1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
5 // Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
6 //
7 // This Source Code Form is subject to the terms of the Mozilla
8 // Public License v. 2.0. If a copy of the MPL was not distributed
9 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
10
11 #include "main.h"
12 #include <Eigen/Eigenvalues>
13
hessenberg(int size=Size)14 template<typename Scalar,int Size> void hessenberg(int size = Size)
15 {
16 typedef Matrix<Scalar,Size,Size> MatrixType;
17
18 // Test basic functionality: A = U H U* and H is Hessenberg
19 for(int counter = 0; counter < g_repeat; ++counter) {
20 MatrixType m = MatrixType::Random(size,size);
21 HessenbergDecomposition<MatrixType> hess(m);
22 MatrixType Q = hess.matrixQ();
23 MatrixType H = hess.matrixH();
24 VERIFY_IS_APPROX(m, Q * H * Q.adjoint());
25 for(int row = 2; row < size; ++row) {
26 for(int col = 0; col < row-1; ++col) {
27 VERIFY(H(row,col) == (typename MatrixType::Scalar)0);
28 }
29 }
30 }
31
32 // Test whether compute() and constructor returns same result
33 MatrixType A = MatrixType::Random(size, size);
34 HessenbergDecomposition<MatrixType> cs1;
35 cs1.compute(A);
36 HessenbergDecomposition<MatrixType> cs2(A);
37 VERIFY_IS_EQUAL(cs1.matrixH().eval(), cs2.matrixH().eval());
38 MatrixType cs1Q = cs1.matrixQ();
39 MatrixType cs2Q = cs2.matrixQ();
40 VERIFY_IS_EQUAL(cs1Q, cs2Q);
41
42 // Test assertions for when used uninitialized
43 HessenbergDecomposition<MatrixType> hessUninitialized;
44 VERIFY_RAISES_ASSERT( hessUninitialized.matrixH() );
45 VERIFY_RAISES_ASSERT( hessUninitialized.matrixQ() );
46 VERIFY_RAISES_ASSERT( hessUninitialized.householderCoefficients() );
47 VERIFY_RAISES_ASSERT( hessUninitialized.packedMatrix() );
48
49 // TODO: Add tests for packedMatrix() and householderCoefficients()
50 }
51
test_hessenberg()52 void test_hessenberg()
53 {
54 CALL_SUBTEST_1(( hessenberg<std::complex<double>,1>() ));
55 CALL_SUBTEST_2(( hessenberg<std::complex<double>,2>() ));
56 CALL_SUBTEST_3(( hessenberg<std::complex<float>,4>() ));
57 CALL_SUBTEST_4(( hessenberg<float,Dynamic>(internal::random<int>(1,EIGEN_TEST_MAX_SIZE)) ));
58 CALL_SUBTEST_5(( hessenberg<std::complex<double>,Dynamic>(internal::random<int>(1,EIGEN_TEST_MAX_SIZE)) ));
59
60 // Test problem size constructors
61 CALL_SUBTEST_6(HessenbergDecomposition<MatrixXf>(10));
62 }
63