bdcsvd.cpp
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1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com>
5 // Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr>
6 // Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr>
7 // Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr>
8 //
9 // This Source Code Form is subject to the terms of the Mozilla
10 // Public License v. 2.0. If a copy of the MPL was not distributed
11 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/
12 
13 // discard stack allocation as that too bypasses malloc
14 #define EIGEN_STACK_ALLOCATION_LIMIT 0
15 #define EIGEN_RUNTIME_NO_MALLOC
16 
17 #include "main.h"
18 #include <Eigen/SVD>
19 #include <iostream>
20 #include <Eigen/LU>
21 
22 
23 #define SVD_DEFAULT(M) BDCSVD<M>
24 #define SVD_FOR_MIN_NORM(M) BDCSVD<M>
25 #include "svd_common.h"
26 
27 // Check all variants of JacobiSVD
28 template<typename MatrixType>
29 void bdcsvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
30 {
31  MatrixType m;
32  if(pickrandom) {
33  m.resizeLike(a);
35  }
36  else
37  m = a;
38 
40 }
41 
42 template<typename MatrixType>
44 {
45  enum { Size = MatrixType::RowsAtCompileTime };
46  typedef typename MatrixType::RealScalar RealScalar;
47  typedef Matrix<RealScalar, Size, 1> RealVecType;
48  MatrixType m = MatrixType::Identity();
49  VERIFY_IS_APPROX(m.bdcSvd().singularValues(), RealVecType::Ones());
50  VERIFY_RAISES_ASSERT(m.bdcSvd().matrixU());
51  VERIFY_RAISES_ASSERT(m.bdcSvd().matrixV());
52  VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).solve(m), m);
53  VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).transpose().solve(m), m);
54  VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).adjoint().solve(m), m);
55 }
56 
57 // compare the Singular values returned with Jacobi and Bdc
58 template<typename MatrixType>
59 void compare_bdc_jacobi(const MatrixType& a = MatrixType(), unsigned int computationOptions = 0)
60 {
61  MatrixType m = MatrixType::Random(a.rows(), a.cols());
62  BDCSVD<MatrixType> bdc_svd(m);
63  JacobiSVD<MatrixType> jacobi_svd(m);
64  VERIFY_IS_APPROX(bdc_svd.singularValues(), jacobi_svd.singularValues());
65  if(computationOptions & ComputeFullU) VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
66  if(computationOptions & ComputeThinU) VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
67  if(computationOptions & ComputeFullV) VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
68  if(computationOptions & ComputeThinV) VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
69 }
70 
72 {
75  CALL_SUBTEST_7(( svd_verify_assert<BDCSVD<MatrixXf> >(MatrixXf(10,12)) ));
76  CALL_SUBTEST_8(( svd_verify_assert<BDCSVD<MatrixXcd> >(MatrixXcd(7,5)) ));
77 
78  CALL_SUBTEST_101(( svd_all_trivial_2x2(bdcsvd<Matrix2cd>) ));
79  CALL_SUBTEST_102(( svd_all_trivial_2x2(bdcsvd<Matrix2d>) ));
80 
81  for(int i = 0; i < g_repeat; i++) {
82  CALL_SUBTEST_3(( bdcsvd<Matrix3f>() ));
83  CALL_SUBTEST_4(( bdcsvd<Matrix4d>() ));
85 
86  int r = internal::random<int>(1, EIGEN_TEST_MAX_SIZE/2),
87  c = internal::random<int>(1, EIGEN_TEST_MAX_SIZE/2);
88 
91 
93  CALL_SUBTEST_7(( bdcsvd(MatrixXf(r,c)) ));
94  CALL_SUBTEST_7(( compare_bdc_jacobi(MatrixXf(r,c)) ));
95  CALL_SUBTEST_10(( bdcsvd(MatrixXd(r,c)) ));
96  CALL_SUBTEST_10(( compare_bdc_jacobi(MatrixXd(r,c)) ));
97  CALL_SUBTEST_8(( bdcsvd(MatrixXcd(r,c)) ));
98  CALL_SUBTEST_8(( compare_bdc_jacobi(MatrixXcd(r,c)) ));
99 
100  // Test on inf/nan matrix
101  CALL_SUBTEST_7( (svd_inf_nan<BDCSVD<MatrixXf>, MatrixXf>()) );
102  CALL_SUBTEST_10( (svd_inf_nan<BDCSVD<MatrixXd>, MatrixXd>()) );
103  }
104 
105  // test matrixbase method
106  CALL_SUBTEST_1(( bdcsvd_method<Matrix2cd>() ));
107  CALL_SUBTEST_3(( bdcsvd_method<Matrix3f>() ));
108 
109  // Test problem size constructors
111 
112  // Check that preallocation avoids subsequent mallocs
113  // Disabled because not supported by BDCSVD
114  // CALL_SUBTEST_9( svd_preallocate<void>() );
115 
116  CALL_SUBTEST_2( svd_underoverflow<void>() );
117 }
118 
bdcsvd_method
void bdcsvd_method()
Definition: bdcsvd.cpp:43
Eigen::ComputeFullV
@ ComputeFullV
Definition: Constants.h:397
MatrixType
MatrixXf MatrixType
Definition: benchmark-blocking-sizes.cpp:52
CALL_SUBTEST_101
#define CALL_SUBTEST_101(FUNC)
Definition: split_test_helper.h:604
c
Scalar Scalar * c
Definition: benchVecAdd.cpp:17
Eigen::ComputeFullU
@ ComputeFullU
Definition: Constants.h:393
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void svd_inf_nan()
Definition: svd_common.h:304
VERIFY_RAISES_ASSERT
#define VERIFY_RAISES_ASSERT(a)
Definition: main.h:340
svd_verify_assert
void svd_verify_assert(const MatrixType &m, bool fullOnly=false)
Definition: svd_common.h:465
CALL_SUBTEST_4
#define CALL_SUBTEST_4(FUNC)
Definition: split_test_helper.h:22
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#define CALL_SUBTEST_3(FUNC)
Definition: split_test_helper.h:16
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#define CALL_SUBTEST_1(FUNC)
Definition: split_test_helper.h:4
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void svd_fill_random(MatrixType &m, int Option=0)
Definition: svd_fill.h:21
Eigen::ComputeThinU
@ ComputeThinU
Definition: Constants.h:395
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void svd_all_trivial_2x2(void(*cb)(const MatrixType &, bool))
Definition: svd_common.h:401
svd_common.h
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class Bidiagonal Divide and Conquer SVD
Definition: ForwardDeclarations.h:279
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#define CALL_SUBTEST_10(FUNC)
Definition: split_test_helper.h:58
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Definition: split_test_helper.h:28
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static int g_repeat
Definition: main.h:169
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#define CALL_SUBTEST_6(FUNC)
Definition: split_test_helper.h:34
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#define CALL_SUBTEST_2(FUNC)
Definition: split_test_helper.h:10
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#define CALL_SUBTEST_102(FUNC)
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#define VERIFY_IS_APPROX(a, b)
Definition: integer_types.cpp:15
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Definition: bench_gemm.cpp:47
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Two-sided Jacobi SVD decomposition of a rectangular matrix.
Definition: ForwardDeclarations.h:278
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Definition: Array_initializer_list_23_cxx11.cpp:1
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main.h
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#define EIGEN_TEST_MAX_SIZE
Definition: boostmultiprec.cpp:16
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Definition: bdcsvd.cpp:59
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Definition: svd_common.h:244
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The matrix class, also used for vectors and row-vectors.
Definition: 3rdparty/Eigen/Eigen/src/Core/Matrix.h:178
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void bdcsvd(const MatrixType &a=MatrixType(), bool pickrandom=true)
Definition: bdcsvd.cpp:29
CALL_SUBTEST_7
#define CALL_SUBTEST_7(FUNC)
Definition: split_test_helper.h:40
CALL_SUBTEST_8
#define CALL_SUBTEST_8(FUNC)
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EIGEN_DECLARE_TEST(bdcsvd)
Definition: bdcsvd.cpp:71


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autogenerated on Fri Nov 1 2024 03:32:00