1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2008-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
5 // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
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 // discard stack allocation as that too bypasses malloc
12 #define EIGEN_STACK_ALLOCATION_LIMIT 0
13 #define EIGEN_RUNTIME_NO_MALLOC
14 #include "main.h"
15 #include <Eigen/SVD>
16
17 #define SVD_DEFAULT(M) JacobiSVD<M>
18 #define SVD_FOR_MIN_NORM(M) JacobiSVD<M,ColPivHouseholderQRPreconditioner>
19 #include "svd_common.h"
20
21 // Check all variants of JacobiSVD
22 template<typename MatrixType>
jacobisvd(const MatrixType & a=MatrixType (),bool pickrandom=true)23 void jacobisvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
24 {
25 MatrixType m = a;
26 if(pickrandom)
27 svd_fill_random(m);
28
29 CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> >(m, true) )); // check full only
30 CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner> >(m, false) ));
31 CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, HouseholderQRPreconditioner> >(m, false) ));
32 if(m.rows()==m.cols())
33 CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, NoQRPreconditioner> >(m, false) ));
34 }
35
jacobisvd_verify_assert(const MatrixType & m)36 template<typename MatrixType> void jacobisvd_verify_assert(const MatrixType& m)
37 {
38 svd_verify_assert<JacobiSVD<MatrixType> >(m);
39 typedef typename MatrixType::Index Index;
40 Index rows = m.rows();
41 Index cols = m.cols();
42
43 enum {
44 ColsAtCompileTime = MatrixType::ColsAtCompileTime
45 };
46
47
48 MatrixType a = MatrixType::Zero(rows, cols);
49 a.setZero();
50
51 if (ColsAtCompileTime == Dynamic)
52 {
53 JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> svd_fullqr;
54 VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeFullU|ComputeThinV))
55 VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeThinV))
56 VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeFullV))
57 }
58 }
59
60 template<typename MatrixType>
jacobisvd_method()61 void jacobisvd_method()
62 {
63 enum { Size = MatrixType::RowsAtCompileTime };
64 typedef typename MatrixType::RealScalar RealScalar;
65 typedef Matrix<RealScalar, Size, 1> RealVecType;
66 MatrixType m = MatrixType::Identity();
67 VERIFY_IS_APPROX(m.jacobiSvd().singularValues(), RealVecType::Ones());
68 VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixU());
69 VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixV());
70 VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).solve(m), m);
71 }
72
test_jacobisvd()73 void test_jacobisvd()
74 {
75 CALL_SUBTEST_3(( jacobisvd_verify_assert(Matrix3f()) ));
76 CALL_SUBTEST_4(( jacobisvd_verify_assert(Matrix4d()) ));
77 CALL_SUBTEST_7(( jacobisvd_verify_assert(MatrixXf(10,12)) ));
78 CALL_SUBTEST_8(( jacobisvd_verify_assert(MatrixXcd(7,5)) ));
79
80 CALL_SUBTEST_11(svd_all_trivial_2x2(jacobisvd<Matrix2cd>));
81 CALL_SUBTEST_12(svd_all_trivial_2x2(jacobisvd<Matrix2d>));
82
83 for(int i = 0; i < g_repeat; i++) {
84 CALL_SUBTEST_3(( jacobisvd<Matrix3f>() ));
85 CALL_SUBTEST_4(( jacobisvd<Matrix4d>() ));
86 CALL_SUBTEST_5(( jacobisvd<Matrix<float,3,5> >() ));
87 CALL_SUBTEST_6(( jacobisvd<Matrix<double,Dynamic,2> >(Matrix<double,Dynamic,2>(10,2)) ));
88
89 int r = internal::random<int>(1, 30),
90 c = internal::random<int>(1, 30);
91
92 TEST_SET_BUT_UNUSED_VARIABLE(r)
93 TEST_SET_BUT_UNUSED_VARIABLE(c)
94
95 CALL_SUBTEST_10(( jacobisvd<MatrixXd>(MatrixXd(r,c)) ));
96 CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(r,c)) ));
97 CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(r,c)) ));
98 (void) r;
99 (void) c;
100
101 // Test on inf/nan matrix
102 CALL_SUBTEST_7( (svd_inf_nan<JacobiSVD<MatrixXf>, MatrixXf>()) );
103 CALL_SUBTEST_10( (svd_inf_nan<JacobiSVD<MatrixXd>, MatrixXd>()) );
104
105 // bug1395 test compile-time vectors as input
106 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,6,1>()) ));
107 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,6>()) ));
108 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,Dynamic,1>(r)) ));
109 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,Dynamic>(c)) ));
110 }
111
112 CALL_SUBTEST_7(( jacobisvd<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))) ));
113 CALL_SUBTEST_8(( jacobisvd<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))) ));
114
115 // test matrixbase method
116 CALL_SUBTEST_1(( jacobisvd_method<Matrix2cd>() ));
117 CALL_SUBTEST_3(( jacobisvd_method<Matrix3f>() ));
118
119 // Test problem size constructors
120 CALL_SUBTEST_7( JacobiSVD<MatrixXf>(10,10) );
121
122 // Check that preallocation avoids subsequent mallocs
123 CALL_SUBTEST_9( svd_preallocate<void>() );
124
125 CALL_SUBTEST_2( svd_underoverflow<void>() );
126 }
127