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Add an info() method to the SVDBase class to make it possible to tell the user that the computation failed, possibly due to invalid input.

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Make Jacobi and divide-and-conquer fail fast and return info() == InvalidInput if the matrix contains NaN or +/-Inf.
This commit is contained in:
Rasmus Munk Larsen
2021-03-31 21:09:19 +00:00
parent b5a926a0f6
commit 5bbc9cea93
4 changed files with 72 additions and 19 deletions
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9
test/svd_common.h
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@@ -298,7 +298,8 @@ EIGEN_DONT_INLINE Scalar zero() { return Scalar(0); }
// workaround aggressive optimization in ICC
template<typename T> EIGEN_DONT_INLINE T sub(T a, T b) { return a - b; }
// all this function does is verify we don't iterate infinitely on nan/inf values
// This function verifies we don't iterate infinitely on nan/inf values,
// and that info() returns InvalidInput.
template<typename SvdType, typename MatrixType>
void svd_inf_nan()
{
@@ -307,18 +308,22 @@ void svd_inf_nan()
Scalar some_inf = Scalar(1) / zero<Scalar>();
VERIFY(sub(some_inf, some_inf) != sub(some_inf, some_inf));
svd.compute(MatrixType::Constant(10,10,some_inf), ComputeFullU | ComputeFullV);
VERIFY(svd.info() == InvalidInput);
Scalar nan = std::numeric_limits<Scalar>::quiet_NaN();
VERIFY(nan != nan);
svd.compute(MatrixType::Constant(10,10,nan), ComputeFullU | ComputeFullV);
VERIFY(svd.info() == InvalidInput);
MatrixType m = MatrixType::Zero(10,10);
m(internal::random<int>(0,9), internal::random<int>(0,9)) = some_inf;
svd.compute(m, ComputeFullU | ComputeFullV);
VERIFY(svd.info() == InvalidInput);
m = MatrixType::Zero(10,10);
m(internal::random<int>(0,9), internal::random<int>(0,9)) = nan;
svd.compute(m, ComputeFullU | ComputeFullV);
VERIFY(svd.info() == InvalidInput);
// regression test for bug 791
m.resize(3,3);
@@ -326,6 +331,7 @@ void svd_inf_nan()
0, -0.5, 0,
nan, 0, 0;
svd.compute(m, ComputeFullU | ComputeFullV);
VERIFY(svd.info() == InvalidInput);
m.resize(4,4);
m << 1, 0, 0, 0,
@@ -333,6 +339,7 @@ void svd_inf_nan()
1, 0, 1, nan,
0, nan, nan, 0;
svd.compute(m, ComputeFullU | ComputeFullV);
VERIFY(svd.info() == InvalidInput);
}
// Regression test for bug 286: JacobiSVD loops indefinitely with some