eigen/test/jacobisvd.cpp

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
//
// 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 <Eigen/SVD>

#define SVD_DEFAULT(M) JacobiSVD<M>
#define SVD_FOR_MIN_NORM(M) JacobiSVD<M,ColPivHouseholderQRPreconditioner>
#define SVD_STATIC_OPTIONS(M, O) JacobiSVD<M, O>
#include "svd_common.h"

template<typename MatrixType>
void jacobisvd_method()
{
  enum { Size = MatrixType::RowsAtCompileTime };
  typedef typename MatrixType::RealScalar RealScalar;
  typedef Matrix<RealScalar, Size, 1> 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<ComputeFullU|ComputeFullV>().solve(m), m);
  VERIFY_IS_APPROX(m.template jacobiSvd<ComputeFullU|ComputeFullV>().transpose().solve(m), m);
  VERIFY_IS_APPROX(m.template jacobiSvd<ComputeFullU|ComputeFullV>().adjoint().solve(m), m);
}

template<typename MatrixType>
void jacobisvd_all_options(const MatrixType& input = MatrixType())
{
  MatrixType m = input;
  svd_fill_random(m);
  svd_option_checks<MatrixType, 0 /* Default */>(m);
  svd_option_checks<MatrixType, ColPivHouseholderQRPreconditioner>(m);
  svd_option_checks<MatrixType, HouseholderQRPreconditioner>(m);
  svd_option_checks_full_only<MatrixType, FullPivHouseholderQRPreconditioner>(m); // FullPiv only used when computing full unitaries
}

template<typename MatrixType>
void jacobisvd_verify_assert(const MatrixType& m = MatrixType())
{
  svd_verify_assert<MatrixType, 0 /* Default */>(m);
  svd_verify_assert<MatrixType, ColPivHouseholderQRPreconditioner>(m);
  svd_verify_assert<MatrixType, HouseholderQRPreconditioner>(m);
  svd_verify_assert_full_only<MatrixType, FullPivHouseholderQRPreconditioner>(m);
}

template<typename MatrixType>
void jacobisvd_verify_inputs(const MatrixType& m = MatrixType()) {
  // check defaults
  typedef JacobiSVD<MatrixType> DefaultSVD;
  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<MatrixType, ComputeThinU>::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner ));
  VERIFY(( (int)JacobiSVD<MatrixType, ComputeThinV>::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner ));
  VERIFY(( (int)JacobiSVD<MatrixType, ComputeThinU | ComputeThinV>::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner ));
  VERIFY(( (int)JacobiSVD<MatrixType, ComputeFullU | ComputeFullV>::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner ));
  VERIFY(( (int)JacobiSVD<MatrixType, ComputeThinU | ComputeFullV>::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner ));
  VERIFY(( (int)JacobiSVD<MatrixType, ComputeFullU | ComputeThinV>::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; }
}
// 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;
  std::max EIGEN_NOT_A_MACRO (a,b);
}

EIGEN_DECLARE_TEST(jacobisvd)
{
  CALL_SUBTEST_4(( jacobisvd_verify_inputs<Matrix4d>() ));
  CALL_SUBTEST_7(( jacobisvd_verify_inputs(Matrix<float, 10, Dynamic>(10, 12)) ));
  CALL_SUBTEST_8(( jacobisvd_verify_inputs<Matrix<std::complex<double>, 7, 5> >() ));

  CALL_SUBTEST_3(( jacobisvd_verify_assert<Matrix3f>() ));
  CALL_SUBTEST_4(( jacobisvd_verify_assert<Matrix4d>() ));
  CALL_SUBTEST_7(( jacobisvd_verify_assert<Matrix<float, 10, 12>>() ));
  CALL_SUBTEST_7(( jacobisvd_verify_assert<Matrix<float, 12, 10>>() ));
  CALL_SUBTEST_7(( jacobisvd_verify_assert<MatrixXf>(MatrixXf(10, 12)) ));
  CALL_SUBTEST_8(( jacobisvd_verify_assert<MatrixXcd>(MatrixXcd(7, 5)) ));
  
  CALL_SUBTEST_11(svd_all_trivial_2x2(jacobisvd_all_options<Matrix2cd>));
  CALL_SUBTEST_12(svd_all_trivial_2x2(jacobisvd_all_options<Matrix2d>));

  for(int i = 0; i < g_repeat; i++) {

    int r = internal::random<int>(1, 30),
        c = internal::random<int>(1, 30);
    
    TEST_SET_BUT_UNUSED_VARIABLE(r)
    TEST_SET_BUT_UNUSED_VARIABLE(c)

    // Verify some computations using all combinations of the Options template parameter.
    CALL_SUBTEST_3(( jacobisvd_all_options<Matrix3f>() ));
    CALL_SUBTEST_3(( jacobisvd_all_options<Matrix<float, 2, 3> >() ));
    CALL_SUBTEST_4(( jacobisvd_all_options<Matrix4d>() ));
    CALL_SUBTEST_4(( jacobisvd_all_options<Matrix<double, 10, 16> >() ));
    CALL_SUBTEST_4(( jacobisvd_all_options<Matrix<double, 16, 10> >() ));
    CALL_SUBTEST_5(( jacobisvd_all_options<Matrix<double, Dynamic, 16> >(Matrix<double, Dynamic, 16>(r, 16)) ));
    CALL_SUBTEST_5(( jacobisvd_all_options<Matrix<double, 10, Dynamic> >(Matrix<double, 10, Dynamic>(10, c)) ));
    CALL_SUBTEST_7(( jacobisvd_all_options<MatrixXf>( MatrixXf(r, c)) ));
    CALL_SUBTEST_8(( jacobisvd_all_options<MatrixXcd>( MatrixXcd(r, c)) ));
    CALL_SUBTEST_10(( jacobisvd_all_options<MatrixXd>( MatrixXd(r, c)) ));
    CALL_SUBTEST_14(( jacobisvd_all_options<Matrix<double, 5, 7, RowMajor>>() ));
    CALL_SUBTEST_14(( jacobisvd_all_options<Matrix<double, 7, 5, RowMajor>>() ));
    
    MatrixXcd noQRTest = MatrixXcd(r, r);
    svd_fill_random(noQRTest);
    CALL_SUBTEST_16(( svd_option_checks<MatrixXcd, NoQRPreconditioner>(noQRTest) ));

    CALL_SUBTEST_15(( svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, ColMajor, 13, 15>, ColPivHouseholderQRPreconditioner>(r, c) ));
    CALL_SUBTEST_15(( svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, ColMajor, 15, 13>, HouseholderQRPreconditioner>(r, c) ));
    CALL_SUBTEST_15(( svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, RowMajor, 13, 15>, ColPivHouseholderQRPreconditioner>(r, c) ));
    CALL_SUBTEST_15(( svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, RowMajor, 15, 13>, HouseholderQRPreconditioner>(r, c) ));

    // Test on inf/nan matrix
    CALL_SUBTEST_7(  (svd_inf_nan<MatrixXf>()) );
    CALL_SUBTEST_10( (svd_inf_nan<MatrixXd>()) );

    CALL_SUBTEST_13(( jacobisvd_verify_assert<Matrix<double, 6, 1>>() ));
    CALL_SUBTEST_13(( jacobisvd_verify_assert<Matrix<double, 1, 6>>() ));
    CALL_SUBTEST_13(( jacobisvd_verify_assert<Matrix<double, Dynamic, 1>>(Matrix<double, Dynamic, 1>(r)) ));
    CALL_SUBTEST_13(( jacobisvd_verify_assert<Matrix<double, 1, Dynamic>>(Matrix<double, 1, Dynamic>(c)) ));
  }

  CALL_SUBTEST_7(( jacobisvd_all_options<MatrixXd>(MatrixXd(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) ));
  CALL_SUBTEST_8(( jacobisvd_all_options<MatrixXcd>(MatrixXcd(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3))) ));

  // test matrixbase method
  CALL_SUBTEST_1(( jacobisvd_method<Matrix2cd>() ));
  CALL_SUBTEST_3(( jacobisvd_method<Matrix3f>() ));

  // Test problem size constructors
  CALL_SUBTEST_7( JacobiSVD<MatrixXf>(10,10) );

  // Check that preallocation avoids subsequent mallocs
  CALL_SUBTEST_9( svd_preallocate<void>() );

  CALL_SUBTEST_2( svd_underoverflow<void>() );

  msvc_workaround();
}