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Allow user to specify max number of iterations (bug #479).

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This commit is contained in:
Jitse Niesen
2012-07-24 15:17:59 +01:00
parent b7ac053b9c
commit ba5eecae53
8 changed files with 178 additions and 27 deletions
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10
test/eigensolver_complex.cpp
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@@ -59,6 +59,16 @@ template<typename MatrixType> void eigensolver(const MatrixType& m)
// another algorithm so results may differ slightly
verify_is_approx_upto_permutation(a.eigenvalues(), ei1.eigenvalues());
ComplexEigenSolver<MatrixType> ei2;
ei2.compute(a, true, ComplexSchur<MatrixType>::m_maxIterations * rows);
VERIFY_IS_EQUAL(ei2.info(), Success);
VERIFY_IS_EQUAL(ei2.eigenvectors(), ei1.eigenvectors());
VERIFY_IS_EQUAL(ei2.eigenvalues(), ei1.eigenvalues());
if (rows > 2) {
ei2.compute(a, true, 1);
VERIFY_IS_EQUAL(ei2.info(), NoConvergence);
}
ComplexEigenSolver<MatrixType> eiNoEivecs(a, false);
VERIFY_IS_EQUAL(eiNoEivecs.info(), Success);
VERIFY_IS_APPROX(ei1.eigenvalues(), eiNoEivecs.eigenvalues());

12
test/eigensolver_generic.cpp
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@@ -2,7 +2,7 @@
// for linear algebra.
//
// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
// Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
//
// 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
@@ -45,6 +45,16 @@ template<typename MatrixType> void eigensolver(const MatrixType& m)
VERIFY_IS_APPROX(ei1.eigenvectors().colwise().norm(), RealVectorType::Ones(rows).transpose());
VERIFY_IS_APPROX(a.eigenvalues(), ei1.eigenvalues());
EigenSolver<MatrixType> ei2;
ei2.compute(a, true, RealSchur<MatrixType>::m_maxIterations * rows);
VERIFY_IS_EQUAL(ei2.info(), Success);
VERIFY_IS_EQUAL(ei2.eigenvectors(), ei1.eigenvectors());
VERIFY_IS_EQUAL(ei2.eigenvalues(), ei1.eigenvalues());
if (rows > 2) {
ei2.compute(a, true, 1);
VERIFY_IS_EQUAL(ei2.info(), NoConvergence);
}
EigenSolver<MatrixType> eiNoEivecs(a, false);
VERIFY_IS_EQUAL(eiNoEivecs.info(), Success);
VERIFY_IS_APPROX(ei1.eigenvalues(), eiNoEivecs.eigenvalues());

18
test/schur_complex.cpp
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@@ -1,7 +1,7 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
// Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
//
// 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
@@ -47,6 +47,22 @@ template<typename MatrixType> void schur(int size = MatrixType::ColsAtCompileTim
VERIFY_IS_EQUAL(cs1.matrixT(), cs2.matrixT());
VERIFY_IS_EQUAL(cs1.matrixU(), cs2.matrixU());
// Test maximum number of iterations
ComplexSchur<MatrixType> cs3;
cs3.compute(A, true, ComplexSchur<MatrixType>::m_maxIterations * size);
VERIFY_IS_EQUAL(cs3.info(), Success);
VERIFY_IS_EQUAL(cs3.matrixT(), cs1.matrixT());
VERIFY_IS_EQUAL(cs3.matrixU(), cs1.matrixU());
cs3.compute(A, true, 1);
VERIFY_IS_EQUAL(cs3.info(), size > 1 ? NoConvergence : Success);
MatrixType Atriangular = A;
Atriangular.template triangularView<StrictlyLower>().setZero();
cs3.compute(Atriangular, true, 1); // triangular matrices do not need any iterations
VERIFY_IS_EQUAL(cs3.info(), Success);
VERIFY_IS_EQUAL(cs3.matrixT(), Atriangular.template cast<ComplexScalar>());
VERIFY_IS_EQUAL(cs3.matrixU(), ComplexMatrixType::Identity(size, size));
// Test computation of only T, not U
ComplexSchur<MatrixType> csOnlyT(A, false);
VERIFY_IS_EQUAL(csOnlyT.info(), Success);

20
test/schur_real.cpp
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@@ -1,7 +1,7 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
// Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
//
// 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
@@ -66,6 +66,24 @@ template<typename MatrixType> void schur(int size = MatrixType::ColsAtCompileTim
VERIFY_IS_EQUAL(rs1.matrixT(), rs2.matrixT());
VERIFY_IS_EQUAL(rs1.matrixU(), rs2.matrixU());
// Test maximum number of iterations
RealSchur<MatrixType> rs3;
rs3.compute(A, true, RealSchur<MatrixType>::m_maxIterations * size);
VERIFY_IS_EQUAL(rs3.info(), Success);
VERIFY_IS_EQUAL(rs3.matrixT(), rs1.matrixT());
VERIFY_IS_EQUAL(rs3.matrixU(), rs1.matrixU());
if (size > 2) {
rs3.compute(A, true, 1);
VERIFY_IS_EQUAL(rs3.info(), NoConvergence);
}
MatrixType Atriangular = A;
Atriangular.template triangularView<StrictlyLower>().setZero();
rs3.compute(Atriangular, true, 1); // triangular matrices do not need any iterations
VERIFY_IS_EQUAL(rs3.info(), Success);
VERIFY_IS_EQUAL(rs3.matrixT(), Atriangular);
VERIFY_IS_EQUAL(rs3.matrixU(), MatrixType::Identity(size, size));
// Test computation of only T, not U
RealSchur<MatrixType> rsOnlyT(A, false);
VERIFY_IS_EQUAL(rsOnlyT.info(), Success);