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* rename QR to HouseholderQR because really that impacts the API, not just the impl.

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* rename qr() to householderQr(), for same reason.
* clarify that it's non-pivoting, non-rank-revealing, so remove all the rank API, make solve() be void instead of bool, update the docs/test, etc.
* fix warning in SVD
This commit is contained in:
Benoit Jacob
2009-07-06 17:12:10 +02:00
parent 0c2232e5d9
commit e093b43b2c
9 changed files with 43 additions and 204 deletions
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62
test/qr.cpp
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@@ -36,7 +36,7 @@ template<typename MatrixType> void qr(const MatrixType& m)
typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> VectorType;
MatrixType a = MatrixType::Random(rows,cols);
QR<MatrixType> qrOfA(a);
HouseholderQR<MatrixType> qrOfA(a);
VERIFY_IS_APPROX(a, qrOfA.matrixQ() * qrOfA.matrixR());
VERIFY_IS_NOT_APPROX(a+MatrixType::Identity(rows, cols), qrOfA.matrixQ() * qrOfA.matrixR());
@@ -55,40 +55,6 @@ template<typename MatrixType> void qr(const MatrixType& m)
VERIFY_IS_APPROX(b, hess.matrixQ() * hess.matrixH() * hess.matrixQ().adjoint());
}
template<typename MatrixType> void qr_non_invertible()
{
/* this test covers the following files: QR.h */
int rows = ei_random<int>(20,200), cols = ei_random<int>(20,rows), cols2 = ei_random<int>(20,rows);
int rank = ei_random<int>(1, std::min(rows, cols)-1);
MatrixType m1(rows, cols), m2(cols, cols2), m3(rows, cols2), k(1,1);
createRandomMatrixOfRank(rank, rows, cols, m1);
QR<MatrixType> lu(m1);
// typename LU<MatrixType>::KernelResultType m1kernel = lu.kernel();
// typename LU<MatrixType>::ImageResultType m1image = lu.image();
std::cerr << rows << "x" << cols << " " << rank << " " << lu.rank() << "\n";
if (rank != lu.rank())
std::cerr << lu.matrixR().diagonal().transpose() << "\n";
VERIFY(rank == lu.rank());
VERIFY(cols - lu.rank() == lu.dimensionOfKernel());
VERIFY(!lu.isInjective());
VERIFY(!lu.isInvertible());
VERIFY(lu.isSurjective() == (lu.rank() == rows));
// VERIFY((m1 * m1kernel).isMuchSmallerThan(m1));
// VERIFY(m1image.lu().rank() == rank);
// MatrixType sidebyside(m1.rows(), m1.cols() + m1image.cols());
// sidebyside << m1, m1image;
// VERIFY(sidebyside.lu().rank() == rank);
m2 = MatrixType::Random(cols,cols2);
m3 = m1*m2;
m2 = MatrixType::Random(cols,cols2);
lu.solve(m3, &m2);
VERIFY_IS_APPROX(m3, m1*m2);
m3 = MatrixType::Random(rows,cols2);
VERIFY(!lu.solve(m3, &m2));
}
template<typename MatrixType> void qr_invertible()
{
/* this test covers the following files: QR.h */
@@ -105,33 +71,18 @@ template<typename MatrixType> void qr_invertible()
m1 += a * a.adjoint();
}
QR<MatrixType> lu(m1);
VERIFY(0 == lu.dimensionOfKernel());
VERIFY(size == lu.rank());
VERIFY(lu.isInjective());
VERIFY(lu.isSurjective());
VERIFY(lu.isInvertible());
// VERIFY(lu.image().lu().isInvertible());
HouseholderQR<MatrixType> qr(m1);
m3 = MatrixType::Random(size,size);
lu.solve(m3, &m2);
qr.solve(m3, &m2);
//std::cerr << m3 - m1*m2 << "\n\n";
VERIFY_IS_APPROX(m3, m1*m2);
// VERIFY_IS_APPROX(m2, lu.inverse()*m3);
m3 = MatrixType::Random(size,size);
VERIFY(lu.solve(m3, &m2));
}
template<typename MatrixType> void qr_verify_assert()
{
MatrixType tmp;
QR<MatrixType> qr;
VERIFY_RAISES_ASSERT(qr.isFullRank())
VERIFY_RAISES_ASSERT(qr.rank())
VERIFY_RAISES_ASSERT(qr.dimensionOfKernel())
VERIFY_RAISES_ASSERT(qr.isInjective())
VERIFY_RAISES_ASSERT(qr.isSurjective())
VERIFY_RAISES_ASSERT(qr.isInvertible())
HouseholderQR<MatrixType> qr;
VERIFY_RAISES_ASSERT(qr.matrixR())
VERIFY_RAISES_ASSERT(qr.solve(tmp,&tmp))
VERIFY_RAISES_ASSERT(qr.matrixQ())
@@ -149,11 +100,6 @@ void test_qr()
}
for(int i = 0; i < g_repeat; i++) {
CALL_SUBTEST( qr_non_invertible<MatrixXf>() );
CALL_SUBTEST( qr_non_invertible<MatrixXd>() );
// TODO fix issue with complex
// CALL_SUBTEST( qr_non_invertible<MatrixXcf>() );
// CALL_SUBTEST( qr_non_invertible<MatrixXcd>() );
CALL_SUBTEST( qr_invertible<MatrixXf>() );
CALL_SUBTEST( qr_invertible<MatrixXd>() );
// TODO fix issue with complex