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Fix deflation in BDCSVD.

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This commit is contained in:
Antonio Sánchez
2024-02-15 23:53:59 +00:00
committed by Rasmus Munk Larsen
parent f40ad38fda
commit 0b9ca1159b
2 changed files with 32 additions and 26 deletions
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11
test/bdcsvd.cpp
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@@ -77,6 +77,14 @@ void bdcsvd_verify_assert(const MatrixType& input = MatrixType()) {
svd_verify_constructor_options_assert<BDCSVD<MatrixType>>(input);
}
template <typename MatrixType>
void bdcsvd_check_convergence(const MatrixType& input) {
BDCSVD<MatrixType, Eigen::ComputeThinU | Eigen::ComputeThinV> svd(input);
VERIFY(svd.info() == Eigen::Success);
MatrixType D = svd.matrixU() * svd.singularValues().asDiagonal() * svd.matrixV().transpose();
VERIFY_IS_APPROX(input, D);
}
EIGEN_DECLARE_TEST(bdcsvd) {
CALL_SUBTEST_1((bdcsvd_verify_assert<Matrix3f>()));
CALL_SUBTEST_2((bdcsvd_verify_assert<Matrix4d>()));
@@ -163,4 +171,7 @@ EIGEN_DECLARE_TEST(bdcsvd) {
// With total deflation issues before, when it shouldn't be triggered.
CALL_SUBTEST_47((compare_bdc_jacobi_instance(true, 3)));
CALL_SUBTEST_48((compare_bdc_jacobi_instance(false, 3)));
// Convergence for large constant matrix (https://gitlab.com/libeigen/eigen/-/issues/2491)
CALL_SUBTEST_49(bdcsvd_check_convergence<MatrixXf>(MatrixXf::Constant(500, 500, 1)));
}