1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2008-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
5 // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
6 //
7 // This Source Code Form is subject to the terms of the Mozilla
8 // Public License v. 2.0. If a copy of the MPL was not distributed
9 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
10
11 // discard stack allocation as that too bypasses malloc
12 #define EIGEN_STACK_ALLOCATION_LIMIT 0
13 #define EIGEN_RUNTIME_NO_MALLOC
14 #include "main.h"
15 #include <Eigen/SVD>
16
17 #define SVD_DEFAULT(M) JacobiSVD<M>
18 #define SVD_FOR_MIN_NORM(M) JacobiSVD<M,ColPivHouseholderQRPreconditioner>
19 #include "svd_common.h"
20
21 // Check all variants of JacobiSVD
22 template<typename MatrixType>
jacobisvd(const MatrixType & a=MatrixType (),bool pickrandom=true)23 void jacobisvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
24 {
25 MatrixType m = a;
26 if(pickrandom)
27 svd_fill_random(m);
28
29 CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> >(m, true) )); // check full only
30 CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner> >(m, false) ));
31 CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, HouseholderQRPreconditioner> >(m, false) ));
32 if(m.rows()==m.cols())
33 CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, NoQRPreconditioner> >(m, false) ));
34 }
35
jacobisvd_verify_assert(const MatrixType & m)36 template<typename MatrixType> void jacobisvd_verify_assert(const MatrixType& m)
37 {
38 svd_verify_assert<JacobiSVD<MatrixType> >(m);
39 Index rows = m.rows();
40 Index cols = m.cols();
41
42 enum {
43 ColsAtCompileTime = MatrixType::ColsAtCompileTime
44 };
45
46
47 MatrixType a = MatrixType::Zero(rows, cols);
48 a.setZero();
49
50 if (ColsAtCompileTime == Dynamic)
51 {
52 JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> svd_fullqr;
53 VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeFullU|ComputeThinV))
54 VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeThinV))
55 VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeFullV))
56 }
57 }
58
59 template<typename MatrixType>
jacobisvd_method()60 void jacobisvd_method()
61 {
62 enum { Size = MatrixType::RowsAtCompileTime };
63 typedef typename MatrixType::RealScalar RealScalar;
64 typedef Matrix<RealScalar, Size, 1> RealVecType;
65 MatrixType m = MatrixType::Identity();
66 VERIFY_IS_APPROX(m.jacobiSvd().singularValues(), RealVecType::Ones());
67 VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixU());
68 VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixV());
69 VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).solve(m), m);
70 }
71
72 namespace Foo {
73 // older compiler require a default constructor for Bar
74 // cf: https://stackoverflow.com/questions/7411515/
Bar()75 class Bar {public: Bar() {}};
operator <(const Bar &,const Bar &)76 bool operator<(const Bar&, const Bar&) { return true; }
77 }
78 // regression test for a very strange MSVC issue for which simply
79 // including SVDBase.h messes up with std::max and custom scalar type
msvc_workaround()80 void msvc_workaround()
81 {
82 const Foo::Bar a;
83 const Foo::Bar b;
84 std::max EIGEN_NOT_A_MACRO (a,b);
85 }
86
test_jacobisvd()87 void test_jacobisvd()
88 {
89 CALL_SUBTEST_3(( jacobisvd_verify_assert(Matrix3f()) ));
90 CALL_SUBTEST_4(( jacobisvd_verify_assert(Matrix4d()) ));
91 CALL_SUBTEST_7(( jacobisvd_verify_assert(MatrixXf(10,12)) ));
92 CALL_SUBTEST_8(( jacobisvd_verify_assert(MatrixXcd(7,5)) ));
93
94 CALL_SUBTEST_11(svd_all_trivial_2x2(jacobisvd<Matrix2cd>));
95 CALL_SUBTEST_12(svd_all_trivial_2x2(jacobisvd<Matrix2d>));
96
97 for(int i = 0; i < g_repeat; i++) {
98 CALL_SUBTEST_3(( jacobisvd<Matrix3f>() ));
99 CALL_SUBTEST_4(( jacobisvd<Matrix4d>() ));
100 CALL_SUBTEST_5(( jacobisvd<Matrix<float,3,5> >() ));
101 CALL_SUBTEST_6(( jacobisvd<Matrix<double,Dynamic,2> >(Matrix<double,Dynamic,2>(10,2)) ));
102
103 int r = internal::random<int>(1, 30),
104 c = internal::random<int>(1, 30);
105
106 TEST_SET_BUT_UNUSED_VARIABLE(r)
107 TEST_SET_BUT_UNUSED_VARIABLE(c)
108
109 CALL_SUBTEST_10(( jacobisvd<MatrixXd>(MatrixXd(r,c)) ));
110 CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(r,c)) ));
111 CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(r,c)) ));
112 (void) r;
113 (void) c;
114
115 // Test on inf/nan matrix
116 CALL_SUBTEST_7( (svd_inf_nan<JacobiSVD<MatrixXf>, MatrixXf>()) );
117 CALL_SUBTEST_10( (svd_inf_nan<JacobiSVD<MatrixXd>, MatrixXd>()) );
118
119 // bug1395 test compile-time vectors as input
120 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,6,1>()) ));
121 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,6>()) ));
122 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,Dynamic,1>(r)) ));
123 CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,Dynamic>(c)) ));
124 }
125
126 CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(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))) ));
127 CALL_SUBTEST_8(( jacobisvd<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))) ));
128
129 // test matrixbase method
130 CALL_SUBTEST_1(( jacobisvd_method<Matrix2cd>() ));
131 CALL_SUBTEST_3(( jacobisvd_method<Matrix3f>() ));
132
133 // Test problem size constructors
134 CALL_SUBTEST_7( JacobiSVD<MatrixXf>(10,10) );
135
136 // Check that preallocation avoids subsequent mallocs
137 CALL_SUBTEST_9( svd_preallocate<void>() );
138
139 CALL_SUBTEST_2( svd_underoverflow<void>() );
140
141 msvc_workaround();
142 }
143