cart-elc

Source code for CART-ELC
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kronecker_product.cpp (9075B)


      1 // This file is part of Eigen, a lightweight C++ template library
      2 // for linear algebra.
      3 //
      4 // Copyright (C) 2011 Kolja Brix <brix@igpm.rwth-aachen.de>
      5 // Copyright (C) 2011 Andreas Platen <andiplaten@gmx.de>
      6 // Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
      7 //
      8 // This Source Code Form is subject to the terms of the Mozilla
      9 // Public License v. 2.0. If a copy of the MPL was not distributed
     10 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
     11 
     12 
     13 #ifdef EIGEN_TEST_PART_1
     14 
     15 #include "sparse.h"
     16 #include <Eigen/SparseExtra>
     17 #include <Eigen/KroneckerProduct>
     18 
     19 template<typename MatrixType>
     20 void check_dimension(const MatrixType& ab, const int rows,  const int cols)
     21 {
     22   VERIFY_IS_EQUAL(ab.rows(), rows);
     23   VERIFY_IS_EQUAL(ab.cols(), cols);
     24 }
     25 
     26 
     27 template<typename MatrixType>
     28 void check_kronecker_product(const MatrixType& ab)
     29 {
     30   VERIFY_IS_EQUAL(ab.rows(), 6);
     31   VERIFY_IS_EQUAL(ab.cols(), 6);
     32   VERIFY_IS_EQUAL(ab.nonZeros(),  36);
     33   VERIFY_IS_APPROX(ab.coeff(0,0), -0.4017367630386106);
     34   VERIFY_IS_APPROX(ab.coeff(0,1),  0.1056863433932735);
     35   VERIFY_IS_APPROX(ab.coeff(0,2), -0.7255206194554212);
     36   VERIFY_IS_APPROX(ab.coeff(0,3),  0.1908653336744706);
     37   VERIFY_IS_APPROX(ab.coeff(0,4),  0.350864567234111);
     38   VERIFY_IS_APPROX(ab.coeff(0,5), -0.0923032108308013);
     39   VERIFY_IS_APPROX(ab.coeff(1,0),  0.415417514804677);
     40   VERIFY_IS_APPROX(ab.coeff(1,1), -0.2369227701722048);
     41   VERIFY_IS_APPROX(ab.coeff(1,2),  0.7502275131458511);
     42   VERIFY_IS_APPROX(ab.coeff(1,3), -0.4278731019742696);
     43   VERIFY_IS_APPROX(ab.coeff(1,4), -0.3628129162264507);
     44   VERIFY_IS_APPROX(ab.coeff(1,5),  0.2069210808481275);
     45   VERIFY_IS_APPROX(ab.coeff(2,0),  0.05465890160863986);
     46   VERIFY_IS_APPROX(ab.coeff(2,1), -0.2634092511419858);
     47   VERIFY_IS_APPROX(ab.coeff(2,2),  0.09871180285793758);
     48   VERIFY_IS_APPROX(ab.coeff(2,3), -0.4757066334017702);
     49   VERIFY_IS_APPROX(ab.coeff(2,4), -0.04773740823058334);
     50   VERIFY_IS_APPROX(ab.coeff(2,5),  0.2300535609645254);
     51   VERIFY_IS_APPROX(ab.coeff(3,0), -0.8172945853260133);
     52   VERIFY_IS_APPROX(ab.coeff(3,1),  0.2150086428359221);
     53   VERIFY_IS_APPROX(ab.coeff(3,2),  0.5825113847292743);
     54   VERIFY_IS_APPROX(ab.coeff(3,3), -0.1532433770097174);
     55   VERIFY_IS_APPROX(ab.coeff(3,4), -0.329383387282399);
     56   VERIFY_IS_APPROX(ab.coeff(3,5),  0.08665207912033064);
     57   VERIFY_IS_APPROX(ab.coeff(4,0),  0.8451267514863225);
     58   VERIFY_IS_APPROX(ab.coeff(4,1), -0.481996458918977);
     59   VERIFY_IS_APPROX(ab.coeff(4,2), -0.6023482390791535);
     60   VERIFY_IS_APPROX(ab.coeff(4,3),  0.3435339347164565);
     61   VERIFY_IS_APPROX(ab.coeff(4,4),  0.3406002157428891);
     62   VERIFY_IS_APPROX(ab.coeff(4,5), -0.1942526344200915);
     63   VERIFY_IS_APPROX(ab.coeff(5,0),  0.1111982482925399);
     64   VERIFY_IS_APPROX(ab.coeff(5,1), -0.5358806424754169);
     65   VERIFY_IS_APPROX(ab.coeff(5,2), -0.07925446559335647);
     66   VERIFY_IS_APPROX(ab.coeff(5,3),  0.3819388757769038);
     67   VERIFY_IS_APPROX(ab.coeff(5,4),  0.04481475387219876);
     68   VERIFY_IS_APPROX(ab.coeff(5,5), -0.2159688616158057);
     69 }
     70 
     71 
     72 template<typename MatrixType>
     73 void check_sparse_kronecker_product(const MatrixType& ab)
     74 {
     75   VERIFY_IS_EQUAL(ab.rows(), 12);
     76   VERIFY_IS_EQUAL(ab.cols(), 10);
     77   VERIFY_IS_EQUAL(ab.nonZeros(), 3*2);
     78   VERIFY_IS_APPROX(ab.coeff(3,0), -0.04);
     79   VERIFY_IS_APPROX(ab.coeff(5,1),  0.05);
     80   VERIFY_IS_APPROX(ab.coeff(0,6), -0.08);
     81   VERIFY_IS_APPROX(ab.coeff(2,7),  0.10);
     82   VERIFY_IS_APPROX(ab.coeff(6,8),  0.12);
     83   VERIFY_IS_APPROX(ab.coeff(8,9), -0.15);
     84 }
     85 
     86 
     87 EIGEN_DECLARE_TEST(kronecker_product)
     88 {
     89   // DM = dense matrix; SM = sparse matrix
     90 
     91   Matrix<double, 2, 3> DM_a;
     92   SparseMatrix<double> SM_a(2,3);
     93   SM_a.insert(0,0) = DM_a.coeffRef(0,0) = -0.4461540300782201;
     94   SM_a.insert(0,1) = DM_a.coeffRef(0,1) = -0.8057364375283049;
     95   SM_a.insert(0,2) = DM_a.coeffRef(0,2) =  0.3896572459516341;
     96   SM_a.insert(1,0) = DM_a.coeffRef(1,0) = -0.9076572187376921;
     97   SM_a.insert(1,1) = DM_a.coeffRef(1,1) =  0.6469156566545853;
     98   SM_a.insert(1,2) = DM_a.coeffRef(1,2) = -0.3658010398782789;
     99 
    100   MatrixXd             DM_b(3,2);
    101   SparseMatrix<double> SM_b(3,2);
    102   SM_b.insert(0,0) = DM_b.coeffRef(0,0) =  0.9004440976767099;
    103   SM_b.insert(0,1) = DM_b.coeffRef(0,1) = -0.2368830858139832;
    104   SM_b.insert(1,0) = DM_b.coeffRef(1,0) = -0.9311078389941825;
    105   SM_b.insert(1,1) = DM_b.coeffRef(1,1) =  0.5310335762980047;
    106   SM_b.insert(2,0) = DM_b.coeffRef(2,0) = -0.1225112806872035;
    107   SM_b.insert(2,1) = DM_b.coeffRef(2,1) =  0.5903998022741264;
    108 
    109   SparseMatrix<double,RowMajor> SM_row_a(SM_a), SM_row_b(SM_b);
    110 
    111   // test DM_fixedSize = kroneckerProduct(DM_block,DM)
    112   Matrix<double, 6, 6> DM_fix_ab = kroneckerProduct(DM_a.topLeftCorner<2,3>(),DM_b);
    113 
    114   CALL_SUBTEST(check_kronecker_product(DM_fix_ab));
    115   CALL_SUBTEST(check_kronecker_product(kroneckerProduct(DM_a.topLeftCorner<2,3>(),DM_b)));
    116 
    117   for(int i=0;i<DM_fix_ab.rows();++i)
    118     for(int j=0;j<DM_fix_ab.cols();++j)
    119        VERIFY_IS_APPROX(kroneckerProduct(DM_a,DM_b).coeff(i,j), DM_fix_ab(i,j));
    120 
    121   // test DM_block = kroneckerProduct(DM,DM)
    122   MatrixXd DM_block_ab(10,15);
    123   DM_block_ab.block<6,6>(2,5) = kroneckerProduct(DM_a,DM_b);
    124   CALL_SUBTEST(check_kronecker_product(DM_block_ab.block<6,6>(2,5)));
    125 
    126   // test DM = kroneckerProduct(DM,DM)
    127   MatrixXd DM_ab = kroneckerProduct(DM_a,DM_b);
    128   CALL_SUBTEST(check_kronecker_product(DM_ab));
    129   CALL_SUBTEST(check_kronecker_product(kroneckerProduct(DM_a,DM_b)));
    130 
    131   // test SM = kroneckerProduct(SM,DM)
    132   SparseMatrix<double> SM_ab = kroneckerProduct(SM_a,DM_b);
    133   CALL_SUBTEST(check_kronecker_product(SM_ab));
    134   SparseMatrix<double,RowMajor> SM_ab2 = kroneckerProduct(SM_a,DM_b);
    135   CALL_SUBTEST(check_kronecker_product(SM_ab2));
    136   CALL_SUBTEST(check_kronecker_product(kroneckerProduct(SM_a,DM_b)));
    137 
    138   // test SM = kroneckerProduct(DM,SM)
    139   SM_ab.setZero();
    140   SM_ab.insert(0,0)=37.0;
    141   SM_ab = kroneckerProduct(DM_a,SM_b);
    142   CALL_SUBTEST(check_kronecker_product(SM_ab));
    143   SM_ab2.setZero();
    144   SM_ab2.insert(0,0)=37.0;
    145   SM_ab2 = kroneckerProduct(DM_a,SM_b);
    146   CALL_SUBTEST(check_kronecker_product(SM_ab2));
    147   CALL_SUBTEST(check_kronecker_product(kroneckerProduct(DM_a,SM_b)));
    148 
    149   // test SM = kroneckerProduct(SM,SM)
    150   SM_ab.resize(2,33);
    151   SM_ab.insert(0,0)=37.0;
    152   SM_ab = kroneckerProduct(SM_a,SM_b);
    153   CALL_SUBTEST(check_kronecker_product(SM_ab));
    154   SM_ab2.resize(5,11);
    155   SM_ab2.insert(0,0)=37.0;
    156   SM_ab2 = kroneckerProduct(SM_a,SM_b);
    157   CALL_SUBTEST(check_kronecker_product(SM_ab2));
    158   CALL_SUBTEST(check_kronecker_product(kroneckerProduct(SM_a,SM_b)));
    159 
    160   // test SM = kroneckerProduct(SM,SM) with sparse pattern
    161   SM_a.resize(4,5);
    162   SM_b.resize(3,2);
    163   SM_a.resizeNonZeros(0);
    164   SM_b.resizeNonZeros(0);
    165   SM_a.insert(1,0) = -0.1;
    166   SM_a.insert(0,3) = -0.2;
    167   SM_a.insert(2,4) =  0.3;
    168   SM_a.finalize();
    169 
    170   SM_b.insert(0,0) =  0.4;
    171   SM_b.insert(2,1) = -0.5;
    172   SM_b.finalize();
    173   SM_ab.resize(1,1);
    174   SM_ab.insert(0,0)=37.0;
    175   SM_ab = kroneckerProduct(SM_a,SM_b);
    176   CALL_SUBTEST(check_sparse_kronecker_product(SM_ab));
    177 
    178   // test dimension of result of DM = kroneckerProduct(DM,DM)
    179   MatrixXd DM_a2(2,1);
    180   MatrixXd DM_b2(5,4);
    181   MatrixXd DM_ab2 = kroneckerProduct(DM_a2,DM_b2);
    182   CALL_SUBTEST(check_dimension(DM_ab2,2*5,1*4));
    183   DM_a2.resize(10,9);
    184   DM_b2.resize(4,8);
    185   DM_ab2 = kroneckerProduct(DM_a2,DM_b2);
    186   CALL_SUBTEST(check_dimension(DM_ab2,10*4,9*8));
    187 
    188   for(int i = 0; i < g_repeat; i++)
    189   {
    190     double density = Eigen::internal::random<double>(0.01,0.5);
    191     int ra = Eigen::internal::random<int>(1,50);
    192     int ca = Eigen::internal::random<int>(1,50);
    193     int rb = Eigen::internal::random<int>(1,50);
    194     int cb = Eigen::internal::random<int>(1,50);
    195     SparseMatrix<float,ColMajor> sA(ra,ca), sB(rb,cb), sC;
    196     SparseMatrix<float,RowMajor> sC2;
    197     MatrixXf dA(ra,ca), dB(rb,cb), dC;
    198     initSparse(density, dA, sA);
    199     initSparse(density, dB, sB);
    200 
    201     sC = kroneckerProduct(sA,sB);
    202     dC = kroneckerProduct(dA,dB);
    203     VERIFY_IS_APPROX(MatrixXf(sC),dC);
    204 
    205     sC = kroneckerProduct(sA.transpose(),sB);
    206     dC = kroneckerProduct(dA.transpose(),dB);
    207     VERIFY_IS_APPROX(MatrixXf(sC),dC);
    208 
    209     sC = kroneckerProduct(sA.transpose(),sB.transpose());
    210     dC = kroneckerProduct(dA.transpose(),dB.transpose());
    211     VERIFY_IS_APPROX(MatrixXf(sC),dC);
    212 
    213     sC = kroneckerProduct(sA,sB.transpose());
    214     dC = kroneckerProduct(dA,dB.transpose());
    215     VERIFY_IS_APPROX(MatrixXf(sC),dC);
    216 
    217     sC2 = kroneckerProduct(sA,sB);
    218     dC = kroneckerProduct(dA,dB);
    219     VERIFY_IS_APPROX(MatrixXf(sC2),dC);
    220 
    221     sC2 = kroneckerProduct(dA,sB);
    222     dC = kroneckerProduct(dA,dB);
    223     VERIFY_IS_APPROX(MatrixXf(sC2),dC);
    224 
    225     sC2 = kroneckerProduct(sA,dB);
    226     dC = kroneckerProduct(dA,dB);
    227     VERIFY_IS_APPROX(MatrixXf(sC2),dC);
    228 
    229     sC2 = kroneckerProduct(2*sA,sB);
    230     dC = kroneckerProduct(2*dA,dB);
    231     VERIFY_IS_APPROX(MatrixXf(sC2),dC);
    232   }
    233 }
    234 
    235 #endif
    236 
    237 #ifdef EIGEN_TEST_PART_2
    238 
    239 // simply check that for a dense kronecker product, sparse module is not needed
    240 #include "main.h"
    241 #include <Eigen/KroneckerProduct>
    242 
    243 EIGEN_DECLARE_TEST(kronecker_product)
    244 {
    245   MatrixXd a(2,2), b(3,3), c;
    246   a.setRandom();
    247   b.setRandom();
    248   c = kroneckerProduct(a,b);
    249   VERIFY_IS_APPROX(c.block(3,3,3,3), a(1,1)*b);
    250 }
    251 
    252 #endif