Allow user to compute only the eigenvalues and not the eigenvectors.

This commit is contained in:
Jitse Niesen
2010-05-31 18:17:47 +01:00
parent 609941380a
commit 8dc947821b
11 changed files with 235 additions and 155 deletions

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@@ -2,6 +2,7 @@
// for linear algebra. Eigen itself is part of the KDE project.
//
// Copyright (C) 2008-2009 Gael Guennebaud <g.gael@free.fr>
// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
@@ -66,7 +67,10 @@ template<typename MatrixType> void eigensolver(const MatrixType& m)
// Note: If MatrixType is real then a.eigenvalues() uses EigenSolver and thus
// another algorithm so results may differ slightly
verify_is_approx_upto_permutation(a.eigenvalues(), ei1.eigenvalues());
ComplexEigenSolver<MatrixType> eiNoEivecs(a, false);
VERIFY_IS_APPROX(ei1.eigenvalues(), eiNoEivecs.eigenvalues());
// Regression test for issue #66
MatrixType z = MatrixType::Zero(rows,cols);
ComplexEigenSolver<MatrixType> eiz(z);
@@ -76,11 +80,15 @@ template<typename MatrixType> void eigensolver(const MatrixType& m)
VERIFY_IS_APPROX(id.operatorNorm(), RealScalar(1));
}
template<typename MatrixType> void eigensolver_verify_assert()
template<typename MatrixType> void eigensolver_verify_assert(const MatrixType& m)
{
ComplexEigenSolver<MatrixType> eig;
VERIFY_RAISES_ASSERT(eig.eigenvectors())
VERIFY_RAISES_ASSERT(eig.eigenvalues())
VERIFY_RAISES_ASSERT(eig.eigenvectors());
VERIFY_RAISES_ASSERT(eig.eigenvalues());
MatrixType a = MatrixType::Random(m.rows(),m.cols());
eig.compute(a, false);
VERIFY_RAISES_ASSERT(eig.eigenvectors());
}
void test_eigensolver_complex()
@@ -92,10 +100,10 @@ void test_eigensolver_complex()
CALL_SUBTEST_4( eigensolver(Matrix3f()) );
}
CALL_SUBTEST_1( eigensolver_verify_assert<Matrix4cf>() );
CALL_SUBTEST_2( eigensolver_verify_assert<MatrixXcd>() );
CALL_SUBTEST_3(( eigensolver_verify_assert<Matrix<std::complex<float>, 1, 1> >() ));
CALL_SUBTEST_4( eigensolver_verify_assert<Matrix3f>() );
CALL_SUBTEST_1( eigensolver_verify_assert(Matrix4cf()) );
CALL_SUBTEST_2( eigensolver_verify_assert(MatrixXcd(14,14)) );
CALL_SUBTEST_3( eigensolver_verify_assert(Matrix<std::complex<float>, 1, 1>()) );
CALL_SUBTEST_4( eigensolver_verify_assert(Matrix3f()) );
// Test problem size constructors
CALL_SUBTEST_5(ComplexEigenSolver<MatrixXf>(10));

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@@ -2,6 +2,7 @@
// for linear algebra.
//
// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
@@ -60,19 +61,26 @@ template<typename MatrixType> void eigensolver(const MatrixType& m)
ei1.eigenvectors() * ei1.eigenvalues().asDiagonal());
VERIFY_IS_APPROX(a.eigenvalues(), ei1.eigenvalues());
EigenSolver<MatrixType> eiNoEivecs(a, false);
VERIFY_IS_APPROX(ei1.eigenvalues(), eiNoEivecs.eigenvalues());
VERIFY_IS_APPROX(ei1.pseudoEigenvalueMatrix(), eiNoEivecs.pseudoEigenvalueMatrix());
MatrixType id = MatrixType::Identity(rows, cols);
VERIFY_IS_APPROX(id.operatorNorm(), RealScalar(1));
}
template<typename MatrixType> void eigensolver_verify_assert()
template<typename MatrixType> void eigensolver_verify_assert(const MatrixType& m)
{
MatrixType tmp;
EigenSolver<MatrixType> eig;
VERIFY_RAISES_ASSERT(eig.eigenvectors())
VERIFY_RAISES_ASSERT(eig.pseudoEigenvectors())
VERIFY_RAISES_ASSERT(eig.pseudoEigenvalueMatrix())
VERIFY_RAISES_ASSERT(eig.eigenvalues())
VERIFY_RAISES_ASSERT(eig.eigenvectors());
VERIFY_RAISES_ASSERT(eig.pseudoEigenvectors());
VERIFY_RAISES_ASSERT(eig.pseudoEigenvalueMatrix());
VERIFY_RAISES_ASSERT(eig.eigenvalues());
MatrixType a = MatrixType::Random(m.rows(),m.cols());
eig.compute(a, false);
VERIFY_RAISES_ASSERT(eig.eigenvectors());
VERIFY_RAISES_ASSERT(eig.pseudoEigenvectors());
}
void test_eigensolver_generic()
@@ -88,11 +96,11 @@ void test_eigensolver_generic()
CALL_SUBTEST_4( eigensolver(Matrix2d()) );
}
CALL_SUBTEST_1( eigensolver_verify_assert<Matrix4f>() );
CALL_SUBTEST_2( eigensolver_verify_assert<MatrixXd>() );
CALL_SUBTEST_4( eigensolver_verify_assert<Matrix2d>() );
CALL_SUBTEST_5( eigensolver_verify_assert<MatrixXf>() );
CALL_SUBTEST_1( eigensolver_verify_assert(Matrix4f()) );
CALL_SUBTEST_2( eigensolver_verify_assert(MatrixXd(17,17)) );
CALL_SUBTEST_3( eigensolver_verify_assert(Matrix<double,1,1>()) );
CALL_SUBTEST_4( eigensolver_verify_assert(Matrix2d()) );
// Test problem size constructors
CALL_SUBTEST_6(EigenSolver<MatrixXf>(10));
CALL_SUBTEST_5(EigenSolver<MatrixXf>(10));
}

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@@ -73,6 +73,11 @@ template<typename MatrixType> void schur(int size = MatrixType::ColsAtCompileTim
RealSchur<MatrixType> rs2(A);
VERIFY_IS_EQUAL(rs1.matrixT(), rs2.matrixT());
VERIFY_IS_EQUAL(rs1.matrixU(), rs2.matrixU());
// Test computation of only T, not U
RealSchur<MatrixType> rsOnlyT(A, false);
VERIFY_IS_EQUAL(rs1.matrixT(), rsOnlyT.matrixT());
VERIFY_RAISES_ASSERT(rsOnlyT.matrixU());
}
void test_schur_real()