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1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2009 Hauke Heibel <hauke.heibel@gmail.com>
5 //
6 // This Source Code Form is subject to the terms of the Mozilla
7 // Public License v. 2.0. If a copy of the MPL was not distributed
8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9 
10 #include "main.h"
11 
12 #include <Eigen/Core>
13 #include <Eigen/Geometry>
14 
15 #include <Eigen/LU> // required for MatrixBase::determinant
16 #include <Eigen/SVD> // required for SVD
17 
18 using namespace Eigen;
19 
20 //  Constructs a random matrix from the unitary group U(size).
21 template <typename T>
randMatrixUnitary(int size)22 Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> randMatrixUnitary(int size)
23 {
24   typedef T Scalar;
25   typedef typename NumTraits<Scalar>::Real RealScalar;
26 
27   typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic> MatrixType;
28 
29   MatrixType Q;
30 
31   int max_tries = 40;
32   double is_unitary = false;
33 
34   while (!is_unitary && max_tries > 0)
35   {
36     // initialize random matrix
37     Q = MatrixType::Random(size, size);
38 
39     // orthogonalize columns using the Gram-Schmidt algorithm
40     for (int col = 0; col < size; ++col)
41     {
42       typename MatrixType::ColXpr colVec = Q.col(col);
43       for (int prevCol = 0; prevCol < col; ++prevCol)
44       {
45         typename MatrixType::ColXpr prevColVec = Q.col(prevCol);
46         colVec -= colVec.dot(prevColVec)*prevColVec;
47       }
48       Q.col(col) = colVec.normalized();
49     }
50 
51     // this additional orthogonalization is not necessary in theory but should enhance
52     // the numerical orthogonality of the matrix
53     for (int row = 0; row < size; ++row)
54     {
55       typename MatrixType::RowXpr rowVec = Q.row(row);
56       for (int prevRow = 0; prevRow < row; ++prevRow)
57       {
58         typename MatrixType::RowXpr prevRowVec = Q.row(prevRow);
59         rowVec -= rowVec.dot(prevRowVec)*prevRowVec;
60       }
61       Q.row(row) = rowVec.normalized();
62     }
63 
64     // final check
65     is_unitary = Q.isUnitary();
66     --max_tries;
67   }
68 
69   if (max_tries == 0)
70     eigen_assert(false && "randMatrixUnitary: Could not construct unitary matrix!");
71 
72   return Q;
73 }
74 
75 //  Constructs a random matrix from the special unitary group SU(size).
76 template <typename T>
randMatrixSpecialUnitary(int size)77 Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> randMatrixSpecialUnitary(int size)
78 {
79   typedef T Scalar;
80   typedef typename NumTraits<Scalar>::Real RealScalar;
81 
82   typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic> MatrixType;
83 
84   // initialize unitary matrix
85   MatrixType Q = randMatrixUnitary<Scalar>(size);
86 
87   // tweak the first column to make the determinant be 1
88   Q.col(0) *= internal::conj(Q.determinant());
89 
90   return Q;
91 }
92 
93 template <typename MatrixType>
run_test(int dim,int num_elements)94 void run_test(int dim, int num_elements)
95 {
96   typedef typename internal::traits<MatrixType>::Scalar Scalar;
97   typedef Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic> MatrixX;
98   typedef Matrix<Scalar, Eigen::Dynamic, 1> VectorX;
99 
100   // MUST be positive because in any other case det(cR_t) may become negative for
101   // odd dimensions!
102   const Scalar c = internal::abs(internal::random<Scalar>());
103 
104   MatrixX R = randMatrixSpecialUnitary<Scalar>(dim);
105   VectorX t = Scalar(50)*VectorX::Random(dim,1);
106 
107   MatrixX cR_t = MatrixX::Identity(dim+1,dim+1);
108   cR_t.block(0,0,dim,dim) = c*R;
109   cR_t.block(0,dim,dim,1) = t;
110 
111   MatrixX src = MatrixX::Random(dim+1, num_elements);
112   src.row(dim) = Matrix<Scalar, 1, Dynamic>::Constant(num_elements, Scalar(1));
113 
114   MatrixX dst = cR_t*src;
115 
116   MatrixX cR_t_umeyama = umeyama(src.block(0,0,dim,num_elements), dst.block(0,0,dim,num_elements));
117 
118   const Scalar error = ( cR_t_umeyama*src - dst ).norm() / dst.norm();
119   VERIFY(error < Scalar(40)*std::numeric_limits<Scalar>::epsilon());
120 }
121 
122 template<typename Scalar, int Dimension>
run_fixed_size_test(int num_elements)123 void run_fixed_size_test(int num_elements)
124 {
125   typedef Matrix<Scalar, Dimension+1, Dynamic> MatrixX;
126   typedef Matrix<Scalar, Dimension+1, Dimension+1> HomMatrix;
127   typedef Matrix<Scalar, Dimension, Dimension> FixedMatrix;
128   typedef Matrix<Scalar, Dimension, 1> FixedVector;
129 
130   const int dim = Dimension;
131 
132   // MUST be positive because in any other case det(cR_t) may become negative for
133   // odd dimensions!
134   const Scalar c = internal::abs(internal::random<Scalar>());
135 
136   FixedMatrix R = randMatrixSpecialUnitary<Scalar>(dim);
137   FixedVector t = Scalar(50)*FixedVector::Random(dim,1);
138 
139   HomMatrix cR_t = HomMatrix::Identity(dim+1,dim+1);
140   cR_t.block(0,0,dim,dim) = c*R;
141   cR_t.block(0,dim,dim,1) = t;
142 
143   MatrixX src = MatrixX::Random(dim+1, num_elements);
144   src.row(dim) = Matrix<Scalar, 1, Dynamic>::Constant(num_elements, Scalar(1));
145 
146   MatrixX dst = cR_t*src;
147 
148   Block<MatrixX, Dimension, Dynamic> src_block(src,0,0,dim,num_elements);
149   Block<MatrixX, Dimension, Dynamic> dst_block(dst,0,0,dim,num_elements);
150 
151   HomMatrix cR_t_umeyama = umeyama(src_block, dst_block);
152 
153   const Scalar error = ( cR_t_umeyama*src - dst ).array().square().sum();
154 
155   VERIFY(error < Scalar(10)*std::numeric_limits<Scalar>::epsilon());
156 }
157 
test_umeyama()158 void test_umeyama()
159 {
160   for (int i=0; i<g_repeat; ++i)
161   {
162     const int num_elements = internal::random<int>(40,500);
163 
164     // works also for dimensions bigger than 3...
165     for (int dim=2; dim<8; ++dim)
166     {
167       CALL_SUBTEST_1(run_test<MatrixXd>(dim, num_elements));
168       CALL_SUBTEST_2(run_test<MatrixXf>(dim, num_elements));
169     }
170 
171     CALL_SUBTEST_3((run_fixed_size_test<float, 2>(num_elements)));
172     CALL_SUBTEST_4((run_fixed_size_test<float, 3>(num_elements)));
173     CALL_SUBTEST_5((run_fixed_size_test<float, 4>(num_elements)));
174 
175     CALL_SUBTEST_6((run_fixed_size_test<double, 2>(num_elements)));
176     CALL_SUBTEST_7((run_fixed_size_test<double, 3>(num_elements)));
177     CALL_SUBTEST_8((run_fixed_size_test<double, 4>(num_elements)));
178   }
179 
180   // Those two calls don't compile and result in meaningful error messages!
181   // umeyama(MatrixXcf(),MatrixXcf());
182   // umeyama(MatrixXcd(),MatrixXcd());
183 }
184