diff --git a/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h b/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h index fc8ecaa6f..a6bbdac6b 100644 --- a/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h +++ b/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h @@ -605,7 +605,6 @@ template struct direct_selfadjoint_eigenvalues::epsilon(); - safeNorm2 *= safeNorm2; if((eivals(2)-eivals(0))<=Eigen::NumTraits::epsilon()) { eivecs.setIdentity(); @@ -619,7 +618,7 @@ template struct direct_selfadjoint_eigenvalues d1 ? 2 : 0; - d0 = d0 > d1 ? d1 : d0; + d0 = d0 > d1 ? d0 : d1; tmp.diagonal().array () -= eivals(k); VectorType cross; @@ -627,19 +626,25 @@ template struct direct_selfadjoint_eigenvaluessafeNorm2) + { eivecs.col(k) = cross / sqrt(n); + } else { n = (cross = tmp.row(0).cross(tmp.row(2))).squaredNorm(); if(n>safeNorm2) + { eivecs.col(k) = cross / sqrt(n); + } else { n = (cross = tmp.row(1).cross(tmp.row(2))).squaredNorm(); if(n>safeNorm2) + { eivecs.col(k) = cross / sqrt(n); + } else { // the input matrix and/or the eigenvaues probably contains some inf/NaN, @@ -659,12 +664,16 @@ template struct direct_selfadjoint_eigenvalues::epsilon()) + { eivecs.col(1) = eivecs.col(k).unitOrthogonal(); + } else { - n = (cross = eivecs.col(k).cross(tmp.row(0).normalized())).squaredNorm(); + n = (cross = eivecs.col(k).cross(tmp.row(0))).squaredNorm(); if(n>safeNorm2) + { eivecs.col(1) = cross / sqrt(n); + } else { n = (cross = eivecs.col(k).cross(tmp.row(1))).squaredNorm(); @@ -678,13 +687,14 @@ template struct direct_selfadjoint_eigenvalues void selfadjointeigensolver(const MatrixType& m) MatrixType a = MatrixType::Random(rows,cols); MatrixType a1 = MatrixType::Random(rows,cols); MatrixType symmA = a.adjoint() * a + a1.adjoint() * a1; + MatrixType symmC = symmA; + + // randomly nullify some rows/columns + { + Index count = 1;//internal::random(-cols,cols); + for(Index k=0; k(0,cols-1); + symmA.row(i).setZero(); + symmA.col(i).setZero(); + } + } + symmA.template triangularView().setZero(); + symmC.template triangularView().setZero(); MatrixType b = MatrixType::Random(rows,cols); MatrixType b1 = MatrixType::Random(rows,cols); @@ -40,7 +54,7 @@ template void selfadjointeigensolver(const MatrixType& m) SelfAdjointEigenSolver eiDirect; eiDirect.computeDirect(symmA); // generalized eigen pb - GeneralizedSelfAdjointEigenSolver eiSymmGen(symmA, symmB); + GeneralizedSelfAdjointEigenSolver eiSymmGen(symmC, symmB); VERIFY_IS_EQUAL(eiSymm.info(), Success); VERIFY((symmA.template selfadjointView() * eiSymm.eigenvectors()).isApprox( @@ -57,27 +71,28 @@ template void selfadjointeigensolver(const MatrixType& m) VERIFY_IS_APPROX(eiSymm.eigenvalues(), eiSymmNoEivecs.eigenvalues()); // generalized eigen problem Ax = lBx - eiSymmGen.compute(symmA, symmB,Ax_lBx); + eiSymmGen.compute(symmC, symmB,Ax_lBx); VERIFY_IS_EQUAL(eiSymmGen.info(), Success); - VERIFY((symmA.template selfadjointView() * eiSymmGen.eigenvectors()).isApprox( + VERIFY((symmC.template selfadjointView() * eiSymmGen.eigenvectors()).isApprox( symmB.template selfadjointView() * (eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal()), largerEps)); // generalized eigen problem BAx = lx - eiSymmGen.compute(symmA, symmB,BAx_lx); + eiSymmGen.compute(symmC, symmB,BAx_lx); VERIFY_IS_EQUAL(eiSymmGen.info(), Success); - VERIFY((symmB.template selfadjointView() * (symmA.template selfadjointView() * eiSymmGen.eigenvectors())).isApprox( + VERIFY((symmB.template selfadjointView() * (symmC.template selfadjointView() * eiSymmGen.eigenvectors())).isApprox( (eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal()), largerEps)); // generalized eigen problem ABx = lx - eiSymmGen.compute(symmA, symmB,ABx_lx); + eiSymmGen.compute(symmC, symmB,ABx_lx); VERIFY_IS_EQUAL(eiSymmGen.info(), Success); - VERIFY((symmA.template selfadjointView() * (symmB.template selfadjointView() * eiSymmGen.eigenvectors())).isApprox( + VERIFY((symmC.template selfadjointView() * (symmB.template selfadjointView() * eiSymmGen.eigenvectors())).isApprox( (eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal()), largerEps)); + eiSymm.compute(symmC); MatrixType sqrtSymmA = eiSymm.operatorSqrt(); - VERIFY_IS_APPROX(MatrixType(symmA.template selfadjointView()), sqrtSymmA*sqrtSymmA); - VERIFY_IS_APPROX(sqrtSymmA, symmA.template selfadjointView()*eiSymm.operatorInverseSqrt()); + VERIFY_IS_APPROX(MatrixType(symmC.template selfadjointView()), sqrtSymmA*sqrtSymmA); + VERIFY_IS_APPROX(sqrtSymmA, symmC.template selfadjointView()*eiSymm.operatorInverseSqrt()); MatrixType id = MatrixType::Identity(rows, cols); VERIFY_IS_APPROX(id.template selfadjointView().operatorNorm(), RealScalar(1)); @@ -95,9 +110,9 @@ template void selfadjointeigensolver(const MatrixType& m) VERIFY_RAISES_ASSERT(eiSymmUninitialized.operatorInverseSqrt()); // test Tridiagonalization's methods - Tridiagonalization tridiag(symmA); + Tridiagonalization tridiag(symmC); // FIXME tridiag.matrixQ().adjoint() does not work - VERIFY_IS_APPROX(MatrixType(symmA.template selfadjointView()), tridiag.matrixQ() * tridiag.matrixT().eval() * MatrixType(tridiag.matrixQ()).adjoint()); + VERIFY_IS_APPROX(MatrixType(symmC.template selfadjointView()), tridiag.matrixQ() * tridiag.matrixT().eval() * MatrixType(tridiag.matrixQ()).adjoint()); // Test computation of eigenvalues from tridiagonal matrix if(rows > 1) @@ -111,8 +126,8 @@ template void selfadjointeigensolver(const MatrixType& m) if (rows > 1) { // Test matrix with NaN - symmA(0,0) = std::numeric_limits::quiet_NaN(); - SelfAdjointEigenSolver eiSymmNaN(symmA); + symmC(0,0) = std::numeric_limits::quiet_NaN(); + SelfAdjointEigenSolver eiSymmNaN(symmC); VERIFY_IS_EQUAL(eiSymmNaN.info(), NoConvergence); } } @@ -122,8 +137,10 @@ void test_eigensolver_selfadjoint() int s = 0; for(int i = 0; i < g_repeat; i++) { // very important to test 3x3 and 2x2 matrices since we provide special paths for them + CALL_SUBTEST_1( selfadjointeigensolver(Matrix2f()) ); CALL_SUBTEST_1( selfadjointeigensolver(Matrix2d()) ); CALL_SUBTEST_1( selfadjointeigensolver(Matrix3f()) ); + CALL_SUBTEST_1( selfadjointeigensolver(Matrix3d()) ); CALL_SUBTEST_2( selfadjointeigensolver(Matrix4d()) ); s = internal::random(1,EIGEN_TEST_MAX_SIZE/4); CALL_SUBTEST_3( selfadjointeigensolver(MatrixXf(s,s)) );