internal::set_is_malloc_allowed(false);
    214 
    215   // check that our operator new is indeed called:
    216   VERIFY_RAISES_ASSERT(MatrixXd dummy(MatrixXd::Random(3,3)));
    217   CALL_SUBTEST_1(nomalloc(Matrix<float, 1, 1>()) );
    218   CALL_SUBTEST_2(nomalloc(Matrix4d()) );
    219   CALL_SUBTEST_3(nomalloc(Matrix<float,32,32>()) );
    220 
    221   // Check decomposition modules with dynamic matrices that have a known compile-time max size (ctms)
    222   CALL_SUBTEST_4(ctms_decompositions<float>());
    223 
    224   CALL_SUBTEST_5(test_zerosized());
    225 
    226   CALL_SUBTEST_6(test_reference(Matrix<float,32,32>()));
    227   CALL_SUBTEST_7(test_reference(R1));
    228   CALL_SUBTEST_8(Ref<MatrixXd> R2 = M1.topRows<2>(); test_reference(R2));
    229 }
    230