// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2014 Gael Guennebaud // Copyright (C) 2009 Benoit Jacob // // 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/. // SPDX-License-Identifier: MPL-2.0 // discard stack allocation as that too bypasses malloc #define EIGEN_STACK_ALLOCATION_LIMIT 0 #define EIGEN_RUNTIME_NO_MALLOC #include "main.h" #include #define SVD_DEFAULT(M) JacobiSVD #define SVD_FOR_MIN_NORM(M) JacobiSVD #define SVD_STATIC_OPTIONS(M, O) JacobiSVD #include "svd_common.h" template void jacobisvd_method() { enum { Size = MatrixType::RowsAtCompileTime }; typedef typename MatrixType::RealScalar RealScalar; typedef Matrix RealVecType; MatrixType m = MatrixType::Identity(); VERIFY_IS_APPROX(m.jacobiSvd().singularValues(), RealVecType::Ones()); VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixU()); VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixV()); VERIFY_IS_APPROX(m.template jacobiSvd().solve(m), m); VERIFY_IS_APPROX(m.template jacobiSvd().transpose().solve(m), m); VERIFY_IS_APPROX(m.template jacobiSvd().adjoint().solve(m), m); } template void jacobisvd_thin_full_options(const MatrixType& input = MatrixType()) { svd_thin_full_option_checks(input); svd_thin_full_option_checks(input); svd_option_checks_full_only( input); // FullPiv only used when computing full unitaries svd_verify_constructor_options_assert>(input); svd_verify_constructor_options_assert>(input); svd_verify_constructor_options_assert>(input); } template void jacobisvd_vector_asserts(const MatrixType& input = MatrixType()) { MatrixType m(input.rows(), input.cols()); svd_fill_random(m); svd_verify_assert(m); svd_verify_assert(m); svd_verify_assert_full_only(m); svd_verify_constructor_options_assert>(m); svd_verify_constructor_options_assert>(m); svd_verify_constructor_options_assert>(m); } template void jacobisvd_verify_inputs(const MatrixType& input = MatrixType()) { // check defaults typedef JacobiSVD DefaultSVD; MatrixType m(input.rows(), input.cols()); svd_fill_random(m); DefaultSVD defaultSvd(m); VERIFY((int)DefaultSVD::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner); VERIFY(!defaultSvd.computeU()); VERIFY(!defaultSvd.computeV()); // ColPivHouseholderQR is always default in presence of other options. VERIFY(((int)JacobiSVD::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner)); VERIFY(((int)JacobiSVD::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner)); VERIFY(((int)JacobiSVD::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner)); VERIFY(((int)JacobiSVD::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner)); VERIFY(((int)JacobiSVD::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner)); VERIFY(((int)JacobiSVD::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner)); } template void svd_triangular_matrix(const MatrixType& input = MatrixType()) { MatrixType matrix(input.rows(), input.cols()); svd_fill_random(matrix); // Make sure that we only consider the 'Lower' part of the matrix. MatrixType matrix_self_adj = matrix.template selfadjointView().toDenseMatrix(); JacobiSVD svd_triangular(matrix.template selfadjointView()); JacobiSVD svd_full(matrix_self_adj); VERIFY_IS_APPROX(svd_triangular.singularValues(), svd_full.singularValues()); } namespace Foo { class Bar { public: Bar() {} }; bool operator<(const Bar&, const Bar&) { return true; } } // namespace Foo // regression test for a very strange MSVC issue for which simply // including SVDBase.h messes up with std::max and custom scalar type void msvc_workaround() { const Foo::Bar a; const Foo::Bar b; const Foo::Bar c = std::max EIGEN_NOT_A_MACRO(a, b); EIGEN_UNUSED_VARIABLE(c); } void jacobisvd_mixed_option_enum_regression() { using NoQrFullSVD = JacobiSVD; using ReversedMixedSVD = JacobiSVD; STATIC_CHECK((int(NoQrFullSVD::QRPreconditioner) == int(NoQRPreconditioner))); STATIC_CHECK(((int(NoQrFullSVD::Options) & ComputeFullU) != 0)); STATIC_CHECK(((int(NoQrFullSVD::Options) & ComputeFullV) != 0)); STATIC_CHECK(((int(NoQrFullSVD::Options) & ComputeThinU) == 0)); STATIC_CHECK(((int(NoQrFullSVD::Options) & ComputeThinV) == 0)); STATIC_CHECK((int(ReversedMixedSVD::QRPreconditioner) == int(HouseholderQRPreconditioner))); STATIC_CHECK(((int(ReversedMixedSVD::Options) & ComputeThinU) != 0)); STATIC_CHECK(((int(ReversedMixedSVD::Options) & ComputeFullV) != 0)); STATIC_CHECK(((int(ReversedMixedSVD::Options) & ComputeFullU) == 0)); STATIC_CHECK(((int(ReversedMixedSVD::Options) & ComputeThinV) == 0)); } EIGEN_DECLARE_TEST(jacobisvd) { CALL_SUBTEST_1((jacobisvd_verify_inputs())); CALL_SUBTEST_2((jacobisvd_verify_inputs(Matrix(5, 6)))); CALL_SUBTEST_3((jacobisvd_verify_inputs, 7, 5>>())); CALL_SUBTEST_4((jacobisvd_mixed_option_enum_regression())); CALL_SUBTEST_11((jacobisvd_thin_full_options())); CALL_SUBTEST_12((jacobisvd_thin_full_options())); for (int i = 0; i < g_repeat; i++) { int r = internal::random(1, 30), c = internal::random(1, 30); TEST_SET_BUT_UNUSED_VARIABLE(r); TEST_SET_BUT_UNUSED_VARIABLE(c); CALL_SUBTEST_13((jacobisvd_thin_full_options())); CALL_SUBTEST_15((jacobisvd_thin_full_options())); CALL_SUBTEST_17((jacobisvd_thin_full_options>())); CALL_SUBTEST_19((jacobisvd_thin_full_options>())); CALL_SUBTEST_21((jacobisvd_thin_full_options>())); CALL_SUBTEST_23((jacobisvd_thin_full_options>(Matrix(r, 5)))); CALL_SUBTEST_25((jacobisvd_thin_full_options>(Matrix(5, c)))); CALL_SUBTEST_27((jacobisvd_thin_full_options(MatrixXf(r, c)))); CALL_SUBTEST_29((jacobisvd_thin_full_options(MatrixXcd(r, c)))); CALL_SUBTEST_31((jacobisvd_thin_full_options(MatrixXd(r, c)))); CALL_SUBTEST_33((jacobisvd_thin_full_options>())); CALL_SUBTEST_35((jacobisvd_thin_full_options>())); MatrixXcd noQRTest = MatrixXcd(r, r); CALL_SUBTEST_37((svd_thin_full_option_checks(noQRTest))); CALL_SUBTEST_38(( svd_check_max_size_matrix, ColPivHouseholderQRPreconditioner>( r, c))); CALL_SUBTEST_39( (svd_check_max_size_matrix, HouseholderQRPreconditioner>(r, c))); CALL_SUBTEST_40(( svd_check_max_size_matrix, ColPivHouseholderQRPreconditioner>( r, c))); CALL_SUBTEST_41( (svd_check_max_size_matrix, HouseholderQRPreconditioner>(r, c))); // Test on inf/nan matrix CALL_SUBTEST_42((svd_inf_nan())); CALL_SUBTEST_43((svd_inf_nan())); CALL_SUBTEST_44((jacobisvd_vector_asserts>())); CALL_SUBTEST_45((jacobisvd_vector_asserts>())); CALL_SUBTEST_46((jacobisvd_vector_asserts>(Matrix(r)))); CALL_SUBTEST_47((jacobisvd_vector_asserts>(Matrix(c)))); } CALL_SUBTEST_48((jacobisvd_thin_full_options( MatrixXd(internal::random(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 2), internal::random(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 2))))); CALL_SUBTEST_50((jacobisvd_thin_full_options( MatrixXcd(internal::random(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 3), internal::random(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 3))))); // test matrixbase method CALL_SUBTEST_52((jacobisvd_method())); CALL_SUBTEST_53((jacobisvd_method())); // Test problem size constructors CALL_SUBTEST_54(JacobiSVD(10, 10)); // Check that preallocation avoids subsequent mallocs CALL_SUBTEST_55(svd_preallocate()); CALL_SUBTEST_56(svd_underoverflow()); // Check that the TriangularBase constructor works CALL_SUBTEST_57((svd_triangular_matrix())); CALL_SUBTEST_58((svd_triangular_matrix())); CALL_SUBTEST_59((svd_triangular_matrix>())); msvc_workaround(); }