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https://gitlab.com/libeigen/eigen.git
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Update SVD Module with Options template parameter
This commit is contained in:
Arthur
committed by
Rasmus Munk Larsen
Rasmus Munk Larsen
parent
89c6ab2385
commit
18b50458b6
111
test/bdcsvd.cpp
111
test/bdcsvd.cpp
@@ -16,29 +16,12 @@
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#include "main.h"
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#include <Eigen/SVD>
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#include <iostream>
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#include <Eigen/LU>
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#define SVD_DEFAULT(M) BDCSVD<M>
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#define SVD_FOR_MIN_NORM(M) BDCSVD<M>
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#define SVD_STATIC_OPTIONS(M, O) BDCSVD<M, O>
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#include "svd_common.h"
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// Check all variants of JacobiSVD
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template<typename MatrixType>
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void bdcsvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
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{
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MatrixType m;
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if(pickrandom) {
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m.resizeLike(a);
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svd_fill_random(m);
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}
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else
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m = a;
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CALL_SUBTEST(( svd_test_all_computation_options<BDCSVD<MatrixType> >(m, false) ));
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}
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template<typename MatrixType>
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void bdcsvd_method()
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{
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@@ -52,25 +35,22 @@ void bdcsvd_method()
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VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).solve(m), m);
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VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).transpose().solve(m), m);
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VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).adjoint().solve(m), m);
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VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV>().solve(m), m);
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VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV>().transpose().solve(m), m);
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VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV>().adjoint().solve(m), m);
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}
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// Compare the Singular values returned with Jacobi and Bdc.
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template<typename MatrixType>
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void compare_bdc_jacobi(const MatrixType& a = MatrixType(), unsigned int computationOptions = 0, int algoswap = 16, bool random = true)
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{
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// compare the Singular values returned with Jacobi and Bdc
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template <typename MatrixType>
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void compare_bdc_jacobi(const MatrixType& a = MatrixType(), int algoswap = 16, bool random = true) {
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MatrixType m = random ? MatrixType::Random(a.rows(), a.cols()) : a;
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BDCSVD<MatrixType> bdc_svd(m.rows(), m.cols(), computationOptions);
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BDCSVD<MatrixType> bdc_svd(m.rows(), m.cols());
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bdc_svd.setSwitchSize(algoswap);
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bdc_svd.compute(m);
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JacobiSVD<MatrixType> jacobi_svd(m);
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VERIFY_IS_APPROX(bdc_svd.singularValues(), jacobi_svd.singularValues());
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if(computationOptions & ComputeFullU) VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
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if(computationOptions & ComputeThinU) VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
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if(computationOptions & ComputeFullV) VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
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if(computationOptions & ComputeThinV) VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
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}
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// Verifies total deflation is **not** triggered.
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@@ -91,41 +71,72 @@ void compare_bdc_jacobi_instance(bool structure_as_m, int algoswap = 16)
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-20.794, 8.68496, -4.83103,
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-8.4981, -10.5451, 23.9072;
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}
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compare_bdc_jacobi(m, 0, algoswap, false);
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compare_bdc_jacobi(m, algoswap, false);
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}
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template <typename MatrixType>
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void bdcsvd_all_options(const MatrixType& input = MatrixType()) {
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MatrixType m = input;
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svd_fill_random(m);
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svd_option_checks<MatrixType, 0>(m);
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}
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template <typename MatrixType>
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void bdcsvd_verify_assert(const MatrixType& input = MatrixType()) {
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svd_verify_assert<MatrixType>(input);
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svd_verify_constructor_options_assert<BDCSVD<MatrixType>>(input);
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}
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EIGEN_DECLARE_TEST(bdcsvd)
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{
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CALL_SUBTEST_3(( svd_verify_assert<BDCSVD<Matrix3f> >(Matrix3f()) ));
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CALL_SUBTEST_4(( svd_verify_assert<BDCSVD<Matrix4d> >(Matrix4d()) ));
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CALL_SUBTEST_7(( svd_verify_assert<BDCSVD<MatrixXf> >(MatrixXf(10,12)) ));
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CALL_SUBTEST_8(( svd_verify_assert<BDCSVD<MatrixXcd> >(MatrixXcd(7,5)) ));
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CALL_SUBTEST_3((bdcsvd_verify_assert<Matrix3f>()));
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CALL_SUBTEST_4((bdcsvd_verify_assert<Matrix4d>()));
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CALL_SUBTEST_7((bdcsvd_verify_assert<Matrix<float, 30, 21>>()));
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CALL_SUBTEST_7((bdcsvd_verify_assert<Matrix<float, 21, 30>>()));
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CALL_SUBTEST_9((bdcsvd_verify_assert<Matrix<std::complex<double>, 20, 27>>()));
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CALL_SUBTEST_101(( svd_all_trivial_2x2(bdcsvd<Matrix2cd>) ));
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CALL_SUBTEST_102(( svd_all_trivial_2x2(bdcsvd<Matrix2d>) ));
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for(int i = 0; i < g_repeat; i++) {
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CALL_SUBTEST_3(( bdcsvd<Matrix3f>() ));
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CALL_SUBTEST_4(( bdcsvd<Matrix4d>() ));
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CALL_SUBTEST_5(( bdcsvd<Matrix<float,3,5> >() ));
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CALL_SUBTEST_101((svd_all_trivial_2x2(bdcsvd_all_options<Matrix2cd>)));
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CALL_SUBTEST_102((svd_all_trivial_2x2(bdcsvd_all_options<Matrix2d>)));
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for (int i = 0; i < g_repeat; i++) {
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int r = internal::random<int>(1, EIGEN_TEST_MAX_SIZE/2),
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c = internal::random<int>(1, EIGEN_TEST_MAX_SIZE/2);
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TEST_SET_BUT_UNUSED_VARIABLE(r)
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TEST_SET_BUT_UNUSED_VARIABLE(c)
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CALL_SUBTEST_6(( bdcsvd(Matrix<double,Dynamic,2>(r,2)) ));
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CALL_SUBTEST_7(( bdcsvd(MatrixXf(r,c)) ));
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CALL_SUBTEST_7(( compare_bdc_jacobi(MatrixXf(r,c)) ));
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CALL_SUBTEST_10(( bdcsvd(MatrixXd(r,c)) ));
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CALL_SUBTEST_10(( compare_bdc_jacobi(MatrixXd(r,c)) ));
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CALL_SUBTEST_8(( bdcsvd(MatrixXcd(r,c)) ));
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CALL_SUBTEST_8(( compare_bdc_jacobi(MatrixXcd(r,c)) ));
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CALL_SUBTEST_7((compare_bdc_jacobi<MatrixXf>(MatrixXf(r, c))));
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CALL_SUBTEST_10((compare_bdc_jacobi<MatrixXd>(MatrixXd(r, c))));
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CALL_SUBTEST_8((compare_bdc_jacobi<MatrixXcd>(MatrixXcd(r, c))));
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// Test on inf/nan matrix
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CALL_SUBTEST_7( (svd_inf_nan<BDCSVD<MatrixXf>, MatrixXf>()) );
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CALL_SUBTEST_10( (svd_inf_nan<BDCSVD<MatrixXd>, MatrixXd>()) );
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CALL_SUBTEST_7((svd_inf_nan<MatrixXf>()));
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CALL_SUBTEST_10((svd_inf_nan<MatrixXd>()));
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// Verify some computations using all combinations of the Options template parameter.
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CALL_SUBTEST_3((bdcsvd_all_options<Matrix3f>()));
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CALL_SUBTEST_3((bdcsvd_all_options<Matrix<float, 2, 3>>()));
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CALL_SUBTEST_4((bdcsvd_all_options<Matrix<double, 20, 17>>()));
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CALL_SUBTEST_4((bdcsvd_all_options<Matrix<double, 17, 20>>()));
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CALL_SUBTEST_5((bdcsvd_all_options<Matrix<double, Dynamic, 30>>(Matrix<double, Dynamic, 30>(r, 30))));
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CALL_SUBTEST_5((bdcsvd_all_options<Matrix<double, 20, Dynamic>>(Matrix<double, 20, Dynamic>(20, c))));
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CALL_SUBTEST_7((bdcsvd_all_options<MatrixXf>(MatrixXf(r, c))));
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CALL_SUBTEST_8((bdcsvd_all_options<MatrixXcd>(MatrixXcd(r, c))));
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CALL_SUBTEST_10((bdcsvd_all_options<MatrixXd>(MatrixXd(r, c))));
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CALL_SUBTEST_14((bdcsvd_all_options<Matrix<double, 20, 27, RowMajor>>()));
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CALL_SUBTEST_14((bdcsvd_all_options<Matrix<double, 27, 20, RowMajor>>()));
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CALL_SUBTEST_15((
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svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, ColMajor, 20, 35>, ColPivHouseholderQRPreconditioner>(
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r, c)));
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CALL_SUBTEST_15(
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(svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, ColMajor, 35, 20>, HouseholderQRPreconditioner>(r,
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c)));
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CALL_SUBTEST_15((
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svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, RowMajor, 20, 35>, ColPivHouseholderQRPreconditioner>(
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r, c)));
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CALL_SUBTEST_15(
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(svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, RowMajor, 35, 20>, HouseholderQRPreconditioner>(r,
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c)));
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}
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// test matrixbase method
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