test/upperbidiagonalization.cpp

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 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/.

#include "main.h"
#include <Eigen/SVD>

template <typename MatrixType>
void upperbidiag(const MatrixType& m) {
  const Index rows = m.rows();
  const Index cols = m.cols();

  typedef Matrix<typename MatrixType::RealScalar, MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime>
      RealMatrixType;
  typedef Matrix<typename MatrixType::Scalar, MatrixType::ColsAtCompileTime, MatrixType::RowsAtCompileTime>
      TransposeMatrixType;

  MatrixType a = MatrixType::Random(rows, cols);
  internal::UpperBidiagonalization<MatrixType> ubd(a);
  RealMatrixType b(rows, cols);
  b.setZero();
  b.block(0, 0, cols, cols) = ubd.bidiagonal();
  MatrixType c = ubd.householderU() * b * ubd.householderV().adjoint();
  VERIFY_IS_APPROX(a, c);
  TransposeMatrixType d = ubd.householderV() * b.adjoint() * ubd.householderU().adjoint();
  VERIFY_IS_APPROX(a.adjoint(), d);
}

EIGEN_DECLARE_TEST(upperbidiagonalization) {
  for (int i = 0; i < g_repeat; i++) {
    CALL_SUBTEST_1(upperbidiag(MatrixXf(3, 3)));
    CALL_SUBTEST_2(upperbidiag(MatrixXd(17, 12)));
    CALL_SUBTEST_3(upperbidiag(MatrixXcf(20, 20)));
    CALL_SUBTEST_4(upperbidiag(Matrix<std::complex<double>, Dynamic, Dynamic, RowMajor>(16, 15)));
    CALL_SUBTEST_5(upperbidiag(Matrix<float, 6, 4>()));
    CALL_SUBTEST_6(upperbidiag(Matrix<float, 5, 5>()));
    CALL_SUBTEST_7(upperbidiag(Matrix<double, 4, 3>()));
  }
}