| // 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) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk> |
| // |
| // 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 "svd_fill.h" |
| #include <limits> |
| #include <Eigen/Eigenvalues> |
| #include <Eigen/SparseCore> |
| |
| template <typename MatrixType> |
| void selfadjointeigensolver_essential_check(const MatrixType& m) { |
| typedef typename MatrixType::Scalar Scalar; |
| typedef typename NumTraits<Scalar>::Real RealScalar; |
| RealScalar eival_eps = |
| numext::mini<RealScalar>(test_precision<RealScalar>(), NumTraits<Scalar>::dummy_precision() * 20000); |
| |
| SelfAdjointEigenSolver<MatrixType> eiSymm(m); |
| VERIFY_IS_EQUAL(eiSymm.info(), Success); |
| |
| RealScalar scaling = m.cwiseAbs().maxCoeff(); |
| |
| if (scaling < (std::numeric_limits<RealScalar>::min)()) { |
| VERIFY(eiSymm.eigenvalues().cwiseAbs().maxCoeff() <= (std::numeric_limits<RealScalar>::min)()); |
| } else { |
| VERIFY_IS_APPROX((m.template selfadjointView<Lower>() * eiSymm.eigenvectors()) / scaling, |
| (eiSymm.eigenvectors() * eiSymm.eigenvalues().asDiagonal()) / scaling); |
| } |
| VERIFY_IS_APPROX(m.template selfadjointView<Lower>().eigenvalues(), eiSymm.eigenvalues()); |
| VERIFY_IS_UNITARY(eiSymm.eigenvectors()); |
| |
| if (m.cols() <= 4) { |
| SelfAdjointEigenSolver<MatrixType> eiDirect; |
| eiDirect.computeDirect(m); |
| VERIFY_IS_EQUAL(eiDirect.info(), Success); |
| if (!eiSymm.eigenvalues().isApprox(eiDirect.eigenvalues(), eival_eps)) { |
| std::cerr << "reference eigenvalues: " << eiSymm.eigenvalues().transpose() << "\n" |
| << "obtained eigenvalues: " << eiDirect.eigenvalues().transpose() << "\n" |
| << "diff: " << (eiSymm.eigenvalues() - eiDirect.eigenvalues()).transpose() << "\n" |
| << "error (eps): " |
| << (eiSymm.eigenvalues() - eiDirect.eigenvalues()).norm() / eiSymm.eigenvalues().norm() << " (" |
| << eival_eps << ")\n"; |
| } |
| if (scaling < (std::numeric_limits<RealScalar>::min)()) { |
| VERIFY(eiDirect.eigenvalues().cwiseAbs().maxCoeff() <= (std::numeric_limits<RealScalar>::min)()); |
| } else { |
| VERIFY_IS_APPROX(eiSymm.eigenvalues() / scaling, eiDirect.eigenvalues() / scaling); |
| VERIFY_IS_APPROX((m.template selfadjointView<Lower>() * eiDirect.eigenvectors()) / scaling, |
| (eiDirect.eigenvectors() * eiDirect.eigenvalues().asDiagonal()) / scaling); |
| VERIFY_IS_APPROX(m.template selfadjointView<Lower>().eigenvalues() / scaling, eiDirect.eigenvalues() / scaling); |
| } |
| |
| VERIFY_IS_UNITARY(eiDirect.eigenvectors()); |
| } |
| } |
| |
| template <typename MatrixType> |
| void selfadjointeigensolver(const MatrixType& m) { |
| /* this test covers the following files: |
| EigenSolver.h, SelfAdjointEigenSolver.h (and indirectly: Tridiagonalization.h) |
| */ |
| Index rows = m.rows(); |
| Index cols = m.cols(); |
| |
| typedef typename MatrixType::Scalar Scalar; |
| typedef typename NumTraits<Scalar>::Real RealScalar; |
| |
| RealScalar largerEps = 10 * test_precision<RealScalar>(); |
| |
| MatrixType a = MatrixType::Random(rows, cols); |
| MatrixType a1 = MatrixType::Random(rows, cols); |
| MatrixType symmA = a.adjoint() * a + a1.adjoint() * a1; |
| MatrixType symmC = symmA; |
| |
| svd_fill_random(symmA, Symmetric); |
| |
| symmA.template triangularView<StrictlyUpper>().setZero(); |
| symmC.template triangularView<StrictlyUpper>().setZero(); |
| |
| MatrixType b = MatrixType::Random(rows, cols); |
| MatrixType b1 = MatrixType::Random(rows, cols); |
| MatrixType symmB = b.adjoint() * b + b1.adjoint() * b1; |
| symmB.template triangularView<StrictlyUpper>().setZero(); |
| |
| CALL_SUBTEST(selfadjointeigensolver_essential_check(symmA)); |
| |
| SelfAdjointEigenSolver<MatrixType> eiSymm(symmA); |
| // generalized eigen pb |
| GeneralizedSelfAdjointEigenSolver<MatrixType> eiSymmGen(symmC, symmB); |
| |
| SelfAdjointEigenSolver<MatrixType> eiSymmNoEivecs(symmA, false); |
| VERIFY_IS_EQUAL(eiSymmNoEivecs.info(), Success); |
| VERIFY_IS_APPROX(eiSymm.eigenvalues(), eiSymmNoEivecs.eigenvalues()); |
| |
| // generalized eigen problem Ax = lBx |
| eiSymmGen.compute(symmC, symmB, Ax_lBx); |
| VERIFY_IS_EQUAL(eiSymmGen.info(), Success); |
| VERIFY((symmC.template selfadjointView<Lower>() * eiSymmGen.eigenvectors()) |
| .isApprox(symmB.template selfadjointView<Lower>() * |
| (eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal()), |
| largerEps)); |
| |
| // generalized eigen problem BAx = lx |
| eiSymmGen.compute(symmC, symmB, BAx_lx); |
| VERIFY_IS_EQUAL(eiSymmGen.info(), Success); |
| VERIFY( |
| (symmB.template selfadjointView<Lower>() * (symmC.template selfadjointView<Lower>() * eiSymmGen.eigenvectors())) |
| .isApprox((eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal()), largerEps)); |
| |
| // generalized eigen problem ABx = lx |
| eiSymmGen.compute(symmC, symmB, ABx_lx); |
| VERIFY_IS_EQUAL(eiSymmGen.info(), Success); |
| VERIFY( |
| (symmC.template selfadjointView<Lower>() * (symmB.template selfadjointView<Lower>() * eiSymmGen.eigenvectors())) |
| .isApprox((eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal()), largerEps)); |
| |
| eiSymm.compute(symmC); |
| MatrixType sqrtSymmA = eiSymm.operatorSqrt(); |
| VERIFY_IS_APPROX(MatrixType(symmC.template selfadjointView<Lower>()), sqrtSymmA * sqrtSymmA); |
| VERIFY_IS_APPROX(sqrtSymmA, symmC.template selfadjointView<Lower>() * eiSymm.operatorInverseSqrt()); |
| |
| MatrixType id = MatrixType::Identity(rows, cols); |
| VERIFY_IS_APPROX(id.template selfadjointView<Lower>().operatorNorm(), RealScalar(1)); |
| |
| SelfAdjointEigenSolver<MatrixType> eiSymmUninitialized; |
| VERIFY_RAISES_ASSERT(eiSymmUninitialized.info()); |
| VERIFY_RAISES_ASSERT(eiSymmUninitialized.eigenvalues()); |
| VERIFY_RAISES_ASSERT(eiSymmUninitialized.eigenvectors()); |
| VERIFY_RAISES_ASSERT(eiSymmUninitialized.operatorSqrt()); |
| VERIFY_RAISES_ASSERT(eiSymmUninitialized.operatorInverseSqrt()); |
| |
| eiSymmUninitialized.compute(symmA, false); |
| VERIFY_RAISES_ASSERT(eiSymmUninitialized.eigenvectors()); |
| VERIFY_RAISES_ASSERT(eiSymmUninitialized.operatorSqrt()); |
| VERIFY_RAISES_ASSERT(eiSymmUninitialized.operatorInverseSqrt()); |
| |
| // test Tridiagonalization's methods |
| Tridiagonalization<MatrixType> tridiag(symmC); |
| VERIFY_IS_APPROX(tridiag.diagonal(), tridiag.matrixT().diagonal()); |
| VERIFY_IS_APPROX(tridiag.subDiagonal(), tridiag.matrixT().template diagonal<-1>()); |
| Matrix<RealScalar, Dynamic, Dynamic> T = tridiag.matrixT(); |
| if (rows > 1 && cols > 1) { |
| // FIXME check that upper and lower part are 0: |
| // VERIFY(T.topRightCorner(rows-2, cols-2).template triangularView<Upper>().isZero()); |
| } |
| VERIFY_IS_APPROX(tridiag.diagonal(), T.diagonal()); |
| VERIFY_IS_APPROX(tridiag.subDiagonal(), T.template diagonal<1>()); |
| VERIFY_IS_APPROX(MatrixType(symmC.template selfadjointView<Lower>()), |
| tridiag.matrixQ() * tridiag.matrixT().eval() * MatrixType(tridiag.matrixQ()).adjoint()); |
| VERIFY_IS_APPROX(MatrixType(symmC.template selfadjointView<Lower>()), |
| tridiag.matrixQ() * tridiag.matrixT() * tridiag.matrixQ().adjoint()); |
| |
| // Test computation of eigenvalues from tridiagonal matrix |
| if (rows > 1) { |
| SelfAdjointEigenSolver<MatrixType> eiSymmTridiag; |
| eiSymmTridiag.computeFromTridiagonal(tridiag.matrixT().diagonal(), tridiag.matrixT().diagonal(-1), |
| ComputeEigenvectors); |
| VERIFY_IS_APPROX(eiSymm.eigenvalues(), eiSymmTridiag.eigenvalues()); |
| VERIFY_IS_APPROX(tridiag.matrixT(), eiSymmTridiag.eigenvectors().real() * eiSymmTridiag.eigenvalues().asDiagonal() * |
| eiSymmTridiag.eigenvectors().real().transpose()); |
| } |
| |
| if (rows > 1 && rows < 20) { |
| // Test matrix with NaN |
| symmC(0, 0) = std::numeric_limits<typename MatrixType::RealScalar>::quiet_NaN(); |
| SelfAdjointEigenSolver<MatrixType> eiSymmNaN(symmC); |
| VERIFY_IS_EQUAL(eiSymmNaN.info(), NoConvergence); |
| } |
| |
| // regression test for bug 1098 |
| { |
| SelfAdjointEigenSolver<MatrixType> eig(a.adjoint() * a); |
| eig.compute(a.adjoint() * a); |
| } |
| |
| // regression test for bug 478 |
| { |
| a.setZero(); |
| SelfAdjointEigenSolver<MatrixType> ei3(a); |
| VERIFY_IS_EQUAL(ei3.info(), Success); |
| VERIFY_IS_MUCH_SMALLER_THAN(ei3.eigenvalues().norm(), RealScalar(1)); |
| VERIFY((ei3.eigenvectors().transpose() * ei3.eigenvectors().transpose()).eval().isIdentity()); |
| } |
| } |
| |
| template <int> |
| void bug_854() { |
| Matrix3d m; |
| m << 850.961, 51.966, 0, 51.966, 254.841, 0, 0, 0, 0; |
| selfadjointeigensolver_essential_check(m); |
| } |
| |
| template <int> |
| void bug_1014() { |
| Matrix3d m; |
| m << 0.11111111111111114658, 0, 0, 0, 0.11111111111111109107, 0, 0, 0, 0.11111111111111107719; |
| selfadjointeigensolver_essential_check(m); |
| } |
| |
| template <int> |
| void bug_1225() { |
| Matrix3d m1, m2; |
| m1.setRandom(); |
| m1 = m1 * m1.transpose(); |
| m2 = m1.triangularView<Upper>(); |
| SelfAdjointEigenSolver<Matrix3d> eig1(m1); |
| SelfAdjointEigenSolver<Matrix3d> eig2(m2.selfadjointView<Upper>()); |
| VERIFY_IS_APPROX(eig1.eigenvalues(), eig2.eigenvalues()); |
| } |
| |
| template <int> |
| void bug_1204() { |
| SparseMatrix<double> A(2, 2); |
| A.setIdentity(); |
| SelfAdjointEigenSolver<Eigen::SparseMatrix<double> > eig(A); |
| } |
| |
| EIGEN_DECLARE_TEST(eigensolver_selfadjoint) { |
| int s = 0; |
| for (int i = 0; i < g_repeat; i++) { |
| // trivial test for 1x1 matrices: |
| CALL_SUBTEST_1(selfadjointeigensolver(Matrix<float, 1, 1>())); |
| CALL_SUBTEST_1(selfadjointeigensolver(Matrix<double, 1, 1>())); |
| CALL_SUBTEST_1(selfadjointeigensolver(Matrix<std::complex<double>, 1, 1>())); |
| |
| // very important to test 3x3 and 2x2 matrices since we provide special paths for them |
| CALL_SUBTEST_12(selfadjointeigensolver(Matrix2f())); |
| CALL_SUBTEST_12(selfadjointeigensolver(Matrix2d())); |
| CALL_SUBTEST_12(selfadjointeigensolver(Matrix2cd())); |
| CALL_SUBTEST_13(selfadjointeigensolver(Matrix3f())); |
| CALL_SUBTEST_13(selfadjointeigensolver(Matrix3d())); |
| CALL_SUBTEST_13(selfadjointeigensolver(Matrix3cd())); |
| CALL_SUBTEST_2(selfadjointeigensolver(Matrix4d())); |
| CALL_SUBTEST_2(selfadjointeigensolver(Matrix4cd())); |
| |
| s = internal::random<int>(1, EIGEN_TEST_MAX_SIZE / 4); |
| CALL_SUBTEST_3(selfadjointeigensolver(MatrixXf(s, s))); |
| CALL_SUBTEST_4(selfadjointeigensolver(MatrixXd(s, s))); |
| CALL_SUBTEST_5(selfadjointeigensolver(MatrixXcd(s, s))); |
| CALL_SUBTEST_9(selfadjointeigensolver(Matrix<std::complex<double>, Dynamic, Dynamic, RowMajor>(s, s))); |
| TEST_SET_BUT_UNUSED_VARIABLE(s) |
| |
| // some trivial but implementation-wise tricky cases |
| CALL_SUBTEST_4(selfadjointeigensolver(MatrixXd(1, 1))); |
| CALL_SUBTEST_4(selfadjointeigensolver(MatrixXd(2, 2))); |
| CALL_SUBTEST_5(selfadjointeigensolver(MatrixXcd(1, 1))); |
| CALL_SUBTEST_5(selfadjointeigensolver(MatrixXcd(2, 2))); |
| CALL_SUBTEST_6(selfadjointeigensolver(Matrix<double, 1, 1>())); |
| CALL_SUBTEST_7(selfadjointeigensolver(Matrix<double, 2, 2>())); |
| } |
| |
| CALL_SUBTEST_13(bug_854<0>()); |
| CALL_SUBTEST_13(bug_1014<0>()); |
| CALL_SUBTEST_13(bug_1204<0>()); |
| CALL_SUBTEST_13(bug_1225<0>()); |
| |
| // Test problem size constructors |
| s = internal::random<int>(1, EIGEN_TEST_MAX_SIZE / 4); |
| CALL_SUBTEST_8(SelfAdjointEigenSolver<MatrixXf> tmp1(s)); |
| CALL_SUBTEST_8(Tridiagonalization<MatrixXf> tmp2(s)); |
| |
| TEST_SET_BUT_UNUSED_VARIABLE(s) |
| } |