ground/gcs/src/libs/eigen/test/hessenberg.cpp

   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@inria.fr>
   5 // Copyright (C) 2010 Jitse Niesen <jitse@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 }