[mq]: eigensolver

This commit is contained in:
Gael Guennebaud
2009-09-01 16:20:56 +02:00
parent 67ccc6b851
commit 4d91229bdc
5 changed files with 484 additions and 0 deletions

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@@ -125,6 +125,7 @@ ei_add_test(qr_colpivoting)
ei_add_test(qr_fullpivoting)
ei_add_test(eigensolver_selfadjoint " " "${GSL_LIBRARIES}")
ei_add_test(eigensolver_generic " " "${GSL_LIBRARIES}")
ei_add_test(eigensolver_complex)
ei_add_test(svd)
ei_add_test(jacobisvd ${EI_OFLAG})
ei_add_test(geo_orthomethods)

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@@ -0,0 +1,70 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra. Eigen itself is part of the KDE project.
//
// Copyright (C) 2008-2009 Gael Guennebaud <g.gael@free.fr>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#include "main.h"
#include <Eigen/QR>
#include <Eigen/LU>
template<typename MatrixType> void eigensolver(const MatrixType& m)
{
/* this test covers the following files:
ComplexEigenSolver.h
*/
int rows = m.rows();
int cols = m.cols();
typedef typename MatrixType::Scalar Scalar;
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
typedef Matrix<RealScalar, MatrixType::RowsAtCompileTime, 1> RealVectorType;
typedef typename std::complex<typename NumTraits<typename MatrixType::Scalar>::Real> Complex;
// RealScalar largerEps = 10*test_precision<RealScalar>();
MatrixType a = MatrixType::Random(rows,cols);
MatrixType a1 = MatrixType::Random(rows,cols);
MatrixType symmA = a.adjoint() * a + a1.adjoint() * a1;
// ComplexEigenSolver<MatrixType> ei0(symmA);
// VERIFY_IS_APPROX(symmA * ei0.eigenvectors(), ei0.eigenvectors() * ei0.eigenvalues().asDiagonal());
// a.imag().setZero();
// std::cerr << a << "\n\n";
ComplexEigenSolver<MatrixType> ei1(a);
// exit(1);
VERIFY_IS_APPROX(a * ei1.eigenvectors(), ei1.eigenvectors() * ei1.eigenvalues().asDiagonal());
}
void test_eigensolver_complex()
{
for(int i = 0; i < g_repeat; i++) {
// CALL_SUBTEST( eigensolver(Matrix4cf()) );
// CALL_SUBTEST( eigensolver(MatrixXcd(4,4)) );
CALL_SUBTEST( eigensolver(MatrixXcd(6,6)) );
// CALL_SUBTEST( eigensolver(MatrixXd(14,14)) );
}
}