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add new Householder module

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Benoit Jacob
2009-08-03 16:06:57 +02:00
parent 66ee2044ce
commit d10c710b15
7 changed files with 223 additions and 3 deletions
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test/householder.cpp Normal file
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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#include "main.h"
#include <Eigen/Householder>
template<typename MatrixType> void householder(const MatrixType& m)
{
/* this test covers the following files:
Householder.h
*/
int rows = m.rows();
int cols = m.cols();
typedef typename MatrixType::Scalar Scalar;
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
typedef Matrix<Scalar, ei_decrement_size<MatrixType::RowsAtCompileTime>::ret, 1> EssentialVectorType;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType;
RealScalar beta;
EssentialVectorType essential;
VectorType v1 = VectorType::Random(rows), v2;
v2 = v1;
v1.makeHouseholder(&essential, &beta);
v1.applyHouseholderOnTheLeft(essential,beta);
VERIFY_IS_APPROX(v1.norm(), v2.norm());
VERIFY_IS_MUCH_SMALLER_THAN(v1.end(rows-1).norm(), v1.norm());
v1 = VectorType::Random(rows);
v2 = v1;
v1.applyHouseholderOnTheLeft(essential,beta);
VERIFY_IS_APPROX(v1.norm(), v2.norm());
MatrixType m1(rows, cols),
m2(rows, cols);
v1 = VectorType::Random(rows);
m1.colwise() = v1;
m2 = m1;
m1.col(0).makeHouseholder(&essential, &beta);
m1.applyHouseholderOnTheLeft(essential,beta);
VERIFY_IS_APPROX(m1.norm(), m2.norm());
VERIFY_IS_MUCH_SMALLER_THAN(m1.block(1,0,rows-1,cols).norm(), m1.norm());
v1 = VectorType::Random(rows);
SquareMatrixType m3(rows,rows), m4(rows,rows);
m3.rowwise() = v1.transpose();
m4 = m3;
m3.row(0).makeHouseholder(&essential, &beta);
m3.applyHouseholderOnTheRight(essential,beta);
VERIFY_IS_APPROX(m3.norm(), m4.norm());
VERIFY_IS_MUCH_SMALLER_THAN(m3.block(0,1,rows,rows-1).norm(), m3.norm());
}
void test_householder()
{
for(int i = 0; i < g_repeat; i++) {
CALL_SUBTEST( householder(Matrix<double,2,2>()) );
CALL_SUBTEST( householder(Matrix<float,2,3>()) );
CALL_SUBTEST( householder(Matrix<double,3,5>()) );
CALL_SUBTEST( householder(Matrix<float,4,4>()) );
CALL_SUBTEST( householder(MatrixXd(10,12)) );
CALL_SUBTEST( householder(MatrixXcf(16,17)) );
}
}