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

   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@inria.fr>
   5 // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@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 }