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Add method signDeterminant() to QR and related decompositions.

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This commit is contained in:
Rasmus Munk Larsen
2024-02-20 23:44:28 +00:00
parent db6b9db33b
commit 3859e8d5b2
7 changed files with 138 additions and 7 deletions
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3
test/qr.cpp
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@@ -82,6 +82,7 @@ void qr_invertible() {
m1 = m3 * m1 * m3.adjoint();
qr.compute(m1);
VERIFY_IS_APPROX(log(absdet), qr.logAbsDeterminant());
VERIFY_IS_APPROX(numext::sign(det), qr.signDeterminant());
// This test is tricky if the determinant becomes too small.
// Since we generate random numbers with magnitude range [0,1], the average determinant is 0.5^size
RealScalar tol =
@@ -102,7 +103,7 @@ void qr_verify_assert() {
VERIFY_RAISES_ASSERT(qr.householderQ())
VERIFY_RAISES_ASSERT(qr.determinant())
VERIFY_RAISES_ASSERT(qr.absDeterminant())
VERIFY_RAISES_ASSERT(qr.logAbsDeterminant())
VERIFY_RAISES_ASSERT(qr.signDeterminant())
}
EIGEN_DECLARE_TEST(qr) {

21
test/qr_colpivoting.cpp
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@@ -21,6 +21,7 @@ void cod() {
Index rank = internal::random<Index>(1, (std::min)(rows, cols) - 1);
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> MatrixQType;
MatrixType matrix;
createRandomPIMatrixOfRank(rank, rows, cols, matrix);
@@ -56,6 +57,23 @@ void cod() {
MatrixType pinv = cod.pseudoInverse();
VERIFY_IS_APPROX(cod_solution, pinv * rhs);
// now construct a (square) matrix with prescribed determinant
Index size = internal::random<Index>(2, 20);
matrix.setZero(size, size);
for (int i = 0; i < size; i++) {
matrix(i, i) = internal::random<Scalar>();
}
Scalar det = matrix.diagonal().prod();
RealScalar absdet = abs(det);
CompleteOrthogonalDecomposition<MatrixType> cod2(matrix);
cod2.compute(matrix);
q = cod2.householderQ();
matrix = q * matrix * q.adjoint();
VERIFY_IS_APPROX(det, cod2.determinant());
VERIFY_IS_APPROX(absdet, cod2.absDeterminant());
VERIFY_IS_APPROX(numext::log(absdet), cod2.logAbsDeterminant());
VERIFY_IS_APPROX(numext::sign(det), cod2.signDeterminant());
}
template <typename MatrixType, int Cols2>
@@ -265,6 +283,7 @@ void qr_invertible() {
VERIFY_IS_APPROX(det, qr.determinant());
VERIFY_IS_APPROX(absdet, qr.absDeterminant());
VERIFY_IS_APPROX(log(absdet), qr.logAbsDeterminant());
VERIFY_IS_APPROX(numext::sign(det), qr.signDeterminant());
}
template <typename MatrixType>
@@ -285,6 +304,7 @@ void qr_verify_assert() {
VERIFY_RAISES_ASSERT(qr.determinant())
VERIFY_RAISES_ASSERT(qr.absDeterminant())
VERIFY_RAISES_ASSERT(qr.logAbsDeterminant())
VERIFY_RAISES_ASSERT(qr.signDeterminant())
}
template <typename MatrixType>
@@ -305,6 +325,7 @@ void cod_verify_assert() {
VERIFY_RAISES_ASSERT(cod.determinant())
VERIFY_RAISES_ASSERT(cod.absDeterminant())
VERIFY_RAISES_ASSERT(cod.logAbsDeterminant())
VERIFY_RAISES_ASSERT(cod.signDeterminant())
}
EIGEN_DECLARE_TEST(qr_colpivoting) {

2
test/qr_fullpivoting.cpp
View File

@@ -105,6 +105,7 @@ void qr_invertible() {
VERIFY_IS_APPROX(det, qr.determinant());
VERIFY_IS_APPROX(absdet, qr.absDeterminant());
VERIFY_IS_APPROX(log(absdet), qr.logAbsDeterminant());
VERIFY_IS_APPROX(numext::sign(det), qr.signDeterminant());
}
template <typename MatrixType>
@@ -125,6 +126,7 @@ void qr_verify_assert() {
VERIFY_RAISES_ASSERT(qr.determinant())
VERIFY_RAISES_ASSERT(qr.absDeterminant())
VERIFY_RAISES_ASSERT(qr.logAbsDeterminant())
VERIFY_RAISES_ASSERT(qr.signDeterminant())
}
EIGEN_DECLARE_TEST(qr_fullpivoting) {