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Add R-Bidiagonalization step to BDCSVD

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This commit is contained in:
Arthur
2022-05-27 02:00:24 +00:00
committed by Rasmus Munk Larsen
parent e99163e732
commit 705ae70646
5 changed files with 82 additions and 28 deletions
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11
test/bdcsvd.cpp
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@@ -46,10 +46,17 @@ void bdcsvd_method()
VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).solve(m), m);
VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).transpose().solve(m), m);
VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).adjoint().solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<DisableQRDecomposition>(ComputeFullU|ComputeFullV).solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<DisableQRDecomposition>(ComputeFullU|ComputeFullV).transpose().solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<DisableQRDecomposition>(ComputeFullU|ComputeFullV).adjoint().solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV>().solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV>().transpose().solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV>().adjoint().solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV | DisableQRDecomposition>().solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV | DisableQRDecomposition>().transpose().solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV | DisableQRDecomposition>().adjoint().solve(m), m);
}
// compare the Singular values returned with Jacobi and Bdc
@@ -88,7 +95,7 @@ void compare_bdc_jacobi_instance(bool structure_as_m, int algoswap = 16)
template <typename MatrixType>
void bdcsvd_all_options(const MatrixType& input = MatrixType()) {
MatrixType m = input;
MatrixType m(input.rows(), input.cols());
svd_fill_random(m);
svd_option_checks<MatrixType, 0>(m);
}