hessenberg.cpp revision c981c48f5bc9aefeffc0bcb0cc3934c2fae179dd 
1// This file is part of Eigen, a lightweight C++ template library
2// for linear algebra.
3//
4// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
5// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
6//
7// This Source Code Form is subject to the terms of the Mozilla
8// Public License v. 2.0. If a copy of the MPL was not distributed
9// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
10
11#include "main.h"
12#include <Eigen/Eigenvalues>
13
14template<typename Scalar,int Size> void hessenberg(int size = Size)
15{
16  typedef Matrix<Scalar,Size,Size> MatrixType;
17
18  // Test basic functionality: A = U H U* and H is Hessenberg
19  for(int counter = 0; counter < g_repeat; ++counter) {
20    MatrixType m = MatrixType::Random(size,size);
21    HessenbergDecomposition<MatrixType> hess(m);
22    MatrixType Q = hess.matrixQ();
23    MatrixType H = hess.matrixH();
24    VERIFY_IS_APPROX(m, Q * H * Q.adjoint());
25    for(int row = 2; row < size; ++row) {
26      for(int col = 0; col < row-1; ++col) {
27	VERIFY(H(row,col) == (typename MatrixType::Scalar)0);
28      }
29    }
30  }
31
32  // Test whether compute() and constructor returns same result
33  MatrixType A = MatrixType::Random(size, size);
34  HessenbergDecomposition<MatrixType> cs1;
35  cs1.compute(A);
36  HessenbergDecomposition<MatrixType> cs2(A);
37  VERIFY_IS_EQUAL(cs1.matrixH().eval(), cs2.matrixH().eval());
38  MatrixType cs1Q = cs1.matrixQ();
39  MatrixType cs2Q = cs2.matrixQ();
40  VERIFY_IS_EQUAL(cs1Q, cs2Q);
41
42  // Test assertions for when used uninitialized
43  HessenbergDecomposition<MatrixType> hessUninitialized;
44  VERIFY_RAISES_ASSERT( hessUninitialized.matrixH() );
45  VERIFY_RAISES_ASSERT( hessUninitialized.matrixQ() );
46  VERIFY_RAISES_ASSERT( hessUninitialized.householderCoefficients() );
47  VERIFY_RAISES_ASSERT( hessUninitialized.packedMatrix() );
48
49  // TODO: Add tests for packedMatrix() and householderCoefficients()
50}
51
52void test_hessenberg()
53{
54  CALL_SUBTEST_1(( hessenberg<std::complex<double>,1>() ));
55  CALL_SUBTEST_2(( hessenberg<std::complex<double>,2>() ));
56  CALL_SUBTEST_3(( hessenberg<std::complex<float>,4>() ));
57  CALL_SUBTEST_4(( hessenberg<float,Dynamic>(internal::random<int>(1,EIGEN_TEST_MAX_SIZE)) ));
58  CALL_SUBTEST_5(( hessenberg<std::complex<double>,Dynamic>(internal::random<int>(1,EIGEN_TEST_MAX_SIZE)) ));
59
60  // Test problem size constructors
61  CALL_SUBTEST_6(HessenbergDecomposition<MatrixXf>(10));
62}
63