// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009-2010 Benoit Jacob <jacob.benoit.1@gmail.com> // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #include "main.h" #include <Eigen/QR> template<typename MatrixType> void householder(const MatrixType& m) { typedef typename MatrixType::Index Index; static bool even = true; even = !even; /* this test covers the following files: Householder.h */ Index rows = m.rows(); Index cols = m.cols(); typedef typename MatrixType::Scalar Scalar; typedef typename NumTraits<Scalar>::Real RealScalar; typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType; typedef Matrix<Scalar, internal::decrement_size<MatrixType::RowsAtCompileTime>::ret, 1> EssentialVectorType; typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType; typedef Matrix<Scalar, Dynamic, MatrixType::ColsAtCompileTime> HBlockMatrixType; typedef Matrix<Scalar, Dynamic, 1> HCoeffsVectorType; typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, MatrixType::RowsAtCompileTime> TMatrixType; Matrix<Scalar, EIGEN_SIZE_MAX(MatrixType::RowsAtCompileTime,MatrixType::ColsAtCompileTime), 1> _tmp((std::max)(rows,cols)); Scalar* tmp = &_tmp.coeffRef(0,0); Scalar beta; RealScalar alpha; EssentialVectorType essential; VectorType v1 = VectorType::Random(rows), v2; v2 = v1; v1.makeHouseholder(essential, beta, alpha); v1.applyHouseholderOnTheLeft(essential,beta,tmp); VERIFY_IS_APPROX(v1.norm(), v2.norm()); if(rows>=2) VERIFY_IS_MUCH_SMALLER_THAN(v1.tail(rows-1).norm(), v1.norm()); v1 = VectorType::Random(rows); v2 = v1; v1.applyHouseholderOnTheLeft(essential,beta,tmp); VERIFY_IS_APPROX(v1.norm(), v2.norm()); MatrixType m1(rows, cols), m2(rows, cols); v1 = VectorType::Random(rows); if(even) v1.tail(rows-1).setZero(); m1.colwise() = v1; m2 = m1; m1.col(0).makeHouseholder(essential, beta, alpha); m1.applyHouseholderOnTheLeft(essential,beta,tmp); VERIFY_IS_APPROX(m1.norm(), m2.norm()); if(rows>=2) VERIFY_IS_MUCH_SMALLER_THAN(m1.block(1,0,rows-1,cols).norm(), m1.norm()); VERIFY_IS_MUCH_SMALLER_THAN(numext::imag(m1(0,0)), numext::real(m1(0,0))); VERIFY_IS_APPROX(numext::real(m1(0,0)), alpha); v1 = VectorType::Random(rows); if(even) v1.tail(rows-1).setZero(); SquareMatrixType m3(rows,rows), m4(rows,rows); m3.rowwise() = v1.transpose(); m4 = m3; m3.row(0).makeHouseholder(essential, beta, alpha); m3.applyHouseholderOnTheRight(essential,beta,tmp); VERIFY_IS_APPROX(m3.norm(), m4.norm()); if(rows>=2) VERIFY_IS_MUCH_SMALLER_THAN(m3.block(0,1,rows,rows-1).norm(), m3.norm()); VERIFY_IS_MUCH_SMALLER_THAN(numext::imag(m3(0,0)), numext::real(m3(0,0))); VERIFY_IS_APPROX(numext::real(m3(0,0)), alpha); // test householder sequence on the left with a shift Index shift = internal::random<Index>(0, std::max<Index>(rows-2,0)); Index brows = rows - shift; m1.setRandom(rows, cols); HBlockMatrixType hbm = m1.block(shift,0,brows,cols); HouseholderQR<HBlockMatrixType> qr(hbm); m2 = m1; m2.block(shift,0,brows,cols) = qr.matrixQR(); HCoeffsVectorType hc = qr.hCoeffs().conjugate(); HouseholderSequence<MatrixType, HCoeffsVectorType> hseq(m2, hc); hseq.setLength(hc.size()).setShift(shift); VERIFY(hseq.length() == hc.size()); VERIFY(hseq.shift() == shift); MatrixType m5 = m2; m5.block(shift,0,brows,cols).template triangularView<StrictlyLower>().setZero(); VERIFY_IS_APPROX(hseq * m5, m1); // test applying hseq directly m3 = hseq; VERIFY_IS_APPROX(m3 * m5, m1); // test evaluating hseq to a dense matrix, then applying SquareMatrixType hseq_mat = hseq; SquareMatrixType hseq_mat_conj = hseq.conjugate(); SquareMatrixType hseq_mat_adj = hseq.adjoint(); SquareMatrixType hseq_mat_trans = hseq.transpose(); SquareMatrixType m6 = SquareMatrixType::Random(rows, rows); VERIFY_IS_APPROX(hseq_mat.adjoint(), hseq_mat_adj); VERIFY_IS_APPROX(hseq_mat.conjugate(), hseq_mat_conj); VERIFY_IS_APPROX(hseq_mat.transpose(), hseq_mat_trans); VERIFY_IS_APPROX(hseq_mat * m6, hseq_mat * m6); VERIFY_IS_APPROX(hseq_mat.adjoint() * m6, hseq_mat_adj * m6); VERIFY_IS_APPROX(hseq_mat.conjugate() * m6, hseq_mat_conj * m6); VERIFY_IS_APPROX(hseq_mat.transpose() * m6, hseq_mat_trans * m6); VERIFY_IS_APPROX(m6 * hseq_mat, m6 * hseq_mat); VERIFY_IS_APPROX(m6 * hseq_mat.adjoint(), m6 * hseq_mat_adj); VERIFY_IS_APPROX(m6 * hseq_mat.conjugate(), m6 * hseq_mat_conj); VERIFY_IS_APPROX(m6 * hseq_mat.transpose(), m6 * hseq_mat_trans); // test householder sequence on the right with a shift TMatrixType tm2 = m2.transpose(); HouseholderSequence<TMatrixType, HCoeffsVectorType, OnTheRight> rhseq(tm2, hc); rhseq.setLength(hc.size()).setShift(shift); VERIFY_IS_APPROX(rhseq * m5, m1); // test applying rhseq directly m3 = rhseq; VERIFY_IS_APPROX(m3 * m5, m1); // test evaluating rhseq to a dense matrix, then applying } void test_householder() { for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST_1( householder(Matrix<double,2,2>()) ); CALL_SUBTEST_2( householder(Matrix<float,2,3>()) ); CALL_SUBTEST_3( householder(Matrix<double,3,5>()) ); CALL_SUBTEST_4( householder(Matrix<float,4,4>()) ); CALL_SUBTEST_5( householder(MatrixXd(internal::random<int>(1,EIGEN_TEST_MAX_SIZE),internal::random<int>(1,EIGEN_TEST_MAX_SIZE))) ); CALL_SUBTEST_6( householder(MatrixXcf(internal::random<int>(1,EIGEN_TEST_MAX_SIZE),internal::random<int>(1,EIGEN_TEST_MAX_SIZE))) ); CALL_SUBTEST_7( householder(MatrixXf(internal::random<int>(1,EIGEN_TEST_MAX_SIZE),internal::random<int>(1,EIGEN_TEST_MAX_SIZE))) ); CALL_SUBTEST_8( householder(Matrix<double,1,1>()) ); } }