jacobisvd.cpp (5877B)
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 svd_verify_assert<JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> >(m, true); 40 svd_verify_assert<JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner> >(m); 41 svd_verify_assert<JacobiSVD<MatrixType, HouseholderQRPreconditioner> >(m); 42 Index rows = m.rows(); 43 Index cols = m.cols(); 44 45 enum { 46 ColsAtCompileTime = MatrixType::ColsAtCompileTime 47 }; 48 49 50 MatrixType a = MatrixType::Zero(rows, cols); 51 a.setZero(); 52 53 if (ColsAtCompileTime == Dynamic) 54 { 55 JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> svd_fullqr; 56 VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeFullU|ComputeThinV)) 57 VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeThinV)) 58 VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeFullV)) 59 } 60 } 61 62 template<typename MatrixType> 63 void jacobisvd_method() 64 { 65 enum { Size = MatrixType::RowsAtCompileTime }; 66 typedef typename MatrixType::RealScalar RealScalar; 67 typedef Matrix<RealScalar, Size, 1> RealVecType; 68 MatrixType m = MatrixType::Identity(); 69 VERIFY_IS_APPROX(m.jacobiSvd().singularValues(), RealVecType::Ones()); 70 VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixU()); 71 VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixV()); 72 VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).solve(m), m); 73 VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).transpose().solve(m), m); 74 VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).adjoint().solve(m), m); 75 } 76 77 namespace Foo { 78 // older compiler require a default constructor for Bar 79 // cf: https://stackoverflow.com/questions/7411515/ 80 class Bar {public: Bar() {}}; 81 bool operator<(const Bar&, const Bar&) { return true; } 82 } 83 // regression test for a very strange MSVC issue for which simply 84 // including SVDBase.h messes up with std::max and custom scalar type 85 void msvc_workaround() 86 { 87 const Foo::Bar a; 88 const Foo::Bar b; 89 std::max EIGEN_NOT_A_MACRO (a,b); 90 } 91 92 EIGEN_DECLARE_TEST(jacobisvd) 93 { 94 CALL_SUBTEST_3(( jacobisvd_verify_assert(Matrix3f()) )); 95 CALL_SUBTEST_4(( jacobisvd_verify_assert(Matrix4d()) )); 96 CALL_SUBTEST_7(( jacobisvd_verify_assert(MatrixXf(10,12)) )); 97 CALL_SUBTEST_8(( jacobisvd_verify_assert(MatrixXcd(7,5)) )); 98 99 CALL_SUBTEST_11(svd_all_trivial_2x2(jacobisvd<Matrix2cd>)); 100 CALL_SUBTEST_12(svd_all_trivial_2x2(jacobisvd<Matrix2d>)); 101 102 for(int i = 0; i < g_repeat; i++) { 103 CALL_SUBTEST_3(( jacobisvd<Matrix3f>() )); 104 CALL_SUBTEST_4(( jacobisvd<Matrix4d>() )); 105 CALL_SUBTEST_5(( jacobisvd<Matrix<float,3,5> >() )); 106 CALL_SUBTEST_6(( jacobisvd<Matrix<double,Dynamic,2> >(Matrix<double,Dynamic,2>(10,2)) )); 107 108 int r = internal::random<int>(1, 30), 109 c = internal::random<int>(1, 30); 110 111 TEST_SET_BUT_UNUSED_VARIABLE(r) 112 TEST_SET_BUT_UNUSED_VARIABLE(c) 113 114 CALL_SUBTEST_10(( jacobisvd<MatrixXd>(MatrixXd(r,c)) )); 115 CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(r,c)) )); 116 CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(r,c)) )); 117 (void) r; 118 (void) c; 119 120 // Test on inf/nan matrix 121 CALL_SUBTEST_7( (svd_inf_nan<JacobiSVD<MatrixXf>, MatrixXf>()) ); 122 CALL_SUBTEST_10( (svd_inf_nan<JacobiSVD<MatrixXd>, MatrixXd>()) ); 123 124 // bug1395 test compile-time vectors as input 125 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,6,1>()) )); 126 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,6>()) )); 127 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,Dynamic,1>(r)) )); 128 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,Dynamic>(c)) )); 129 } 130 131 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))) )); 132 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))) )); 133 134 // test matrixbase method 135 CALL_SUBTEST_1(( jacobisvd_method<Matrix2cd>() )); 136 CALL_SUBTEST_3(( jacobisvd_method<Matrix3f>() )); 137 138 // Test problem size constructors 139 CALL_SUBTEST_7( JacobiSVD<MatrixXf>(10,10) ); 140 141 // Check that preallocation avoids subsequent mallocs 142 CALL_SUBTEST_9( svd_preallocate<void>() ); 143 144 CALL_SUBTEST_2( svd_underoverflow<void>() ); 145 146 msvc_workaround(); 147 }