// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2021 Kolja Brix <kolja.brix@rwth-aachen.de> // // 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 <Eigen/SVD> template <typename MatrixType> void check_generateRandomUnitaryMatrix(const Index dim) { const MatrixType Q = generateRandomUnitaryMatrix<MatrixType>(dim); // validate dimensions VERIFY_IS_EQUAL(Q.rows(), dim); VERIFY_IS_EQUAL(Q.cols(), dim); VERIFY_IS_UNITARY(Q); } template <typename VectorType, typename RealScalarType> void check_setupRandomSvs(const Index dim, const RealScalarType max) { const VectorType v = setupRandomSvs<VectorType, RealScalarType>(dim, max); // validate dimensions VERIFY_IS_EQUAL(v.size(), dim); // check entries for (Index i = 0; i < v.size(); ++i) VERIFY_GE(v(i), 0); for (Index i = 0; i < v.size() - 1; ++i) VERIFY_GE(v(i), v(i + 1)); } template <typename VectorType, typename RealScalarType> void check_setupRangeSvs(const Index dim, const RealScalarType min, const RealScalarType max) { const VectorType v = setupRangeSvs<VectorType, RealScalarType>(dim, min, max); // validate dimensions VERIFY_IS_EQUAL(v.size(), dim); // check entries if (dim == 1) { VERIFY_IS_APPROX(v(0), min); } else { VERIFY_IS_APPROX(v(0), max); VERIFY_IS_APPROX(v(dim - 1), min); } for (Index i = 0; i < v.size() - 1; ++i) VERIFY_GE(v(i), v(i + 1)); } template <typename MatrixType, typename RealScalar, typename RealVectorType> void check_generateRandomMatrixSvs(const Index rows, const Index cols, const Index diag_size, const RealScalar min_svs, const RealScalar max_svs) { RealVectorType svs = setupRangeSvs<RealVectorType, RealScalar>(diag_size, min_svs, max_svs); MatrixType M = MatrixType::Zero(rows, cols); generateRandomMatrixSvs(svs, rows, cols, M); // validate dimensions VERIFY_IS_EQUAL(M.rows(), rows); VERIFY_IS_EQUAL(M.cols(), cols); VERIFY_IS_EQUAL(svs.size(), diag_size); // validate singular values Eigen::JacobiSVD<MatrixType> SVD(M); VERIFY_IS_APPROX(svs, SVD.singularValues()); } template <typename MatrixType> void check_random_matrix(const MatrixType &m) { enum { Rows = MatrixType::RowsAtCompileTime, Cols = MatrixType::ColsAtCompileTime, DiagSize = internal::min_size_prefer_dynamic(Rows, Cols) }; typedef typename MatrixType::Scalar Scalar; typedef typename NumTraits<Scalar>::Real RealScalar; typedef Matrix<RealScalar, DiagSize, 1> RealVectorType; const Index rows = m.rows(), cols = m.cols(); const Index diag_size = (std::min)(rows, cols); const RealScalar min_svs = 1.0, max_svs = 1000.0; // check generation of unitary random matrices typedef Matrix<Scalar, Rows, Rows> MatrixAType; typedef Matrix<Scalar, Cols, Cols> MatrixBType; check_generateRandomUnitaryMatrix<MatrixAType>(rows); check_generateRandomUnitaryMatrix<MatrixBType>(cols); // test generators for singular values check_setupRandomSvs<RealVectorType, RealScalar>(diag_size, max_svs); check_setupRangeSvs<RealVectorType, RealScalar>(diag_size, min_svs, max_svs); // check generation of random matrices check_generateRandomMatrixSvs<MatrixType, RealScalar, RealVectorType>(rows, cols, diag_size, min_svs, max_svs); } EIGEN_DECLARE_TEST(random_matrix) { for (int i = 0; i < g_repeat; i++) { CALL_SUBTEST_1(check_random_matrix(Matrix<float, 1, 1>())); CALL_SUBTEST_2(check_random_matrix(Matrix<float, 4, 4>())); CALL_SUBTEST_3(check_random_matrix(Matrix<float, 2, 3>())); CALL_SUBTEST_4(check_random_matrix(Matrix<float, 7, 4>())); CALL_SUBTEST_5(check_random_matrix(Matrix<double, 1, 1>())); CALL_SUBTEST_6(check_random_matrix(Matrix<double, 6, 6>())); CALL_SUBTEST_7(check_random_matrix(Matrix<double, 5, 3>())); CALL_SUBTEST_8(check_random_matrix(Matrix<double, 4, 9>())); CALL_SUBTEST_9(check_random_matrix(Matrix<std::complex<float>, 12, 12>())); CALL_SUBTEST_10(check_random_matrix(Matrix<std::complex<float>, 7, 14>())); CALL_SUBTEST_11(check_random_matrix(Matrix<std::complex<double>, 15, 11>())); CALL_SUBTEST_12(check_random_matrix(Matrix<std::complex<double>, 6, 9>())); CALL_SUBTEST_13(check_random_matrix( MatrixXf(internal::random<int>(1, EIGEN_TEST_MAX_SIZE), internal::random<int>(1, EIGEN_TEST_MAX_SIZE)))); CALL_SUBTEST_14(check_random_matrix( MatrixXd(internal::random<int>(1, EIGEN_TEST_MAX_SIZE), internal::random<int>(1, EIGEN_TEST_MAX_SIZE)))); CALL_SUBTEST_15(check_random_matrix( MatrixXcf(internal::random<int>(1, EIGEN_TEST_MAX_SIZE), internal::random<int>(1, EIGEN_TEST_MAX_SIZE)))); CALL_SUBTEST_16(check_random_matrix( MatrixXcd(internal::random<int>(1, EIGEN_TEST_MAX_SIZE), internal::random<int>(1, EIGEN_TEST_MAX_SIZE)))); } }