1// This file is part of Eigen, a lightweight C++ template library
2// for linear algebra.
3//
4// Copyright (C) 2008-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
5// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
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// discard stack allocation as that too bypasses malloc
12#define EIGEN_STACK_ALLOCATION_LIMIT 0
13#define EIGEN_RUNTIME_NO_MALLOC
14#include "main.h"
15#include <Eigen/SVD>
16
17#define SVD_DEFAULT(M) JacobiSVD<M>
18#define SVD_FOR_MIN_NORM(M) JacobiSVD<M,ColPivHouseholderQRPreconditioner>
19#include "svd_common.h"
20
21// Check all variants of JacobiSVD
22template<typename MatrixType>
23void jacobisvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
24{
25  MatrixType m = a;
26  if(pickrandom)
27    svd_fill_random(m);
28
29  CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> >(m, true)  )); // check full only
30  CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>  >(m, false) ));
31  CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, HouseholderQRPreconditioner>        >(m, false) ));
32  if(m.rows()==m.cols())
33    CALL_SUBTEST(( svd_test_all_computation_options<JacobiSVD<MatrixType, NoQRPreconditioner>               >(m, false) ));
34}
35
36template<typename MatrixType> void jacobisvd_verify_assert(const MatrixType& m)
37{
38  svd_verify_assert<JacobiSVD<MatrixType> >(m);
39  typedef typename MatrixType::Index Index;
40  Index rows = m.rows();
41  Index cols = m.cols();
42
43  enum {
44    ColsAtCompileTime = MatrixType::ColsAtCompileTime
45  };
46
47
48  MatrixType a = MatrixType::Zero(rows, cols);
49  a.setZero();
50
51  if (ColsAtCompileTime == Dynamic)
52  {
53    JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner> svd_fullqr;
54    VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeFullU|ComputeThinV))
55    VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeThinV))
56    VERIFY_RAISES_ASSERT(svd_fullqr.compute(a, ComputeThinU|ComputeFullV))
57  }
58}
59
60template<typename MatrixType>
61void jacobisvd_method()
62{
63  enum { Size = MatrixType::RowsAtCompileTime };
64  typedef typename MatrixType::RealScalar RealScalar;
65  typedef Matrix<RealScalar, Size, 1> RealVecType;
66  MatrixType m = MatrixType::Identity();
67  VERIFY_IS_APPROX(m.jacobiSvd().singularValues(), RealVecType::Ones());
68  VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixU());
69  VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixV());
70  VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).solve(m), m);
71}
72
73void test_jacobisvd()
74{
75  CALL_SUBTEST_3(( jacobisvd_verify_assert(Matrix3f()) ));
76  CALL_SUBTEST_4(( jacobisvd_verify_assert(Matrix4d()) ));
77  CALL_SUBTEST_7(( jacobisvd_verify_assert(MatrixXf(10,12)) ));
78  CALL_SUBTEST_8(( jacobisvd_verify_assert(MatrixXcd(7,5)) ));
79
80  CALL_SUBTEST_11(svd_all_trivial_2x2(jacobisvd<Matrix2cd>));
81  CALL_SUBTEST_12(svd_all_trivial_2x2(jacobisvd<Matrix2d>));
82
83  for(int i = 0; i < g_repeat; i++) {
84    CALL_SUBTEST_3(( jacobisvd<Matrix3f>() ));
85    CALL_SUBTEST_4(( jacobisvd<Matrix4d>() ));
86    CALL_SUBTEST_5(( jacobisvd<Matrix<float,3,5> >() ));
87    CALL_SUBTEST_6(( jacobisvd<Matrix<double,Dynamic,2> >(Matrix<double,Dynamic,2>(10,2)) ));
88
89    int r = internal::random<int>(1, 30),
90        c = internal::random<int>(1, 30);
91
92    TEST_SET_BUT_UNUSED_VARIABLE(r)
93    TEST_SET_BUT_UNUSED_VARIABLE(c)
94
95    CALL_SUBTEST_10(( jacobisvd<MatrixXd>(MatrixXd(r,c)) ));
96    CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(r,c)) ));
97    CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(r,c)) ));
98    (void) r;
99    (void) c;
100
101    // Test on inf/nan matrix
102    CALL_SUBTEST_7(  (svd_inf_nan<JacobiSVD<MatrixXf>, MatrixXf>()) );
103    CALL_SUBTEST_10( (svd_inf_nan<JacobiSVD<MatrixXd>, MatrixXd>()) );
104
105    // bug1395 test compile-time vectors as input
106    CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,6,1>()) ));
107    CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,6>()) ));
108    CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,Dynamic,1>(r)) ));
109    CALL_SUBTEST_13(( jacobisvd_verify_assert(Matrix<double,1,Dynamic>(c)) ));
110  }
111
112  CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) ));
113  CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/3))) ));
114
115  // test matrixbase method
116  CALL_SUBTEST_1(( jacobisvd_method<Matrix2cd>() ));
117  CALL_SUBTEST_3(( jacobisvd_method<Matrix3f>() ));
118
119  // Test problem size constructors
120  CALL_SUBTEST_7( JacobiSVD<MatrixXf>(10,10) );
121
122  // Check that preallocation avoids subsequent mallocs
123  CALL_SUBTEST_9( svd_preallocate<void>() );
124
125  CALL_SUBTEST_2( svd_underoverflow<void>() );
126}
127