| // This file is part of Eigen, a lightweight C++ template library | |
| // for linear algebra. | |
| // | |
| // Copyright (C) 2008-2014 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/. | |
| // We explicitly disable deprecated declarations for this set of tests | |
| // because we purposely verify assertions for the deprecated SVD runtime | |
| // option behavior. | |
| #if defined(__GNUC__) | |
| #pragma GCC diagnostic ignored "-Wdeprecated-declarations" | |
| #elif defined(_MSC_VER) | |
| #pragma warning( disable : 4996 ) | |
| #endif | |
| // discard stack allocation as that too bypasses malloc | |
| #define EIGEN_STACK_ALLOCATION_LIMIT 0 | |
| #define EIGEN_RUNTIME_NO_MALLOC | |
| #include "main.h" | |
| #include <Eigen/SVD> | |
| #define SVD_DEFAULT(M) JacobiSVD<M> | |
| #define SVD_FOR_MIN_NORM(M) JacobiSVD<M,ColPivHouseholderQRPreconditioner> | |
| #define SVD_STATIC_OPTIONS(M, O) JacobiSVD<M, O> | |
| #include "svd_common.h" | |
| 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.template jacobiSvd<ComputeFullU | ComputeFullV>().solve(m), m); | |
| VERIFY_IS_APPROX(m.template jacobiSvd<ComputeFullU | ComputeFullV>().transpose().solve(m), m); | |
| VERIFY_IS_APPROX(m.template jacobiSvd<ComputeFullU | ComputeFullV>().adjoint().solve(m), m); | |
| // Deprecated behavior. | |
| VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).solve(m), m); | |
| VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).transpose().solve(m), m); | |
| VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).adjoint().solve(m), m); | |
| } | |
| template <typename MatrixType> | |
| void jacobisvd_all_options(const MatrixType& input = MatrixType()) { | |
| MatrixType m(input.rows(), input.cols()); | |
| svd_fill_random(m); | |
| svd_option_checks<MatrixType, 0>(m); | |
| svd_option_checks<MatrixType, ColPivHouseholderQRPreconditioner>(m); | |
| svd_option_checks<MatrixType, HouseholderQRPreconditioner>(m); | |
| svd_option_checks_full_only<MatrixType, FullPivHouseholderQRPreconditioner>( | |
| m); // FullPiv only used when computing full unitaries | |
| } | |
| template <typename MatrixType> | |
| void jacobisvd_verify_assert(const MatrixType& m = MatrixType()) { | |
| svd_verify_assert<MatrixType, 0>(m); | |
| svd_verify_assert<MatrixType, ColPivHouseholderQRPreconditioner>(m); | |
| svd_verify_assert<MatrixType, HouseholderQRPreconditioner>(m); | |
| svd_verify_assert_full_only<MatrixType, FullPivHouseholderQRPreconditioner>(m); | |
| svd_verify_constructor_options_assert<JacobiSVD<MatrixType>>(m); | |
| svd_verify_constructor_options_assert<JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>>(m); | |
| svd_verify_constructor_options_assert<JacobiSVD<MatrixType, HouseholderQRPreconditioner>>(m); | |
| svd_verify_constructor_options_assert<JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>>(m, true); | |
| } | |
| template <typename MatrixType> | |
| void jacobisvd_verify_inputs(const MatrixType& m = MatrixType()) { | |
| // check defaults | |
| typedef JacobiSVD<MatrixType> DefaultSVD; | |
| DefaultSVD defaultSvd(m); | |
| VERIFY((int)DefaultSVD::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner); | |
| VERIFY(!defaultSvd.computeU()); | |
| VERIFY(!defaultSvd.computeV()); | |
| // ColPivHouseholderQR is always default in presence of other options. | |
| VERIFY(((int)JacobiSVD<MatrixType, ComputeThinU>::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner)); | |
| VERIFY(((int)JacobiSVD<MatrixType, ComputeThinV>::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner)); | |
| VERIFY(((int)JacobiSVD<MatrixType, ComputeThinU | ComputeThinV>::QRPreconditioner == | |
| (int)ColPivHouseholderQRPreconditioner)); | |
| VERIFY(((int)JacobiSVD<MatrixType, ComputeFullU | ComputeFullV>::QRPreconditioner == | |
| (int)ColPivHouseholderQRPreconditioner)); | |
| VERIFY(((int)JacobiSVD<MatrixType, ComputeThinU | ComputeFullV>::QRPreconditioner == | |
| (int)ColPivHouseholderQRPreconditioner)); | |
| VERIFY(((int)JacobiSVD<MatrixType, ComputeFullU | ComputeThinV>::QRPreconditioner == | |
| (int)ColPivHouseholderQRPreconditioner)); | |
| } | |
| namespace Foo { | |
| // older compiler require a default constructor for Bar | |
| // cf: https://stackoverflow.com/questions/7411515/ | |
| class Bar {public: Bar() {}}; | |
| bool operator<(const Bar&, const Bar&) { return true; } | |
| } | |
| // regression test for a very strange MSVC issue for which simply | |
| // including SVDBase.h messes up with std::max and custom scalar type | |
| void msvc_workaround() | |
| { | |
| const Foo::Bar a; | |
| const Foo::Bar b; | |
| const Foo::Bar c = std::max EIGEN_NOT_A_MACRO (a,b); | |
| EIGEN_UNUSED_VARIABLE(c) | |
| } | |
| EIGEN_DECLARE_TEST(jacobisvd) | |
| { | |
| CALL_SUBTEST_1((jacobisvd_verify_inputs<Matrix4d>())); | |
| CALL_SUBTEST_1((jacobisvd_verify_inputs(Matrix<float, 5, Dynamic>(5, 6)))); | |
| CALL_SUBTEST_1((jacobisvd_verify_inputs<Matrix<std::complex<double>, 7, 5>>())); | |
| CALL_SUBTEST_2((jacobisvd_verify_assert<Matrix3f>())); | |
| CALL_SUBTEST_2((jacobisvd_verify_assert<Matrix4d>())); | |
| CALL_SUBTEST_2((jacobisvd_verify_assert<Matrix<float, 10, 12>>())); | |
| CALL_SUBTEST_2((jacobisvd_verify_assert<Matrix<float, 12, 10>>())); | |
| CALL_SUBTEST_2((jacobisvd_verify_assert<MatrixXf>(MatrixXf(10, 12)))); | |
| CALL_SUBTEST_2((jacobisvd_verify_assert<MatrixXcd>(MatrixXcd(7, 5)))); | |
| CALL_SUBTEST_3(svd_all_trivial_2x2(jacobisvd_all_options<Matrix2cd>)); | |
| CALL_SUBTEST_4(svd_all_trivial_2x2(jacobisvd_all_options<Matrix2d>)); | |
| for (int i = 0; i < g_repeat; i++) { | |
| int r = internal::random<int>(1, 30), | |
| c = internal::random<int>(1, 30); | |
| TEST_SET_BUT_UNUSED_VARIABLE(r) | |
| TEST_SET_BUT_UNUSED_VARIABLE(c) | |
| CALL_SUBTEST_5((jacobisvd_all_options<Matrix3f>())); | |
| CALL_SUBTEST_6((jacobisvd_all_options<Matrix4d>())); | |
| CALL_SUBTEST_7((jacobisvd_all_options<Matrix<float, 2, 3>>())); | |
| CALL_SUBTEST_8((jacobisvd_all_options<Matrix<double, 4, 7>>())); | |
| CALL_SUBTEST_9((jacobisvd_all_options<Matrix<double, 7, 4>>())); | |
| CALL_SUBTEST_10((jacobisvd_all_options<Matrix<double, Dynamic, 5>>(Matrix<double, Dynamic, 5>(r, 5)))); | |
| CALL_SUBTEST_11((jacobisvd_all_options<Matrix<double, 5, Dynamic>>(Matrix<double, 5, Dynamic>(5, c)))); | |
| CALL_SUBTEST_12((jacobisvd_all_options<MatrixXf>(MatrixXf(r, c)))); | |
| CALL_SUBTEST_13((jacobisvd_all_options<MatrixXcd>(MatrixXcd(r, c)))); | |
| CALL_SUBTEST_14((jacobisvd_all_options<MatrixXd>(MatrixXd(r, c)))); | |
| CALL_SUBTEST_15((jacobisvd_all_options<Matrix<double, 5, 7, RowMajor>>())); | |
| CALL_SUBTEST_16((jacobisvd_all_options<Matrix<double, 7, 5, RowMajor>>())); | |
| MatrixXcd noQRTest = MatrixXcd(r, r); | |
| svd_fill_random(noQRTest); | |
| CALL_SUBTEST_17((svd_option_checks<MatrixXcd, NoQRPreconditioner>(noQRTest))); | |
| CALL_SUBTEST_18(( | |
| svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, ColMajor, 13, 15>, ColPivHouseholderQRPreconditioner>( | |
| r, c))); | |
| CALL_SUBTEST_18( | |
| (svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, ColMajor, 15, 13>, HouseholderQRPreconditioner>(r, | |
| c))); | |
| CALL_SUBTEST_18(( | |
| svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, RowMajor, 13, 15>, ColPivHouseholderQRPreconditioner>( | |
| r, c))); | |
| CALL_SUBTEST_18( | |
| (svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, RowMajor, 15, 13>, HouseholderQRPreconditioner>(r, | |
| c))); | |
| // Test on inf/nan matrix | |
| CALL_SUBTEST_19((svd_inf_nan<MatrixXf>())); | |
| CALL_SUBTEST_19((svd_inf_nan<MatrixXd>())); | |
| CALL_SUBTEST_20((jacobisvd_verify_assert<Matrix<double, 6, 1>>())); | |
| CALL_SUBTEST_20((jacobisvd_verify_assert<Matrix<double, 1, 6>>())); | |
| CALL_SUBTEST_20((jacobisvd_verify_assert<Matrix<double, Dynamic, 1>>(Matrix<double, Dynamic, 1>(r)))); | |
| CALL_SUBTEST_20((jacobisvd_verify_assert<Matrix<double, 1, Dynamic>>(Matrix<double, 1, Dynamic>(c)))); | |
| } | |
| CALL_SUBTEST_21((jacobisvd_all_options<MatrixXd>( | |
| MatrixXd(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_22((jacobisvd_all_options<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_23(( jacobisvd_method<Matrix2cd>() )); | |
| CALL_SUBTEST_23(( jacobisvd_method<Matrix3f>() )); | |
| // Test problem size constructors | |
| CALL_SUBTEST_24( JacobiSVD<MatrixXf>(10,10) ); | |
| // Check that preallocation avoids subsequent mallocs | |
| CALL_SUBTEST_25( svd_preallocate<void>() ); | |
| CALL_SUBTEST_26( svd_underoverflow<void>() ); | |
| msvc_workaround(); | |
| } |