// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2009 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 "svd_common.h" template<typename MatrixType, int QRPreconditioner> void jacobisvd_check_full(const MatrixType& m, const JacobiSVD<MatrixType, QRPreconditioner>& svd) { svd_check_full<MatrixType, JacobiSVD<MatrixType, QRPreconditioner > >(m, svd); } template<typename MatrixType, int QRPreconditioner> void jacobisvd_compare_to_full(const MatrixType& m, unsigned int computationOptions, const JacobiSVD<MatrixType, QRPreconditioner>& referenceSvd) { svd_compare_to_full<MatrixType, JacobiSVD<MatrixType, QRPreconditioner> >(m, computationOptions, referenceSvd); } template<typename MatrixType, int QRPreconditioner> void jacobisvd_solve(const MatrixType& m, unsigned int computationOptions) { svd_solve< MatrixType, JacobiSVD< MatrixType, QRPreconditioner > >(m, computationOptions); } template<typename MatrixType, int QRPreconditioner> void jacobisvd_test_all_computation_options(const MatrixType& m) { if (QRPreconditioner == NoQRPreconditioner && m.rows() != m.cols()) return; JacobiSVD< MatrixType, QRPreconditioner > fullSvd(m, ComputeFullU|ComputeFullV); svd_test_computation_options_1< MatrixType, JacobiSVD< MatrixType, QRPreconditioner > >(m, fullSvd); if(QRPreconditioner == FullPivHouseholderQRPreconditioner) return; svd_test_computation_options_2< MatrixType, JacobiSVD< MatrixType, QRPreconditioner > >(m, fullSvd); } template<typename MatrixType> void jacobisvd(const MatrixType& a = MatrixType(), bool pickrandom = true) { MatrixType m = pickrandom ? MatrixType::Random(a.rows(), a.cols()) : a; jacobisvd_test_all_computation_options<MatrixType, FullPivHouseholderQRPreconditioner>(m); jacobisvd_test_all_computation_options<MatrixType, ColPivHouseholderQRPreconditioner>(m); jacobisvd_test_all_computation_options<MatrixType, HouseholderQRPreconditioner>(m); jacobisvd_test_all_computation_options<MatrixType, NoQRPreconditioner>(m); } template<typename MatrixType> void jacobisvd_verify_assert(const MatrixType& m) { svd_verify_assert<MatrixType, JacobiSVD< MatrixType > >(m); typedef typename MatrixType::Index Index; Index rows = m.rows(); Index cols = m.cols(); enum { RowsAtCompileTime = MatrixType::RowsAtCompileTime, ColsAtCompileTime = MatrixType::ColsAtCompileTime }; MatrixType a = MatrixType::Zero(rows, cols); a.setZero(); if (ColsAtCompileTime == Dynamic) { JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> svd_fullqr; VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeFullU|ComputeThinV)) VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeThinV)) VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeFullV)) } } template<typename MatrixType> void jacobisvd_method() { enum { Size = MatrixType::RowsAtCompileTime }; typedef typename MatrixType::RealScalar RealScalar; typedef Matrix<RealScalar, Size, 1> RealVecType; MatrixType m = MatrixType::Identity(); VERIFY_IS_APPROX(m.jacobiSvd().singularValues(), RealVecType::Ones()); VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixU()); VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixV()); VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).solve(m), m); } template<typename MatrixType> void jacobisvd_inf_nan() { svd_inf_nan<MatrixType, JacobiSVD< MatrixType > >(); } // Regression test for bug 286: JacobiSVD loops indefinitely with some // matrices containing denormal numbers. void jacobisvd_bug286() { #if defined __INTEL_COMPILER // shut up warning #239: floating point underflow #pragma warning push #pragma warning disable 239 #endif Matrix2d M; M << -7.90884e-313, -4.94e-324, 0, 5.60844e-313; #if defined __INTEL_COMPILER #pragma warning pop #endif JacobiSVD<Matrix2d> svd; svd.compute(M); // just check we don't loop indefinitely } void jacobisvd_preallocate() { svd_preallocate< JacobiSVD <MatrixXf> >(); } void test_jacobisvd() { CALL_SUBTEST_11(( jacobisvd<Matrix<double,Dynamic,Dynamic> > (Matrix<double,Dynamic,Dynamic>(16, 6)) )); CALL_SUBTEST_3(( jacobisvd_verify_assert(Matrix3f()) )); CALL_SUBTEST_4(( jacobisvd_verify_assert(Matrix4d()) )); CALL_SUBTEST_7(( jacobisvd_verify_assert(MatrixXf(10,12)) )); CALL_SUBTEST_8(( jacobisvd_verify_assert(MatrixXcd(7,5)) )); for(int i = 0; i < g_repeat; i++) { Matrix2cd m; m << 0, 1, 0, 1; CALL_SUBTEST_1(( jacobisvd(m, false) )); m << 1, 0, 1, 0; CALL_SUBTEST_1(( jacobisvd(m, false) )); Matrix2d n; n << 0, 0, 0, 0; CALL_SUBTEST_2(( jacobisvd(n, false) )); n << 0, 0, 0, 1; CALL_SUBTEST_2(( jacobisvd(n, false) )); CALL_SUBTEST_3(( jacobisvd<Matrix3f>() )); CALL_SUBTEST_4(( jacobisvd<Matrix4d>() )); CALL_SUBTEST_5(( jacobisvd<Matrix<float,3,5> >() )); CALL_SUBTEST_6(( jacobisvd<Matrix<double,Dynamic,2> >(Matrix<double,Dynamic,2>(10,2)) )); int r = internal::random<int>(1, 30), c = internal::random<int>(1, 30); CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(r,c)) )); CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(r,c)) )); (void) r; (void) c; // Test on inf/nan matrix CALL_SUBTEST_7( jacobisvd_inf_nan<MatrixXf>() ); } 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))) )); 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))) )); // test matrixbase method CALL_SUBTEST_1(( jacobisvd_method<Matrix2cd>() )); CALL_SUBTEST_3(( jacobisvd_method<Matrix3f>() )); // Test problem size constructors CALL_SUBTEST_7( JacobiSVD<MatrixXf>(10,10) ); // Check that preallocation avoids subsequent mallocs CALL_SUBTEST_9( jacobisvd_preallocate() ); // Regression check for bug 286 CALL_SUBTEST_2( jacobisvd_bug286() ); }