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* Fix a bug in HouseholderQR with mixed fixed/dynamic size: must use EIGEN_SIZE_MIN instead of EIGEN_ENUM_MIN, and there are many other occurences throughout Eigen!

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* HouseholderSequence:
  - add shift parameter
  - add essentialVector() method to start abstracting the direction
  - add unit test in householder.cpp
This commit is contained in:
Benoit Jacob
2010-01-11 08:48:39 -05:00
parent 325da2ea3c
commit 24a09ceae8
5 changed files with 92 additions and 45 deletions
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50
test/householder.cpp
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@@ -1,7 +1,7 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
// Copyright (C) 2009-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
@@ -23,7 +23,7 @@
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#include "main.h"
#include <Eigen/Householder>
#include <Eigen/QR>
template<typename MatrixType> void householder(const MatrixType& m)
{
@@ -40,7 +40,13 @@ template<typename MatrixType> void householder(const MatrixType& m)
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
typedef Matrix<Scalar, ei_decrement_size<MatrixType::RowsAtCompileTime>::ret, 1> EssentialVectorType;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType;
typedef Matrix<Scalar, Dynamic, MatrixType::ColsAtCompileTime> HBlockMatrixType;
typedef Matrix<Scalar, Dynamic, 1> HCoeffsVectorType;
typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> RightSquareMatrixType;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, Dynamic> VBlockMatrixType;
typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, MatrixType::RowsAtCompileTime> TMatrixType;
Matrix<Scalar, EIGEN_ENUM_MAX(MatrixType::RowsAtCompileTime,MatrixType::ColsAtCompileTime), 1> _tmp(std::max(rows,cols));
Scalar* tmp = &_tmp.coeffRef(0,0);
@@ -85,8 +91,42 @@ template<typename MatrixType> void householder(const MatrixType& m)
VERIFY_IS_MUCH_SMALLER_THAN(ei_imag(m3(0,0)), ei_real(m3(0,0)));
VERIFY_IS_APPROX(ei_real(m3(0,0)), alpha);
// test householder sequence
// TODO test HouseholderSequence
// test householder sequence on the left with a shift
int shift = ei_random(0, std::max(rows-2,0));
int brows = rows - shift;
m1.setRandom(rows, cols);
HBlockMatrixType hbm = m1.block(shift,0,brows,cols);
HouseholderQR<HBlockMatrixType> qr(hbm);
m2 = m1;
m2.block(shift,0,brows,cols) = qr.matrixQR();
HCoeffsVectorType hc = qr.hCoeffs().conjugate();
HouseholderSequence<MatrixType, HCoeffsVectorType> hseq(m2, hc, false, hc.size(), shift);
MatrixType m5 = m2;
m5.block(shift,0,brows,cols).template triangularView<StrictlyLower>().setZero();
VERIFY_IS_APPROX(hseq * m5, m1); // test applying hseq directly
m3 = hseq;
VERIFY_IS_APPROX(m3*m5, m1); // test evaluating hseq to a dense matrix, then applying
#if 0
// test householder sequence on the right with a shift
TMatrixType tm1 = m1.transpose();
TMatrixType tm2 = m2.transpose();
int bcols = cols - shift;
VBlockMatrixType vbm =
HouseholderQR<HBlockMatrixType> qr(hbm);
m2 = m1;
m2.block(shift,0,brows,cols) = qr.matrixQR();
HCoeffsVectorType hc = qr.hCoeffs().conjugate();
HouseholderSequence<MatrixType, HCoeffsVectorType> hseq(m2, hc, false, hc.size(), shift);
MatrixType m5 = m2;
m5.block(shift,0,brows,cols).template triangularView<StrictlyLower>().setZero();
VERIFY_IS_APPROX(hseq * m5, m1); // test applying hseq directly
m3 = hseq;
VERIFY_IS_APPROX(m3*m5, m1); // test evaluating hseq to a dense matrix, then applying
#endif
}
void test_householder()
@@ -98,6 +138,6 @@ void test_householder()
CALL_SUBTEST_4( householder(Matrix<float,4,4>()) );
CALL_SUBTEST_5( householder(MatrixXd(10,12)) );
CALL_SUBTEST_6( householder(MatrixXcf(16,17)) );
CALL_SUBTEST_7( householder(MatrixXf(25,7)) );
}
}