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173 lines
7.0 KiB
C++
173 lines
7.0 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com>
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// Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr>
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// Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr>
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// Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/
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// We explicitly disable deprecated declarations for this set of tests
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// because we purposely verify assertions for the deprecated SVD runtime
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// option behavior.
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#ifdef __GNUC__
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#pragma GCC diagnostic ignored "-Wdeprecated-declarations"
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#endif
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// discard stack allocation as that too bypasses malloc
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#define EIGEN_STACK_ALLOCATION_LIMIT 0
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#define EIGEN_RUNTIME_NO_MALLOC
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#include "main.h"
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#include <Eigen/SVD>
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#define SVD_DEFAULT(M) BDCSVD<M>
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#define SVD_FOR_MIN_NORM(M) BDCSVD<M>
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#define SVD_STATIC_OPTIONS(M, O) BDCSVD<M, O>
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#include "svd_common.h"
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template<typename MatrixType>
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void bdcsvd_method()
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{
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enum { Size = MatrixType::RowsAtCompileTime };
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typedef typename MatrixType::RealScalar RealScalar;
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typedef Matrix<RealScalar, Size, 1> RealVecType;
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MatrixType m = MatrixType::Identity();
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VERIFY_IS_APPROX(m.bdcSvd().singularValues(), RealVecType::Ones());
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VERIFY_RAISES_ASSERT(m.bdcSvd().matrixU());
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VERIFY_RAISES_ASSERT(m.bdcSvd().matrixV());
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// Deprecated behavior.
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VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).solve(m), m);
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VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).transpose().solve(m), m);
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VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).adjoint().solve(m), m);
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VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV>().solve(m), m);
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VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV>().transpose().solve(m), m);
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VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV>().adjoint().solve(m), m);
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}
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// compare the Singular values returned with Jacobi and Bdc
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template <typename MatrixType>
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void compare_bdc_jacobi(const MatrixType& a = MatrixType(), int algoswap = 16, bool random = true) {
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MatrixType m = random ? MatrixType::Random(a.rows(), a.cols()) : a;
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BDCSVD<MatrixType> bdc_svd(m.rows(), m.cols());
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bdc_svd.setSwitchSize(algoswap);
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bdc_svd.compute(m);
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JacobiSVD<MatrixType> jacobi_svd(m);
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VERIFY_IS_APPROX(bdc_svd.singularValues(), jacobi_svd.singularValues());
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}
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// Verifies total deflation is **not** triggered.
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void compare_bdc_jacobi_instance(bool structure_as_m, int algoswap = 16)
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{
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MatrixXd m(4, 3);
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if (structure_as_m) {
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// The first 3 rows are the reduced form of Matrix 1 as shown below, and it
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// has nonzero elements in the first column and diagonals only.
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m << 1.056293, 0, 0,
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-0.336468, 0.907359, 0,
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-1.566245, 0, 0.149150,
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-0.1, 0, 0;
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} else {
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// Matrix 1.
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m << 0.882336, 18.3914, -26.7921,
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-5.58135, 17.1931, -24.0892,
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-20.794, 8.68496, -4.83103,
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-8.4981, -10.5451, 23.9072;
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}
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compare_bdc_jacobi(m, algoswap, false);
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}
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template <typename MatrixType>
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void bdcsvd_all_options(const MatrixType& input = MatrixType()) {
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MatrixType m = input;
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svd_fill_random(m);
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svd_option_checks<MatrixType, 0>(m);
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}
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template <typename MatrixType>
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void bdcsvd_verify_assert(const MatrixType& input = MatrixType()) {
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svd_verify_assert<MatrixType>(input);
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svd_verify_constructor_options_assert<BDCSVD<MatrixType>>(input);
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}
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EIGEN_DECLARE_TEST(bdcsvd)
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{
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CALL_SUBTEST_3((bdcsvd_verify_assert<Matrix3f>()));
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CALL_SUBTEST_4((bdcsvd_verify_assert<Matrix4d>()));
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CALL_SUBTEST_7((bdcsvd_verify_assert<Matrix<float, 30, 21>>()));
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CALL_SUBTEST_7((bdcsvd_verify_assert<Matrix<float, 21, 30>>()));
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CALL_SUBTEST_9((bdcsvd_verify_assert<Matrix<std::complex<double>, 20, 27>>()));
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CALL_SUBTEST_101((svd_all_trivial_2x2(bdcsvd_all_options<Matrix2cd>)));
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CALL_SUBTEST_102((svd_all_trivial_2x2(bdcsvd_all_options<Matrix2d>)));
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for (int i = 0; i < g_repeat; i++) {
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int r = internal::random<int>(1, EIGEN_TEST_MAX_SIZE/2),
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c = internal::random<int>(1, EIGEN_TEST_MAX_SIZE/2);
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TEST_SET_BUT_UNUSED_VARIABLE(r)
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TEST_SET_BUT_UNUSED_VARIABLE(c)
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CALL_SUBTEST_7((compare_bdc_jacobi<MatrixXf>(MatrixXf(r, c))));
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CALL_SUBTEST_10((compare_bdc_jacobi<MatrixXd>(MatrixXd(r, c))));
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CALL_SUBTEST_8((compare_bdc_jacobi<MatrixXcd>(MatrixXcd(r, c))));
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// Test on inf/nan matrix
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CALL_SUBTEST_7((svd_inf_nan<MatrixXf>()));
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CALL_SUBTEST_10((svd_inf_nan<MatrixXd>()));
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// Verify some computations using all combinations of the Options template parameter.
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CALL_SUBTEST_3((bdcsvd_all_options<Matrix3f>()));
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CALL_SUBTEST_3((bdcsvd_all_options<Matrix<float, 2, 3>>()));
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CALL_SUBTEST_4((bdcsvd_all_options<Matrix<double, 20, 17>>()));
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CALL_SUBTEST_4((bdcsvd_all_options<Matrix<double, 17, 20>>()));
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CALL_SUBTEST_5((bdcsvd_all_options<Matrix<double, Dynamic, 30>>(Matrix<double, Dynamic, 30>(r, 30))));
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CALL_SUBTEST_5((bdcsvd_all_options<Matrix<double, 20, Dynamic>>(Matrix<double, 20, Dynamic>(20, c))));
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CALL_SUBTEST_7((bdcsvd_all_options<MatrixXf>(MatrixXf(r, c))));
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CALL_SUBTEST_8((bdcsvd_all_options<MatrixXcd>(MatrixXcd(r, c))));
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CALL_SUBTEST_10((bdcsvd_all_options<MatrixXd>(MatrixXd(r, c))));
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CALL_SUBTEST_14((bdcsvd_all_options<Matrix<double, 20, 27, RowMajor>>()));
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CALL_SUBTEST_14((bdcsvd_all_options<Matrix<double, 27, 20, RowMajor>>()));
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CALL_SUBTEST_15((
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svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, ColMajor, 20, 35>, ColPivHouseholderQRPreconditioner>(
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r, c)));
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CALL_SUBTEST_15(
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(svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, ColMajor, 35, 20>, HouseholderQRPreconditioner>(r,
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c)));
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CALL_SUBTEST_15((
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svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, RowMajor, 20, 35>, ColPivHouseholderQRPreconditioner>(
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r, c)));
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CALL_SUBTEST_15(
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(svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, RowMajor, 35, 20>, HouseholderQRPreconditioner>(r,
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c)));
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}
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// test matrixbase method
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CALL_SUBTEST_1(( bdcsvd_method<Matrix2cd>() ));
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CALL_SUBTEST_3(( bdcsvd_method<Matrix3f>() ));
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// Test problem size constructors
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CALL_SUBTEST_7( BDCSVD<MatrixXf>(10,10) );
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// Check that preallocation avoids subsequent mallocs
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// Disabled because not supported by BDCSVD
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// CALL_SUBTEST_9( svd_preallocate<void>() );
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CALL_SUBTEST_2( svd_underoverflow<void>() );
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// Without total deflation issues.
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CALL_SUBTEST_11(( compare_bdc_jacobi_instance(true) ));
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CALL_SUBTEST_12(( compare_bdc_jacobi_instance(false) ));
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// With total deflation issues before, when it shouldn't be triggered.
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CALL_SUBTEST_13(( compare_bdc_jacobi_instance(true, 3) ));
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CALL_SUBTEST_14(( compare_bdc_jacobi_instance(false, 3) ));
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}
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