FastDeploy/third_party/eigen/test/jacobisvd.cpp

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
// Copyright (C) 2009 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/.

// discard stack allocation as that too bypasses malloc
#define EIGEN_STACK_ALLOCATION_LIMIT 0
#define EIGEN_RUNTIME_NO_MALLOC
#include <Eigen/SVD>
#include "main.h"

#define SVD_DEFAULT(M) JacobiSVD<M>
#define SVD_FOR_MIN_NORM(M) JacobiSVD<M, ColPivHouseholderQRPreconditioner>
#include "svd_common.h"

// Check all variants of JacobiSVD
template <typename MatrixType>
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<MatrixType, FullPivHouseholderQRPreconditioner> >(
      m, true)));  // check full only
  CALL_SUBTEST((svd_test_all_computation_options<
                JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner> >(
      m, false)));
  CALL_SUBTEST(
      (svd_test_all_computation_options<
          JacobiSVD<MatrixType, HouseholderQRPreconditioner> >(m, false)));
  if (m.rows() == m.cols())
    CALL_SUBTEST((svd_test_all_computation_options<
                  JacobiSVD<MatrixType, NoQRPreconditioner> >(m, false)));
}

template <typename MatrixType>
void jacobisvd_verify_assert(const MatrixType& m) {
  svd_verify_assert<JacobiSVD<MatrixType> >(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<MatrixType, FullPivHouseholderQRPreconditioner> 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 <typename MatrixType>
void jacobisvd_method() {
  enum { Size = MatrixType::RowsAtCompileTime };
  typedef typename MatrixType::RealScalar RealScalar;
  typedef Matrix<RealScalar, Size, 1> 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<Matrix2cd>));
  CALL_SUBTEST_12(svd_all_trivial_2x2(jacobisvd<Matrix2d>));

  for (int i = 0; i < g_repeat; i++) {
    CALL_SUBTEST_3((jacobisvd<Matrix3f>()));
    CALL_SUBTEST_4((jacobisvd<Matrix4d>()));
    CALL_SUBTEST_5((jacobisvd<Matrix<float, 3, 5> >()));
    CALL_SUBTEST_6((jacobisvd<Matrix<double, Dynamic, 2> >(
        Matrix<double, Dynamic, 2>(10, 2))));

    int r = internal::random<int>(1, 30), c = internal::random<int>(1, 30);

    TEST_SET_BUT_UNUSED_VARIABLE(r)
    TEST_SET_BUT_UNUSED_VARIABLE(c)

    CALL_SUBTEST_10((jacobisvd<MatrixXd>(MatrixXd(r, c))));
    CALL_SUBTEST_7((jacobisvd<MatrixXf>(MatrixXf(r, c))));
    CALL_SUBTEST_8((jacobisvd<MatrixXcd>(MatrixXcd(r, c))));
    (void)r;
    (void)c;

    // Test on inf/nan matrix
    CALL_SUBTEST_7((svd_inf_nan<JacobiSVD<MatrixXf>, MatrixXf>()));
    CALL_SUBTEST_10((svd_inf_nan<JacobiSVD<MatrixXd>, MatrixXd>()));

    // bug1395 test compile-time vectors as input
    CALL_SUBTEST_13((jacobisvd_verify_assert(Matrix<double, 6, 1>())));
    CALL_SUBTEST_13((jacobisvd_verify_assert(Matrix<double, 1, 6>())));
    CALL_SUBTEST_13((jacobisvd_verify_assert(Matrix<double, Dynamic, 1>(r))));
    CALL_SUBTEST_13((jacobisvd_verify_assert(Matrix<double, 1, Dynamic>(c))));
  }

  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)))));
  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)))));

  // test matrixbase method
  CALL_SUBTEST_1((jacobisvd_method<Matrix2cd>()));
  CALL_SUBTEST_3((jacobisvd_method<Matrix3f>()));

  // Test problem size constructors
  CALL_SUBTEST_7(JacobiSVD<MatrixXf>(10, 10));

  // Check that preallocation avoids subsequent mallocs
  CALL_SUBTEST_9(svd_preallocate<void>());

  CALL_SUBTEST_2(svd_underoverflow<void>());

  msvc_workaround();
}