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Fix a lot in MatrixPower.h

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This commit is contained in:
Chen-Pang He
2012-08-25 01:09:20 +08:00
parent edc7a09ee7
commit 1cd4279b03
2 changed files with 234 additions and 147 deletions
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152
unsupported/test/matrix_power.cpp
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@@ -23,7 +23,7 @@ void test2dRotation(double tol)
B << c, s, -s, c;
C = A.pow(std::ldexp(angle, 1) / M_PI);
std::cout << "test2dRotation: i = " << i << " error powerm = " << relerr(C, B) << "\n";
std::cout << "test2dRotation: i = " << i << " error powerm = " << relerr(C, B) << '\n';
VERIFY(C.isApprox(B, T(tol)));
}
}
@@ -43,44 +43,117 @@ void test2dHyperbolicRotation(double tol)
B << ch, ish, -ish, ch;
C = A.pow(angle);
std::cout << "test2dHyperbolicRotation: i = " << i << " error powerm = " << relerr(C, B) << "\n";
std::cout << "test2dHyperbolicRotation: i = " << i << " error powerm = " << relerr(C, B) << '\n';
VERIFY(C.isApprox(B, T(tol)));
}
}
template <typename MatrixType>
void testIntPowers(const MatrixType& m, double tol)
{
typedef typename MatrixType::RealScalar RealScalar;
const MatrixType m1 = MatrixType::Random(m.rows(), m.cols());
const MatrixType identity = MatrixType::Identity(m.rows(), m.cols());
const PartialPivLU<MatrixType> solver(m1);
MatrixType m2, m3, m4;
m3 = m1.pow(0);
m4 = m1.pow(0.);
std::cout << "testIntPower: i = 0 error powerm = " << relerr(identity, m3) << " " << relerr(identity, m4) << '\n';
VERIFY(identity == m3 && identity == m4);
m3 = m1.pow(1);
m4 = m1.pow(1.);
std::cout << "testIntPower: i = 1 error powerm = " << relerr(m1, m3) << " " << relerr(m1, m4) << '\n';
VERIFY(m1 == m3 && m1 == m4);
m2 = m1 * m1;
m3 = m1.pow(2);
m4 = m1.pow(2.);
std::cout << "testIntPower: i = 2 error powerm = " << relerr(m2, m3) << " " << relerr(m2, m4) << '\n';
VERIFY(m2.isApprox(m3, RealScalar(tol)) && m2.isApprox(m4, RealScalar(tol)));
for (int i = 3; i <= 20; i++) {
m2 *= m1;
m3 = m1.pow(i);
m4 = m1.pow(RealScalar(i));
std::cout << "testIntPower: i = " << i << " error powerm = " << relerr(m2, m3) << " " << relerr (m2, m4) << '\n';
VERIFY(m2.isApprox(m3, RealScalar(tol)) && m2.isApprox(m4, RealScalar(tol)));
}
m2 = solver.inverse();
m3 = m1.pow(-1);
m4 = m1.pow(-1.);
std::cout << "testIntPower: i = -1 error powerm = " << relerr(m2, m3) << " " << relerr (m2, m4) << '\n';
VERIFY(m2.isApprox(m3, RealScalar(tol)) && m2.isApprox(m4, RealScalar(tol)));
for (int i = -2; i >= -20; i--) {
m2 = solver.solve(m2);
m3 = m1.pow(i);
m4 = m1.pow(RealScalar(i));
std::cout << "testIntPower: i = " << i << " error powerm = " << relerr(m2, m3) << " " << relerr (m2, m4) << '\n';
VERIFY(m2.isApprox(m3, RealScalar(tol)) && m2.isApprox(m4, RealScalar(tol)));
}
}
template <typename MatrixType>
void testExponentLaws(const MatrixType& m, double tol)
{
typedef typename MatrixType::Scalar Scalar;
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef typename MatrixType::RealScalar RealScalar;
MatrixType m1, m2, m3, m4, m5;
RealScalar x, y;
typename MatrixType::Index rows = m.rows();
typename MatrixType::Index cols = m.cols();
MatrixType m1, m1x, m1y, m2, m3;
RealScalar x = internal::random<RealScalar>(), y = internal::random<RealScalar>();
double err[3];
for(int i = 0; i < g_repeat; i++) {
for (int i = 0; i < g_repeat; i++) {
generateTestMatrix<MatrixType>::run(m1, m.rows());
m1x = m1.pow(x);
m1y = m1.pow(y);
x = internal::random<RealScalar>();
y = internal::random<RealScalar>();
m2 = m1.pow(x);
m3 = m1.pow(y);
m2 = m1.pow(x + y);
m3 = m1x * m1y;
err[0] = relerr(m2, m3);
VERIFY(m2.isApprox(m3, static_cast<RealScalar>(tol)));
m4 = m1.pow(x + y);
m5 = m2 * m3;
std::cout << "testExponentLaws: error powerm = " << relerr(m4, m5);
VERIFY(m4.isApprox(m5, RealScalar(tol)));
m2 = m1.pow(x * y);
m3 = m1x.pow(y);
err[1] = relerr(m2, m3);
VERIFY(m2.isApprox(m3, static_cast<RealScalar>(tol)));
if (!NumTraits<typename MatrixType::Scalar>::IsComplex) {
m4 = m1.pow(x * y);
m5 = m2.pow(y);
std::cout << " " << relerr(m4, m5);
VERIFY(m4.isApprox(m5, RealScalar(tol)));
}
m2 = (std::abs(x) * m1).pow(y);
m3 = std::pow(std::abs(x), y) * m1y;
err[2] = relerr(m2, m3);
VERIFY(m2.isApprox(m3, static_cast<RealScalar>(tol)));
m4 = (std::abs(x) * m1).pow(y);
m5 = std::pow(std::abs(x), y) * m3;
std::cout << " " << relerr(m4, m5) << '\n';
VERIFY(m4.isApprox(m5, RealScalar(tol)));
}
}
std::cout << "testExponentLaws: error powerm = " << err[0] << " " << err[1] << " " << err[2] << "\n";
template <typename MatrixType, typename VectorType>
void testMatrixVectorProduct(const MatrixType& m, const VectorType& v, double tol)
{
typedef typename MatrixType::RealScalar RealScalar;
MatrixType m1;
VectorType v1, v2, v3;
RealScalar pReal;
signed char pInt;
for (int i = 0; i < g_repeat; i++) {
generateTestMatrix<MatrixType>::run(m1, m.rows());
v1 = VectorType::Random(v.rows(), v.cols());
pReal = internal::random<RealScalar>();
pInt = rand();
pInt >>= 2;
v2 = m1.pow(pReal).eval() * v1;
v3 = m1.pow(pReal) * v1;
std::cout << "testMatrixVectorProduct: error powerm = " << relerr(v2, v3);
VERIFY(v2.isApprox(v3, RealScalar(tol)));
v2 = m1.pow(pInt).eval() * v1;
v3 = m1.pow(pInt) * v1;
std::cout << " " << relerr(v2, v3) << '\n';
VERIFY(v2.isApprox(v3, RealScalar(tol)) || v2 == v3);
}
}
@@ -88,17 +161,36 @@ void test_matrix_power()
{
CALL_SUBTEST_2(test2dRotation<double>(1e-13));
CALL_SUBTEST_1(test2dRotation<float>(2e-5)); // was 1e-5, relaxed for clang 2.8 / linux / x86-64
CALL_SUBTEST_8(test2dRotation<long double>(1e-13));
CALL_SUBTEST_9(test2dRotation<long double>(1e-13));
CALL_SUBTEST_2(test2dHyperbolicRotation<double>(1e-14));
CALL_SUBTEST_1(test2dHyperbolicRotation<float>(1e-5));
CALL_SUBTEST_8(test2dHyperbolicRotation<long double>(1e-14));
CALL_SUBTEST_9(test2dHyperbolicRotation<long double>(1e-14));
CALL_SUBTEST_2(testIntPowers(Matrix2d(), 1e-13));
CALL_SUBTEST_7(testIntPowers(Matrix<double,3,3,RowMajor>(), 1e-13));
CALL_SUBTEST_3(testIntPowers(Matrix4cd(), 1e-13));
CALL_SUBTEST_4(testIntPowers(MatrixXd(8,8), 1e-13));
CALL_SUBTEST_1(testIntPowers(Matrix2f(), 1e-4));
CALL_SUBTEST_5(testIntPowers(Matrix3cf(), 1e-4));
CALL_SUBTEST_8(testIntPowers(Matrix4f(), 1e-4));
CALL_SUBTEST_6(testIntPowers(MatrixXf(8,8), 1e-4));
CALL_SUBTEST_2(testExponentLaws(Matrix2d(), 1e-13));
CALL_SUBTEST_7(testExponentLaws(Matrix<double,3,3,RowMajor>(), 1e-13));
CALL_SUBTEST_3(testExponentLaws(Matrix4cd(), 1e-13));
CALL_SUBTEST_4(testExponentLaws(MatrixXd(8,8), 1e-13));
CALL_SUBTEST_1(testExponentLaws(Matrix2f(), 1e-4));
CALL_SUBTEST_5(testExponentLaws(Matrix3cf(), 1e-4));
CALL_SUBTEST_1(testExponentLaws(Matrix4f(), 1e-4));
CALL_SUBTEST_8(testExponentLaws(Matrix4f(), 1e-4));
CALL_SUBTEST_6(testExponentLaws(MatrixXf(8,8), 1e-4));
CALL_SUBTEST_9(testExponentLaws(Matrix<long double,Dynamic,Dynamic>(7,7), 1e-13));
CALL_SUBTEST_2(testMatrixVectorProduct(Matrix2d(), Vector2d(), 1e-13));
CALL_SUBTEST_7(testMatrixVectorProduct(Matrix<double,3,3,RowMajor>(), Vector3d(), 1e-13));
CALL_SUBTEST_3(testMatrixVectorProduct(Matrix4cd(), Vector4cd(), 1e-13));
CALL_SUBTEST_4(testMatrixVectorProduct(MatrixXd(8,8), MatrixXd(8,2), 1e-13));
CALL_SUBTEST_1(testMatrixVectorProduct(Matrix2f(), Vector2f(), 1e-4));
CALL_SUBTEST_5(testMatrixVectorProduct(Matrix3cf(), Vector3cf(), 1e-4));
CALL_SUBTEST_8(testMatrixVectorProduct(Matrix4f(), Vector4f(), 1e-4));
CALL_SUBTEST_6(testMatrixVectorProduct(MatrixXf(8,8), VectorXf(8), 1e-4));
CALL_SUBTEST_10(testMatrixVectorProduct(Matrix<long double,Dynamic,Dynamic>(7,7), Matrix<long double,7,9>(), 1e-13));
}