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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
@@ -16,49 +16,9 @@
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#define SVD_DEFAULT(M) JacobiSVD<M>
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#define SVD_FOR_MIN_NORM(M) JacobiSVD<M,ColPivHouseholderQRPreconditioner>
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#define SVD_STATIC_OPTIONS(M, O) JacobiSVD<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 jacobisvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
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{
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MatrixType m = a;
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if(pickrandom)
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svd_fill_random(m);
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CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> >(m, true) )); // check full only
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CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner> >(m, false) ));
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CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, HouseholderQRPreconditioner> >(m, false) ));
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if(m.rows()==m.cols())
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CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, NoQRPreconditioner> >(m, false) ));
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}
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template<typename MatrixType> void jacobisvd_verify_assert(const MatrixType& m)
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{
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svd_verify_assert<JacobiSVD<MatrixType> >(m);
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svd_verify_assert<JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> >(m, true);
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svd_verify_assert<JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner> >(m);
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svd_verify_assert<JacobiSVD<MatrixType, HouseholderQRPreconditioner> >(m);
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Index rows = m.rows();
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Index cols = m.cols();
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enum {
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ColsAtCompileTime = MatrixType::ColsAtCompileTime
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};
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MatrixType a = MatrixType::Zero(rows, cols);
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a.setZero();
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if (ColsAtCompileTime == Dynamic)
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{
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JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> svd_fullqr;
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VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeFullU|ComputeThinV))
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VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeThinV))
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VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeFullV))
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}
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}
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template<typename MatrixType>
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void jacobisvd_method()
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{
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@@ -72,6 +32,55 @@ void jacobisvd_method()
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VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).solve(m), m);
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VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).transpose().solve(m), m);
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VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).adjoint().solve(m), m);
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VERIFY_IS_APPROX(m.template jacobiSvd<ComputeFullU | ComputeFullV>().solve(m), m);
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VERIFY_IS_APPROX(m.template jacobiSvd<ComputeFullU | ComputeFullV>().transpose().solve(m), m);
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VERIFY_IS_APPROX(m.template jacobiSvd<ComputeFullU | ComputeFullV>().adjoint().solve(m), m);
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}
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template <typename MatrixType>
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void jacobisvd_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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svd_option_checks<MatrixType, ColPivHouseholderQRPreconditioner>(m);
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svd_option_checks<MatrixType, HouseholderQRPreconditioner>(m);
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svd_option_checks_full_only<MatrixType, FullPivHouseholderQRPreconditioner>(
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m); // FullPiv only used when computing full unitaries
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}
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template <typename MatrixType>
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void jacobisvd_verify_assert(const MatrixType& m = MatrixType()) {
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svd_verify_assert<MatrixType, 0>(m);
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svd_verify_assert<MatrixType, ColPivHouseholderQRPreconditioner>(m);
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svd_verify_assert<MatrixType, HouseholderQRPreconditioner>(m);
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svd_verify_assert_full_only<MatrixType, FullPivHouseholderQRPreconditioner>(m);
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svd_verify_constructor_options_assert<JacobiSVD<MatrixType>>(m);
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svd_verify_constructor_options_assert<JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>>(m);
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svd_verify_constructor_options_assert<JacobiSVD<MatrixType, HouseholderQRPreconditioner>>(m);
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svd_verify_constructor_options_assert<JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>>(m, true);
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}
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template <typename MatrixType>
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void jacobisvd_verify_inputs(const MatrixType& m = MatrixType()) {
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// check defaults
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typedef JacobiSVD<MatrixType> DefaultSVD;
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DefaultSVD defaultSvd(m);
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VERIFY((int)DefaultSVD::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner);
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VERIFY(!defaultSvd.computeU());
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VERIFY(!defaultSvd.computeV());
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// ColPivHouseholderQR is always default in presence of other options.
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VERIFY(((int)JacobiSVD<MatrixType, ComputeThinU>::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner));
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VERIFY(((int)JacobiSVD<MatrixType, ComputeThinV>::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner));
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VERIFY(((int)JacobiSVD<MatrixType, ComputeThinU | ComputeThinV>::QRPreconditioner ==
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(int)ColPivHouseholderQRPreconditioner));
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VERIFY(((int)JacobiSVD<MatrixType, ComputeFullU | ComputeFullV>::QRPreconditioner ==
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(int)ColPivHouseholderQRPreconditioner));
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VERIFY(((int)JacobiSVD<MatrixType, ComputeThinU | ComputeFullV>::QRPreconditioner ==
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(int)ColPivHouseholderQRPreconditioner));
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VERIFY(((int)JacobiSVD<MatrixType, ComputeFullU | ComputeThinV>::QRPreconditioner ==
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(int)ColPivHouseholderQRPreconditioner));
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}
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namespace Foo {
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@@ -91,45 +100,73 @@ void msvc_workaround()
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EIGEN_DECLARE_TEST(jacobisvd)
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{
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CALL_SUBTEST_3(( jacobisvd_verify_assert(Matrix3f()) ));
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CALL_SUBTEST_4(( jacobisvd_verify_assert(Matrix4d()) ));
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CALL_SUBTEST_7(( jacobisvd_verify_assert(MatrixXf(10,12)) ));
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CALL_SUBTEST_8(( jacobisvd_verify_assert(MatrixXcd(7,5)) ));
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CALL_SUBTEST_11(svd_all_trivial_2x2(jacobisvd<Matrix2cd>));
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CALL_SUBTEST_12(svd_all_trivial_2x2(jacobisvd<Matrix2d>));
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CALL_SUBTEST_4((jacobisvd_verify_inputs<Matrix4d>()));
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CALL_SUBTEST_7((jacobisvd_verify_inputs(Matrix<float, 10, Dynamic>(10, 12))));
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CALL_SUBTEST_8((jacobisvd_verify_inputs<Matrix<std::complex<double>, 7, 5>>()));
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for(int i = 0; i < g_repeat; i++) {
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CALL_SUBTEST_3(( jacobisvd<Matrix3f>() ));
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CALL_SUBTEST_4(( jacobisvd<Matrix4d>() ));
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CALL_SUBTEST_5(( jacobisvd<Matrix<float,3,5> >() ));
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CALL_SUBTEST_6(( jacobisvd<Matrix<double,Dynamic,2> >(Matrix<double,Dynamic,2>(10,2)) ));
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CALL_SUBTEST_3((jacobisvd_verify_assert<Matrix3f>()));
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CALL_SUBTEST_4((jacobisvd_verify_assert<Matrix4d>()));
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CALL_SUBTEST_7((jacobisvd_verify_assert<Matrix<float, 10, 12>>()));
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CALL_SUBTEST_7((jacobisvd_verify_assert<Matrix<float, 12, 10>>()));
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CALL_SUBTEST_7((jacobisvd_verify_assert<MatrixXf>(MatrixXf(10, 12))));
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CALL_SUBTEST_8((jacobisvd_verify_assert<MatrixXcd>(MatrixXcd(7, 5))));
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CALL_SUBTEST_11(svd_all_trivial_2x2(jacobisvd_all_options<Matrix2cd>));
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CALL_SUBTEST_12(svd_all_trivial_2x2(jacobisvd_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, 30),
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c = internal::random<int>(1, 30);
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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_10(( jacobisvd<MatrixXd>(MatrixXd(r,c)) ));
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CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(r,c)) ));
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CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(r,c)) ));
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(void) r;
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(void) c;
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CALL_SUBTEST_3((jacobisvd_all_options<Matrix3f>()));
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CALL_SUBTEST_3((jacobisvd_all_options<Matrix<float, 2, 3>>()));
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CALL_SUBTEST_4((jacobisvd_all_options<Matrix4d>()));
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CALL_SUBTEST_4((jacobisvd_all_options<Matrix<double, 10, 16>>()));
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CALL_SUBTEST_4((jacobisvd_all_options<Matrix<double, 16, 10>>()));
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CALL_SUBTEST_5((jacobisvd_all_options<Matrix<double, Dynamic, 16>>(Matrix<double, Dynamic, 16>(r, 16))));
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CALL_SUBTEST_5((jacobisvd_all_options<Matrix<double, 10, Dynamic>>(Matrix<double, 10, Dynamic>(10, c))));
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CALL_SUBTEST_7((jacobisvd_all_options<MatrixXf>(MatrixXf(r, c))));
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CALL_SUBTEST_8((jacobisvd_all_options<MatrixXcd>(MatrixXcd(r, c))));
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CALL_SUBTEST_10((jacobisvd_all_options<MatrixXd>(MatrixXd(r, c))));
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CALL_SUBTEST_14((jacobisvd_all_options<Matrix<double, 5, 7, RowMajor>>()));
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CALL_SUBTEST_14((jacobisvd_all_options<Matrix<double, 7, 5, RowMajor>>()));
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MatrixXcd noQRTest = MatrixXcd(r, r);
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svd_fill_random(noQRTest);
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CALL_SUBTEST_16((svd_option_checks<MatrixXcd, NoQRPreconditioner>(noQRTest)));
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CALL_SUBTEST_15((
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svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, ColMajor, 13, 15>, 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, 15, 13>, 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, 13, 15>, 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, 15, 13>, HouseholderQRPreconditioner>(r,
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c)));
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// Test on inf/nan matrix
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CALL_SUBTEST_7( (svd_inf_nan<JacobiSVD<MatrixXf>, MatrixXf>()) );
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CALL_SUBTEST_10( (svd_inf_nan<JacobiSVD<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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// bug1395 test compile-time vectors as input
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CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,6,1>()) ));
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CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,6>()) ));
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CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,Dynamic,1>(r)) ));
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CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,Dynamic>(c)) ));
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CALL_SUBTEST_13((jacobisvd_verify_assert<Matrix<double, 6, 1>>()));
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CALL_SUBTEST_13((jacobisvd_verify_assert<Matrix<double, 1, 6>>()));
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CALL_SUBTEST_13((jacobisvd_verify_assert<Matrix<double, Dynamic, 1>>(Matrix<double, Dynamic, 1>(r))));
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CALL_SUBTEST_13((jacobisvd_verify_assert<Matrix<double, 1, Dynamic>>(Matrix<double, 1, Dynamic>(c))));
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}
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CALL_SUBTEST_7(( jacobisvd<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))) ));
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CALL_SUBTEST_8(( jacobisvd<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))) ));
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CALL_SUBTEST_7((jacobisvd_all_options<MatrixXd>(
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MatrixXd(internal::random<int>(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 2),
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internal::random<int>(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 2)))));
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CALL_SUBTEST_8((jacobisvd_all_options<MatrixXcd>(
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MatrixXcd(internal::random<int>(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 3),
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internal::random<int>(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 3)))));
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// test matrixbase method
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CALL_SUBTEST_1(( jacobisvd_method<Matrix2cd>() ));
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