// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009-2011 Jitse Niesen // // 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 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #include "main.h" #include // For complex matrices, any matrix is fine. template ::Scalar>::IsComplex> struct processTriangularMatrix { static void run(MatrixType&, MatrixType&, const MatrixType&) {} }; // For real matrices, ensure all eigenvalues have positive real parts // (needed for matrix log) and cap the condition number. template struct processTriangularMatrix { typedef typename MatrixType::Scalar Scalar; static void run(MatrixType& m, MatrixType& T, const MatrixType& U) { using std::abs; const Index size = m.cols(); Scalar maxDiag(0); for (Index i = 0; i < size; ++i) { if (i == size - 1 || numext::is_exactly_zero(T.coeff(i + 1, i))) { // 1x1 block (real eigenvalue): make positive. T.coeffRef(i, i) = abs(T.coeff(i, i)); } else { // 2x2 block (complex conjugate pair): eigenvalues are T(i,i) ± bi. // Negate the block if the real part is negative so that the matrix // log is well-defined (avoids the branch cut on the negative real axis). if (T.coeff(i, i) < Scalar(0)) { T.coeffRef(i, i) = -T.coeff(i, i); T.coeffRef(i + 1, i + 1) = -T.coeff(i + 1, i + 1); T.coeffRef(i, i + 1) = -T.coeff(i, i + 1); T.coeffRef(i + 1, i) = -T.coeff(i + 1, i); } ++i; } maxDiag = (std::max)(maxDiag, abs(T.coeff(i, i))); } // Clamp small eigenvalues to limit condition number. Matrix power and // matrix function tests lose too many digits on ill-conditioned matrices. if (maxDiag > Scalar(0)) { Scalar minAllowed = maxDiag / Scalar(100); for (Index i = 0; i < size; ++i) { if (abs(T.coeff(i, i)) < minAllowed) T.coeffRef(i, i) = minAllowed; } } m = U * T * U.transpose(); } }; template ::Scalar>::IsComplex> struct generateTestMatrix; template struct generateTestMatrix { static void run(MatrixType& result, typename MatrixType::Index size) { result = MatrixType::Random(size, size); RealSchur schur(result); MatrixType T = schur.matrixT(); processTriangularMatrix::run(result, T, schur.matrixU()); } }; template struct generateTestMatrix { static void run(MatrixType& result, typename MatrixType::Index size) { result = MatrixType::Random(size, size); } }; template typename Derived::RealScalar relerr(const MatrixBase& A, const MatrixBase& B) { return std::sqrt((A - B).cwiseAbs2().sum() / (std::min)(A.cwiseAbs2().sum(), B.cwiseAbs2().sum())); }