1 // This file is part of Eigen, a lightweight C++ template library 2 // for linear algebra. 3 // 4 // Copyright (C) 2008-2014 Gael Guennebaud <gael.guennebaud (at) inria.fr> 5 // Copyright (C) 2009 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 #define EIGEN_RUNTIME_NO_MALLOC 14 #include "main.h" 15 #include <Eigen/SVD> 16 17 #define SVD_DEFAULT(M) JacobiSVD<M> 18 #define SVD_FOR_MIN_NORM(M) JacobiSVD<M,ColPivHouseholderQRPreconditioner> 19 #include "svd_common.h" 20 21 // Check all variants of JacobiSVD 22 template<typename MatrixType> 23 void jacobisvd(const MatrixType& a = MatrixType(), bool pickrandom = true) 24 { 25 MatrixType m = a; 26 if(pickrandom) 27 svd_fill_random(m); 28 29 CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> >(m, true) )); // check full only 30 CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner> >(m, false) )); 31 CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, HouseholderQRPreconditioner> >(m, false) )); 32 if(m.rows()==m.cols()) 33 CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, NoQRPreconditioner> >(m, false) )); 34 } 35 36 template<typename MatrixType> void jacobisvd_verify_assert(const MatrixType& m) 37 { 38 svd_verify_assert<JacobiSVD<MatrixType> >(m); 39 typedef typename MatrixType::Index Index; 40 Index rows = m.rows(); 41 Index cols = m.cols(); 42 43 enum { 44 ColsAtCompileTime = MatrixType::ColsAtCompileTime 45 }; 46 47 48 MatrixType a = MatrixType::Zero(rows, cols); 49 a.setZero(); 50 51 if (ColsAtCompileTime == Dynamic) 52 { 53 JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> svd_fullqr; 54 VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeFullU|ComputeThinV)) 55 VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeThinV)) 56 VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeFullV)) 57 } 58 } 59 60 template<typename MatrixType> 61 void jacobisvd_method() 62 { 63 enum { Size = MatrixType::RowsAtCompileTime }; 64 typedef typename MatrixType::RealScalar RealScalar; 65 typedef Matrix<RealScalar, Size, 1> RealVecType; 66 MatrixType m = MatrixType::Identity(); 67 VERIFY_IS_APPROX(m.jacobiSvd().singularValues(), RealVecType::Ones()); 68 VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixU()); 69 VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixV()); 70 VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).solve(m), m); 71 } 72 73 void test_jacobisvd() 74 { 75 CALL_SUBTEST_3(( jacobisvd_verify_assert(Matrix3f()) )); 76 CALL_SUBTEST_4(( jacobisvd_verify_assert(Matrix4d()) )); 77 CALL_SUBTEST_7(( jacobisvd_verify_assert(MatrixXf(10,12)) )); 78 CALL_SUBTEST_8(( jacobisvd_verify_assert(MatrixXcd(7,5)) )); 79 80 CALL_SUBTEST_11(svd_all_trivial_2x2(jacobisvd<Matrix2cd>)); 81 CALL_SUBTEST_12(svd_all_trivial_2x2(jacobisvd<Matrix2d>)); 82 83 for(int i = 0; i < g_repeat; i++) { 84 CALL_SUBTEST_3(( jacobisvd<Matrix3f>() )); 85 CALL_SUBTEST_4(( jacobisvd<Matrix4d>() )); 86 CALL_SUBTEST_5(( jacobisvd<Matrix<float,3,5> >() )); 87 CALL_SUBTEST_6(( jacobisvd<Matrix<double,Dynamic,2> >(Matrix<double,Dynamic,2>(10,2)) )); 88 89 int r = internal::random<int>(1, 30), 90 c = internal::random<int>(1, 30); 91 92 TEST_SET_BUT_UNUSED_VARIABLE(r) 93 TEST_SET_BUT_UNUSED_VARIABLE(c) 94 95 CALL_SUBTEST_10(( jacobisvd<MatrixXd>(MatrixXd(r,c)) )); 96 CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(r,c)) )); 97 CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(r,c)) )); 98 (void) r; 99 (void) c; 100 101 // Test on inf/nan matrix 102 CALL_SUBTEST_7( (svd_inf_nan<JacobiSVD<MatrixXf>, MatrixXf>()) ); 103 CALL_SUBTEST_10( (svd_inf_nan<JacobiSVD<MatrixXd>, MatrixXd>()) ); 104 105 // bug1395 test compile-time vectors as input 106 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,6,1>()) )); 107 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,6>()) )); 108 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,Dynamic,1>(r)) )); 109 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,Dynamic>(c)) )); 110 } 111 112 CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) )); 113 CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3))) )); 114 115 // test matrixbase method 116 CALL_SUBTEST_1(( jacobisvd_method<Matrix2cd>() )); 117 CALL_SUBTEST_3(( jacobisvd_method<Matrix3f>() )); 118 119 // Test problem size constructors 120 CALL_SUBTEST_7( JacobiSVD<MatrixXf>(10,10) ); 121 122 // Check that preallocation avoids subsequent mallocs 123 CALL_SUBTEST_9( svd_preallocate<void>() ); 124 125 CALL_SUBTEST_2( svd_underoverflow<void>() ); 126 } 127
