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Fix total deflation issue in BDCSVD, when & only when M is already diagonal.

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This commit is contained in:
Xinle Liu
2021-11-02 16:53:55 +00:00
committed by Rasmus Munk Larsen
parent 8f8c2ba2fe
commit 478a1bdda6
2 changed files with 158 additions and 121 deletions
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51
test/bdcsvd.cpp
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@@ -54,27 +54,53 @@ void bdcsvd_method()
VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).adjoint().solve(m), m);
}
// compare the Singular values returned with Jacobi and Bdc
template<typename MatrixType>
void compare_bdc_jacobi(const MatrixType& a = MatrixType(), unsigned int computationOptions = 0)
// Compare the Singular values returned with Jacobi and Bdc.
template<typename MatrixType>
void compare_bdc_jacobi(const MatrixType& a = MatrixType(), unsigned int computationOptions = 0, int algoswap = 16, bool random = true)
{
MatrixType m = MatrixType::Random(a.rows(), a.cols());
BDCSVD<MatrixType> bdc_svd(m);
MatrixType m = random ? MatrixType::Random(a.rows(), a.cols()) : a;
BDCSVD<MatrixType> bdc_svd(m.rows(), m.cols(), computationOptions);
bdc_svd.setSwitchSize(algoswap);
bdc_svd.compute(m);
JacobiSVD<MatrixType> jacobi_svd(m);
VERIFY_IS_APPROX(bdc_svd.singularValues(), jacobi_svd.singularValues());
if(computationOptions & ComputeFullU) VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
if(computationOptions & ComputeThinU) VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
if(computationOptions & ComputeFullV) VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
if(computationOptions & ComputeThinV) VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
}
// Verifies total deflation is **not** triggered.
void compare_bdc_jacobi_instance(bool structure_as_m, int algoswap = 16)
{
MatrixXd m(4, 3);
if (structure_as_m) {
// The first 3 rows are the reduced form of Matrix 1 as shown below, and it
// has nonzero elements in the first column and diagonals only.
m << 1.056293, 0, 0,
-0.336468, 0.907359, 0,
-1.566245, 0, 0.149150,
-0.1, 0, 0;
} else {
// Matrix 1.
m << 0.882336, 18.3914, -26.7921,
-5.58135, 17.1931, -24.0892,
-20.794, 8.68496, -4.83103,
-8.4981, -10.5451, 23.9072;
}
compare_bdc_jacobi(m, 0, algoswap, false);
}
EIGEN_DECLARE_TEST(bdcsvd)
{
CALL_SUBTEST_3(( svd_verify_assert<BDCSVD<Matrix3f> >(Matrix3f()) ));
CALL_SUBTEST_4(( svd_verify_assert<BDCSVD<Matrix4d> >(Matrix4d()) ));
CALL_SUBTEST_7(( svd_verify_assert<BDCSVD<MatrixXf> >(MatrixXf(10,12)) ));
CALL_SUBTEST_8(( svd_verify_assert<BDCSVD<MatrixXcd> >(MatrixXcd(7,5)) ));
CALL_SUBTEST_101(( svd_all_trivial_2x2(bdcsvd<Matrix2cd>) ));
CALL_SUBTEST_102(( svd_all_trivial_2x2(bdcsvd<Matrix2d>) ));
@@ -85,10 +111,10 @@ EIGEN_DECLARE_TEST(bdcsvd)
int r = internal::random<int>(1, EIGEN_TEST_MAX_SIZE/2),
c = internal::random<int>(1, EIGEN_TEST_MAX_SIZE/2);
TEST_SET_BUT_UNUSED_VARIABLE(r)
TEST_SET_BUT_UNUSED_VARIABLE(c)
CALL_SUBTEST_6(( bdcsvd(Matrix<double,Dynamic,2>(r,2)) ));
CALL_SUBTEST_7(( bdcsvd(MatrixXf(r,c)) ));
CALL_SUBTEST_7(( compare_bdc_jacobi(MatrixXf(r,c)) ));
@@ -114,5 +140,12 @@ EIGEN_DECLARE_TEST(bdcsvd)
// CALL_SUBTEST_9( svd_preallocate<void>() );
CALL_SUBTEST_2( svd_underoverflow<void>() );
}
// Without total deflation issues.
CALL_SUBTEST_11(( compare_bdc_jacobi_instance(true) ));
CALL_SUBTEST_12(( compare_bdc_jacobi_instance(false) ));
// With total deflation issues before, when it shouldn't be triggered.
CALL_SUBTEST_13(( compare_bdc_jacobi_instance(true, 3) ));
CALL_SUBTEST_14(( compare_bdc_jacobi_instance(false, 3) ));
}