// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2006-2008 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/. // this hack is needed to make this file compiles with -pedantic (gcc) #ifdef __GNUC__ #define throw(X) #endif // discard stack allocation as that too bypasses malloc #define EIGEN_STACK_ALLOCATION_LIMIT 0 // any heap allocation will raise an assert #define EIGEN_NO_MALLOC #include "main.h" #include <Eigen/Cholesky> #include <Eigen/Eigenvalues> #include <Eigen/LU> #include <Eigen/QR> #include <Eigen/SVD> template<typename MatrixType> void nomalloc(const MatrixType& m) { /* this test check no dynamic memory allocation are issued with fixed-size matrices */ typedef typename MatrixType::Index Index; typedef typename MatrixType::Scalar Scalar; typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType; Index rows = m.rows(); Index cols = m.cols(); MatrixType m1 = MatrixType::Random(rows, cols), m2 = MatrixType::Random(rows, cols), m3(rows, cols); Scalar s1 = internal::random<Scalar>(); Index r = internal::random<Index>(0, rows-1), c = internal::random<Index>(0, cols-1); VERIFY_IS_APPROX((m1+m2)*s1, s1*m1+s1*m2); VERIFY_IS_APPROX((m1+m2)(r,c), (m1(r,c))+(m2(r,c))); VERIFY_IS_APPROX(m1.cwiseProduct(m1.block(0,0,rows,cols)), (m1.array()*m1.array()).matrix()); VERIFY_IS_APPROX((m1*m1.transpose())*m2, m1*(m1.transpose()*m2)); m2.col(0).noalias() = m1 * m1.col(0); m2.col(0).noalias() -= m1.adjoint() * m1.col(0); m2.col(0).noalias() -= m1 * m1.row(0).adjoint(); m2.col(0).noalias() -= m1.adjoint() * m1.row(0).adjoint(); m2.row(0).noalias() = m1.row(0) * m1; m2.row(0).noalias() -= m1.row(0) * m1.adjoint(); m2.row(0).noalias() -= m1.col(0).adjoint() * m1; m2.row(0).noalias() -= m1.col(0).adjoint() * m1.adjoint(); VERIFY_IS_APPROX(m2,m2); m2.col(0).noalias() = m1.template triangularView<Upper>() * m1.col(0); m2.col(0).noalias() -= m1.adjoint().template triangularView<Upper>() * m1.col(0); m2.col(0).noalias() -= m1.template triangularView<Upper>() * m1.row(0).adjoint(); m2.col(0).noalias() -= m1.adjoint().template triangularView<Upper>() * m1.row(0).adjoint(); m2.row(0).noalias() = m1.row(0) * m1.template triangularView<Upper>(); m2.row(0).noalias() -= m1.row(0) * m1.adjoint().template triangularView<Upper>(); m2.row(0).noalias() -= m1.col(0).adjoint() * m1.template triangularView<Upper>(); m2.row(0).noalias() -= m1.col(0).adjoint() * m1.adjoint().template triangularView<Upper>(); VERIFY_IS_APPROX(m2,m2); m2.col(0).noalias() = m1.template selfadjointView<Upper>() * m1.col(0); m2.col(0).noalias() -= m1.adjoint().template selfadjointView<Upper>() * m1.col(0); m2.col(0).noalias() -= m1.template selfadjointView<Upper>() * m1.row(0).adjoint(); m2.col(0).noalias() -= m1.adjoint().template selfadjointView<Upper>() * m1.row(0).adjoint(); m2.row(0).noalias() = m1.row(0) * m1.template selfadjointView<Upper>(); m2.row(0).noalias() -= m1.row(0) * m1.adjoint().template selfadjointView<Upper>(); m2.row(0).noalias() -= m1.col(0).adjoint() * m1.template selfadjointView<Upper>(); m2.row(0).noalias() -= m1.col(0).adjoint() * m1.adjoint().template selfadjointView<Upper>(); VERIFY_IS_APPROX(m2,m2); m2.template selfadjointView<Lower>().rankUpdate(m1.col(0),-1); m2.template selfadjointView<Lower>().rankUpdate(m1.row(0),-1); // The following fancy matrix-matrix products are not safe yet regarding static allocation // m1 += m1.template triangularView<Upper>() * m2.col(; // m1.template selfadjointView<Lower>().rankUpdate(m2); // m1 += m1.template triangularView<Upper>() * m2; // m1 += m1.template selfadjointView<Lower>() * m2; // VERIFY_IS_APPROX(m1,m1); } template<typename Scalar> void ctms_decompositions() { const int maxSize = 16; const int size = 12; typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic, 0, maxSize, maxSize> Matrix; typedef Eigen::Matrix<Scalar, Eigen::Dynamic, 1, 0, maxSize, 1> Vector; typedef Eigen::Matrix<std::complex<Scalar>, Eigen::Dynamic, Eigen::Dynamic, 0, maxSize, maxSize> ComplexMatrix; const Matrix A(Matrix::Random(size, size)), B(Matrix::Random(size, size)); Matrix X(size,size); const ComplexMatrix complexA(ComplexMatrix::Random(size, size)); const Matrix saA = A.adjoint() * A; const Vector b(Vector::Random(size)); Vector x(size); // Cholesky module Eigen::LLT<Matrix> LLT; LLT.compute(A); X = LLT.solve(B); x = LLT.solve(b); Eigen::LDLT<Matrix> LDLT; LDLT.compute(A); X = LDLT.solve(B); x = LDLT.solve(b); // Eigenvalues module Eigen::HessenbergDecomposition<ComplexMatrix> hessDecomp; hessDecomp.compute(complexA); Eigen::ComplexSchur<ComplexMatrix> cSchur(size); cSchur.compute(complexA); Eigen::ComplexEigenSolver<ComplexMatrix> cEigSolver; cEigSolver.compute(complexA); Eigen::EigenSolver<Matrix> eigSolver; eigSolver.compute(A); Eigen::SelfAdjointEigenSolver<Matrix> saEigSolver(size); saEigSolver.compute(saA); Eigen::Tridiagonalization<Matrix> tridiag; tridiag.compute(saA); // LU module Eigen::PartialPivLU<Matrix> ppLU; ppLU.compute(A); X = ppLU.solve(B); x = ppLU.solve(b); Eigen::FullPivLU<Matrix> fpLU; fpLU.compute(A); X = fpLU.solve(B); x = fpLU.solve(b); // QR module Eigen::HouseholderQR<Matrix> hQR; hQR.compute(A); X = hQR.solve(B); x = hQR.solve(b); Eigen::ColPivHouseholderQR<Matrix> cpQR; cpQR.compute(A); X = cpQR.solve(B); x = cpQR.solve(b); Eigen::FullPivHouseholderQR<Matrix> fpQR; fpQR.compute(A); // FIXME X = fpQR.solve(B); x = fpQR.solve(b); // SVD module Eigen::JacobiSVD<Matrix> jSVD; jSVD.compute(A, ComputeFullU | ComputeFullV); } void test_nomalloc() { // check that our operator new is indeed called: VERIFY_RAISES_ASSERT(MatrixXd dummy(MatrixXd::Random(3,3))); CALL_SUBTEST_1(nomalloc(Matrix<float, 1, 1>()) ); CALL_SUBTEST_2(nomalloc(Matrix4d()) ); CALL_SUBTEST_3(nomalloc(Matrix<float,32,32>()) ); // Check decomposition modules with dynamic matrices that have a known compile-time max size (ctms) CALL_SUBTEST_4(ctms_decompositions<float>()); }