1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com>
5 // Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr>
6 // Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr>
7 // Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr>
8 //
9 // This Source Code Form is subject to the terms of the Mozilla
10 // Public License v. 2.0. If a copy of the MPL was not distributed
11 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/
12
13 #include "svd_common.h"
14 #include <iostream>
15 #include <Eigen/LU>
16
17 // check if "svd" is the good image of "m"
18 template<typename MatrixType>
bdcsvd_check_full(const MatrixType & m,const BDCSVD<MatrixType> & svd)19 void bdcsvd_check_full(const MatrixType& m, const BDCSVD<MatrixType>& svd)
20 {
21 svd_check_full< MatrixType, BDCSVD< MatrixType > >(m, svd);
22 }
23
24 // Compare to a reference value
25 template<typename MatrixType>
bdcsvd_compare_to_full(const MatrixType & m,unsigned int computationOptions,const BDCSVD<MatrixType> & referenceSvd)26 void bdcsvd_compare_to_full(const MatrixType& m,
27 unsigned int computationOptions,
28 const BDCSVD<MatrixType>& referenceSvd)
29 {
30 svd_compare_to_full< MatrixType, BDCSVD< MatrixType > >(m, computationOptions, referenceSvd);
31 } // end bdcsvd_compare_to_full
32
33
34 template<typename MatrixType>
bdcsvd_solve(const MatrixType & m,unsigned int computationOptions)35 void bdcsvd_solve(const MatrixType& m, unsigned int computationOptions)
36 {
37 svd_solve< MatrixType, BDCSVD< MatrixType > >(m, computationOptions);
38 } // end template bdcsvd_solve
39
40
41 // test the computations options
42 template<typename MatrixType>
bdcsvd_test_all_computation_options(const MatrixType & m)43 void bdcsvd_test_all_computation_options(const MatrixType& m)
44 {
45 BDCSVD<MatrixType> fullSvd(m, ComputeFullU|ComputeFullV);
46 svd_test_computation_options_1< MatrixType, BDCSVD< MatrixType > >(m, fullSvd);
47 svd_test_computation_options_2< MatrixType, BDCSVD< MatrixType > >(m, fullSvd);
48 } // end bdcsvd_test_all_computation_options
49
50
51 // Call a test with all the computations options
52 template<typename MatrixType>
bdcsvd(const MatrixType & a=MatrixType (),bool pickrandom=true)53 void bdcsvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
54 {
55 MatrixType m = pickrandom ? MatrixType::Random(a.rows(), a.cols()) : a;
56 bdcsvd_test_all_computation_options<MatrixType>(m);
57 } // end template bdcsvd
58
59
60 // verify assert
61 template<typename MatrixType>
bdcsvd_verify_assert(const MatrixType & m)62 void bdcsvd_verify_assert(const MatrixType& m)
63 {
64 svd_verify_assert< MatrixType, BDCSVD< MatrixType > >(m);
65 }// end template bdcsvd_verify_assert
66
67
68 // test weird values
69 template<typename MatrixType>
bdcsvd_inf_nan()70 void bdcsvd_inf_nan()
71 {
72 svd_inf_nan< MatrixType, BDCSVD< MatrixType > >();
73 }// end template bdcsvd_inf_nan
74
75
76
bdcsvd_preallocate()77 void bdcsvd_preallocate()
78 {
79 svd_preallocate< BDCSVD< MatrixXf > >();
80 } // end bdcsvd_preallocate
81
82
83 // compare the Singular values returned with Jacobi and Bdc
84 template<typename MatrixType>
compare_bdc_jacobi(const MatrixType & a=MatrixType (),unsigned int computationOptions=0)85 void compare_bdc_jacobi(const MatrixType& a = MatrixType(), unsigned int computationOptions = 0)
86 {
87 std::cout << "debut compare" << std::endl;
88 MatrixType m = MatrixType::Random(a.rows(), a.cols());
89 BDCSVD<MatrixType> bdc_svd(m);
90 JacobiSVD<MatrixType> jacobi_svd(m);
91 VERIFY_IS_APPROX(bdc_svd.singularValues(), jacobi_svd.singularValues());
92 if(computationOptions & ComputeFullU)
93 VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
94 if(computationOptions & ComputeThinU)
95 VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
96 if(computationOptions & ComputeFullV)
97 VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
98 if(computationOptions & ComputeThinV)
99 VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
100 std::cout << "fin compare" << std::endl;
101 } // end template compare_bdc_jacobi
102
103
104 // call the tests
test_bdcsvd()105 void test_bdcsvd()
106 {
107 // test of Dynamic defined Matrix (42, 42) of float
108 CALL_SUBTEST_11(( bdcsvd_verify_assert<Matrix<float,Dynamic,Dynamic> >
109 (Matrix<float,Dynamic,Dynamic>(42,42)) ));
110 CALL_SUBTEST_11(( compare_bdc_jacobi<Matrix<float,Dynamic,Dynamic> >
111 (Matrix<float,Dynamic,Dynamic>(42,42), 0) ));
112 CALL_SUBTEST_11(( bdcsvd<Matrix<float,Dynamic,Dynamic> >
113 (Matrix<float,Dynamic,Dynamic>(42,42)) ));
114
115 // test of Dynamic defined Matrix (50, 50) of double
116 CALL_SUBTEST_13(( bdcsvd_verify_assert<Matrix<double,Dynamic,Dynamic> >
117 (Matrix<double,Dynamic,Dynamic>(50,50)) ));
118 CALL_SUBTEST_13(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> >
119 (Matrix<double,Dynamic,Dynamic>(50,50), 0) ));
120 CALL_SUBTEST_13(( bdcsvd<Matrix<double,Dynamic,Dynamic> >
121 (Matrix<double,Dynamic,Dynamic>(50, 50)) ));
122
123 // test of Dynamic defined Matrix (22, 22) of complex double
124 CALL_SUBTEST_14(( bdcsvd_verify_assert<Matrix<std::complex<double>,Dynamic,Dynamic> >
125 (Matrix<std::complex<double>,Dynamic,Dynamic>(22,22)) ));
126 CALL_SUBTEST_14(( compare_bdc_jacobi<Matrix<std::complex<double>,Dynamic,Dynamic> >
127 (Matrix<std::complex<double>, Dynamic, Dynamic> (22,22), 0) ));
128 CALL_SUBTEST_14(( bdcsvd<Matrix<std::complex<double>,Dynamic,Dynamic> >
129 (Matrix<std::complex<double>,Dynamic,Dynamic>(22, 22)) ));
130
131 // test of Dynamic defined Matrix (10, 10) of int
132 //CALL_SUBTEST_15(( bdcsvd_verify_assert<Matrix<int,Dynamic,Dynamic> >
133 // (Matrix<int,Dynamic,Dynamic>(10,10)) ));
134 //CALL_SUBTEST_15(( compare_bdc_jacobi<Matrix<int,Dynamic,Dynamic> >
135 // (Matrix<int,Dynamic,Dynamic>(10,10), 0) ));
136 //CALL_SUBTEST_15(( bdcsvd<Matrix<int,Dynamic,Dynamic> >
137 // (Matrix<int,Dynamic,Dynamic>(10, 10)) ));
138
139
140 // test of Dynamic defined Matrix (8, 6) of double
141
142 CALL_SUBTEST_16(( bdcsvd_verify_assert<Matrix<double,Dynamic,Dynamic> >
143 (Matrix<double,Dynamic,Dynamic>(8,6)) ));
144 CALL_SUBTEST_16(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> >
145 (Matrix<double,Dynamic,Dynamic>(8, 6), 0) ));
146 CALL_SUBTEST_16(( bdcsvd<Matrix<double,Dynamic,Dynamic> >
147 (Matrix<double,Dynamic,Dynamic>(8, 6)) ));
148
149
150
151 // test of Dynamic defined Matrix (36, 12) of float
152 CALL_SUBTEST_17(( compare_bdc_jacobi<Matrix<float,Dynamic,Dynamic> >
153 (Matrix<float,Dynamic,Dynamic>(36, 12), 0) ));
154 CALL_SUBTEST_17(( bdcsvd<Matrix<float,Dynamic,Dynamic> >
155 (Matrix<float,Dynamic,Dynamic>(36, 12)) ));
156
157 // test of Dynamic defined Matrix (5, 8) of double
158 CALL_SUBTEST_18(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> >
159 (Matrix<double,Dynamic,Dynamic>(5, 8), 0) ));
160 CALL_SUBTEST_18(( bdcsvd<Matrix<double,Dynamic,Dynamic> >
161 (Matrix<double,Dynamic,Dynamic>(5, 8)) ));
162
163
164 // non regression tests
165 CALL_SUBTEST_3(( bdcsvd_verify_assert(Matrix3f()) ));
166 CALL_SUBTEST_4(( bdcsvd_verify_assert(Matrix4d()) ));
167 CALL_SUBTEST_7(( bdcsvd_verify_assert(MatrixXf(10,12)) ));
168 CALL_SUBTEST_8(( bdcsvd_verify_assert(MatrixXcd(7,5)) ));
169
170 // SUBTESTS 1 and 2 on specifics matrix
171 for(int i = 0; i < g_repeat; i++) {
172 Matrix2cd m;
173 m << 0, 1,
174 0, 1;
175 CALL_SUBTEST_1(( bdcsvd(m, false) ));
176 m << 1, 0,
177 1, 0;
178 CALL_SUBTEST_1(( bdcsvd(m, false) ));
179
180 Matrix2d n;
181 n << 0, 0,
182 0, 0;
183 CALL_SUBTEST_2(( bdcsvd(n, false) ));
184 n << 0, 0,
185 0, 1;
186 CALL_SUBTEST_2(( bdcsvd(n, false) ));
187
188 // Statics matrix don't work with BDSVD yet
189 // bdc algo on a random 3x3 float matrix
190 // CALL_SUBTEST_3(( bdcsvd<Matrix3f>() ));
191 // bdc algo on a random 4x4 double matrix
192 // CALL_SUBTEST_4(( bdcsvd<Matrix4d>() ));
193 // bdc algo on a random 3x5 float matrix
194 // CALL_SUBTEST_5(( bdcsvd<Matrix<float,3,5> >() ));
195
196 int r = internal::random<int>(1, 30),
197 c = internal::random<int>(1, 30);
198 CALL_SUBTEST_7(( bdcsvd<MatrixXf>(MatrixXf(r,c)) ));
199 CALL_SUBTEST_8(( bdcsvd<MatrixXcd>(MatrixXcd(r,c)) ));
200 (void) r;
201 (void) c;
202
203 // Test on inf/nan matrix
204 CALL_SUBTEST_7( bdcsvd_inf_nan<MatrixXf>() );
205 }
206
207 CALL_SUBTEST_7(( bdcsvd<MatrixXf>(MatrixXf(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))) ));
208 CALL_SUBTEST_8(( bdcsvd<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))) ));
209
210 // Test problem size constructors
211 CALL_SUBTEST_7( BDCSVD<MatrixXf>(10,10) );
212
213 } // end test_bdcsvd
214