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PR 567: makes all dense solvers inherit SoverBase (LU,Cholesky,QR,SVD).

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This changeset also includes:
 * add HouseholderSequence::conjugateIf
 * define int as the StorageIndex type for all dense solvers
 * dedicated unit tests, including assertion checking
 * _check_solve_assertion(): this method can be implemented in derived solver classes to implement custom checks
 * CompleteOrthogonalDecompositions: add applyZOnTheLeftInPlace, fix scalar type in applyZAdjointOnTheLeftInPlace(), add missing assertions
 * Cholesky: add missing assertions
 * FullPivHouseholderQR: Corrected Scalar type in _solve_impl()
 * BDCSVD: Unambiguous return type for ternary operator
 * SVDBase: Corrected Scalar type in _solve_impl()
This commit is contained in:
Patrick Peltzer
2019-01-17 01:17:39 +01:00
parent 7f32109c11
commit 15e53d5d93
23 changed files with 576 additions and 239 deletions
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27
test/svd_common.h
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@@ -17,6 +17,7 @@
#endif
#include "svd_fill.h"
#include "solverbase.h"
// Check that the matrix m is properly reconstructed and that the U and V factors are unitary
// The SVD must have already been computed.
@@ -219,12 +220,33 @@ void svd_min_norm(const MatrixType& m, unsigned int computationOptions)
VERIFY_IS_APPROX(x21, x3);
}
template<typename MatrixType, typename SolverType>
void svd_test_solvers(const MatrixType& m, const SolverType& solver) {
Index rows, cols, cols2;
rows = m.rows();
cols = m.cols();
if(MatrixType::ColsAtCompileTime==Dynamic)
{
cols2 = internal::random<int>(2,EIGEN_TEST_MAX_SIZE);
}
else
{
cols2 = cols;
}
typedef Matrix<typename MatrixType::Scalar, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> CMatrixType;
check_solverbase<CMatrixType, MatrixType>(m, solver, rows, cols, cols2);
}
// Check full, compare_to_full, least_square, and min_norm for all possible compute-options
template<typename SvdType, typename MatrixType>
void svd_test_all_computation_options(const MatrixType& m, bool full_only)
{
// if (QRPreconditioner == NoQRPreconditioner && m.rows() != m.cols())
// return;
STATIC_CHECK(( internal::is_same<typename SvdType::StorageIndex,int>::value ));
SvdType fullSvd(m, ComputeFullU|ComputeFullV);
CALL_SUBTEST(( svd_check_full(m, fullSvd) ));
CALL_SUBTEST(( svd_least_square<SvdType>(m, ComputeFullU | ComputeFullV) ));
@@ -234,6 +256,9 @@ void svd_test_all_computation_options(const MatrixType& m, bool full_only)
// remark #111: statement is unreachable
#pragma warning disable 111
#endif
svd_test_solvers(m, fullSvd);
if(full_only)
return;
@@ -448,6 +473,8 @@ void svd_verify_assert(const MatrixType& m)
VERIFY_RAISES_ASSERT(svd.singularValues())
VERIFY_RAISES_ASSERT(svd.matrixV())
VERIFY_RAISES_ASSERT(svd.solve(rhs))
VERIFY_RAISES_ASSERT(svd.transpose().solve(rhs))
VERIFY_RAISES_ASSERT(svd.adjoint().solve(rhs))
MatrixType a = MatrixType::Zero(rows, cols);
a.setZero();
svd.compute(a, 0);