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119 lines
4.4 KiB
C++
119 lines
4.4 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com>
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// Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr>
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// Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr>
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// Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/
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// discard stack allocation as that too bypasses malloc
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#define EIGEN_STACK_ALLOCATION_LIMIT 0
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#define EIGEN_RUNTIME_NO_MALLOC
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#include <Eigen/LU>
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#include <Eigen/SVD>
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#include <iostream>
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#include "main.h"
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#define SVD_DEFAULT(M) BDCSVD<M>
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#define SVD_FOR_MIN_NORM(M) BDCSVD<M>
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#include "svd_common.h"
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// Check all variants of JacobiSVD
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template <typename MatrixType>
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void bdcsvd(const MatrixType& a = MatrixType(), bool pickrandom = true) {
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MatrixType m;
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if (pickrandom) {
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m.resizeLike(a);
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svd_fill_random(m);
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} else
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m = a;
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CALL_SUBTEST(
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(svd_test_all_computation_options<BDCSVD<MatrixType> >(m, false)));
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}
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template <typename MatrixType>
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void bdcsvd_method() {
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enum { Size = MatrixType::RowsAtCompileTime };
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typedef typename MatrixType::RealScalar RealScalar;
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typedef Matrix<RealScalar, Size, 1> RealVecType;
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MatrixType m = MatrixType::Identity();
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VERIFY_IS_APPROX(m.bdcSvd().singularValues(), RealVecType::Ones());
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VERIFY_RAISES_ASSERT(m.bdcSvd().matrixU());
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VERIFY_RAISES_ASSERT(m.bdcSvd().matrixV());
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VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU | ComputeFullV).solve(m), m);
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VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU | ComputeFullV).transpose().solve(m),
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m);
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VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU | ComputeFullV).adjoint().solve(m), m);
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}
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// compare the Singular values returned with Jacobi and Bdc
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template <typename MatrixType>
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void compare_bdc_jacobi(const MatrixType& a = MatrixType(),
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unsigned int computationOptions = 0) {
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MatrixType m = MatrixType::Random(a.rows(), a.cols());
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BDCSVD<MatrixType> bdc_svd(m);
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JacobiSVD<MatrixType> jacobi_svd(m);
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VERIFY_IS_APPROX(bdc_svd.singularValues(), jacobi_svd.singularValues());
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if (computationOptions & ComputeFullU)
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VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
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if (computationOptions & ComputeThinU)
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VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
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if (computationOptions & ComputeFullV)
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VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
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if (computationOptions & ComputeThinV)
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VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
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}
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EIGEN_DECLARE_TEST(bdcsvd) {
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CALL_SUBTEST_3((svd_verify_assert<BDCSVD<Matrix3f> >(Matrix3f())));
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CALL_SUBTEST_4((svd_verify_assert<BDCSVD<Matrix4d> >(Matrix4d())));
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CALL_SUBTEST_7((svd_verify_assert<BDCSVD<MatrixXf> >(MatrixXf(10, 12))));
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CALL_SUBTEST_8((svd_verify_assert<BDCSVD<MatrixXcd> >(MatrixXcd(7, 5))));
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CALL_SUBTEST_101((svd_all_trivial_2x2(bdcsvd<Matrix2cd>)));
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CALL_SUBTEST_102((svd_all_trivial_2x2(bdcsvd<Matrix2d>)));
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for (int i = 0; i < g_repeat; i++) {
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CALL_SUBTEST_3((bdcsvd<Matrix3f>()));
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CALL_SUBTEST_4((bdcsvd<Matrix4d>()));
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CALL_SUBTEST_5((bdcsvd<Matrix<float, 3, 5> >()));
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int r = internal::random<int>(1, EIGEN_TEST_MAX_SIZE / 2),
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c = internal::random<int>(1, EIGEN_TEST_MAX_SIZE / 2);
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TEST_SET_BUT_UNUSED_VARIABLE(r)
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TEST_SET_BUT_UNUSED_VARIABLE(c)
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CALL_SUBTEST_6((bdcsvd(Matrix<double, Dynamic, 2>(r, 2))));
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CALL_SUBTEST_7((bdcsvd(MatrixXf(r, c))));
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CALL_SUBTEST_7((compare_bdc_jacobi(MatrixXf(r, c))));
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CALL_SUBTEST_10((bdcsvd(MatrixXd(r, c))));
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CALL_SUBTEST_10((compare_bdc_jacobi(MatrixXd(r, c))));
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CALL_SUBTEST_8((bdcsvd(MatrixXcd(r, c))));
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CALL_SUBTEST_8((compare_bdc_jacobi(MatrixXcd(r, c))));
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// Test on inf/nan matrix
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CALL_SUBTEST_7((svd_inf_nan<BDCSVD<MatrixXf>, MatrixXf>()));
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CALL_SUBTEST_10((svd_inf_nan<BDCSVD<MatrixXd>, MatrixXd>()));
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}
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// test matrixbase method
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CALL_SUBTEST_1((bdcsvd_method<Matrix2cd>()));
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CALL_SUBTEST_3((bdcsvd_method<Matrix3f>()));
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// Test problem size constructors
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CALL_SUBTEST_7(BDCSVD<MatrixXf>(10, 10));
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// Check that preallocation avoids subsequent mallocs
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// Disabled because not supported by BDCSVD
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// CALL_SUBTEST_9( svd_preallocate<void>() );
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CALL_SUBTEST_2(svd_underoverflow<void>());
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}
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