Carlos Hernandez | 7faaa9f | 2014-08-05 17:53:32 -0700 | [diff] [blame] | 1 | // This file is part of Eigen, a lightweight C++ template library |
| 2 | // for linear algebra. |
| 3 | // |
| 4 | // Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com> |
| 5 | // Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr> |
| 6 | // Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr> |
| 7 | // Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr> |
| 8 | // |
| 9 | // This Source Code Form is subject to the terms of the Mozilla |
| 10 | // Public License v. 2.0. If a copy of the MPL was not distributed |
| 11 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/ |
| 12 | |
| 13 | #include "svd_common.h" |
| 14 | #include <iostream> |
| 15 | #include <Eigen/LU> |
| 16 | |
| 17 | // check if "svd" is the good image of "m" |
| 18 | template<typename MatrixType> |
| 19 | void bdcsvd_check_full(const MatrixType& m, const BDCSVD<MatrixType>& svd) |
| 20 | { |
| 21 | svd_check_full< MatrixType, BDCSVD< MatrixType > >(m, svd); |
| 22 | } |
| 23 | |
| 24 | // Compare to a reference value |
| 25 | template<typename MatrixType> |
| 26 | void bdcsvd_compare_to_full(const MatrixType& m, |
| 27 | unsigned int computationOptions, |
| 28 | const BDCSVD<MatrixType>& referenceSvd) |
| 29 | { |
| 30 | svd_compare_to_full< MatrixType, BDCSVD< MatrixType > >(m, computationOptions, referenceSvd); |
| 31 | } // end bdcsvd_compare_to_full |
| 32 | |
| 33 | |
| 34 | template<typename MatrixType> |
| 35 | void bdcsvd_solve(const MatrixType& m, unsigned int computationOptions) |
| 36 | { |
| 37 | svd_solve< MatrixType, BDCSVD< MatrixType > >(m, computationOptions); |
| 38 | } // end template bdcsvd_solve |
| 39 | |
| 40 | |
| 41 | // test the computations options |
| 42 | template<typename MatrixType> |
| 43 | void bdcsvd_test_all_computation_options(const MatrixType& m) |
| 44 | { |
| 45 | BDCSVD<MatrixType> fullSvd(m, ComputeFullU|ComputeFullV); |
| 46 | svd_test_computation_options_1< MatrixType, BDCSVD< MatrixType > >(m, fullSvd); |
| 47 | svd_test_computation_options_2< MatrixType, BDCSVD< MatrixType > >(m, fullSvd); |
| 48 | } // end bdcsvd_test_all_computation_options |
| 49 | |
| 50 | |
| 51 | // Call a test with all the computations options |
| 52 | template<typename MatrixType> |
| 53 | void bdcsvd(const MatrixType& a = MatrixType(), bool pickrandom = true) |
| 54 | { |
| 55 | MatrixType m = pickrandom ? MatrixType::Random(a.rows(), a.cols()) : a; |
| 56 | bdcsvd_test_all_computation_options<MatrixType>(m); |
| 57 | } // end template bdcsvd |
| 58 | |
| 59 | |
| 60 | // verify assert |
| 61 | template<typename MatrixType> |
| 62 | void bdcsvd_verify_assert(const MatrixType& m) |
| 63 | { |
| 64 | svd_verify_assert< MatrixType, BDCSVD< MatrixType > >(m); |
| 65 | }// end template bdcsvd_verify_assert |
| 66 | |
| 67 | |
| 68 | // test weird values |
| 69 | template<typename MatrixType> |
| 70 | void bdcsvd_inf_nan() |
| 71 | { |
| 72 | svd_inf_nan< MatrixType, BDCSVD< MatrixType > >(); |
| 73 | }// end template bdcsvd_inf_nan |
| 74 | |
| 75 | |
| 76 | |
| 77 | void bdcsvd_preallocate() |
| 78 | { |
| 79 | svd_preallocate< BDCSVD< MatrixXf > >(); |
| 80 | } // end bdcsvd_preallocate |
| 81 | |
| 82 | |
| 83 | // compare the Singular values returned with Jacobi and Bdc |
| 84 | template<typename MatrixType> |
| 85 | void compare_bdc_jacobi(const MatrixType& a = MatrixType(), unsigned int computationOptions = 0) |
| 86 | { |
| 87 | std::cout << "debut compare" << std::endl; |
| 88 | MatrixType m = MatrixType::Random(a.rows(), a.cols()); |
| 89 | BDCSVD<MatrixType> bdc_svd(m); |
| 90 | JacobiSVD<MatrixType> jacobi_svd(m); |
| 91 | VERIFY_IS_APPROX(bdc_svd.singularValues(), jacobi_svd.singularValues()); |
| 92 | if(computationOptions & ComputeFullU) |
| 93 | VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU()); |
| 94 | if(computationOptions & ComputeThinU) |
| 95 | VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU()); |
| 96 | if(computationOptions & ComputeFullV) |
| 97 | VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV()); |
| 98 | if(computationOptions & ComputeThinV) |
| 99 | VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV()); |
| 100 | std::cout << "fin compare" << std::endl; |
| 101 | } // end template compare_bdc_jacobi |
| 102 | |
| 103 | |
| 104 | // call the tests |
| 105 | void test_bdcsvd() |
| 106 | { |
| 107 | // test of Dynamic defined Matrix (42, 42) of float |
| 108 | CALL_SUBTEST_11(( bdcsvd_verify_assert<Matrix<float,Dynamic,Dynamic> > |
| 109 | (Matrix<float,Dynamic,Dynamic>(42,42)) )); |
| 110 | CALL_SUBTEST_11(( compare_bdc_jacobi<Matrix<float,Dynamic,Dynamic> > |
| 111 | (Matrix<float,Dynamic,Dynamic>(42,42), 0) )); |
| 112 | CALL_SUBTEST_11(( bdcsvd<Matrix<float,Dynamic,Dynamic> > |
| 113 | (Matrix<float,Dynamic,Dynamic>(42,42)) )); |
| 114 | |
| 115 | // test of Dynamic defined Matrix (50, 50) of double |
| 116 | CALL_SUBTEST_13(( bdcsvd_verify_assert<Matrix<double,Dynamic,Dynamic> > |
| 117 | (Matrix<double,Dynamic,Dynamic>(50,50)) )); |
| 118 | CALL_SUBTEST_13(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> > |
| 119 | (Matrix<double,Dynamic,Dynamic>(50,50), 0) )); |
| 120 | CALL_SUBTEST_13(( bdcsvd<Matrix<double,Dynamic,Dynamic> > |
| 121 | (Matrix<double,Dynamic,Dynamic>(50, 50)) )); |
| 122 | |
| 123 | // test of Dynamic defined Matrix (22, 22) of complex double |
| 124 | CALL_SUBTEST_14(( bdcsvd_verify_assert<Matrix<std::complex<double>,Dynamic,Dynamic> > |
| 125 | (Matrix<std::complex<double>,Dynamic,Dynamic>(22,22)) )); |
| 126 | CALL_SUBTEST_14(( compare_bdc_jacobi<Matrix<std::complex<double>,Dynamic,Dynamic> > |
| 127 | (Matrix<std::complex<double>, Dynamic, Dynamic> (22,22), 0) )); |
| 128 | CALL_SUBTEST_14(( bdcsvd<Matrix<std::complex<double>,Dynamic,Dynamic> > |
| 129 | (Matrix<std::complex<double>,Dynamic,Dynamic>(22, 22)) )); |
| 130 | |
| 131 | // test of Dynamic defined Matrix (10, 10) of int |
| 132 | //CALL_SUBTEST_15(( bdcsvd_verify_assert<Matrix<int,Dynamic,Dynamic> > |
| 133 | // (Matrix<int,Dynamic,Dynamic>(10,10)) )); |
| 134 | //CALL_SUBTEST_15(( compare_bdc_jacobi<Matrix<int,Dynamic,Dynamic> > |
| 135 | // (Matrix<int,Dynamic,Dynamic>(10,10), 0) )); |
| 136 | //CALL_SUBTEST_15(( bdcsvd<Matrix<int,Dynamic,Dynamic> > |
| 137 | // (Matrix<int,Dynamic,Dynamic>(10, 10)) )); |
| 138 | |
| 139 | |
| 140 | // test of Dynamic defined Matrix (8, 6) of double |
| 141 | |
| 142 | CALL_SUBTEST_16(( bdcsvd_verify_assert<Matrix<double,Dynamic,Dynamic> > |
| 143 | (Matrix<double,Dynamic,Dynamic>(8,6)) )); |
| 144 | CALL_SUBTEST_16(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> > |
| 145 | (Matrix<double,Dynamic,Dynamic>(8, 6), 0) )); |
| 146 | CALL_SUBTEST_16(( bdcsvd<Matrix<double,Dynamic,Dynamic> > |
| 147 | (Matrix<double,Dynamic,Dynamic>(8, 6)) )); |
| 148 | |
| 149 | |
| 150 | |
| 151 | // test of Dynamic defined Matrix (36, 12) of float |
| 152 | CALL_SUBTEST_17(( compare_bdc_jacobi<Matrix<float,Dynamic,Dynamic> > |
| 153 | (Matrix<float,Dynamic,Dynamic>(36, 12), 0) )); |
| 154 | CALL_SUBTEST_17(( bdcsvd<Matrix<float,Dynamic,Dynamic> > |
| 155 | (Matrix<float,Dynamic,Dynamic>(36, 12)) )); |
| 156 | |
| 157 | // test of Dynamic defined Matrix (5, 8) of double |
| 158 | CALL_SUBTEST_18(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> > |
| 159 | (Matrix<double,Dynamic,Dynamic>(5, 8), 0) )); |
| 160 | CALL_SUBTEST_18(( bdcsvd<Matrix<double,Dynamic,Dynamic> > |
| 161 | (Matrix<double,Dynamic,Dynamic>(5, 8)) )); |
| 162 | |
| 163 | |
| 164 | // non regression tests |
| 165 | CALL_SUBTEST_3(( bdcsvd_verify_assert(Matrix3f()) )); |
| 166 | CALL_SUBTEST_4(( bdcsvd_verify_assert(Matrix4d()) )); |
| 167 | CALL_SUBTEST_7(( bdcsvd_verify_assert(MatrixXf(10,12)) )); |
| 168 | CALL_SUBTEST_8(( bdcsvd_verify_assert(MatrixXcd(7,5)) )); |
| 169 | |
| 170 | // SUBTESTS 1 and 2 on specifics matrix |
| 171 | for(int i = 0; i < g_repeat; i++) { |
| 172 | Matrix2cd m; |
| 173 | m << 0, 1, |
| 174 | 0, 1; |
| 175 | CALL_SUBTEST_1(( bdcsvd(m, false) )); |
| 176 | m << 1, 0, |
| 177 | 1, 0; |
| 178 | CALL_SUBTEST_1(( bdcsvd(m, false) )); |
| 179 | |
| 180 | Matrix2d n; |
| 181 | n << 0, 0, |
| 182 | 0, 0; |
| 183 | CALL_SUBTEST_2(( bdcsvd(n, false) )); |
| 184 | n << 0, 0, |
| 185 | 0, 1; |
| 186 | CALL_SUBTEST_2(( bdcsvd(n, false) )); |
| 187 | |
| 188 | // Statics matrix don't work with BDSVD yet |
| 189 | // bdc algo on a random 3x3 float matrix |
| 190 | // CALL_SUBTEST_3(( bdcsvd<Matrix3f>() )); |
| 191 | // bdc algo on a random 4x4 double matrix |
| 192 | // CALL_SUBTEST_4(( bdcsvd<Matrix4d>() )); |
| 193 | // bdc algo on a random 3x5 float matrix |
| 194 | // CALL_SUBTEST_5(( bdcsvd<Matrix<float,3,5> >() )); |
| 195 | |
| 196 | int r = internal::random<int>(1, 30), |
| 197 | c = internal::random<int>(1, 30); |
| 198 | CALL_SUBTEST_7(( bdcsvd<MatrixXf>(MatrixXf(r,c)) )); |
| 199 | CALL_SUBTEST_8(( bdcsvd<MatrixXcd>(MatrixXcd(r,c)) )); |
| 200 | (void) r; |
| 201 | (void) c; |
| 202 | |
| 203 | // Test on inf/nan matrix |
| 204 | CALL_SUBTEST_7( bdcsvd_inf_nan<MatrixXf>() ); |
| 205 | } |
| 206 | |
| 207 | CALL_SUBTEST_7(( bdcsvd<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))) )); |
| 208 | CALL_SUBTEST_8(( bdcsvd<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))) )); |
| 209 | |
| 210 | // Test problem size constructors |
| 211 | CALL_SUBTEST_7( BDCSVD<MatrixXf>(10,10) ); |
| 212 | |
| 213 | } // end test_bdcsvd |