// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2014 Gael Guennebaud // Copyright (C) 2009 Benoit Jacob // // 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/. // discard stack allocation as that too bypasses malloc #define EIGEN_STACK_ALLOCATION_LIMIT 0 #define EIGEN_RUNTIME_NO_MALLOC #include #include "main.h" #define SVD_DEFAULT(M) JacobiSVD #define SVD_FOR_MIN_NORM(M) JacobiSVD #include "svd_common.h" // Check all variants of JacobiSVD template void jacobisvd(const MatrixType& a = MatrixType(), bool pickrandom = true) { MatrixType m = a; if (pickrandom) svd_fill_random(m); CALL_SUBTEST((svd_test_all_computation_options< JacobiSVD >( m, true))); // check full only CALL_SUBTEST((svd_test_all_computation_options< JacobiSVD >( m, false))); CALL_SUBTEST( (svd_test_all_computation_options< JacobiSVD >(m, false))); if (m.rows() == m.cols()) CALL_SUBTEST((svd_test_all_computation_options< JacobiSVD >(m, false))); } template void jacobisvd_verify_assert(const MatrixType& m) { svd_verify_assert >(m); Index rows = m.rows(); Index cols = m.cols(); enum { ColsAtCompileTime = MatrixType::ColsAtCompileTime }; MatrixType a = MatrixType::Zero(rows, cols); a.setZero(); if (ColsAtCompileTime == Dynamic) { JacobiSVD svd_fullqr; VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeFullU | ComputeThinV)) VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU | ComputeThinV)) VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU | ComputeFullV)) } } template void jacobisvd_method() { enum { Size = MatrixType::RowsAtCompileTime }; typedef typename MatrixType::RealScalar RealScalar; typedef Matrix RealVecType; MatrixType m = MatrixType::Identity(); VERIFY_IS_APPROX(m.jacobiSvd().singularValues(), RealVecType::Ones()); VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixU()); VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixV()); VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU | ComputeFullV).solve(m), m); VERIFY_IS_APPROX( m.jacobiSvd(ComputeFullU | ComputeFullV).transpose().solve(m), m); VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU | ComputeFullV).adjoint().solve(m), m); } namespace Foo { // older compiler require a default constructor for Bar // cf: https://stackoverflow.com/questions/7411515/ class Bar { public: Bar() {} }; bool operator<(const Bar&, const Bar&) { return true; } } // regression test for a very strange MSVC issue for which simply // including SVDBase.h messes up with std::max and custom scalar type void msvc_workaround() { const Foo::Bar a; const Foo::Bar b; std::max EIGEN_NOT_A_MACRO(a, b); } EIGEN_DECLARE_TEST(jacobisvd) { CALL_SUBTEST_3((jacobisvd_verify_assert(Matrix3f()))); CALL_SUBTEST_4((jacobisvd_verify_assert(Matrix4d()))); CALL_SUBTEST_7((jacobisvd_verify_assert(MatrixXf(10, 12)))); CALL_SUBTEST_8((jacobisvd_verify_assert(MatrixXcd(7, 5)))); CALL_SUBTEST_11(svd_all_trivial_2x2(jacobisvd)); CALL_SUBTEST_12(svd_all_trivial_2x2(jacobisvd)); for (int i = 0; i < g_repeat; i++) { CALL_SUBTEST_3((jacobisvd())); CALL_SUBTEST_4((jacobisvd())); CALL_SUBTEST_5((jacobisvd >())); CALL_SUBTEST_6((jacobisvd >( Matrix(10, 2)))); int r = internal::random(1, 30), c = internal::random(1, 30); TEST_SET_BUT_UNUSED_VARIABLE(r) TEST_SET_BUT_UNUSED_VARIABLE(c) CALL_SUBTEST_10((jacobisvd(MatrixXd(r, c)))); CALL_SUBTEST_7((jacobisvd(MatrixXf(r, c)))); CALL_SUBTEST_8((jacobisvd(MatrixXcd(r, c)))); (void)r; (void)c; // Test on inf/nan matrix CALL_SUBTEST_7((svd_inf_nan, MatrixXf>())); CALL_SUBTEST_10((svd_inf_nan, MatrixXd>())); // bug1395 test compile-time vectors as input CALL_SUBTEST_13((jacobisvd_verify_assert(Matrix()))); CALL_SUBTEST_13((jacobisvd_verify_assert(Matrix()))); CALL_SUBTEST_13((jacobisvd_verify_assert(Matrix(r)))); CALL_SUBTEST_13((jacobisvd_verify_assert(Matrix(c)))); } CALL_SUBTEST_7((jacobisvd(MatrixXf( internal::random(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 2), internal::random(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 2))))); CALL_SUBTEST_8((jacobisvd(MatrixXcd( internal::random(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 3), internal::random(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 3))))); // test matrixbase method CALL_SUBTEST_1((jacobisvd_method())); CALL_SUBTEST_3((jacobisvd_method())); // Test problem size constructors CALL_SUBTEST_7(JacobiSVD(10, 10)); // Check that preallocation avoids subsequent mallocs CALL_SUBTEST_9(svd_preallocate()); CALL_SUBTEST_2(svd_underoverflow()); msvc_workaround(); }