|  | // 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) | 
|  | } |