// This file is part of Eigen, a lightweight C++ template library // for linear algebra. Eigen itself is part of the KDE project. // // Copyright (C) 2008 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/LU> template<typename Derived> void doSomeRankPreservingOperations(Eigen::MatrixBase<Derived>& m) { typedef typename Derived::RealScalar RealScalar; for(int a = 0; a < 3*(m.rows()+m.cols()); a++) { RealScalar d = Eigen::ei_random<RealScalar>(-1,1); int i = Eigen::ei_random<int>(0,m.rows()-1); // i is a random row number int j; do { j = Eigen::ei_random<int>(0,m.rows()-1); } while (i==j); // j is another one (must be different) m.row(i) += d * m.row(j); i = Eigen::ei_random<int>(0,m.cols()-1); // i is a random column number do { j = Eigen::ei_random<int>(0,m.cols()-1); } while (i==j); // j is another one (must be different) m.col(i) += d * m.col(j); } } template<typename MatrixType> void lu_non_invertible() { /* this test covers the following files: LU.h */ // NOTE there seems to be a problem with too small sizes -- could easily lie in the doSomeRankPreservingOperations function int rows = ei_random<int>(20,200), cols = ei_random<int>(20,200), cols2 = ei_random<int>(20,200); int rank = ei_random<int>(1, std::min(rows, cols)-1); MatrixType m1(rows, cols), m2(cols, cols2), m3(rows, cols2), k(1,1); m1 = MatrixType::Random(rows,cols); if(rows <= cols) for(int i = rank; i < rows; i++) m1.row(i).setZero(); else for(int i = rank; i < cols; i++) m1.col(i).setZero(); doSomeRankPreservingOperations(m1); LU<MatrixType> lu(m1); typename LU<MatrixType>::KernelResultType m1kernel = lu.kernel(); typename LU<MatrixType>::ImageResultType m1image = lu.image(); VERIFY(rank == lu.rank()); VERIFY(cols - lu.rank() == lu.dimensionOfKernel()); VERIFY(!lu.isInjective()); VERIFY(!lu.isInvertible()); VERIFY(lu.isSurjective() == (lu.rank() == rows)); VERIFY((m1 * m1kernel).isMuchSmallerThan(m1)); VERIFY(m1image.lu().rank() == rank); MatrixType sidebyside(m1.rows(), m1.cols() + m1image.cols()); sidebyside << m1, m1image; VERIFY(sidebyside.lu().rank() == rank); m2 = MatrixType::Random(cols,cols2); m3 = m1*m2; m2 = MatrixType::Random(cols,cols2); lu.solve(m3, &m2); VERIFY_IS_APPROX(m3, m1*m2); /* solve now always returns true m3 = MatrixType::Random(rows,cols2); VERIFY(!lu.solve(m3, &m2)); */ } template<typename MatrixType> void lu_invertible() { /* this test covers the following files: LU.h */ typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar; int size = ei_random<int>(10,200); MatrixType m1(size, size), m2(size, size), m3(size, size); m1 = MatrixType::Random(size,size); if (ei_is_same_type<RealScalar,float>::ret) { // let's build a matrix more stable to inverse MatrixType a = MatrixType::Random(size,size*2); m1 += a * a.adjoint(); } LU<MatrixType> lu(m1); VERIFY(0 == lu.dimensionOfKernel()); VERIFY(size == lu.rank()); VERIFY(lu.isInjective()); VERIFY(lu.isSurjective()); VERIFY(lu.isInvertible()); VERIFY(lu.image().lu().isInvertible()); m3 = MatrixType::Random(size,size); lu.solve(m3, &m2); VERIFY_IS_APPROX(m3, m1*m2); VERIFY_IS_APPROX(m2, lu.inverse()*m3); m3 = MatrixType::Random(size,size); VERIFY(lu.solve(m3, &m2)); } void test_eigen2_lu() { for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST_1( lu_non_invertible<MatrixXf>() ); CALL_SUBTEST_2( lu_non_invertible<MatrixXd>() ); CALL_SUBTEST_3( lu_non_invertible<MatrixXcf>() ); CALL_SUBTEST_4( lu_non_invertible<MatrixXcd>() ); CALL_SUBTEST_1( lu_invertible<MatrixXf>() ); CALL_SUBTEST_2( lu_invertible<MatrixXd>() ); CALL_SUBTEST_3( lu_invertible<MatrixXcf>() ); CALL_SUBTEST_4( lu_invertible<MatrixXcd>() ); } }