// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2012-2016 Gael Guennebaud // // 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/. #define EIGEN_RUNTIME_NO_MALLOC #include "main.h" #include #include #include template void generalized_eigensolver_real(const MatrixType& m) { /* this test covers the following files: GeneralizedEigenSolver.h */ Index rows = m.rows(); Index cols = m.cols(); typedef typename MatrixType::Scalar Scalar; typedef std::complex ComplexScalar; typedef Matrix VectorType; MatrixType a = MatrixType::Random(rows, cols); MatrixType b = MatrixType::Random(rows, cols); MatrixType a1 = MatrixType::Random(rows, cols); MatrixType b1 = MatrixType::Random(rows, cols); MatrixType spdA = a.adjoint() * a + a1.adjoint() * a1; MatrixType spdB = b.adjoint() * b + b1.adjoint() * b1; // lets compare to GeneralizedSelfAdjointEigenSolver { GeneralizedSelfAdjointEigenSolver symmEig(spdA, spdB); GeneralizedEigenSolver eig(spdA, spdB); VERIFY_IS_EQUAL(eig.eigenvalues().imag().cwiseAbs().maxCoeff(), 0); VectorType realEigenvalues = eig.eigenvalues().real(); std::sort(realEigenvalues.data(), realEigenvalues.data() + realEigenvalues.size()); VERIFY_IS_APPROX(realEigenvalues, symmEig.eigenvalues()); // check eigenvectors typename GeneralizedEigenSolver::EigenvectorsType D = eig.eigenvalues().asDiagonal(); typename GeneralizedEigenSolver::EigenvectorsType V = eig.eigenvectors(); VERIFY_IS_APPROX(spdA * V, spdB * V * D); } // non symmetric case: { GeneralizedEigenSolver eig(rows); // TODO enable full-prealocation of required memory, this probably requires an in-place mode for // HessenbergDecomposition // Eigen::internal::set_is_malloc_allowed(false); eig.compute(a, b); // Eigen::internal::set_is_malloc_allowed(true); for (Index k = 0; k < cols; ++k) { Matrix tmp = (eig.betas()(k) * a).template cast() - eig.alphas()(k) * b; if (tmp.size() > 1 && tmp.norm() > (std::numeric_limits::min)()) tmp /= tmp.norm(); VERIFY_IS_MUCH_SMALLER_THAN(std::abs(tmp.determinant()), Scalar(1)); } // check eigenvectors typename GeneralizedEigenSolver::EigenvectorsType D = eig.eigenvalues().asDiagonal(); typename GeneralizedEigenSolver::EigenvectorsType V = eig.eigenvectors(); VERIFY_IS_APPROX(a * V, b * V * D); } // regression test for bug 1098 { GeneralizedSelfAdjointEigenSolver eig1(a.adjoint() * a, b.adjoint() * b); eig1.compute(a.adjoint() * a, b.adjoint() * b); GeneralizedEigenSolver eig2(a.adjoint() * a, b.adjoint() * b); eig2.compute(a.adjoint() * a, b.adjoint() * b); } // check without eigenvectors { GeneralizedEigenSolver eig1(spdA, spdB, true); GeneralizedEigenSolver eig2(spdA, spdB, false); VERIFY_IS_APPROX(eig1.eigenvalues(), eig2.eigenvalues()); } } template void generalized_eigensolver_assert() { GeneralizedEigenSolver eig; // all raise assert if uninitialized VERIFY_RAISES_ASSERT(eig.info()); VERIFY_RAISES_ASSERT(eig.eigenvectors()); VERIFY_RAISES_ASSERT(eig.eigenvalues()); VERIFY_RAISES_ASSERT(eig.alphas()); VERIFY_RAISES_ASSERT(eig.betas()); // none raise assert after compute called eig.compute(MatrixType::Random(20, 20), MatrixType::Random(20, 20)); VERIFY(eig.info() == Success); eig.eigenvectors(); eig.eigenvalues(); eig.alphas(); eig.betas(); // eigenvectors() raises assert, if eigenvectors were not requested eig.compute(MatrixType::Random(20, 20), MatrixType::Random(20, 20), false); VERIFY(eig.info() == Success); VERIFY_RAISES_ASSERT(eig.eigenvectors()); eig.eigenvalues(); eig.alphas(); eig.betas(); // all except info raise assert if realQZ did not converge eig.setMaxIterations(0); // force real QZ to fail. eig.compute(MatrixType::Random(20, 20), MatrixType::Random(20, 20)); VERIFY(eig.info() == NoConvergence); VERIFY_RAISES_ASSERT(eig.eigenvectors()); VERIFY_RAISES_ASSERT(eig.eigenvalues()); VERIFY_RAISES_ASSERT(eig.alphas()); VERIFY_RAISES_ASSERT(eig.betas()); } EIGEN_DECLARE_TEST(eigensolver_generalized_real) { for (int i = 0; i < g_repeat; i++) { int s = 0; CALL_SUBTEST_1(generalized_eigensolver_real(Matrix4f())); s = internal::random(1, EIGEN_TEST_MAX_SIZE / 4); CALL_SUBTEST_2(generalized_eigensolver_real(MatrixXd(s, s))); // some trivial but implementation-wise special cases CALL_SUBTEST_2(generalized_eigensolver_real(MatrixXd(1, 1))); CALL_SUBTEST_2(generalized_eigensolver_real(MatrixXd(2, 2))); CALL_SUBTEST_3(generalized_eigensolver_real(Matrix())); CALL_SUBTEST_4(generalized_eigensolver_real(Matrix2d())); CALL_SUBTEST_5(generalized_eigensolver_assert()); TEST_SET_BUT_UNUSED_VARIABLE(s) } }