This commit is contained in:
Gael Guennebaud
2016-06-14 15:33:47 +02:00
28 changed files with 376 additions and 156 deletions

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@@ -1,7 +1,7 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2012 Gael Guennebaud <gael.guennebaud@inria.fr>
// Copyright (C) 2012-2016 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
@@ -10,6 +10,7 @@
#include "main.h"
#include <limits>
#include <Eigen/Eigenvalues>
#include <Eigen/LU>
template<typename MatrixType> void generalized_eigensolver_real(const MatrixType& m)
{
@@ -21,6 +22,7 @@ template<typename MatrixType> void generalized_eigensolver_real(const MatrixType
Index cols = m.cols();
typedef typename MatrixType::Scalar Scalar;
typedef std::complex<Scalar> ComplexScalar;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
MatrixType a = MatrixType::Random(rows,cols);
@@ -31,14 +33,28 @@ template<typename MatrixType> void generalized_eigensolver_real(const MatrixType
MatrixType spdB = b.adjoint() * b + b1.adjoint() * b1;
// lets compare to GeneralizedSelfAdjointEigenSolver
GeneralizedSelfAdjointEigenSolver<MatrixType> symmEig(spdA, spdB);
GeneralizedEigenSolver<MatrixType> eig(spdA, spdB);
{
GeneralizedSelfAdjointEigenSolver<MatrixType> symmEig(spdA, spdB);
GeneralizedEigenSolver<MatrixType> eig(spdA, spdB);
VERIFY_IS_EQUAL(eig.eigenvalues().imag().cwiseAbs().maxCoeff(), 0);
VERIFY_IS_EQUAL(eig.eigenvalues().imag().cwiseAbs().maxCoeff(), 0);
VectorType realEigenvalues = eig.eigenvalues().real();
std::sort(realEigenvalues.data(), realEigenvalues.data()+realEigenvalues.size());
VERIFY_IS_APPROX(realEigenvalues, symmEig.eigenvalues());
VectorType realEigenvalues = eig.eigenvalues().real();
std::sort(realEigenvalues.data(), realEigenvalues.data()+realEigenvalues.size());
VERIFY_IS_APPROX(realEigenvalues, symmEig.eigenvalues());
}
// non symmetric case:
{
GeneralizedEigenSolver<MatrixType> eig(a,b);
for(Index k=0; k<cols; ++k)
{
Matrix<ComplexScalar,Dynamic,Dynamic> tmp = (eig.betas()(k)*a).template cast<ComplexScalar>() - eig.alphas()(k)*b;
if(tmp.norm()>(std::numeric_limits<Scalar>::min)())
tmp /= tmp.norm();
VERIFY_IS_MUCH_SMALLER_THAN( std::abs(tmp.determinant()), Scalar(1) );
}
}
// regression test for bug 1098
{
@@ -57,7 +73,7 @@ void test_eigensolver_generalized_real()
s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4);
CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(s,s)) );
// some trivial but implementation-wise tricky cases
// some trivial but implementation-wise special cases
CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(1,1)) );
CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(2,2)) );
CALL_SUBTEST_3( generalized_eigensolver_real(Matrix<double,1,1>()) );

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@@ -58,6 +58,8 @@ template<typename Scalar,int Size> void homogeneous(void)
T2MatrixType t2 = T2MatrixType::Random();
VERIFY_IS_APPROX(t2 * (v0.homogeneous().eval()), t2 * v0.homogeneous());
VERIFY_IS_APPROX(t2 * (m0.colwise().homogeneous().eval()), t2 * m0.colwise().homogeneous());
VERIFY_IS_APPROX(t2 * (v0.homogeneous().asDiagonal()), t2 * hv0.asDiagonal());
VERIFY_IS_APPROX((v0.homogeneous().asDiagonal()) * t2, hv0.asDiagonal() * t2);
VERIFY_IS_APPROX((v0.transpose().rowwise().homogeneous().eval()) * t2,
v0.transpose().rowwise().homogeneous() * t2);

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@@ -49,11 +49,20 @@ template<typename MatrixType> void real_qz(const MatrixType& m)
for (Index i=0; i<A.cols(); i++)
for (Index j=0; j<i; j++) {
if (abs(qz.matrixT()(i,j))!=Scalar(0.0))
{
std::cerr << "Error: T(" << i << "," << j << ") = " << qz.matrixT()(i,j) << std::endl;
all_zeros = false;
}
if (j<i-1 && abs(qz.matrixS()(i,j))!=Scalar(0.0))
{
std::cerr << "Error: S(" << i << "," << j << ") = " << qz.matrixS()(i,j) << std::endl;
all_zeros = false;
}
if (j==i-1 && j>0 && abs(qz.matrixS()(i,j))!=Scalar(0.0) && abs(qz.matrixS()(i-1,j-1))!=Scalar(0.0))
{
std::cerr << "Error: S(" << i << "," << j << ") = " << qz.matrixS()(i,j) << " && S(" << i-1 << "," << j-1 << ") = " << qz.matrixS()(i-1,j-1) << std::endl;
all_zeros = false;
}
}
VERIFY_IS_EQUAL(all_zeros, true);
VERIFY_IS_APPROX(qz.matrixQ()*qz.matrixS()*qz.matrixZ(), A);