mirror of
https://gitlab.com/libeigen/eigen.git
synced 2026-04-10 11:34:33 +08:00
Unify unit test for BDC and Jacobi SVD. This reveals some numerical issues in BDCSVD.
This commit is contained in:
Gael Guennebaud
@@ -10,204 +10,105 @@
|
||||
// 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 "svd_common.h"
|
||||
// discard stack allocation as that too bypasses malloc
|
||||
#define EIGEN_STACK_ALLOCATION_LIMIT 0
|
||||
#define EIGEN_RUNTIME_NO_MALLOC
|
||||
|
||||
#include "main.h"
|
||||
#include <unsupported/Eigen/BDCSVD>
|
||||
#include <iostream>
|
||||
#include <Eigen/LU>
|
||||
|
||||
// check if "svd" is the good image of "m"
|
||||
template<typename MatrixType>
|
||||
void bdcsvd_check_full(const MatrixType& m, const BDCSVD<MatrixType>& svd)
|
||||
{
|
||||
svd_check_full< MatrixType, BDCSVD< MatrixType > >(m, svd);
|
||||
}
|
||||
|
||||
// Compare to a reference value
|
||||
template<typename MatrixType>
|
||||
void bdcsvd_compare_to_full(const MatrixType& m,
|
||||
unsigned int computationOptions,
|
||||
const BDCSVD<MatrixType>& referenceSvd)
|
||||
{
|
||||
svd_compare_to_full< MatrixType, BDCSVD< MatrixType > >(m, computationOptions, referenceSvd);
|
||||
} // end bdcsvd_compare_to_full
|
||||
#define SVD_DEFAULT(M) BDCSVD<M>
|
||||
// #define SVD_FOR_MIN_NORM(M) BDCSVD<M>
|
||||
#define SVD_FOR_MIN_NORM(M) JacobiSVD<M,ColPivHouseholderQRPreconditioner>
|
||||
#include "../../test/svd_common.h"
|
||||
|
||||
|
||||
template<typename MatrixType>
|
||||
void bdcsvd_solve(const MatrixType& m, unsigned int computationOptions)
|
||||
{
|
||||
svd_solve< MatrixType, BDCSVD< MatrixType > >(m, computationOptions);
|
||||
} // end template bdcsvd_solve
|
||||
|
||||
|
||||
// test the computations options
|
||||
template<typename MatrixType>
|
||||
void bdcsvd_test_all_computation_options(const MatrixType& m)
|
||||
{
|
||||
BDCSVD<MatrixType> fullSvd(m, ComputeFullU|ComputeFullV);
|
||||
svd_test_computation_options_1< MatrixType, BDCSVD< MatrixType > >(m, fullSvd);
|
||||
svd_test_computation_options_2< MatrixType, BDCSVD< MatrixType > >(m, fullSvd);
|
||||
} // end bdcsvd_test_all_computation_options
|
||||
|
||||
|
||||
// Call a test with all the computations options
|
||||
// Check all variants of JacobiSVD
|
||||
template<typename MatrixType>
|
||||
void bdcsvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
|
||||
{
|
||||
MatrixType m = pickrandom ? MatrixType::Random(a.rows(), a.cols()) : a;
|
||||
bdcsvd_test_all_computation_options<MatrixType>(m);
|
||||
} // end template bdcsvd
|
||||
MatrixType m = a;
|
||||
if(pickrandom)
|
||||
svd_fill_random(m);
|
||||
|
||||
CALL_SUBTEST(( svd_test_all_computation_options<BDCSVD<MatrixType> >(m, false) ));
|
||||
}
|
||||
|
||||
// verify assert
|
||||
template<typename MatrixType>
|
||||
void bdcsvd_verify_assert(const MatrixType& m)
|
||||
{
|
||||
svd_verify_assert< MatrixType, BDCSVD< MatrixType > >(m);
|
||||
}// end template bdcsvd_verify_assert
|
||||
|
||||
|
||||
// test weird values
|
||||
template<typename MatrixType>
|
||||
void bdcsvd_inf_nan()
|
||||
{
|
||||
svd_inf_nan< MatrixType, BDCSVD< MatrixType > >();
|
||||
}// end template bdcsvd_inf_nan
|
||||
|
||||
|
||||
|
||||
void bdcsvd_preallocate()
|
||||
{
|
||||
svd_preallocate< BDCSVD< MatrixXf > >();
|
||||
} // end bdcsvd_preallocate
|
||||
|
||||
// template<typename MatrixType>
|
||||
// void bdcsvd_method()
|
||||
// {
|
||||
// enum { Size = MatrixType::RowsAtCompileTime };
|
||||
// typedef typename MatrixType::RealScalar RealScalar;
|
||||
// typedef Matrix<RealScalar, Size, 1> RealVecType;
|
||||
// MatrixType m = MatrixType::Identity();
|
||||
// VERIFY_IS_APPROX(m.bdcSvd().singularValues(), RealVecType::Ones());
|
||||
// VERIFY_RAISES_ASSERT(m.bdcSvd().matrixU());
|
||||
// VERIFY_RAISES_ASSERT(m.bdcSvd().matrixV());
|
||||
// VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).solve(m), m);
|
||||
// }
|
||||
|
||||
// compare the Singular values returned with Jacobi and Bdc
|
||||
template<typename MatrixType>
|
||||
void compare_bdc_jacobi(const MatrixType& a = MatrixType(), unsigned int computationOptions = 0)
|
||||
{
|
||||
std::cout << "debut compare" << std::endl;
|
||||
MatrixType m = MatrixType::Random(a.rows(), a.cols());
|
||||
BDCSVD<MatrixType> bdc_svd(m);
|
||||
JacobiSVD<MatrixType> jacobi_svd(m);
|
||||
VERIFY_IS_APPROX(bdc_svd.singularValues(), jacobi_svd.singularValues());
|
||||
if(computationOptions & ComputeFullU)
|
||||
VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
|
||||
if(computationOptions & ComputeThinU)
|
||||
VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
|
||||
if(computationOptions & ComputeFullV)
|
||||
VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
|
||||
if(computationOptions & ComputeThinV)
|
||||
VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
|
||||
std::cout << "fin compare" << std::endl;
|
||||
} // end template compare_bdc_jacobi
|
||||
if(computationOptions & ComputeFullU) VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
|
||||
if(computationOptions & ComputeThinU) VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
|
||||
if(computationOptions & ComputeFullV) VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
|
||||
if(computationOptions & ComputeThinV) VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
|
||||
}
|
||||
|
||||
|
||||
// call the tests
|
||||
void test_bdcsvd()
|
||||
{
|
||||
// test of Dynamic defined Matrix (42, 42) of float
|
||||
CALL_SUBTEST_11(( bdcsvd_verify_assert<Matrix<float,Dynamic,Dynamic> >
|
||||
(Matrix<float,Dynamic,Dynamic>(42,42)) ));
|
||||
CALL_SUBTEST_11(( compare_bdc_jacobi<Matrix<float,Dynamic,Dynamic> >
|
||||
(Matrix<float,Dynamic,Dynamic>(42,42), 0) ));
|
||||
CALL_SUBTEST_11(( bdcsvd<Matrix<float,Dynamic,Dynamic> >
|
||||
(Matrix<float,Dynamic,Dynamic>(42,42)) ));
|
||||
|
||||
// test of Dynamic defined Matrix (50, 50) of double
|
||||
CALL_SUBTEST_13(( bdcsvd_verify_assert<Matrix<double,Dynamic,Dynamic> >
|
||||
(Matrix<double,Dynamic,Dynamic>(50,50)) ));
|
||||
CALL_SUBTEST_13(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> >
|
||||
(Matrix<double,Dynamic,Dynamic>(50,50), 0) ));
|
||||
CALL_SUBTEST_13(( bdcsvd<Matrix<double,Dynamic,Dynamic> >
|
||||
(Matrix<double,Dynamic,Dynamic>(50, 50)) ));
|
||||
|
||||
// test of Dynamic defined Matrix (22, 22) of complex double
|
||||
CALL_SUBTEST_14(( bdcsvd_verify_assert<Matrix<std::complex<double>,Dynamic,Dynamic> >
|
||||
(Matrix<std::complex<double>,Dynamic,Dynamic>(22,22)) ));
|
||||
CALL_SUBTEST_14(( compare_bdc_jacobi<Matrix<std::complex<double>,Dynamic,Dynamic> >
|
||||
(Matrix<std::complex<double>, Dynamic, Dynamic> (22,22), 0) ));
|
||||
CALL_SUBTEST_14(( bdcsvd<Matrix<std::complex<double>,Dynamic,Dynamic> >
|
||||
(Matrix<std::complex<double>,Dynamic,Dynamic>(22, 22)) ));
|
||||
|
||||
// test of Dynamic defined Matrix (10, 10) of int
|
||||
//CALL_SUBTEST_15(( bdcsvd_verify_assert<Matrix<int,Dynamic,Dynamic> >
|
||||
// (Matrix<int,Dynamic,Dynamic>(10,10)) ));
|
||||
//CALL_SUBTEST_15(( compare_bdc_jacobi<Matrix<int,Dynamic,Dynamic> >
|
||||
// (Matrix<int,Dynamic,Dynamic>(10,10), 0) ));
|
||||
//CALL_SUBTEST_15(( bdcsvd<Matrix<int,Dynamic,Dynamic> >
|
||||
// (Matrix<int,Dynamic,Dynamic>(10, 10)) ));
|
||||
CALL_SUBTEST_3(( svd_verify_assert<BDCSVD<Matrix3f> >(Matrix3f()) ));
|
||||
CALL_SUBTEST_4(( svd_verify_assert<BDCSVD<Matrix4d> >(Matrix4d()) ));
|
||||
CALL_SUBTEST_7(( svd_verify_assert<BDCSVD<MatrixXf> >(MatrixXf(10,12)) ));
|
||||
CALL_SUBTEST_8(( svd_verify_assert<BDCSVD<MatrixXcd> >(MatrixXcd(7,5)) ));
|
||||
|
||||
// svd_all_trivial_2x2(bdcsvd<Matrix2cd>);
|
||||
// svd_all_trivial_2x2(bdcsvd<Matrix2d>);
|
||||
|
||||
// test of Dynamic defined Matrix (8, 6) of double
|
||||
|
||||
CALL_SUBTEST_16(( bdcsvd_verify_assert<Matrix<double,Dynamic,Dynamic> >
|
||||
(Matrix<double,Dynamic,Dynamic>(8,6)) ));
|
||||
CALL_SUBTEST_16(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> >
|
||||
(Matrix<double,Dynamic,Dynamic>(8, 6), 0) ));
|
||||
CALL_SUBTEST_16(( bdcsvd<Matrix<double,Dynamic,Dynamic> >
|
||||
(Matrix<double,Dynamic,Dynamic>(8, 6)) ));
|
||||
|
||||
|
||||
|
||||
// test of Dynamic defined Matrix (36, 12) of float
|
||||
CALL_SUBTEST_17(( compare_bdc_jacobi<Matrix<float,Dynamic,Dynamic> >
|
||||
(Matrix<float,Dynamic,Dynamic>(36, 12), 0) ));
|
||||
CALL_SUBTEST_17(( bdcsvd<Matrix<float,Dynamic,Dynamic> >
|
||||
(Matrix<float,Dynamic,Dynamic>(36, 12)) ));
|
||||
|
||||
// test of Dynamic defined Matrix (5, 8) of double
|
||||
CALL_SUBTEST_18(( compare_bdc_jacobi<Matrix<double,Dynamic,Dynamic> >
|
||||
(Matrix<double,Dynamic,Dynamic>(5, 8), 0) ));
|
||||
CALL_SUBTEST_18(( bdcsvd<Matrix<double,Dynamic,Dynamic> >
|
||||
(Matrix<double,Dynamic,Dynamic>(5, 8)) ));
|
||||
|
||||
|
||||
// non regression tests
|
||||
CALL_SUBTEST_3(( bdcsvd_verify_assert(Matrix3f()) ));
|
||||
CALL_SUBTEST_4(( bdcsvd_verify_assert(Matrix4d()) ));
|
||||
CALL_SUBTEST_7(( bdcsvd_verify_assert(MatrixXf(10,12)) ));
|
||||
CALL_SUBTEST_8(( bdcsvd_verify_assert(MatrixXcd(7,5)) ));
|
||||
|
||||
// SUBTESTS 1 and 2 on specifics matrix
|
||||
for(int i = 0; i < g_repeat; i++) {
|
||||
Matrix2cd m;
|
||||
m << 0, 1,
|
||||
0, 1;
|
||||
CALL_SUBTEST_1(( bdcsvd(m, false) ));
|
||||
m << 1, 0,
|
||||
1, 0;
|
||||
CALL_SUBTEST_1(( bdcsvd(m, false) ));
|
||||
// CALL_SUBTEST_3(( bdcsvd<Matrix3f>() ));
|
||||
// CALL_SUBTEST_4(( bdcsvd<Matrix4d>() ));
|
||||
// CALL_SUBTEST_5(( bdcsvd<Matrix<float,3,5> >() ));
|
||||
|
||||
Matrix2d n;
|
||||
n << 0, 0,
|
||||
0, 0;
|
||||
CALL_SUBTEST_2(( bdcsvd(n, false) ));
|
||||
n << 0, 0,
|
||||
0, 1;
|
||||
CALL_SUBTEST_2(( bdcsvd(n, false) ));
|
||||
int r = internal::random<int>(1, EIGEN_TEST_MAX_SIZE/2),
|
||||
c = internal::random<int>(1, EIGEN_TEST_MAX_SIZE/2);
|
||||
|
||||
// Statics matrix don't work with BDSVD yet
|
||||
// bdc algo on a random 3x3 float matrix
|
||||
// CALL_SUBTEST_3(( bdcsvd<Matrix3f>() ));
|
||||
// bdc algo on a random 4x4 double matrix
|
||||
// CALL_SUBTEST_4(( bdcsvd<Matrix4d>() ));
|
||||
// bdc algo on a random 3x5 float matrix
|
||||
// CALL_SUBTEST_5(( bdcsvd<Matrix<float,3,5> >() ));
|
||||
|
||||
int r = internal::random<int>(1, 30),
|
||||
c = internal::random<int>(1, 30);
|
||||
CALL_SUBTEST_7(( bdcsvd<MatrixXf>(MatrixXf(r,c)) ));
|
||||
CALL_SUBTEST_8(( bdcsvd<MatrixXcd>(MatrixXcd(r,c)) ));
|
||||
TEST_SET_BUT_UNUSED_VARIABLE(r)
|
||||
TEST_SET_BUT_UNUSED_VARIABLE(c)
|
||||
|
||||
CALL_SUBTEST_6(( bdcsvd(Matrix<double,Dynamic,2>(r,2)) ));
|
||||
CALL_SUBTEST_7(( bdcsvd(MatrixXf(r,c)) ));
|
||||
CALL_SUBTEST_7(( compare_bdc_jacobi(MatrixXf(r,c)) ));
|
||||
CALL_SUBTEST_10(( bdcsvd(MatrixXd(r,c)) ));
|
||||
CALL_SUBTEST_10(( compare_bdc_jacobi(MatrixXd(r,c)) ));
|
||||
CALL_SUBTEST_8(( bdcsvd(MatrixXcd(r,c)) ));
|
||||
CALL_SUBTEST_8(( compare_bdc_jacobi(MatrixXcd(r,c)) ));
|
||||
(void) r;
|
||||
(void) c;
|
||||
|
||||
// Test on inf/nan matrix
|
||||
CALL_SUBTEST_7( bdcsvd_inf_nan<MatrixXf>() );
|
||||
CALL_SUBTEST_7( (svd_inf_nan<BDCSVD<MatrixXf>, MatrixXf>()) );
|
||||
CALL_SUBTEST_10( (svd_inf_nan<BDCSVD<MatrixXd>, MatrixXd>()) );
|
||||
}
|
||||
|
||||
CALL_SUBTEST_7(( bdcsvd<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(( bdcsvd<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(( bdcsvd_method<Matrix2cd>() ));
|
||||
// CALL_SUBTEST_3(( bdcsvd_method<Matrix3f>() ));
|
||||
|
||||
// Test problem size constructors
|
||||
CALL_SUBTEST_7( BDCSVD<MatrixXf>(10,10) );
|
||||
|
||||
} // end test_bdcsvd
|
||||
// Check that preallocation avoids subsequent mallocs
|
||||
CALL_SUBTEST_9( svd_preallocate() );
|
||||
|
||||
CALL_SUBTEST_2( svd_underoverflow() );
|
||||
}
|
||||
|
||||
|
||||
Reference in New Issue
Block a user