// This file is part of Eigen, a lightweight C++ template library // for linear algebra. Eigen itself is part of the KDE project. // // Copyright (C) 2010 Jitse Niesen // // Eigen is free software; you can redistribute it and/or // modify it under the terms of the GNU Lesser General Public // License as published by the Free Software Foundation; either // version 3 of the License, or (at your option) any later version. // // Alternatively, you can redistribute it and/or // modify it under the terms of the GNU General Public License as // published by the Free Software Foundation; either version 2 of // the License, or (at your option) any later version. // // Eigen is distributed in the hope that it will be useful, but WITHOUT ANY // WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS // FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the // GNU General Public License for more details. // // You should have received a copy of the GNU Lesser General Public // License and a copy of the GNU General Public License along with // Eigen. If not, see . #include "main.h" #include template void verifyIsQuasiTriangular(const MatrixType& T) { const int size = T.cols(); typedef typename MatrixType::Scalar Scalar; typedef typename NumTraits::Real RealScalar; // The "zeros" in the real Schur decomposition are only approximately zero RealScalar norm = T.norm(); // Check T is lower Hessenberg for(int row = 2; row < size; ++row) { for(int col = 0; col < row - 1; ++col) { VERIFY_IS_MUCH_SMALLER_THAN(T(row,col), norm); } } // Check that any non-zero on the subdiagonal is followed by a zero and is // part of a 2x2 diagonal block with imaginary eigenvalues. for(int row = 1; row < size; ++row) { if (!test_ei_isMuchSmallerThan(T(row,row-1), norm)) { VERIFY(row == size-1 || test_ei_isMuchSmallerThan(T(row+1,row), norm)); Scalar tr = T(row-1,row-1) + T(row,row); Scalar det = T(row-1,row-1) * T(row,row) - T(row-1,row) * T(row,row-1); VERIFY(4 * det > tr * tr); } } } template void schur(int size = MatrixType::ColsAtCompileTime) { // Test basic functionality: T is quasi-triangular and A = U T U* for(int counter = 0; counter < g_repeat; ++counter) { MatrixType A = MatrixType::Random(size, size); RealSchur schurOfA(A); MatrixType U = schurOfA.matrixU(); MatrixType T = schurOfA.matrixT(); verifyIsQuasiTriangular(T); VERIFY_IS_APPROX(A, U * T * U.transpose()); } } void test_schur_real() { CALL_SUBTEST_1(( schur() )); CALL_SUBTEST_2(( schur(ei_random(1,50)) )); CALL_SUBTEST_3(( schur >() )); CALL_SUBTEST_4(( schur >() )); }