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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 Gael Guennebaud <gael.guennebaud (at) inria.fr>
      5 // Copyright (C) 2010 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 <Eigen/Eigenvalues>
     13 
     14 template<typename Scalar,int Size> void hessenberg(int size = Size)
     15 {
     16   typedef Matrix<Scalar,Size,Size> MatrixType;
     17 
     18   // Test basic functionality: A = U H U* and H is Hessenberg
     19   for(int counter = 0; counter < g_repeat; ++counter) {
     20     MatrixType m = MatrixType::Random(size,size);
     21     HessenbergDecomposition<MatrixType> hess(m);
     22     MatrixType Q = hess.matrixQ();
     23     MatrixType H = hess.matrixH();
     24     VERIFY_IS_APPROX(m, Q * H * Q.adjoint());
     25     for(int row = 2; row < size; ++row) {
     26       for(int col = 0; col < row-1; ++col) {
     27 	VERIFY(H(row,col) == (typename MatrixType::Scalar)0);
     28       }
     29     }
     30   }
     31 
     32   // Test whether compute() and constructor returns same result
     33   MatrixType A = MatrixType::Random(size, size);
     34   HessenbergDecomposition<MatrixType> cs1;
     35   cs1.compute(A);
     36   HessenbergDecomposition<MatrixType> cs2(A);
     37   VERIFY_IS_EQUAL(cs1.matrixH().eval(), cs2.matrixH().eval());
     38   MatrixType cs1Q = cs1.matrixQ();
     39   MatrixType cs2Q = cs2.matrixQ();
     40   VERIFY_IS_EQUAL(cs1Q, cs2Q);
     41 
     42   // Test assertions for when used uninitialized
     43   HessenbergDecomposition<MatrixType> hessUninitialized;
     44   VERIFY_RAISES_ASSERT( hessUninitialized.matrixH() );
     45   VERIFY_RAISES_ASSERT( hessUninitialized.matrixQ() );
     46   VERIFY_RAISES_ASSERT( hessUninitialized.householderCoefficients() );
     47   VERIFY_RAISES_ASSERT( hessUninitialized.packedMatrix() );
     48 
     49   // TODO: Add tests for packedMatrix() and householderCoefficients()
     50 }
     51 
     52 void test_hessenberg()
     53 {
     54   CALL_SUBTEST_1(( hessenberg<std::complex<double>,1>() ));
     55   CALL_SUBTEST_2(( hessenberg<std::complex<double>,2>() ));
     56   CALL_SUBTEST_3(( hessenberg<std::complex<float>,4>() ));
     57   CALL_SUBTEST_4(( hessenberg<float,Dynamic>(internal::random<int>(1,EIGEN_TEST_MAX_SIZE)) ));
     58   CALL_SUBTEST_5(( hessenberg<std::complex<double>,Dynamic>(internal::random<int>(1,EIGEN_TEST_MAX_SIZE)) ));
     59 
     60   // Test problem size constructors
     61   CALL_SUBTEST_6(HessenbergDecomposition<MatrixXf>(10));
     62 }
     63