inverse.cpp (4701B)
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@inria.fr> 5 // Copyright (C) 2008 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 #include "main.h" 12 #include <Eigen/LU> 13 14 template<typename MatrixType> 15 void inverse_for_fixed_size(const MatrixType&, typename internal::enable_if<MatrixType::SizeAtCompileTime==Dynamic>::type* = 0) 16 { 17 } 18 19 template<typename MatrixType> 20 void inverse_for_fixed_size(const MatrixType& m1, typename internal::enable_if<MatrixType::SizeAtCompileTime!=Dynamic>::type* = 0) 21 { 22 using std::abs; 23 24 MatrixType m2, identity = MatrixType::Identity(); 25 26 typedef typename MatrixType::Scalar Scalar; 27 typedef typename NumTraits<Scalar>::Real RealScalar; 28 typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> VectorType; 29 30 //computeInverseAndDetWithCheck tests 31 //First: an invertible matrix 32 bool invertible; 33 Scalar det; 34 35 m2.setZero(); 36 m1.computeInverseAndDetWithCheck(m2, det, invertible); 37 VERIFY(invertible); 38 VERIFY_IS_APPROX(identity, m1*m2); 39 VERIFY_IS_APPROX(det, m1.determinant()); 40 41 m2.setZero(); 42 m1.computeInverseWithCheck(m2, invertible); 43 VERIFY(invertible); 44 VERIFY_IS_APPROX(identity, m1*m2); 45 46 //Second: a rank one matrix (not invertible, except for 1x1 matrices) 47 VectorType v3 = VectorType::Random(); 48 MatrixType m3 = v3*v3.transpose(), m4; 49 m3.computeInverseAndDetWithCheck(m4, det, invertible); 50 VERIFY( m1.rows()==1 ? invertible : !invertible ); 51 VERIFY_IS_MUCH_SMALLER_THAN(abs(det-m3.determinant()), RealScalar(1)); 52 m3.computeInverseWithCheck(m4, invertible); 53 VERIFY( m1.rows()==1 ? invertible : !invertible ); 54 55 // check with submatrices 56 { 57 Matrix<Scalar, MatrixType::RowsAtCompileTime+1, MatrixType::RowsAtCompileTime+1, MatrixType::Options> m5; 58 m5.setRandom(); 59 m5.topLeftCorner(m1.rows(),m1.rows()) = m1; 60 m2 = m5.template topLeftCorner<MatrixType::RowsAtCompileTime,MatrixType::ColsAtCompileTime>().inverse(); 61 VERIFY_IS_APPROX( (m5.template topLeftCorner<MatrixType::RowsAtCompileTime,MatrixType::ColsAtCompileTime>()), m2.inverse() ); 62 } 63 } 64 65 template<typename MatrixType> void inverse(const MatrixType& m) 66 { 67 /* this test covers the following files: 68 Inverse.h 69 */ 70 Index rows = m.rows(); 71 Index cols = m.cols(); 72 73 typedef typename MatrixType::Scalar Scalar; 74 75 MatrixType m1(rows, cols), 76 m2(rows, cols), 77 identity = MatrixType::Identity(rows, rows); 78 createRandomPIMatrixOfRank(rows,rows,rows,m1); 79 m2 = m1.inverse(); 80 VERIFY_IS_APPROX(m1, m2.inverse() ); 81 82 VERIFY_IS_APPROX((Scalar(2)*m2).inverse(), m2.inverse()*Scalar(0.5)); 83 84 VERIFY_IS_APPROX(identity, m1.inverse() * m1 ); 85 VERIFY_IS_APPROX(identity, m1 * m1.inverse() ); 86 87 VERIFY_IS_APPROX(m1, m1.inverse().inverse() ); 88 89 // since for the general case we implement separately row-major and col-major, test that 90 VERIFY_IS_APPROX(MatrixType(m1.transpose().inverse()), MatrixType(m1.inverse().transpose())); 91 92 inverse_for_fixed_size(m1); 93 94 // check in-place inversion 95 if(MatrixType::RowsAtCompileTime>=2 && MatrixType::RowsAtCompileTime<=4) 96 { 97 // in-place is forbidden 98 VERIFY_RAISES_ASSERT(m1 = m1.inverse()); 99 } 100 else 101 { 102 m2 = m1.inverse(); 103 m1 = m1.inverse(); 104 VERIFY_IS_APPROX(m1,m2); 105 } 106 } 107 108 template<typename Scalar> 109 void inverse_zerosized() 110 { 111 Matrix<Scalar,Dynamic,Dynamic> A(0,0); 112 { 113 Matrix<Scalar,0,1> b, x; 114 x = A.inverse() * b; 115 } 116 { 117 Matrix<Scalar,Dynamic,Dynamic> b(0,1), x; 118 x = A.inverse() * b; 119 VERIFY_IS_EQUAL(x.rows(), 0); 120 VERIFY_IS_EQUAL(x.cols(), 1); 121 } 122 } 123 124 EIGEN_DECLARE_TEST(inverse) 125 { 126 int s = 0; 127 for(int i = 0; i < g_repeat; i++) { 128 CALL_SUBTEST_1( inverse(Matrix<double,1,1>()) ); 129 CALL_SUBTEST_2( inverse(Matrix2d()) ); 130 CALL_SUBTEST_3( inverse(Matrix3f()) ); 131 CALL_SUBTEST_4( inverse(Matrix4f()) ); 132 CALL_SUBTEST_4( inverse(Matrix<float,4,4,DontAlign>()) ); 133 134 s = internal::random<int>(50,320); 135 CALL_SUBTEST_5( inverse(MatrixXf(s,s)) ); 136 TEST_SET_BUT_UNUSED_VARIABLE(s) 137 CALL_SUBTEST_5( inverse_zerosized<float>() ); 138 CALL_SUBTEST_5( inverse(MatrixXf(0, 0)) ); 139 CALL_SUBTEST_5( inverse(MatrixXf(1, 1)) ); 140 141 s = internal::random<int>(25,100); 142 CALL_SUBTEST_6( inverse(MatrixXcd(s,s)) ); 143 TEST_SET_BUT_UNUSED_VARIABLE(s) 144 145 CALL_SUBTEST_7( inverse(Matrix4d()) ); 146 CALL_SUBTEST_7( inverse(Matrix<double,4,4,DontAlign>()) ); 147 148 CALL_SUBTEST_8( inverse(Matrix4cd()) ); 149 } 150 }