// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008 Gael Guennebaud // Copyright (C) 2010,2012 Jitse Niesen // // 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/. #include "main.h" #include #include template void check_eigensolver_for_given_mat(const EigType& eig, const MatType& a) { typedef typename NumTraits::Real RealScalar; typedef Matrix RealVectorType; typedef typename std::complex Complex; Index n = a.rows(); VERIFY_IS_EQUAL(eig.info(), Success); VERIFY_IS_APPROX(a * eig.pseudoEigenvectors(), eig.pseudoEigenvectors() * eig.pseudoEigenvalueMatrix()); VERIFY_IS_APPROX(a.template cast() * eig.eigenvectors(), eig.eigenvectors() * eig.eigenvalues().asDiagonal()); VERIFY_IS_APPROX(eig.eigenvectors().colwise().norm(), RealVectorType::Ones(n).transpose()); VERIFY_IS_APPROX(a.eigenvalues(), eig.eigenvalues()); } template void eigensolver(const MatrixType& m) { /* this test covers the following files: EigenSolver.h */ Index rows = m.rows(); Index cols = m.cols(); typedef typename MatrixType::Scalar Scalar; typedef typename NumTraits::Real RealScalar; typedef typename std::complex Complex; MatrixType a = MatrixType::Random(rows, cols); MatrixType a1 = MatrixType::Random(rows, cols); MatrixType symmA = a.adjoint() * a + a1.adjoint() * a1; EigenSolver ei0(symmA); VERIFY_IS_EQUAL(ei0.info(), Success); VERIFY_IS_APPROX(symmA * ei0.pseudoEigenvectors(), ei0.pseudoEigenvectors() * ei0.pseudoEigenvalueMatrix()); VERIFY_IS_APPROX((symmA.template cast()) * (ei0.pseudoEigenvectors().template cast()), (ei0.pseudoEigenvectors().template cast()) * (ei0.eigenvalues().asDiagonal())); EigenSolver ei1(a); CALL_SUBTEST(check_eigensolver_for_given_mat(ei1, a)); EigenSolver ei2; ei2.setMaxIterations(RealSchur::m_maxIterationsPerRow * rows).compute(a); VERIFY_IS_EQUAL(ei2.info(), Success); VERIFY_IS_EQUAL(ei2.eigenvectors(), ei1.eigenvectors()); VERIFY_IS_EQUAL(ei2.eigenvalues(), ei1.eigenvalues()); if (rows > 2) { ei2.setMaxIterations(1).compute(a); VERIFY_IS_EQUAL(ei2.info(), NoConvergence); VERIFY_IS_EQUAL(ei2.getMaxIterations(), 1); } EigenSolver eiNoEivecs(a, false); VERIFY_IS_EQUAL(eiNoEivecs.info(), Success); VERIFY_IS_APPROX(ei1.eigenvalues(), eiNoEivecs.eigenvalues()); VERIFY_IS_APPROX(ei1.pseudoEigenvalueMatrix(), eiNoEivecs.pseudoEigenvalueMatrix()); MatrixType id = MatrixType::Identity(rows, cols); VERIFY_IS_APPROX(id.operatorNorm(), RealScalar(1)); if (rows > 2 && rows < 20) { // Test matrix with NaN a(0, 0) = std::numeric_limits::quiet_NaN(); EigenSolver eiNaN(a); VERIFY_IS_NOT_EQUAL(eiNaN.info(), Success); } // regression test for bug 1098 { EigenSolver eig(a.adjoint() * a); eig.compute(a.adjoint() * a); } // regression test for bug 478 { a.setZero(); EigenSolver ei3(a); VERIFY_IS_EQUAL(ei3.info(), Success); VERIFY_IS_MUCH_SMALLER_THAN(ei3.eigenvalues().norm(), RealScalar(1)); VERIFY((ei3.eigenvectors().transpose() * ei3.eigenvectors().transpose()).eval().isIdentity()); } } template void eigensolver_verify_assert(const MatrixType& m) { EigenSolver eig; VERIFY_RAISES_ASSERT(eig.eigenvectors()); VERIFY_RAISES_ASSERT(eig.pseudoEigenvectors()); VERIFY_RAISES_ASSERT(eig.pseudoEigenvalueMatrix()); VERIFY_RAISES_ASSERT(eig.eigenvalues()); MatrixType a = MatrixType::Random(m.rows(), m.cols()); eig.compute(a, false); VERIFY_RAISES_ASSERT(eig.eigenvectors()); VERIFY_RAISES_ASSERT(eig.pseudoEigenvectors()); } template Matrix make_companion(const CoeffType& coeffs) { Index n = coeffs.size() - 1; Matrix res(n, n); res.setZero(); res.row(0) = -coeffs.tail(n) / coeffs(0); res.diagonal(-1).setOnes(); return res; } template void eigensolver_generic_extra() { { // regression test for bug 793 MatrixXd a(3, 3); a << 0, 0, 1, 1, 1, 1, 1, 1e+200, 1; Eigen::EigenSolver eig(a); double scale = 1e-200; // scale to avoid overflow during the comparisons VERIFY_IS_APPROX(a * eig.pseudoEigenvectors() * scale, eig.pseudoEigenvectors() * eig.pseudoEigenvalueMatrix() * scale); VERIFY_IS_APPROX(a * eig.eigenvectors() * scale, eig.eigenvectors() * eig.eigenvalues().asDiagonal() * scale); } { // check a case where all eigenvalues are null. MatrixXd a(2, 2); a << 1, 1, -1, -1; Eigen::EigenSolver eig(a); VERIFY_IS_APPROX(eig.pseudoEigenvectors().squaredNorm(), 2.); VERIFY_IS_APPROX((a * eig.pseudoEigenvectors()).norm() + 1., 1.); VERIFY_IS_APPROX((eig.pseudoEigenvectors() * eig.pseudoEigenvalueMatrix()).norm() + 1., 1.); VERIFY_IS_APPROX((a * eig.eigenvectors()).norm() + 1., 1.); VERIFY_IS_APPROX((eig.eigenvectors() * eig.eigenvalues().asDiagonal()).norm() + 1., 1.); } // regression test for bug 933 { { VectorXd coeffs(5); coeffs << 1, -3, -175, -225, 2250; MatrixXd C = make_companion(coeffs); EigenSolver eig(C); CALL_SUBTEST(check_eigensolver_for_given_mat(eig, C)); } { // this test is tricky because it requires high accuracy in smallest eigenvalues VectorXd coeffs(5); coeffs << 6.154671e-15, -1.003870e-10, -9.819570e-01, 3.995715e+03, 2.211511e+08; MatrixXd C = make_companion(coeffs); EigenSolver eig(C); CALL_SUBTEST(check_eigensolver_for_given_mat(eig, C)); Index n = C.rows(); for (Index i = 0; i < n; ++i) { typedef std::complex Complex; MatrixXcd ac = C.cast(); ac.diagonal().array() -= eig.eigenvalues()(i); VectorXd sv = ac.jacobiSvd().singularValues(); // comparing to sv(0) is not enough here to catch the "bug", // the hard-coded 1.0 is important! VERIFY_IS_MUCH_SMALLER_THAN(sv(n - 1), 1.0); } } } // regression test for bug 1557 { // this test is interesting because it contains zeros on the diagonal. MatrixXd A_bug1557(3, 3); A_bug1557 << 0, 0, 0, 1, 0, 0.5887907064808635127, 0, 1, 0; EigenSolver eig(A_bug1557); CALL_SUBTEST(check_eigensolver_for_given_mat(eig, A_bug1557)); } // regression test for bug 1174 { Index n = 12; MatrixXf A_bug1174(n, n); A_bug1174 << 262144, 0, 0, 262144, 786432, 0, 0, 0, 0, 0, 0, 786432, 262144, 0, 0, 262144, 786432, 0, 0, 0, 0, 0, 0, 786432, 262144, 0, 0, 262144, 786432, 0, 0, 0, 0, 0, 0, 786432, 262144, 0, 0, 262144, 786432, 0, 0, 0, 0, 0, 0, 786432, 0, 262144, 262144, 0, 0, 262144, 262144, 262144, 262144, 262144, 262144, 0, 0, 262144, 262144, 0, 0, 262144, 262144, 262144, 262144, 262144, 262144, 0, 0, 262144, 262144, 0, 0, 262144, 262144, 262144, 262144, 262144, 262144, 0, 0, 262144, 262144, 0, 0, 262144, 262144, 262144, 262144, 262144, 262144, 0, 0, 262144, 262144, 0, 0, 262144, 262144, 262144, 262144, 262144, 262144, 0, 0, 262144, 262144, 0, 0, 262144, 262144, 262144, 262144, 262144, 262144, 0, 0, 262144, 262144, 0, 0, 262144, 262144, 262144, 262144, 262144, 262144, 0, 0, 262144, 262144, 0, 0, 262144, 262144, 262144, 262144, 262144, 262144, 0; EigenSolver eig(A_bug1174); CALL_SUBTEST(check_eigensolver_for_given_mat(eig, A_bug1174)); } } EIGEN_DECLARE_TEST(eigensolver_generic) { int s = 0; for (int i = 0; i < g_repeat; i++) { CALL_SUBTEST_1(eigensolver(Matrix4f())); s = internal::random(1, EIGEN_TEST_MAX_SIZE / 4); CALL_SUBTEST_2(eigensolver(MatrixXd(s, s))); TEST_SET_BUT_UNUSED_VARIABLE(s) // some trivial but implementation-wise tricky cases CALL_SUBTEST_2(eigensolver(MatrixXd(1, 1))); CALL_SUBTEST_2(eigensolver(MatrixXd(2, 2))); CALL_SUBTEST_3(eigensolver(Matrix())); CALL_SUBTEST_4(eigensolver(Matrix2d())); } CALL_SUBTEST_1(eigensolver_verify_assert(Matrix4f())); s = internal::random(1, EIGEN_TEST_MAX_SIZE / 4); CALL_SUBTEST_2(eigensolver_verify_assert(MatrixXd(s, s))); CALL_SUBTEST_3(eigensolver_verify_assert(Matrix())); CALL_SUBTEST_4(eigensolver_verify_assert(Matrix2d())); // Test problem size constructors CALL_SUBTEST_5(EigenSolver tmp(s)); // regression test for bug 410 CALL_SUBTEST_2({ MatrixXd A(1, 1); A(0, 0) = std::sqrt(-1.); // is Not-a-Number Eigen::EigenSolver solver(A); VERIFY_IS_EQUAL(solver.info(), NumericalIssue); }); CALL_SUBTEST_2(eigensolver_generic_extra<0>()); TEST_SET_BUT_UNUSED_VARIABLE(s) }