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Fixes in Eigensolver:

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* eigenvectors => pseudoEigenvectors
 * added pseudoEigenvalueMatrix
 * clear the documentation
 * added respective unit test
Still missing: a proper eigenvectors() function.
This commit is contained in:
Gael Guennebaud
2008-10-01 10:17:08 +00:00
parent 618de17bf7
commit d907cd4410
2 changed files with 104 additions and 15 deletions
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55
test/eigensolver.cpp
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@@ -29,7 +29,7 @@
#include "gsl_helper.h"
#endif
template<typename MatrixType> void eigensolver(const MatrixType& m)
template<typename MatrixType> void selfadjointeigensolver(const MatrixType& m)
{
/* this test covers the following files:
EigenSolver.h, SelfAdjointEigenSolver.h (and indirectly: Tridiagonalization.h)
@@ -69,11 +69,11 @@ template<typename MatrixType> void eigensolver(const MatrixType& m)
convert<MatrixType>(symmB, gSymmB);
convert<MatrixType>(symmA, gEvec);
gEval = GslTraits<RealScalar>::createVector(rows);
Gsl::eigen_symm(gSymmA, gEval, gEvec);
convert(gEval, _eval);
convert(gEvec, _evec);
// test gsl itself !
VERIFY((symmA * _evec).isApprox(_evec * _eval.asDiagonal().eval(), largerEps));
@@ -108,13 +108,40 @@ template<typename MatrixType> void eigensolver(const MatrixType& m)
VERIFY((symmA * eiSymmGen.eigenvectors()).isApprox(
symmB * (eiSymmGen.eigenvectors() * eiSymmGen.eigenvalues().asDiagonal().eval()), largerEps));
// EigenSolver<MatrixType> eiNotSymmButSymm(covMat);
// VERIFY_IS_APPROX((covMat.template cast<Complex>()) * (eiNotSymmButSymm.eigenvectors().template cast<Complex>()),
// (eiNotSymmButSymm.eigenvectors().template cast<Complex>()) * (eiNotSymmButSymm.eigenvalues().asDiagonal()));
}
// EigenSolver<MatrixType> eiNotSymm(a);
// VERIFY_IS_APPROX(a.template cast<Complex>() * eiNotSymm.eigenvectors().template cast<Complex>(),
// eiNotSymm.eigenvectors().template cast<Complex>() * eiNotSymm.eigenvalues().asDiagonal());
template<typename MatrixType> void eigensolver(const MatrixType& m)
{
/* this test covers the following files:
EigenSolver.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<RealScalar, MatrixType::RowsAtCompileTime, 1> RealVectorType;
typedef typename std::complex<typename NumTraits<typename MatrixType::Scalar>::Real> Complex;
RealScalar largerEps = 10*test_precision<RealScalar>();
MatrixType a = MatrixType::Random(rows,cols);
MatrixType a1 = MatrixType::Random(rows,cols);
MatrixType symmA = a.adjoint() * a + a1.adjoint() * a1;
// MatrixType b = MatrixType::Random(rows,cols);
// MatrixType b1 = MatrixType::Random(rows,cols);
// MatrixType symmB = b.adjoint() * b + b1.adjoint() * b1;
EigenSolver<MatrixType> ei0(symmA);
VERIFY_IS_APPROX((symmA.template cast<Complex>()) * (ei0.pseudoEigenvectors().template cast<Complex>()),
(ei0.pseudoEigenvectors().template cast<Complex>()) * (ei0.eigenvalues().asDiagonal()));
a = a + symmA;
EigenSolver<MatrixType> ei1(a);
VERIFY_IS_APPROX(a * ei1.pseudoEigenvectors(), ei1.pseudoEigenvectors() * ei1.pseudoEigenvalueMatrix());
}
@@ -122,10 +149,12 @@ void test_eigensolver()
{
for(int i = 0; i < g_repeat; i++) {
// very important to test a 3x3 matrix since we provide a special path for it
CALL_SUBTEST( eigensolver(Matrix3f()) );
CALL_SUBTEST( selfadjointeigensolver(Matrix3f()) );
CALL_SUBTEST( selfadjointeigensolver(Matrix4d()) );
CALL_SUBTEST( selfadjointeigensolver(MatrixXf(7,7)) );
CALL_SUBTEST( selfadjointeigensolver(MatrixXcd(5,5)) );
CALL_SUBTEST( selfadjointeigensolver(MatrixXd(19,19)) );
CALL_SUBTEST( eigensolver(Matrix4d()) );
CALL_SUBTEST( eigensolver(MatrixXf(7,7)) );
CALL_SUBTEST( eigensolver(MatrixXcd(5,5)) );
CALL_SUBTEST( eigensolver(MatrixXd(19,19)) );
}
}