| // 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/. |
| // SPDX-License-Identifier: MPL-2.0 |
| |
| #include "main.h" |
| #include "fp_control.h" |
| #include <Eigen/QR> |
| |
| namespace reordered_complex { |
| |
| template <typename Real> |
| struct Complex { |
| Complex() : imag_value(0), real_value(0) {} |
| Complex(Real real) : imag_value(0), real_value(real) {} |
| Complex(Real real, Real imag) : imag_value(imag), real_value(real) {} |
| |
| Complex operator+(const Complex& other) const { |
| return Complex(real_value + other.real_value, imag_value + other.imag_value); |
| } |
| Complex operator-() const { return Complex(-real_value, -imag_value); } |
| Complex operator-(const Complex& other) const { |
| return Complex(real_value - other.real_value, imag_value - other.imag_value); |
| } |
| Complex operator*(const Complex& other) const { |
| return Complex(real_value * other.real_value - imag_value * other.imag_value, |
| real_value * other.imag_value + imag_value * other.real_value); |
| } |
| Complex operator/(const Complex& other) const { |
| const Real denominator = other.real_value * other.real_value + other.imag_value * other.imag_value; |
| return Complex((real_value * other.real_value + imag_value * other.imag_value) / denominator, |
| (imag_value * other.real_value - real_value * other.imag_value) / denominator); |
| } |
| |
| bool operator==(const Complex& other) const { |
| return real_value == other.real_value && imag_value == other.imag_value; |
| } |
| bool operator!=(const Complex& other) const { return !(*this == other); } |
| |
| friend Complex operator+(const Real& lhs, const Complex& rhs) { |
| return Complex(lhs + rhs.real_value, rhs.imag_value); |
| } |
| friend Complex operator-(const Real& lhs, const Complex& rhs) { |
| return Complex(lhs - rhs.real_value, -rhs.imag_value); |
| } |
| friend Complex operator*(const Real& lhs, const Complex& rhs) { |
| return Complex(lhs * rhs.real_value, lhs * rhs.imag_value); |
| } |
| friend Complex operator*(const Complex& lhs, const Real& rhs) { |
| return Complex(lhs.real_value * rhs, lhs.imag_value * rhs); |
| } |
| friend Complex operator/(const Complex& lhs, const Real& rhs) { |
| return Complex(lhs.real_value / rhs, lhs.imag_value / rhs); |
| } |
| |
| // The reversed order is intentional: algorithms must not infer component access from IsComplex. |
| Real imag_value; |
| Real real_value; |
| }; |
| |
| template <typename Real> |
| Real real(const Complex<Real>& value) { |
| return value.real_value; |
| } |
| template <typename Real> |
| Real imag(const Complex<Real>& value) { |
| return value.imag_value; |
| } |
| template <typename Real> |
| Complex<Real> conj(const Complex<Real>& value) { |
| return Complex<Real>(value.real_value, -value.imag_value); |
| } |
| template <typename Real> |
| Real abs(const Complex<Real>& value) { |
| return numext::hypot(value.real_value, value.imag_value); |
| } |
| |
| } // namespace reordered_complex |
| |
| namespace Eigen { |
| template <typename Real> |
| struct NumTraits<reordered_complex::Complex<Real>> : NumTraits<Real> { |
| static constexpr bool IsComplex = true; |
| }; |
| } // namespace Eigen |
| |
| template <typename MatrixType> |
| void householder(const MatrixType& m) { |
| 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>::value, 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, internal::max_size_prefer_dynamic(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()); |
| |
| // reconstruct householder matrix: |
| SquareMatrixType id, H1, H2; |
| id.setIdentity(rows, rows); |
| H1 = H2 = id; |
| VectorType vv(rows); |
| vv << Scalar(1), essential; |
| H1.applyHouseholderOnTheLeft(essential, beta, tmp); |
| H2.applyHouseholderOnTheRight(essential, beta, tmp); |
| VERIFY_IS_APPROX(H1, H2); |
| VERIFY_IS_APPROX(H1, id - beta * vv * vv.adjoint()); |
| |
| 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.conjugate(), 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 * m6, hseq_mat * m6); |
| VERIFY_IS_APPROX(hseq.adjoint() * m6, hseq_mat_adj * m6); |
| VERIFY_IS_APPROX(hseq.conjugate() * m6, hseq_mat_conj * m6); |
| VERIFY_IS_APPROX(hseq.transpose() * m6, hseq_mat_trans * m6); |
| VERIFY_IS_APPROX(m6 * hseq, m6 * hseq_mat); |
| VERIFY_IS_APPROX(m6 * hseq.adjoint(), m6 * hseq_mat_adj); |
| VERIFY_IS_APPROX(m6 * hseq.conjugate(), m6 * hseq_mat_conj); |
| VERIFY_IS_APPROX(m6 * hseq.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 |
| } |
| |
| template <typename MatrixType> |
| void householder_update(const MatrixType& m) { |
| // This test is covering the internal::householder_qr_inplace_update function. |
| // At time of writing, there is not public API that exposes this update behavior directly, |
| // so we are testing the internal implementation. |
| |
| const Index rows = m.rows(); |
| const Index cols = m.cols(); |
| |
| typedef typename MatrixType::Scalar Scalar; |
| typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType; |
| typedef Matrix<Scalar, Dynamic, 1> HCoeffsVectorType; |
| typedef Matrix<Scalar, Dynamic, Dynamic> MatrixX; |
| typedef Matrix<Scalar, Dynamic, 1> VectorX; |
| |
| VectorX tmpOwner(cols); |
| Scalar* tmp = tmpOwner.data(); |
| |
| // The matrix to factorize. |
| const MatrixType A = MatrixType::Random(rows, cols); |
| |
| // matQR and hCoeffs will hold the factorization of A, |
| // built by a sequence of calls to `update`. |
| MatrixType matQR(rows, cols); |
| HCoeffsVectorType hCoeffs(cols); |
| |
| // householder_qr_inplace_update should be able to build a QR factorization one column at a time. |
| // We verify this by starting with an empty factorization and 'updating' one column at a time. |
| // After each call to update, we should have a QR factorization of the columns presented so far. |
| |
| const Index size = (std::min)(rows, cols); // QR can only go up to 'size' b/c that's full rank. |
| for (Index k = 0; k != size; ++k) { |
| // Make a copy of the column to prevent any possibility of 'leaking' other parts of A. |
| const VectorType newColumn = A.col(k); |
| internal::householder_qr_inplace_update(matQR, hCoeffs, newColumn, k, tmp); |
| |
| // Verify Property: |
| // matQR.leftCols(k+1) and hCoeffs.head(k+1) hold |
| // a QR factorization of A.leftCols(k+1). |
| // This is the fundamental guarantee of householder_qr_inplace_update. |
| { |
| const MatrixX matQR_k = matQR.leftCols(k + 1); |
| const VectorX hCoeffs_k = hCoeffs.head(k + 1); |
| MatrixX R = matQR_k.template triangularView<Upper>(); |
| MatrixX QxR = householderSequence(matQR_k, hCoeffs_k.conjugate()) * R; |
| VERIFY_IS_APPROX(QxR, A.leftCols(k + 1)); |
| } |
| |
| // Verify Property: |
| // A sequence of calls to 'householder_qr_inplace_update' |
| // should produce the same result as 'householder_qr_inplace_unblocked'. |
| // This is a property of the current implementation. |
| // If these implementations diverge in the future, |
| // then simply delete the test of this property. |
| { |
| MatrixX QR_at_once = A.leftCols(k + 1); |
| VectorX hCoeffs_at_once(k + 1); |
| internal::householder_qr_inplace_unblocked(QR_at_once, hCoeffs_at_once, tmp); |
| VERIFY_IS_APPROX(QR_at_once, matQR.leftCols(k + 1)); |
| VERIFY_IS_APPROX(hCoeffs_at_once, hCoeffs.head(k + 1)); |
| } |
| } |
| |
| // Verify Property: |
| // We can go back and update any column to have a new value, |
| // and get a QR factorization of the columns up to that one. |
| { |
| const Index k = internal::random<Index>(0, size - 1); |
| VectorType newColumn = VectorType::Random(rows); |
| internal::householder_qr_inplace_update(matQR, hCoeffs, newColumn, k, tmp); |
| |
| const MatrixX matQR_k = matQR.leftCols(k + 1); |
| const VectorX hCoeffs_k = hCoeffs.head(k + 1); |
| MatrixX R = matQR_k.template triangularView<Upper>(); |
| MatrixX QxR = householderSequence(matQR_k, hCoeffs_k.conjugate()) * R; |
| VERIFY_IS_APPROX(QxR.leftCols(k), A.leftCols(k)); |
| VERIFY_IS_APPROX(QxR.col(k), newColumn); |
| } |
| } |
| |
| template <typename Scalar> |
| void householder_blocked_right_regression() { |
| typedef Matrix<Scalar, Dynamic, Dynamic> MatrixX; |
| typedef Matrix<Scalar, Dynamic, 1> VectorX; |
| typedef HouseholderSequence<MatrixX, VectorX> LeftSequence; |
| typedef HouseholderSequence<MatrixX, VectorX, OnTheRight> RightSequence; |
| |
| const Index rows = 256; |
| const Index cols = 128; |
| const Index shift = 17; |
| |
| // Force the blocked path added for right-side Householder application. |
| VERIFY(cols >= 48 && rows - shift >= 4 * 48); |
| |
| MatrixX input = MatrixX::Random(rows, cols); |
| MatrixX qr_input = input.block(shift, 0, rows - shift, cols); |
| HouseholderQR<MatrixX> qr(qr_input); |
| |
| MatrixX packed = input; |
| packed.block(shift, 0, rows - shift, cols) = qr.matrixQR(); |
| VectorX hcoeffs = qr.hCoeffs().conjugate(); |
| |
| LeftSequence hseq(packed, hcoeffs); |
| hseq.setLength(hcoeffs.size()).setShift(shift); |
| MatrixX dense_left = MatrixX(hseq); |
| |
| MatrixX packed_transposed = packed.transpose(); |
| RightSequence rhseq(packed_transposed, hcoeffs); |
| rhseq.setLength(hcoeffs.size()).setShift(shift); |
| MatrixX dense_right = MatrixX(rhseq); |
| |
| MatrixX left_rhs = MatrixX::Random(rows, rows + 9); |
| MatrixX right_lhs = MatrixX::Random(rows + 7, rows); |
| |
| VERIFY_IS_APPROX(hseq * left_rhs, dense_left * left_rhs); |
| VERIFY_IS_APPROX(hseq.adjoint() * left_rhs, dense_left.adjoint() * left_rhs); |
| VERIFY_IS_APPROX(right_lhs * hseq, right_lhs * dense_left); |
| VERIFY_IS_APPROX(right_lhs * hseq.adjoint(), right_lhs * dense_left.adjoint()); |
| |
| VERIFY_IS_APPROX(rhseq * left_rhs, dense_right * left_rhs); |
| VERIFY_IS_APPROX(rhseq.adjoint() * left_rhs, dense_right.adjoint() * left_rhs); |
| VERIFY_IS_APPROX(right_lhs * rhseq, right_lhs * dense_right); |
| VERIFY_IS_APPROX(right_lhs * rhseq.adjoint(), right_lhs * dense_right.adjoint()); |
| } |
| |
| template <typename VectorType, typename EssentialType> |
| void verify_real_householder_result(const VectorType& vector, const EssentialType& essential, |
| const typename VectorType::Scalar& tau, |
| const typename VectorType::RealScalar& beta) { |
| typedef typename VectorType::RealScalar RealScalar; |
| const long double epsilon = static_cast<long double>(NumTraits<RealScalar>::epsilon()); |
| long double input_squared_norm = 0; |
| long double householder_squared_norm = 1; |
| long double inner_product = static_cast<long double>(vector.coeff(0)); |
| for (Index i = 0; i < vector.size(); ++i) { |
| const long double value = static_cast<long double>(vector.coeff(i)); |
| input_squared_norm += value * value; |
| if (i > 0) { |
| const long double essential_value = static_cast<long double>(essential.coeff(i - 1)); |
| householder_squared_norm += essential_value * essential_value; |
| inner_product += essential_value * value; |
| } |
| } |
| |
| const long double input_norm = std::sqrt(input_squared_norm); |
| const long double tau_wide = static_cast<long double>(tau); |
| const long double bound = 64 * epsilon * input_norm; |
| const long double transformed_head = static_cast<long double>(vector.coeff(0)) - tau_wide * inner_product; |
| VERIFY(std::abs(transformed_head - static_cast<long double>(beta)) <= bound); |
| |
| long double transformed_tail_squared_norm = 0; |
| for (Index i = 1; i < vector.size(); ++i) { |
| const long double essential_value = static_cast<long double>(essential.coeff(i - 1)); |
| const long double transformed = |
| static_cast<long double>(vector.coeff(i)) - tau_wide * essential_value * inner_product; |
| transformed_tail_squared_norm += transformed * transformed; |
| } |
| VERIFY(std::sqrt(transformed_tail_squared_norm) <= bound); |
| VERIFY(std::abs(2 * tau_wide - tau_wide * tau_wide * householder_squared_norm) <= 64 * epsilon); |
| } |
| |
| template <typename RealScalar> |
| void verify_complex_zero_tail(RealScalar coefficient) { |
| typedef std::complex<RealScalar> Scalar; |
| typedef std::complex<long double> WideScalar; |
| Matrix<Scalar, 2, 1> vector; |
| vector << Scalar(0, coefficient), Scalar(0, 0); |
| Matrix<Scalar, 1, 1> essential; |
| Scalar tau; |
| RealScalar beta; |
| |
| vector.makeHouseholder(essential, tau, beta); |
| |
| const WideScalar x0(0, static_cast<long double>(coefficient)); |
| const WideScalar x1(0, 0); |
| const WideScalar essential_wide(static_cast<long double>(numext::real(essential[0])), |
| static_cast<long double>(numext::imag(essential[0]))); |
| const WideScalar tau_wide(static_cast<long double>(numext::real(tau)), static_cast<long double>(numext::imag(tau))); |
| const WideScalar inner_product = x0 + std::conj(essential_wide) * x1; |
| const WideScalar transformed_head = x0 - tau_wide * inner_product; |
| const WideScalar transformed_tail = x1 - tau_wide * essential_wide * inner_product; |
| const long double epsilon = static_cast<long double>(NumTraits<RealScalar>::epsilon()); |
| const long double bound = 16 * epsilon * std::abs(x0); |
| |
| VERIFY(std::abs(transformed_head - WideScalar(static_cast<long double>(beta), 0)) <= bound); |
| VERIFY(std::abs(transformed_tail) <= bound); |
| VERIFY(std::abs(2 * numext::real(tau_wide) - std::norm(tau_wide) * (1 + std::norm(essential_wide))) <= 16 * epsilon); |
| } |
| |
| template <typename RealScalar> |
| void verify_low_precision_complex_zero_tail() { |
| typedef std::complex<RealScalar> Scalar; |
| const RealScalar zero = RealScalar(0); |
| const RealScalar coefficient = RealScalar(0.25f); |
| Matrix<Scalar, 2, 1> vector; |
| vector << Scalar(zero, coefficient), Scalar(zero, zero); |
| Matrix<Scalar, 1, 1> essential; |
| Scalar tau; |
| RealScalar beta; |
| |
| vector.makeHouseholder(essential, tau, beta); |
| |
| VERIFY_IS_EQUAL(numext::real(tau), RealScalar(1)); |
| VERIFY_IS_EQUAL(numext::imag(tau), RealScalar(-1)); |
| VERIFY_IS_EQUAL(beta, -coefficient); |
| VERIFY_IS_EQUAL(numext::real(essential[0]), zero); |
| VERIFY_IS_EQUAL(numext::imag(essential[0]), zero); |
| } |
| |
| template <typename RealScalar> |
| void verify_complex_nan_head() { |
| typedef std::complex<RealScalar> Scalar; |
| const RealScalar nan = NumTraits<RealScalar>::quiet_NaN(); |
| Matrix<Scalar, 2, 1> vector; |
| vector << Scalar(1, nan), Scalar(0, 0); |
| Matrix<Scalar, 1, 1> essential; |
| Scalar tau; |
| RealScalar beta; |
| |
| vector.makeHouseholder(essential, tau, beta); |
| |
| VERIFY((numext::isnan)(beta)); |
| } |
| |
| void verify_custom_complex_small_tail() { |
| typedef reordered_complex::Complex<float> Scalar; |
| const float coefficient = 2e-16f; |
| Matrix<Scalar, 2, 1> vector; |
| vector << Scalar(0), Scalar(coefficient); |
| Matrix<Scalar, 1, 1> essential; |
| Scalar tau; |
| float beta; |
| |
| vector.makeHouseholder(essential, tau, beta); |
| |
| VERIFY_IS_EQUAL(numext::real(tau), 1.0f); |
| VERIFY_IS_EQUAL(numext::imag(tau), 0.0f); |
| VERIFY_IS_EQUAL(beta, -coefficient); |
| VERIFY_IS_EQUAL(numext::real(essential[0]), 1.0f); |
| VERIFY_IS_EQUAL(numext::imag(essential[0]), 0.0f); |
| } |
| |
| EIGEN_DONT_INLINE void verify_householder_flushed_tail() { |
| volatile float normal_min_input = (std::numeric_limits<float>::min)(); |
| const float normal_min = normal_min_input; |
| const float normal_root = numext::sqrt(normal_min); |
| const float dominant = normal_root * numext::sqrt(1.1f); |
| const float minor = normal_root * numext::sqrt(0.1f / 7.0f); |
| VectorXf vector = VectorXf::Constant(9, minor); |
| vector[0] = 0.0f; |
| vector[1] = dominant; |
| VectorXf essential(8); |
| float tau; |
| float beta; |
| |
| vector.makeHouseholder(essential, tau, beta); |
| |
| verify_real_householder_result(vector, essential, tau, beta); |
| } |
| |
| EIGEN_DONT_INLINE void verify_householder_dimension_scaled_tail() { |
| // The dominant square is just above the length-independent threshold, while the many minor squares are normal |
| // inputs whose individually subnormal products become significant in aggregate. |
| constexpr Index size = 262145; |
| const double normal_min = static_cast<double>((std::numeric_limits<float>::min)()); |
| const double epsilon = static_cast<double>(NumTraits<float>::epsilon()); |
| const float dominant = static_cast<float>(std::sqrt(1.01 * normal_min / epsilon)); |
| const float minor = static_cast<float>(std::sqrt(0.5 * normal_min)); |
| VectorXf vector = VectorXf::Constant(size, minor); |
| vector[0] = 0.0f; |
| vector[1] = dominant; |
| VectorXf essential(size - 1); |
| float tau; |
| float beta; |
| |
| vector.makeHouseholder(essential, tau, beta); |
| |
| verify_real_householder_result(vector, essential, tau, beta); |
| const double expected_norm = |
| std::sqrt(double(dominant) * double(dominant) + double(size - 2) * double(minor) * double(minor)); |
| VERIFY(std::abs(double(beta) + expected_norm) <= 8 * epsilon * expected_norm); |
| } |
| |
| void householder_small_tail_layouts() { |
| const float coefficient = 1e-20f; |
| Vector4f column; |
| column << 0.0f, coefficient, -2.0f * coefficient, 3.0f * coefficient; |
| Vector3f column_essential; |
| float tau; |
| float beta; |
| column.makeHouseholder(column_essential, tau, beta); |
| verify_real_householder_result(column, column_essential, tau, beta); |
| |
| RowVector4f row = column.transpose(); |
| RowVector3f row_essential; |
| row.makeHouseholder(row_essential, tau, beta); |
| verify_real_householder_result(row, row_essential, tau, beta); |
| |
| Vector4f in_place = column; |
| in_place.makeHouseholderInPlace(tau, beta); |
| verify_real_householder_result(column, in_place.tail<3>(), tau, beta); |
| |
| Vector4f aliased = column; |
| const Vector4f original = aliased; |
| auto aliased_essential = aliased.tail<3>(); |
| aliased.makeHouseholder(aliased_essential, tau, beta); |
| verify_real_householder_result(original, aliased_essential, tau, beta); |
| |
| float input_storage[8] = {0.0f, 11.0f, coefficient, 12.0f, -2.0f * coefficient, 13.0f, 3.0f * coefficient, 14.0f}; |
| float essential_storage[6] = {0.0f, 21.0f, 0.0f, 22.0f, 0.0f, 23.0f}; |
| typedef Map<VectorXf, Unaligned, InnerStride<2>> StridedVector; |
| StridedVector strided_input(input_storage, 4, InnerStride<2>()); |
| StridedVector strided_essential(essential_storage, 3, InnerStride<2>()); |
| strided_input.makeHouseholder(strided_essential, tau, beta); |
| verify_real_householder_result(strided_input, strided_essential, tau, beta); |
| VERIFY_IS_EQUAL(input_storage[1], 11.0f); |
| VERIFY_IS_EQUAL(input_storage[3], 12.0f); |
| VERIFY_IS_EQUAL(input_storage[5], 13.0f); |
| VERIFY_IS_EQUAL(input_storage[7], 14.0f); |
| VERIFY_IS_EQUAL(essential_storage[1], 21.0f); |
| VERIFY_IS_EQUAL(essential_storage[3], 22.0f); |
| VERIFY_IS_EQUAL(essential_storage[5], 23.0f); |
| } |
| |
| void householder_small_tail() { |
| { |
| const float coefficient = 1e-20f; |
| Vector2f vector(0.0f, coefficient); |
| VectorXf essential(1); |
| float tau; |
| float beta; |
| |
| vector.makeHouseholder(essential, tau, beta); |
| |
| VERIFY_IS_APPROX(tau, 1.0f); |
| VERIFY_IS_APPROX(beta, -coefficient); |
| VERIFY_IS_APPROX(essential[0], 1.0f); |
| } |
| |
| { |
| const float largest = (std::numeric_limits<float>::max)(); |
| Vector2f vector(largest, 1e-20f); |
| VectorXf essential(1); |
| float tau; |
| float beta; |
| |
| vector.makeHouseholder(essential, tau, beta); |
| |
| VERIFY_IS_EQUAL(tau, 0.0f); |
| VERIFY_IS_EQUAL(beta, largest); |
| VERIFY_IS_EQUAL(essential[0], 0.0f); |
| } |
| |
| { |
| const float largest = (std::numeric_limits<float>::max)(); |
| const Vector2cf vector(std::complex<float>(0.0f, largest), std::complex<float>(1e-20f, 0.0f)); |
| VectorXcf essential(1); |
| std::complex<float> tau; |
| float beta; |
| |
| vector.makeHouseholder(essential, tau, beta); |
| |
| VERIFY_IS_EQUAL(tau, std::complex<float>(1.0f, -1.0f)); |
| VERIFY_IS_EQUAL(beta, -largest); |
| VERIFY_IS_EQUAL(essential[0], std::complex<float>(0.0f, 0.0f)); |
| Vector2cf householder; |
| householder << std::complex<float>(1.0f, 0.0f), essential; |
| const Matrix2cf transform = Matrix2cf::Identity() - tau * householder * householder.adjoint(); |
| VERIFY_IS_APPROX(transform.adjoint() * transform, Matrix2cf::Identity()); |
| } |
| |
| { |
| volatile float denormInput = (std::numeric_limits<float>::denorm_min)(); |
| const float denorm = denormInput; |
| // Subnormal operands are indistinguishable from zero when the target flushes them. |
| if (denorm > 0.0f && denorm + denorm > 0.0f) { |
| const Vector2f vector = Vector2f::Constant(denorm); |
| VectorXf essential(1); |
| float tau; |
| float beta; |
| |
| vector.makeHouseholder(essential, tau, beta); |
| |
| Vector2f householder; |
| householder << 1.0f, essential; |
| const Matrix2f transform = Matrix2f::Identity() - tau * householder * householder.transpose(); |
| VERIFY_IS_APPROX(transform.transpose() * transform, Matrix2f::Identity()); |
| const Vector2d transformed = transform.cast<double>() * vector.cast<double>(); |
| const Vector2d expected(-numext::sqrt(2.0) * double(denorm), 0.0); |
| VERIFY((transformed - expected).norm() <= 4.0 * double(NumTraits<float>::epsilon()) * expected.norm()); |
| |
| const std::complex<float> complexDenorm(denorm, denorm); |
| const Vector2cf complexVector = Vector2cf::Constant(complexDenorm); |
| VectorXcf complexEssential(1); |
| std::complex<float> complexTau; |
| float complexBeta; |
| |
| complexVector.makeHouseholder(complexEssential, complexTau, complexBeta); |
| |
| Vector2cf complexHouseholder; |
| complexHouseholder[0] = std::complex<float>(1.0f, 0.0f); |
| complexHouseholder[1] = complexEssential[0]; |
| const Matrix2cf complexTransform = |
| Matrix2cf::Identity() - complexTau * complexHouseholder * complexHouseholder.adjoint(); |
| VERIFY_IS_APPROX(complexTransform.adjoint() * complexTransform, Matrix2cf::Identity()); |
| const Vector2cd complexTransformed = |
| complexTransform.cast<std::complex<double>>() * complexVector.cast<std::complex<double>>(); |
| const Vector2cd complexExpected(std::complex<double>(-2.0 * double(denorm), 0.0), std::complex<double>(0.0, 0.0)); |
| VERIFY((complexTransformed - complexExpected).norm() <= |
| 8.0 * double(NumTraits<float>::epsilon()) * complexExpected.norm()); |
| } |
| } |
| |
| { |
| Vector2d vector(0.0, 1e-160); |
| VectorXd essential(1); |
| double tau; |
| double beta; |
| |
| vector.makeHouseholder(essential, tau, beta); |
| |
| verify_real_householder_result(vector, essential, tau, beta); |
| } |
| |
| verify_complex_zero_tail<float>(1e-20f); |
| verify_complex_zero_tail<double>(1e-160); |
| verify_low_precision_complex_zero_tail<half>(); |
| verify_low_precision_complex_zero_tail<bfloat16>(); |
| verify_complex_nan_head<float>(); |
| verify_complex_nan_head<double>(); |
| verify_custom_complex_small_tail(); |
| |
| { |
| const float coefficient = 1e-20f; |
| const Matrix2cf matrix = std::complex<float>(0.0f, coefficient) * Matrix2cf::Identity(); |
| const HouseholderQR<Matrix2cf> qr(matrix); |
| const Matrix2cf q = qr.householderQ(); |
| const Matrix2cf r = qr.matrixQR().template triangularView<Upper>(); |
| const Matrix2cd matrix_wide = matrix.cast<std::complex<double>>(); |
| const Matrix2cd reconstructed = (q * r).cast<std::complex<double>>(); |
| const double relative_residual = (reconstructed - matrix_wide).norm() / matrix_wide.norm(); |
| VERIFY(relative_residual <= 16 * double(NumTraits<float>::epsilon())); |
| } |
| |
| verify_householder_flushed_tail(); |
| verify_householder_dimension_scaled_tail(); |
| { |
| Eigen::ScopedFlushToZero flush_to_zero; |
| if (flush_to_zero.isSupported()) { |
| verify_householder_flushed_tail(); |
| verify_householder_dimension_scaled_tail(); |
| } |
| } |
| |
| householder_small_tail_layouts(); |
| |
| constexpr Index size = 65; |
| const float coefficient = 1e-22f; |
| VectorXf vector = VectorXf::Constant(size, coefficient); |
| VectorXf essential(size - 1); |
| float tau; |
| float beta; |
| |
| vector.makeHouseholder(essential, tau, beta); |
| |
| VERIFY(!numext::is_exactly_zero(tau)); |
| VERIFY_IS_APPROX(beta / coefficient, -numext::sqrt(float(size))); |
| VERIFY_IS_APPROX(2.0f * tau, tau * tau * (1.0f + essential.squaredNorm())); |
| } |
| |
| // tau and the essential vector are scale invariant and beta is homogeneous, so rescaling by a power of two is exact. |
| // It keeps the long double reference below the squaring overflow that this path exists to avoid, which matters where |
| // long double is only as wide as double. |
| template <typename VectorType, typename EssentialType> |
| void verify_large_householder_result(const VectorType& vector, const EssentialType& essential, |
| const typename VectorType::Scalar& tau, |
| const typename VectorType::RealScalar& beta) { |
| typedef typename VectorType::RealScalar RealScalar; |
| int exponent = 0; |
| (void)std::frexp(vector.cwiseAbs().maxCoeff(), &exponent); |
| const RealScalar scale = std::ldexp(RealScalar(1), exponent); |
| verify_real_householder_result((vector / scale).eval(), essential, tau, RealScalar(beta / scale)); |
| } |
| |
| void householder_large_components() { |
| { |
| // The head coefficient squares out of the float range; the tail coefficient does not. The direct |
| // construction forms their sum regardless, so it produced beta = -inf and tau = NaN. |
| Vector2f vector(4e19f, -5.2e18f); |
| Matrix<float, 1, 1> essential; |
| float tau; |
| float beta; |
| |
| vector.makeHouseholder(essential, tau, beta); |
| |
| VERIFY((numext::isfinite)(tau)); |
| VERIFY((numext::isfinite)(beta)); |
| VERIFY((numext::isfinite)(essential[0])); |
| verify_large_householder_result(vector, essential, tau, beta); |
| } |
| |
| { |
| VectorXf vector(3); |
| vector << 1e20f, 2e20f, 3e20f; |
| VectorXf essential(2); |
| float tau; |
| float beta; |
| |
| vector.makeHouseholder(essential, tau, beta); |
| |
| verify_large_householder_result(vector, essential, tau, beta); |
| } |
| |
| { |
| // Accumulated overflow: every square is representable, their sum is not. |
| VectorXf vector = VectorXf::Constant(65, 1e19f); |
| VectorXf essential(64); |
| float tau; |
| float beta; |
| |
| vector.makeHouseholder(essential, tau, beta); |
| |
| verify_large_householder_result(vector, essential, tau, beta); |
| } |
| |
| { |
| VectorXd vector(3); |
| vector << 1e160, -2e160, 3e160; |
| VectorXd essential(2); |
| double tau; |
| double beta; |
| |
| vector.makeHouseholder(essential, tau, beta); |
| |
| verify_large_householder_result(vector, essential, tau, beta); |
| } |
| |
| { |
| const float largest = (std::numeric_limits<float>::max)(); |
| const Vector2cf vector(std::complex<float>(largest, 0.0f), std::complex<float>(largest, 0.0f)); |
| Matrix<std::complex<float>, 1, 1> essential; |
| std::complex<float> tau; |
| float beta; |
| |
| vector.makeHouseholder(essential, tau, beta); |
| |
| // The true norm exceeds the float range, so beta cannot be represented; the reflector itself still must be. |
| VERIFY((numext::isfinite)(numext::real(tau))); |
| VERIFY((numext::isfinite)(numext::imag(tau))); |
| VERIFY((numext::isfinite)(numext::real(essential[0]))); |
| VERIFY((numext::isfinite)(numext::imag(essential[0]))); |
| Vector2cf householder; |
| householder << std::complex<float>(1.0f, 0.0f), essential; |
| const Matrix2cf transform = Matrix2cf::Identity() - tau * householder * householder.adjoint(); |
| VERIFY_IS_APPROX(transform.adjoint() * transform, Matrix2cf::Identity()); |
| } |
| |
| { |
| // Reflectors this large must still compose into a usable decomposition. |
| MatrixXf matrix(6, 4); |
| for (Index i = 0; i < matrix.rows(); ++i) |
| for (Index j = 0; j < matrix.cols(); ++j) matrix(i, j) = 1e19f * float(internal::random<double>(-1.0, 1.0)); |
| const HouseholderQR<MatrixXf> qr(matrix); |
| const MatrixXf q = qr.householderQ() * MatrixXf::Identity(6, 4); |
| const MatrixXf r = qr.matrixQR().topRows(4).template triangularView<Upper>(); |
| const MatrixXd scaled = (matrix / 1e19f).cast<double>(); |
| const double relative_residual = ((q * r).cast<double>() / 1e19 - scaled).norm() / scaled.norm(); |
| VERIFY(relative_residual <= 64 * double(NumTraits<float>::epsilon())); |
| } |
| } |
| |
| template <typename Scalar, int Size, int StorageOrder> |
| void householder_short_strided() { |
| using Mat = Matrix<Scalar, Dynamic, Dynamic, StorageOrder>; |
| using RealScalar = typename NumTraits<Scalar>::Real; |
| using Vector = Matrix<Scalar, Size, 1>; |
| using Essential = Matrix<Scalar, Size - 1, 1>; |
| const Vector vector = Vector::Random(); |
| Essential essential; |
| Scalar tau; |
| RealScalar beta; |
| vector.makeHouseholder(essential, tau, beta); |
| Vector v; |
| v << Scalar(1), essential; |
| const Matrix<Scalar, Size, Size> h = Matrix<Scalar, Size, Size>::Identity() - tau * v * v.adjoint(); |
| |
| for (Index cols : {0, 1, 2, 17, 32, 33, 500, 512}) { |
| for (Index innerStride : {1, 2}) { |
| for (Index outerStride : {2048, 2055}) { |
| Matrix<Scalar, Dynamic, 1> storage = |
| Matrix<Scalar, Dynamic, 1>::Random(outerStride * (StorageOrder == ColMajor ? cols + 2 : Size + 2)); |
| Map<Mat, 0, Stride<Dynamic, Dynamic>> mapped(storage.data(), Size + 2, cols + 2, |
| Stride<Dynamic, Dynamic>(outerStride, innerStride)); |
| const auto originalStorage = storage.eval(); |
| const Mat original = mapped; |
| auto block = mapped.block(1, 1, Size, cols); |
| const Mat expected = h * original.block(1, 1, Size, cols); |
| Matrix<Scalar, Dynamic, 1> workspace(cols + 2); |
| workspace.setConstant(Scalar(7)); |
| // Fixed essential length selects the fused column-major path even with dynamic block dimensions. |
| block.applyHouseholderOnTheLeft(essential, tau, workspace.data() + 1); |
| const RealScalar bound = RealScalar(16 * Size) * NumTraits<RealScalar>::epsilon() * original.norm(); |
| VERIFY((block - expected).norm() <= bound); |
| VERIFY_IS_EQUAL(workspace[0], Scalar(7)); |
| VERIFY_IS_EQUAL(workspace[cols + 1], Scalar(7)); |
| Mat expectedFull = original; |
| expectedFull.block(1, 1, Size, cols) = block; |
| const auto resultStorage = storage.eval(); |
| storage = originalStorage; |
| mapped = expectedFull; |
| VERIFY_IS_EQUAL(storage, resultStorage); |
| |
| block.applyHouseholderOnTheLeft(essential, Scalar(0), workspace.data() + 1); |
| VERIFY_IS_EQUAL(storage, resultStorage); |
| |
| storage = originalStorage; |
| const Matrix<Scalar, Dynamic, 1> dynamicEssential = essential; |
| block.applyHouseholderOnTheLeft(dynamicEssential, tau, workspace.data() + 1); |
| VERIFY((block - expected).norm() <= bound); |
| |
| if (cols > 0) { |
| storage = originalStorage; |
| const Scalar aliasedTau = block.coeff(0, 0); |
| const Matrix<Scalar, Size, Size> aliasedH = |
| Matrix<Scalar, Size, Size>::Identity() - aliasedTau * v * v.adjoint(); |
| const Mat aliasedExpected = aliasedH * original.block(1, 1, Size, cols); |
| block.applyHouseholderOnTheLeft(essential, block.coeffRef(0, 0), workspace.data() + 1); |
| VERIFY((block - aliasedExpected).norm() <= bound); |
| } |
| } |
| } |
| } |
| } |
| |
| // Reference for H * a with v = [1; essential] and the operation order of applyHouseholderOnTheLeft, which a |
| // noncommutative scalar distinguishes: w_j = tau * (a_0j + sum_i conj(e_i) a_(i+1)j), a_0j -= w_j, a_(i+1)j -= e_i w_j. |
| template <typename MatrixType, typename EssentialType> |
| MatrixType householder_left_reference(const MatrixType& a, const EssentialType& essential, |
| const typename MatrixType::Scalar& tau) { |
| using Scalar = typename MatrixType::Scalar; |
| MatrixType result = a; |
| for (Index j = 0; j < a.cols(); ++j) { |
| Scalar dot = a(0, j); |
| for (Index i = 0; i < essential.size(); ++i) dot += numext::conj(essential(i)) * a(i + 1, j); |
| const Scalar w = tau * dot; |
| result(0, j) -= w; |
| for (Index i = 0; i < essential.size(); ++i) result(i + 1, j) -= essential(i) * w; |
| } |
| return result; |
| } |
| |
| // Whether applyHouseholderOnTheLeft on Derived with this essential type selects the fused column loop. |
| template <typename Derived, typename EssentialPart> |
| constexpr bool householder_fused() { |
| return std::is_same<internal::householder_apply_left_impl<Derived, EssentialPart>, |
| internal::householder_apply_left_impl<Derived, EssentialPart, true>>::value; |
| } |
| |
| template <bool ExpectFused, typename MatrixType, typename EssentialType> |
| void verify_householder_left(MatrixType a, const EssentialType& essential, const typename MatrixType::Scalar& tau) { |
| using RealScalar = typename NumTraits<typename MatrixType::Scalar>::Real; |
| STATIC_CHECK((householder_fused<MatrixType, EssentialType>() == ExpectFused)); |
| const MatrixType expected = householder_left_reference(a, essential.eval(), tau); |
| // Applying a reflector is backward stable; both evaluations carry O(rows * eps * |a|) rounding. |
| const RealScalar bound = RealScalar(16 * a.rows()) * NumTraits<RealScalar>::epsilon() * a.norm(); |
| Matrix<typename MatrixType::Scalar, Dynamic, 1> workspace(a.cols()); |
| a.applyHouseholderOnTheLeft(essential, tau, workspace.data()); |
| VERIFY((a - expected).norm() <= bound); |
| } |
| |
| // The essential part may be any column-vector expression, not only a plain vector: a runtime one-column block |
| // (no compile-time vector shape), the adjoint of a row tail as CompleteOrthogonalDecomposition passes, or a |
| // fixed-size segment of either. Each must compile in C++14, where no branch of the dispatch is discarded, and |
| // only the fixed-size ones on column-major storage select the fused loop. |
| template <typename Scalar, int StorageOrder> |
| void householder_essential_expressions() { |
| using Mat = Matrix<Scalar, Dynamic, Dynamic, StorageOrder>; |
| using RowMajorMat = Matrix<Scalar, Dynamic, Dynamic, RowMajor>; |
| using VectorType = Matrix<Scalar, Dynamic, 1>; |
| constexpr bool kFusedIfFixed = StorageOrder == ColMajor; |
| const Index cols = internal::random<Index>(1, 20); |
| for (Index rows : {Index(2), Index(3), internal::random<Index>(4, 20)}) { |
| const Mat a = Mat::Random(rows, cols); |
| Scalar tau; |
| typename NumTraits<Scalar>::Real beta; |
| VectorType essential(rows - 1); |
| VectorType::Random(rows).makeHouseholder(essential, tau, beta); |
| |
| Mat column(rows + 1, 3); |
| column.col(1).tail(rows - 1) = essential; |
| verify_householder_left<false>(a, column.block(2, 1, rows - 1, 1), tau); |
| |
| Mat row(3, rows + 1); |
| row.row(1).tail(rows - 1) = essential.adjoint(); |
| verify_householder_left<false>(a, row.row(1).tail(rows - 1).adjoint(), tau); |
| |
| RowMajorMat rowMajorColumn(rows + 1, 3); |
| rowMajorColumn.col(1).tail(rows - 1) = essential; |
| verify_householder_left<false>(a, rowMajorColumn.col(1).tail(rows - 1), tau); |
| |
| if (rows == 2) { |
| verify_householder_left<kFusedIfFixed>(a, row.row(1).template segment<1>(2).adjoint(), tau); |
| verify_householder_left<kFusedIfFixed>(a, rowMajorColumn.col(1).template tail<1>(), tau); |
| } |
| if (rows == 3) { |
| verify_householder_left<kFusedIfFixed>(a, row.row(1).template segment<2>(2).adjoint(), tau); |
| verify_householder_left<kFusedIfFixed>(a, rowMajorColumn.col(1).template tail<2>(), tau); |
| } |
| } |
| } |
| |
| namespace noncommutative_scalar { |
| |
| // Quaternions: multiplication is associative and conjugation reverses products, but ab != ba in general. |
| struct Quaternion { |
| double r, i, j, k; |
| Quaternion(double real = 0, double x = 0, double y = 0, double z = 0) : r(real), i(x), j(y), k(z) {} |
| Quaternion operator+(const Quaternion& b) const { return Quaternion(r + b.r, i + b.i, j + b.j, k + b.k); } |
| Quaternion operator-(const Quaternion& b) const { return Quaternion(r - b.r, i - b.i, j - b.j, k - b.k); } |
| Quaternion operator-() const { return Quaternion(-r, -i, -j, -k); } |
| Quaternion operator*(const Quaternion& b) const { |
| return Quaternion(r * b.r - i * b.i - j * b.j - k * b.k, r * b.i + i * b.r + j * b.k - k * b.j, |
| r * b.j - i * b.k + j * b.r + k * b.i, r * b.k + i * b.j - j * b.i + k * b.r); |
| } |
| Quaternion& operator+=(const Quaternion& b) { return *this = *this + b; } |
| Quaternion& operator-=(const Quaternion& b) { return *this = *this - b; } |
| Quaternion& operator*=(const Quaternion& b) { return *this = *this * b; } |
| bool operator==(const Quaternion& b) const { return r == b.r && i == b.i && j == b.j && k == b.k; } |
| bool operator!=(const Quaternion& b) const { return !(*this == b); } |
| }; |
| |
| inline Quaternion conj(const Quaternion& a) { return Quaternion(a.r, -a.i, -a.j, -a.k); } |
| inline double real(const Quaternion& a) { return a.r; } |
| inline double imag(const Quaternion& a) { return a.i; } |
| |
| } // namespace noncommutative_scalar |
| |
| namespace Eigen { |
| template <> |
| struct NumTraits<noncommutative_scalar::Quaternion> : GenericNumTraits<noncommutative_scalar::Quaternion> { |
| using Real = double; |
| using Literal = double; |
| static constexpr bool IsComplex = true; |
| static constexpr bool RequireInitialization = true; |
| }; |
| } // namespace Eigen |
| |
| // The fused loop must multiply in the order the general update's expressions spell out, essential * tmp with |
| // tmp = tau * (essential.adjoint() * column + top), which only a noncommutative scalar observes. Small integer |
| // components keep every operation exact. The general path is not a reference here: its product kernels reorder |
| // operands (the gemv selector transposes essential.adjoint() * bottom, the column-major outer-product selector |
| // forms tmp_j * essential). |
| template <int Size> |
| void householder_noncommutative_scalar() { |
| using Scalar = noncommutative_scalar::Quaternion; |
| using Mat = Matrix<Scalar, Dynamic, Dynamic>; |
| using EssentialType = Matrix<Scalar, Size - 1, 1>; |
| STATIC_CHECK((householder_fused<Mat, EssentialType>())); |
| const Scalar i(0, 1), j(0, 0, 1), k(0, 0, 0, 1); |
| { |
| // With essential = [i, 0...]^T, tau = 1 and input [j, 0...]^T, the second entry becomes -i * j = -k. |
| Mat a = Mat::Constant(Size, 1, Scalar(0)); |
| a(0, 0) = j; |
| EssentialType essential = EssentialType::Constant(Scalar(0)); |
| essential(0) = i; |
| Scalar workspace[1]; |
| a.applyHouseholderOnTheLeft(essential, Scalar(1), workspace); |
| VERIFY(a(0, 0) == Scalar(0)); |
| VERIFY(a(1, 0) == -k); |
| } |
| const Index cols = internal::random<Index>(1, 7); |
| Mat a(Size, cols); |
| for (Index c = 0; c < cols; ++c) |
| for (Index r = 0; r < Size; ++r) |
| a(r, c) = Scalar(internal::random<int>(-2, 2), internal::random<int>(-2, 2), internal::random<int>(-2, 2), |
| internal::random<int>(-2, 2)); |
| EssentialType essential; |
| for (Index r = 0; r + 1 < Size; ++r) |
| essential(r) = Scalar(internal::random<int>(-2, 2), internal::random<int>(-2, 2), internal::random<int>(-2, 2), |
| internal::random<int>(-2, 2)); |
| const Scalar tau(internal::random<int>(-2, 2), internal::random<int>(-2, 2), internal::random<int>(-2, 2), 1); |
| const Mat expected = householder_left_reference(a, essential, tau); |
| Matrix<Scalar, Dynamic, 1> workspace(cols); |
| a.applyHouseholderOnTheLeft(essential, tau, workspace.data()); |
| VERIFY(a == expected); |
| } |
| |
| EIGEN_DECLARE_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>())); |
| |
| CALL_SUBTEST_9(householder_update(Matrix<double, 3, 5>())); |
| CALL_SUBTEST_9(householder_update(Matrix<float, 4, 2>())); |
| CALL_SUBTEST_9(householder_update( |
| MatrixXcf(internal::random<Index>(1, EIGEN_TEST_MAX_SIZE), internal::random<Index>(1, EIGEN_TEST_MAX_SIZE)))); |
| } |
| |
| CALL_SUBTEST_10(householder_blocked_right_regression<double>()); |
| CALL_SUBTEST_11(householder_blocked_right_regression<std::complex<double>>()); |
| CALL_SUBTEST_12(householder_small_tail()); |
| CALL_SUBTEST_13(householder_large_components()); |
| CALL_SUBTEST_14((householder_short_strided<float, 2, ColMajor>())); |
| CALL_SUBTEST_14((householder_short_strided<float, 3, ColMajor>())); |
| CALL_SUBTEST_15((householder_short_strided<double, 2, ColMajor>())); |
| CALL_SUBTEST_15((householder_short_strided<double, 3, ColMajor>())); |
| CALL_SUBTEST_16((householder_short_strided<std::complex<float>, 2, ColMajor>())); |
| CALL_SUBTEST_16((householder_short_strided<std::complex<float>, 3, ColMajor>())); |
| CALL_SUBTEST_17((householder_short_strided<std::complex<double>, 2, ColMajor>())); |
| CALL_SUBTEST_17((householder_short_strided<std::complex<double>, 3, ColMajor>())); |
| CALL_SUBTEST_18((householder_short_strided<double, 2, RowMajor>())); |
| CALL_SUBTEST_18((householder_short_strided<double, 3, RowMajor>())); |
| CALL_SUBTEST_19((householder_short_strided<std::complex<double>, 3, RowMajor>())); |
| for (int i = 0; i < g_repeat; i++) { |
| CALL_SUBTEST_20((householder_essential_expressions<double, ColMajor>())); |
| CALL_SUBTEST_20((householder_essential_expressions<double, RowMajor>())); |
| CALL_SUBTEST_21((householder_essential_expressions<std::complex<double>, ColMajor>())); |
| CALL_SUBTEST_21((householder_essential_expressions<std::complex<double>, RowMajor>())); |
| CALL_SUBTEST_22(householder_noncommutative_scalar<2>()); |
| CALL_SUBTEST_22(householder_noncommutative_scalar<3>()); |
| } |
| } |