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Fix imag_ref for real scalar types and clean up svd_fill.h
libeigen/eigen!2303 Co-authored-by: Rasmus Munk Larsen <rmlarsen@gmail.com>
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@@ -170,18 +170,24 @@ struct imag_ref_default_impl {
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template <typename Scalar>
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template <typename Scalar>
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struct imag_ref_default_impl<Scalar, false> {
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struct imag_ref_default_impl<Scalar, false> {
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EIGEN_DEVICE_FUNC constexpr static Scalar run(Scalar&) { return Scalar(0); }
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typedef typename NumTraits<Scalar>::Real RealScalar;
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EIGEN_DEVICE_FUNC constexpr static const Scalar run(const Scalar&) { return Scalar(0); }
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EIGEN_DEVICE_FUNC constexpr static inline RealScalar run(Scalar&) { return RealScalar(0); }
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EIGEN_DEVICE_FUNC constexpr static inline RealScalar run(const Scalar&) { return RealScalar(0); }
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};
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};
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template <typename Scalar>
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template <typename Scalar>
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struct imag_ref_impl : imag_ref_default_impl<Scalar, NumTraits<Scalar>::IsComplex> {};
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struct imag_ref_impl : imag_ref_default_impl<Scalar, NumTraits<Scalar>::IsComplex> {};
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template <typename Scalar>
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template <typename Scalar, bool IsComplex = NumTraits<Scalar>::IsComplex>
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struct imag_ref_retval {
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struct imag_ref_retval {
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typedef typename NumTraits<Scalar>::Real& type;
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typedef typename NumTraits<Scalar>::Real& type;
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};
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};
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template <typename Scalar>
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struct imag_ref_retval<Scalar, false> {
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typedef typename NumTraits<Scalar>::Real type;
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};
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} // namespace internal
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} // namespace internal
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namespace numext {
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namespace numext {
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@@ -23,6 +23,15 @@ Array<T, 4, 1> four_denorms() {
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return four_denorms<double>().cast<T>();
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return four_denorms<double>().cast<T>();
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}
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}
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template <typename Scalar, bool IsComplex = NumTraits<Scalar>::IsComplex>
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struct maybe_set_imag_part {
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static void run(Scalar& x, typename NumTraits<Scalar>::Real y) { numext::imag_ref(x) = y; }
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};
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template <typename Scalar>
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struct maybe_set_imag_part<Scalar, false> {
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static void run(Scalar&, typename NumTraits<Scalar>::Real) {}
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};
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template <typename MatrixType>
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template <typename MatrixType>
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void svd_fill_random(MatrixType &m, int Option = 0) {
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void svd_fill_random(MatrixType &m, int Option = 0) {
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using std::pow;
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using std::pow;
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@@ -35,9 +44,12 @@ void svd_fill_random(MatrixType &m, int Option = 0) {
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for (Index k = 0; k < diagSize; ++k) d(k) = d(k) * pow(RealScalar(10), internal::random<RealScalar>(-s, s));
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for (Index k = 0; k < diagSize; ++k) d(k) = d(k) * pow(RealScalar(10), internal::random<RealScalar>(-s, s));
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bool dup = internal::random<int>(0, 10) < 3;
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bool dup = internal::random<int>(0, 10) < 3;
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bool unit_uv =
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// For SelfAdjoint, always use unitary U so the eigenvalues are exactly d
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internal::random<int>(0, 10) < (dup ? 7 : 3); // if we duplicate some diagonal entries, then increase the chance
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// and the conditioning is controlled. For Symmetric/general SVD, randomly
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// to preserve them using unitary U and V factors
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// choose unitary or arbitrary U/V.
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bool unit_uv = (Option == SelfAdjoint) ||
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internal::random<int>(0, 10) < (dup ? 7 : 3); // if we duplicate some diagonal entries, then increase
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// the chance to preserve them using unitary U and V
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// duplicate some singular values
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// duplicate some singular values
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if (dup) {
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if (dup) {
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@@ -67,8 +79,11 @@ void svd_fill_random(MatrixType &m, int Option = 0) {
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RealScalar(1) / NumTraits<RealScalar>::highest(), (std::numeric_limits<RealScalar>::min)(),
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RealScalar(1) / NumTraits<RealScalar>::highest(), (std::numeric_limits<RealScalar>::min)(),
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pow((std::numeric_limits<RealScalar>::min)(), RealScalar(0.8));
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pow((std::numeric_limits<RealScalar>::min)(), RealScalar(0.8));
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if (Option == Symmetric) {
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if (Option == Symmetric || Option == SelfAdjoint) {
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m = U * d.asDiagonal() * U.transpose();
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if (Option == SelfAdjoint)
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m = U * d.asDiagonal() * U.adjoint();
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else
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m = U * d.asDiagonal() * U.transpose();
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// randomly nullify some rows/columns
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// randomly nullify some rows/columns
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{
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{
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@@ -85,10 +100,21 @@ void svd_fill_random(MatrixType &m, int Option = 0) {
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for (Index k = 0; k < n; ++k) {
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for (Index k = 0; k < n; ++k) {
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Index i = internal::random<Index>(0, m.rows() - 1);
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Index i = internal::random<Index>(0, m.rows() - 1);
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Index j = internal::random<Index>(0, m.cols() - 1);
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Index j = internal::random<Index>(0, m.cols() - 1);
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m(j, i) = m(i, j) = samples(internal::random<Index>(0, samples.size() - 1));
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Scalar val = samples(internal::random<Index>(0, samples.size() - 1));
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if (NumTraits<Scalar>::IsComplex)
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maybe_set_imag_part<Scalar>::run(val, samples.real()(internal::random<Index>(0, samples.size() - 1)));
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*(&numext::real_ref(m(j, i)) + 1) = *(&numext::real_ref(m(i, j)) + 1) =
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if (Option == SelfAdjoint) {
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samples.real()(internal::random<Index>(0, samples.size() - 1));
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if (i == j) {
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// Diagonal entries of a Hermitian matrix must be real.
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m(i, i) = numext::real(val);
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} else {
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// Off-diagonal: m(j,i) = conj(m(i,j)) for Hermitian.
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m(i, j) = val;
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m(j, i) = numext::conj(val);
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}
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} else {
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m(i, j) = val;
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m(j, i) = val;
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}
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}
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}
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}
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}
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}
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}
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@@ -101,8 +127,7 @@ void svd_fill_random(MatrixType &m, int Option = 0) {
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Index i = internal::random<Index>(0, m.rows() - 1);
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Index i = internal::random<Index>(0, m.rows() - 1);
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Index j = internal::random<Index>(0, m.cols() - 1);
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Index j = internal::random<Index>(0, m.cols() - 1);
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m(i, j) = samples(internal::random<Index>(0, samples.size() - 1));
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m(i, j) = samples(internal::random<Index>(0, samples.size() - 1));
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if (NumTraits<Scalar>::IsComplex)
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maybe_set_imag_part<Scalar>::run(m(i, j), samples.real()(internal::random<Index>(0, samples.size() - 1)));
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*(&numext::real_ref(m(i, j)) + 1) = samples.real()(internal::random<Index>(0, samples.size() - 1));
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}
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}
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}
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}
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}
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}
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