// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2014 Gael Guennebaud // Copyright (C) 2009 Benoit Jacob // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. // discard stack allocation as that too bypasses malloc #define EIGEN_STACK_ALLOCATION_LIMIT 0 #define EIGEN_RUNTIME_NO_MALLOC #include "main.h" #include #define SVD_DEFAULT(M) JacobiSVD #define SVD_FOR_MIN_NORM(M) JacobiSVD #define SVD_STATIC_OPTIONS(M, O) JacobiSVD #include "svd_common.h" template void jacobisvd_method() { enum { Size = MatrixType::RowsAtCompileTime }; typedef typename MatrixType::RealScalar RealScalar; typedef Matrix RealVecType; MatrixType m = MatrixType::Identity(); VERIFY_IS_APPROX(m.jacobiSvd().singularValues(), RealVecType::Ones()); VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixU()); VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixV()); VERIFY_IS_APPROX(m.template jacobiSvd().solve(m), m); VERIFY_IS_APPROX(m.template jacobiSvd().transpose().solve(m), m); VERIFY_IS_APPROX(m.template jacobiSvd().adjoint().solve(m), m); } template void jacobisvd_thin_options(const MatrixType& input = MatrixType()) { MatrixType m(input.rows(), input.cols()); svd_fill_random(m); svd_thin_option_checks(m); svd_thin_option_checks(m); svd_thin_option_checks(m); } template void jacobisvd_full_options(const MatrixType& input = MatrixType()) { MatrixType m(input.rows(), input.cols()); svd_fill_random(m); svd_option_checks_full_only(m); svd_option_checks_full_only(m); svd_option_checks_full_only(m); svd_option_checks_full_only( m); // FullPiv only used when computing full unitaries } template void jacobisvd_verify_assert(const MatrixType& input = MatrixType()) { MatrixType m(input.rows(), input.cols()); svd_fill_random(m); svd_verify_assert(m); svd_verify_assert(m); svd_verify_assert(m); svd_verify_assert_full_only(m); svd_verify_constructor_options_assert>(m); svd_verify_constructor_options_assert>(m); svd_verify_constructor_options_assert>(m); svd_verify_constructor_options_assert>(m); } template void jacobisvd_verify_inputs(const MatrixType& input = MatrixType()) { // check defaults typedef JacobiSVD DefaultSVD; MatrixType m(input.rows(), input.cols()); svd_fill_random(m); DefaultSVD defaultSvd(m); VERIFY((int)DefaultSVD::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner); VERIFY(!defaultSvd.computeU()); VERIFY(!defaultSvd.computeV()); // ColPivHouseholderQR is always default in presence of other options. VERIFY(((int)JacobiSVD::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner)); VERIFY(((int)JacobiSVD::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner)); VERIFY(((int)JacobiSVD::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner)); VERIFY(((int)JacobiSVD::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner)); VERIFY(((int)JacobiSVD::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner)); VERIFY(((int)JacobiSVD::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner)); } namespace Foo { // older compiler require a default constructor for Bar // cf: https://stackoverflow.com/questions/7411515/ class Bar { public: Bar() {} }; bool operator<(const Bar&, const Bar&) { return true; } } // namespace Foo // regression test for a very strange MSVC issue for which simply // including SVDBase.h messes up with std::max and custom scalar type void msvc_workaround() { const Foo::Bar a; const Foo::Bar b; const Foo::Bar c = std::max EIGEN_NOT_A_MACRO(a, b); EIGEN_UNUSED_VARIABLE(c) } EIGEN_DECLARE_TEST(jacobisvd) { CALL_SUBTEST_1((jacobisvd_verify_inputs())); CALL_SUBTEST_2((jacobisvd_verify_inputs(Matrix(5, 6)))); CALL_SUBTEST_3((jacobisvd_verify_inputs, 7, 5>>())); CALL_SUBTEST_4((jacobisvd_verify_assert())); CALL_SUBTEST_5((jacobisvd_verify_assert())); CALL_SUBTEST_6((jacobisvd_verify_assert>())); CALL_SUBTEST_7((jacobisvd_verify_assert>())); CALL_SUBTEST_8((jacobisvd_verify_assert(MatrixXf(10, 12)))); CALL_SUBTEST_9((jacobisvd_verify_assert(MatrixXcd(7, 5)))); CALL_SUBTEST_10(svd_all_trivial_2x2(jacobisvd_thin_options)); CALL_SUBTEST_11(svd_all_trivial_2x2(jacobisvd_thin_options)); for (int i = 0; i < g_repeat; i++) { int r = internal::random(1, 30), c = internal::random(1, 30); TEST_SET_BUT_UNUSED_VARIABLE(r) TEST_SET_BUT_UNUSED_VARIABLE(c) CALL_SUBTEST_12((jacobisvd_thin_options())); CALL_SUBTEST_13((jacobisvd_full_options())); CALL_SUBTEST_14((jacobisvd_thin_options())); CALL_SUBTEST_15((jacobisvd_full_options())); CALL_SUBTEST_16((jacobisvd_thin_options>())); CALL_SUBTEST_17((jacobisvd_full_options>())); CALL_SUBTEST_18((jacobisvd_thin_options>())); CALL_SUBTEST_19((jacobisvd_full_options>())); CALL_SUBTEST_20((jacobisvd_thin_options>())); CALL_SUBTEST_21((jacobisvd_full_options>())); CALL_SUBTEST_22((jacobisvd_thin_options>(Matrix(r, 5)))); CALL_SUBTEST_23((jacobisvd_full_options>(Matrix(r, 5)))); CALL_SUBTEST_24((jacobisvd_thin_options>(Matrix(5, c)))); CALL_SUBTEST_25((jacobisvd_full_options>(Matrix(5, c)))); CALL_SUBTEST_26((jacobisvd_thin_options(MatrixXf(r, c)))); CALL_SUBTEST_27((jacobisvd_full_options(MatrixXf(r, c)))); CALL_SUBTEST_28((jacobisvd_thin_options(MatrixXcd(r, c)))); CALL_SUBTEST_29((jacobisvd_full_options(MatrixXcd(r, c)))); CALL_SUBTEST_30((jacobisvd_thin_options(MatrixXd(r, c)))); CALL_SUBTEST_31((jacobisvd_full_options(MatrixXd(r, c)))); CALL_SUBTEST_32((jacobisvd_thin_options>())); CALL_SUBTEST_33((jacobisvd_full_options>())); CALL_SUBTEST_34((jacobisvd_thin_options>())); CALL_SUBTEST_35((jacobisvd_full_options>())); MatrixXcd noQRTest = MatrixXcd(r, r); svd_fill_random(noQRTest); CALL_SUBTEST_36((svd_thin_option_checks(noQRTest))); CALL_SUBTEST_36((svd_option_checks_full_only(noQRTest))); CALL_SUBTEST_37(( svd_check_max_size_matrix, ColPivHouseholderQRPreconditioner>( r, c))); CALL_SUBTEST_38( (svd_check_max_size_matrix, HouseholderQRPreconditioner>(r, c))); CALL_SUBTEST_39(( svd_check_max_size_matrix, ColPivHouseholderQRPreconditioner>( r, c))); CALL_SUBTEST_40( (svd_check_max_size_matrix, HouseholderQRPreconditioner>(r, c))); // Test on inf/nan matrix CALL_SUBTEST_41((svd_inf_nan())); CALL_SUBTEST_42((svd_inf_nan())); CALL_SUBTEST_43((jacobisvd_verify_assert>())); CALL_SUBTEST_44((jacobisvd_verify_assert>())); CALL_SUBTEST_45((jacobisvd_verify_assert>(Matrix(r)))); CALL_SUBTEST_46((jacobisvd_verify_assert>(Matrix(c)))); } CALL_SUBTEST_47((jacobisvd_thin_options( MatrixXd(internal::random(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 2), internal::random(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 2))))); CALL_SUBTEST_48((jacobisvd_full_options( MatrixXd(internal::random(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 2), internal::random(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 2))))); CALL_SUBTEST_49((jacobisvd_thin_options( MatrixXcd(internal::random(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 3), internal::random(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 3))))); CALL_SUBTEST_50((jacobisvd_full_options( MatrixXcd(internal::random(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 3), internal::random(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 3))))); // test matrixbase method CALL_SUBTEST_51((jacobisvd_method())); CALL_SUBTEST_52((jacobisvd_method())); // Test problem size constructors CALL_SUBTEST_53(JacobiSVD(10, 10)); // Check that preallocation avoids subsequent mallocs CALL_SUBTEST_54(svd_preallocate()); CALL_SUBTEST_55(svd_underoverflow()); msvc_workaround(); }