// 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) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk> // // 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/. #include "main.h" #include <limits> #include <Eigen/Eigenvalues> template<typename MatrixType> void selfadjointeigensolver(const MatrixType& m) { typedef typename MatrixType::Index Index; /* this test covers the following files: EigenSolver.h, SelfAdjointEigenSolver.h (and indirectly: Tridiagonalization.h) */ Index rows = m.rows(); Index cols = m.cols(); typedef typename MatrixType::Scalar Scalar; typedef typename NumTraits<Scalar>::Real RealScalar; typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType; typedef Matrix<RealScalar, MatrixType::RowsAtCompileTime, 1> RealVectorType; typedef typename std::complex<typename NumTraits<typename MatrixType::Scalar>::Real> Complex; RealScalar largerEps = 10*test_precision<RealScalar>(); MatrixType a = MatrixType::Random(rows,cols); MatrixType a1 = MatrixType::Random(rows,cols); MatrixType symmA = a.adjoint() * a + a1.adjoint() * a1; symmA.template triangularView<StrictlyUpper>().setZero(); MatrixType b = MatrixType::Random(rows,cols); MatrixType b1 = MatrixType::Random(rows,cols); MatrixType symmB = b.adjoint() * b + b1.adjoint() * b1; symmB.template triangularView<StrictlyUpper>().setZero(); SelfAdjointEigenSolver<MatrixType> eiSymm(symmA); SelfAdjointEigenSolver<MatrixType> eiDirect; eiDirect.computeDirect(symmA); // generalized eigen pb GeneralizedSelfAdjointEigenSolver<MatrixType> eiSymmGen(symmA, symmB); VERIFY_IS_EQUAL(eiSymm.info(), Success); VERIFY((symmA.template selfadjointView<Lower>() * eiSymm.eigenvectors()).isApprox( eiSymm.eigenvectors() * eiSymm.eigenvalues().asDiagonal(), largerEps)); VERIFY_IS_APPROX(symmA.template selfadjointView<Lower>().eigenvalues(), eiSymm.eigenvalues()); VERIFY_IS_EQUAL(eiDirect.info(), Success); VERIFY((symmA.template selfadjointView<Lower>() * eiDirect.eigenvectors()).isApprox( eiDirect.eigenvectors() * eiDirect.eigenvalues().asDiagonal(), largerEps)); VERIFY_IS_APPROX(symmA.template selfadjointView<Lower>().eigenvalues(), eiDirect.eigenvalues()); SelfAdjointEigenSolver<MatrixType> eiSymmNoEivecs(symmA, false); VERIFY_IS_EQUAL(eiSymmNoEivecs.info(), Success); VERIFY_IS_APPROX(eiSymm.eigenvalues(), eiSymmNoEivecs.eigenvalues()); // generalized eigen problem Ax = lBx eiSymmGen.compute(symmA, symmB,Ax_lBx); VERIFY_IS_EQUAL(eiSymmGen.info(), Success); VERIFY((symmA.template selfadjointView<Lower>() * eiSymmGen.eigenvectors()).isApprox( symmB.template selfadjointView<Lower>() * (eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal()), largerEps)); // generalized eigen problem BAx = lx eiSymmGen.compute(symmA, symmB,BAx_lx); VERIFY_IS_EQUAL(eiSymmGen.info(), Success); VERIFY((symmB.template selfadjointView<Lower>() * (symmA.template selfadjointView<Lower>() * eiSymmGen.eigenvectors())).isApprox( (eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal()), largerEps)); // generalized eigen problem ABx = lx eiSymmGen.compute(symmA, symmB,ABx_lx); VERIFY_IS_EQUAL(eiSymmGen.info(), Success); VERIFY((symmA.template selfadjointView<Lower>() * (symmB.template selfadjointView<Lower>() * eiSymmGen.eigenvectors())).isApprox( (eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal()), largerEps)); MatrixType sqrtSymmA = eiSymm.operatorSqrt(); VERIFY_IS_APPROX(MatrixType(symmA.template selfadjointView<Lower>()), sqrtSymmA*sqrtSymmA); VERIFY_IS_APPROX(sqrtSymmA, symmA.template selfadjointView<Lower>()*eiSymm.operatorInverseSqrt()); MatrixType id = MatrixType::Identity(rows, cols); VERIFY_IS_APPROX(id.template selfadjointView<Lower>().operatorNorm(), RealScalar(1)); SelfAdjointEigenSolver<MatrixType> eiSymmUninitialized; VERIFY_RAISES_ASSERT(eiSymmUninitialized.info()); VERIFY_RAISES_ASSERT(eiSymmUninitialized.eigenvalues()); VERIFY_RAISES_ASSERT(eiSymmUninitialized.eigenvectors()); VERIFY_RAISES_ASSERT(eiSymmUninitialized.operatorSqrt()); VERIFY_RAISES_ASSERT(eiSymmUninitialized.operatorInverseSqrt()); eiSymmUninitialized.compute(symmA, false); VERIFY_RAISES_ASSERT(eiSymmUninitialized.eigenvectors()); VERIFY_RAISES_ASSERT(eiSymmUninitialized.operatorSqrt()); VERIFY_RAISES_ASSERT(eiSymmUninitialized.operatorInverseSqrt()); // test Tridiagonalization's methods Tridiagonalization<MatrixType> tridiag(symmA); // FIXME tridiag.matrixQ().adjoint() does not work VERIFY_IS_APPROX(MatrixType(symmA.template selfadjointView<Lower>()), tridiag.matrixQ() * tridiag.matrixT().eval() * MatrixType(tridiag.matrixQ()).adjoint()); if (rows > 1) { // Test matrix with NaN symmA(0,0) = std::numeric_limits<typename MatrixType::RealScalar>::quiet_NaN(); SelfAdjointEigenSolver<MatrixType> eiSymmNaN(symmA); VERIFY_IS_EQUAL(eiSymmNaN.info(), NoConvergence); } } void test_eigensolver_selfadjoint() { int s; for(int i = 0; i < g_repeat; i++) { // very important to test 3x3 and 2x2 matrices since we provide special paths for them CALL_SUBTEST_1( selfadjointeigensolver(Matrix2d()) ); CALL_SUBTEST_1( selfadjointeigensolver(Matrix3f()) ); CALL_SUBTEST_2( selfadjointeigensolver(Matrix4d()) ); s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4); CALL_SUBTEST_3( selfadjointeigensolver(MatrixXf(s,s)) ); s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4); CALL_SUBTEST_4( selfadjointeigensolver(MatrixXd(s,s)) ); s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4); CALL_SUBTEST_5( selfadjointeigensolver(MatrixXcd(s,s)) ); s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4); CALL_SUBTEST_9( selfadjointeigensolver(Matrix<std::complex<double>,Dynamic,Dynamic,RowMajor>(s,s)) ); // some trivial but implementation-wise tricky cases CALL_SUBTEST_4( selfadjointeigensolver(MatrixXd(1,1)) ); CALL_SUBTEST_4( selfadjointeigensolver(MatrixXd(2,2)) ); CALL_SUBTEST_6( selfadjointeigensolver(Matrix<double,1,1>()) ); CALL_SUBTEST_7( selfadjointeigensolver(Matrix<double,2,2>()) ); } // Test problem size constructors s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4); CALL_SUBTEST_8(SelfAdjointEigenSolver<MatrixXf>(s)); CALL_SUBTEST_8(Tridiagonalization<MatrixXf>(s)); EIGEN_UNUSED_VARIABLE(s) }