// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009-2014 Gael Guennebaud // // 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 #define EIGEN_RUNTIME_NO_MALLOC #include "main.h" template EIGEN_DONT_INLINE T copy(const T& x) { return x; } struct StableNormCountingOp { explicit StableNormCountingOp(Index* counter) : count(counter) {} EIGEN_DONT_INLINE double operator()(Index index) const { ++*count; return double(index + 1); } Index* count; }; template void stable_norm(const MatrixType& m) { /* this test covers the following files: StableNorm.h */ using std::abs; using std::sqrt; typedef typename MatrixType::Scalar Scalar; typedef typename NumTraits::Real RealScalar; bool complex_real_product_ok = true; // Check the basic machine-dependent constants. { int ibeta, it, iemin, iemax; ibeta = std::numeric_limits::radix; // base for floating-point numbers it = std::numeric_limits::digits; // number of base-beta digits in mantissa iemin = std::numeric_limits::min_exponent; // minimum exponent iemax = std::numeric_limits::max_exponent; // maximum exponent VERIFY((!(iemin > 1 - 2 * it || 1 + it > iemax || (it == 2 && ibeta < 5) || (it <= 4 && ibeta <= 3) || it < 2)) && "the stable norm algorithm cannot be guaranteed on this computer"); Scalar inf = std::numeric_limits::infinity(); if (NumTraits::IsComplex && (numext::isnan)(inf * RealScalar(1))) { complex_real_product_ok = false; static bool first = true; if (first) std::cerr << "WARNING: compiler mess up complex*real product, " << inf << " * " << 1.0 << " = " << inf * RealScalar(1) << std::endl; first = false; } } Index rows = m.rows(); Index cols = m.cols(); // Get a random factor bounded away from zero: |factor| >= 0.1. Scalar factor = internal::random(Scalar(RealScalar(0.1)), Scalar(RealScalar(1))); Scalar big = factor * ((std::numeric_limits::max)() * RealScalar(1e-4)); factor = internal::random(Scalar(RealScalar(0.1)), Scalar(RealScalar(1))); Scalar small = factor * ((std::numeric_limits::min)() * RealScalar(1e4)); Scalar one(1); MatrixType vzero = MatrixType::Zero(rows, cols), vrand = MatrixType::Random(rows, cols), vbig(rows, cols), vsmall(rows, cols); vbig.fill(big); vsmall.fill(small); VERIFY_IS_MUCH_SMALLER_THAN(vzero.norm(), static_cast(1)); VERIFY_IS_APPROX(vrand.stableNorm(), vrand.norm()); VERIFY_IS_APPROX(vrand.blueNorm(), vrand.norm()); VERIFY_IS_APPROX(vrand.hypotNorm(), vrand.norm()); // test with expressions as input VERIFY_IS_APPROX((one * vrand).stableNorm(), vrand.norm()); VERIFY_IS_APPROX((one * vrand).blueNorm(), vrand.norm()); VERIFY_IS_APPROX((one * vrand).hypotNorm(), vrand.norm()); VERIFY_IS_APPROX((one * vrand + one * vrand - one * vrand).stableNorm(), vrand.norm()); VERIFY_IS_APPROX((one * vrand + one * vrand - one * vrand).blueNorm(), vrand.norm()); VERIFY_IS_APPROX((one * vrand + one * vrand - one * vrand).hypotNorm(), vrand.norm()); RealScalar size = static_cast(m.size()); // test numext::isfinite VERIFY(!(numext::isfinite)(std::numeric_limits::infinity())); VERIFY(!(numext::isfinite)(sqrt(-abs(big)))); // test overflow VERIFY((numext::isfinite)(sqrt(size) * abs(big))); VERIFY_IS_NOT_APPROX(sqrt(copy(vbig.squaredNorm())), abs(sqrt(size) * big)); // here the default norm must fail VERIFY_IS_APPROX(vbig.stableNorm(), sqrt(size) * abs(big)); VERIFY_IS_APPROX(vbig.blueNorm(), sqrt(size) * abs(big)); VERIFY_IS_APPROX(vbig.hypotNorm(), sqrt(size) * abs(big)); // test underflow VERIFY((numext::isfinite)(sqrt(size) * abs(small))); VERIFY_IS_NOT_APPROX(sqrt(copy(vsmall.squaredNorm())), abs(sqrt(size) * small)); // here the default norm must fail VERIFY_IS_APPROX(vsmall.stableNorm(), sqrt(size) * abs(small)); VERIFY_IS_APPROX(vsmall.blueNorm(), sqrt(size) * abs(small)); VERIFY_IS_APPROX(vsmall.hypotNorm(), sqrt(size) * abs(small)); // Test compilation of cwise() version VERIFY_IS_APPROX(vrand.colwise().stableNorm(), vrand.colwise().norm()); VERIFY_IS_APPROX(vrand.colwise().blueNorm(), vrand.colwise().norm()); VERIFY_IS_APPROX(vrand.colwise().hypotNorm(), vrand.colwise().norm()); VERIFY_IS_APPROX(vrand.rowwise().stableNorm(), vrand.rowwise().norm()); VERIFY_IS_APPROX(vrand.rowwise().blueNorm(), vrand.rowwise().norm()); VERIFY_IS_APPROX(vrand.rowwise().hypotNorm(), vrand.rowwise().norm()); // test NaN, +inf, -inf MatrixType v; Index i = internal::random(0, rows - 1); Index j = internal::random(0, cols - 1); // NaN { v = vrand; v(i, j) = std::numeric_limits::quiet_NaN(); VERIFY(!(numext::isfinite)(v.squaredNorm())); VERIFY((numext::isnan)(v.squaredNorm())); VERIFY(!(numext::isfinite)(v.norm())); VERIFY((numext::isnan)(v.norm())); VERIFY(!(numext::isfinite)(v.stableNorm())); VERIFY((numext::isnan)(v.stableNorm())); VERIFY(!(numext::isfinite)(v.blueNorm())); VERIFY((numext::isnan)(v.blueNorm())); VERIFY(!(numext::isfinite)(v.hypotNorm())); VERIFY((numext::isnan)(v.hypotNorm())); } // +inf { v = vrand; v(i, j) = std::numeric_limits::infinity(); VERIFY(!(numext::isfinite)(v.squaredNorm())); VERIFY(isPlusInf(v.squaredNorm())); VERIFY(!(numext::isfinite)(v.norm())); VERIFY(isPlusInf(v.norm())); VERIFY(!(numext::isfinite)(v.stableNorm())); if (complex_real_product_ok) { VERIFY(isPlusInf(v.stableNorm())); } VERIFY(!(numext::isfinite)(v.blueNorm())); VERIFY(isPlusInf(v.blueNorm())); VERIFY(!(numext::isfinite)(v.hypotNorm())); VERIFY(isPlusInf(v.hypotNorm())); } // -inf { v = vrand; v(i, j) = -std::numeric_limits::infinity(); VERIFY(!(numext::isfinite)(v.squaredNorm())); VERIFY(isPlusInf(v.squaredNorm())); VERIFY(!(numext::isfinite)(v.norm())); VERIFY(isPlusInf(v.norm())); VERIFY(!(numext::isfinite)(v.stableNorm())); if (complex_real_product_ok) { VERIFY(isPlusInf(v.stableNorm())); } VERIFY(!(numext::isfinite)(v.blueNorm())); VERIFY(isPlusInf(v.blueNorm())); VERIFY(!(numext::isfinite)(v.hypotNorm())); VERIFY(isPlusInf(v.hypotNorm())); } // mix { Index i2 = internal::random(0, rows - 1); Index j2 = internal::random(0, cols - 1); v = vrand; v(i, j) = -std::numeric_limits::infinity(); v(i2, j2) = std::numeric_limits::quiet_NaN(); VERIFY(!(numext::isfinite)(v.squaredNorm())); VERIFY((numext::isnan)(v.squaredNorm())); VERIFY(!(numext::isfinite)(v.norm())); VERIFY((numext::isnan)(v.norm())); VERIFY(!(numext::isfinite)(v.stableNorm())); VERIFY((numext::isnan)(v.stableNorm())); VERIFY(!(numext::isfinite)(v.blueNorm())); VERIFY((numext::isnan)(v.blueNorm())); if (i2 != i || j2 != j) { // hypot propagates inf over NaN. VERIFY(!(numext::isfinite)(v.hypotNorm())); VERIFY((numext::isinf)(v.hypotNorm())); } else { // inf is overwritten by NaN, expect norm to be NaN. VERIFY(!(numext::isfinite)(v.hypotNorm())); VERIFY((numext::isnan)(v.hypotNorm())); } } // stableNormalize[d] { VERIFY_IS_APPROX(vrand.stableNormalized(), vrand.normalized()); MatrixType vcopy(vrand); vcopy.stableNormalize(); VERIFY_IS_APPROX(vcopy, vrand.normalized()); VERIFY_IS_APPROX((vrand.stableNormalized()).norm(), RealScalar(1)); VERIFY_IS_APPROX(vcopy.norm(), RealScalar(1)); VERIFY_IS_APPROX((vbig.stableNormalized()).norm(), RealScalar(1)); VERIFY_IS_APPROX((vsmall.stableNormalized()).norm(), RealScalar(1)); RealScalar big_scaling = ((std::numeric_limits::max)() * RealScalar(1e-4)); VERIFY_IS_APPROX(vbig / big_scaling, (vbig.stableNorm() * vbig.stableNormalized()).eval() / big_scaling); VERIFY_IS_APPROX(vsmall, vsmall.stableNorm() * vsmall.stableNormalized()); } } void test_empty() { Eigen::VectorXf empty(0); VERIFY_IS_EQUAL(empty.stableNorm(), 0.0f); } template void stable_normalize_extremes() { typedef Matrix Vector2; typedef Matrix VectorX; typedef Matrix MatrixX; using std::signbit; using std::sqrt; const RealScalar highest = (std::numeric_limits::max)(); const RealScalar denorm = std::numeric_limits::denorm_min(); const RealScalar infinity = std::numeric_limits::infinity(); const RealScalar nan = std::numeric_limits::quiet_NaN(); const RealScalar inv_sqrt_two = RealScalar(1) / sqrt(RealScalar(2)); { const Vector2 input = Vector2::Constant(highest); const Vector2 expected = Vector2::Constant(inv_sqrt_two); VERIFY_IS_APPROX(input.stableNormalized(), expected); Vector2 actual = input; actual.stableNormalize(); VERIFY_IS_APPROX(actual, expected); VERIFY_IS_APPROX(actual.norm(), RealScalar(1)); } { Vector2 input; input << highest, highest / RealScalar(2); Vector2 expected; expected << RealScalar(1), RealScalar(0.5); expected.normalize(); VERIFY_IS_APPROX(input.stableNormalized(), expected); input.stableNormalize(); VERIFY_IS_APPROX(input, expected); } // For 32-bit ARM, the vectorized reductions flush single-precision subnormals to zero // (FTZ), so stableNormalize cannot distinguish this input from zero and, per its // contract for zero vectors, returns it unchanged. constexpr bool subnormals_flushed = EIGEN_ARCH_ARM != 0 && sizeof(RealScalar) == 4; if (std::numeric_limits::has_denorm == std::denorm_present && denorm > RealScalar(0) && !subnormals_flushed) { const Vector2 input = Vector2::Constant(denorm); const Vector2 expected = Vector2::Constant(inv_sqrt_two); VERIFY_IS_APPROX(input.stableNormalized(), expected); Vector2 actual = input; actual.stableNormalize(); VERIFY_IS_APPROX(actual, expected); VERIFY_IS_APPROX(actual.norm(), RealScalar(1)); } { Vector2 zero; zero << RealScalar(0), -RealScalar(0); const Vector2 normalized = zero.stableNormalized(); VERIFY_IS_EQUAL(normalized(0), RealScalar(0)); VERIFY_IS_EQUAL(normalized(1), -RealScalar(0)); VERIFY(!signbit(normalized(0))); VERIFY(signbit(normalized(1))); zero.stableNormalize(); VERIFY(!signbit(zero(0))); VERIFY(signbit(zero(1))); } { Vector2 input; input << infinity, RealScalar(1); const Vector2 normalized = input.stableNormalized(); VERIFY(isPlusInf(normalized(0))); VERIFY_IS_EQUAL(normalized(1), RealScalar(1)); input.stableNormalize(); VERIFY(isPlusInf(input(0))); VERIFY_IS_EQUAL(input(1), RealScalar(1)); } { Vector2 input; input << nan, RealScalar(1); const Vector2 normalized = input.stableNormalized(); VERIFY((numext::isnan)(normalized(0))); VERIFY_IS_EQUAL(normalized(1), RealScalar(1)); input.stableNormalize(); VERIFY((numext::isnan)(input(0))); VERIFY_IS_EQUAL(input(1), RealScalar(1)); } { Vector2 input; input << RealScalar(1), nan; const Vector2 normalized = input.stableNormalized(); VERIFY_IS_EQUAL(normalized(0), RealScalar(1)); VERIFY((numext::isnan)(normalized(1))); input.stableNormalize(); VERIFY_IS_EQUAL(input(0), RealScalar(1)); VERIFY((numext::isnan)(input(1))); } { VectorX empty_vector(0); VERIFY_IS_EQUAL(empty_vector.stableNormalized().size(), 0); empty_vector.stableNormalize(); VERIFY_IS_EQUAL(empty_vector.size(), 0); MatrixX empty_rows(0, 3); MatrixX empty_cols(3, 0); VERIFY_IS_EQUAL(empty_rows.stableNormalized().size(), 0); VERIFY_IS_EQUAL(empty_cols.stableNormalized().size(), 0); empty_rows.stableNormalize(); empty_cols.stableNormalize(); VERIFY_IS_EQUAL(empty_rows.rows(), 0); VERIFY_IS_EQUAL(empty_rows.cols(), 3); VERIFY_IS_EQUAL(empty_cols.rows(), 3); VERIFY_IS_EQUAL(empty_cols.cols(), 0); VERIFY_IS_EQUAL(empty_rows.blueNorm(), RealScalar(0)); VERIFY_IS_EQUAL(empty_cols.blueNorm(), RealScalar(0)); VERIFY_IS_EQUAL(empty_rows.hypotNorm(), RealScalar(0)); VERIFY_IS_EQUAL(empty_cols.hypotNorm(), RealScalar(0)); } } template void stable_normalize_complex_extremes() { typedef std::complex Complex; typedef Matrix VectorX; using std::sqrt; const RealScalar highest = (std::numeric_limits::max)(); const RealScalar denorm = std::numeric_limits::denorm_min(); const RealScalar inv_sqrt_two = RealScalar(1) / sqrt(RealScalar(2)); { VectorX input(1); input(0) = Complex(highest, highest); const Complex expected(inv_sqrt_two, inv_sqrt_two); const VectorX normalized = input.stableNormalized(); VERIFY_IS_APPROX(normalized(0), expected); input.stableNormalize(); VERIFY_IS_APPROX(input(0), expected); VERIFY_IS_APPROX(input.norm(), RealScalar(1)); } if (std::numeric_limits::has_denorm == std::denorm_present && denorm > RealScalar(0)) { VectorX input(1); input(0) = Complex(denorm, -denorm); const Complex expected(inv_sqrt_two, -inv_sqrt_two); VERIFY_IS_APPROX(input.stableNormalized()(0), expected); input.stableNormalize(); VERIFY_IS_APPROX(input(0), expected); } } template void stable_norm_extreme_cross_product() { typedef Matrix Vector2; using std::sqrt; const RealScalar denorm = std::numeric_limits::denorm_min(); const RealScalar smallest = (std::numeric_limits::min)(); const RealScalar highest = (std::numeric_limits::max)(); const RealScalar epsilon = NumTraits::epsilon(); const RealScalar values[] = {RealScalar(0), denorm, smallest, sqrt(smallest), epsilon, RealScalar(1), RealScalar(1) / epsilon, sqrt(highest) / RealScalar(2), highest / RealScalar(2), highest}; const int value_count = int(sizeof(values) / sizeof(values[0])); for (int i = 0; i < value_count; ++i) { for (int j = 0; j < value_count; ++j) { Vector2 input; input << values[i], values[j]; const RealScalar reference = numext::hypot(values[i], values[j]); if ((numext::isinf)(reference)) { VERIFY(isPlusInf(input.stableNorm())); VERIFY(isPlusInf(input.blueNorm())); VERIFY(isPlusInf(input.hypotNorm())); } else { VERIFY_IS_APPROX(input.stableNorm(), reference); VERIFY_IS_APPROX(input.blueNorm(), reference); VERIFY_IS_APPROX(input.hypotNorm(), reference); } } } } template void stable_norm_mixed_underflow() { typedef Matrix VectorX; using std::abs; using std::sqrt; if (std::numeric_limits::has_denorm != std::denorm_present) return; const Index size = 4096; const RealScalar large = sqrt((std::numeric_limits::min)()); const RealScalar small = sqrt(std::numeric_limits::denorm_min()) * RealScalar(0.5); VectorX input = VectorX::Constant(size, small); input(0) = large; const RealScalar reference = numext::hypot(large, sqrt(RealScalar(size - 1)) * small); const RealScalar relative_error = abs(input.stableNorm() - reference) / reference; // Leave room for the SIMD reduction order while still detecting the roughly // 512-epsilon loss caused by squaring this block without scaling. const RealScalar tolerance = RealScalar(128) * NumTraits::epsilon(); VERIFY(relative_error <= tolerance); } template void stable_norm_denormal_rounding() { typedef Matrix Vector2; const RealScalar denorm = std::numeric_limits::denorm_min(); if (std::numeric_limits::has_denorm != std::denorm_present || !(denorm > RealScalar(0))) return; // sqrt(2) * denorm_min rounds back to denorm_min. An approximate check at // this scale can accept zero because its own error calculation underflows. const Vector2 input = Vector2::Constant(denorm); VERIFY_IS_EQUAL(input.stableNorm(), denorm); VERIFY_IS_EQUAL(input.blueNorm(), denorm); VERIFY_IS_EQUAL(input.hypotNorm(), denorm); } template void stable_norm_low_precision() { typedef Matrix VectorX; using std::abs; using std::sqrt; const Index size = 65536; const Scalar value(0.001f); const float value_as_float = static_cast(value); const float reference = sqrt(static_cast(size)) * abs(value_as_float); const float relative_tolerance = 8.0f * static_cast(NumTraits::epsilon()); VectorX input = VectorX::Constant(size, value); const float stable_norm = static_cast(input.stableNorm()); const float blue_norm = static_cast(input.blueNorm()); const float hypot_norm = static_cast(input.hypotNorm()); VERIFY(abs(stable_norm - reference) <= relative_tolerance * reference); VERIFY(abs(blue_norm - reference) <= relative_tolerance * reference); VERIFY(abs(hypot_norm - reference) <= relative_tolerance * reference); const VectorX normalized = input.stableNormalized(); const float promoted_norm = normalized.template cast().norm(); VERIFY(abs(promoted_norm - 1.0f) <= relative_tolerance); input.stableNormalize(); const float promoted_in_place_norm = input.template cast().norm(); VERIFY(abs(promoted_in_place_norm - 1.0f) <= relative_tolerance); } template void stable_norm_complex_low_precision() { typedef std::complex Complex; typedef Matrix Vector1; using std::abs; Vector1 input; input(0) = Complex(RealScalar(3), RealScalar(4)); const float tolerance = 8.0f * static_cast(NumTraits::epsilon()); const Complex normalized = input.stableNormalized()(0); VERIFY(abs(static_cast(normalized.real()) - 0.6f) <= tolerance); VERIFY(abs(static_cast(normalized.imag()) - 0.8f) <= tolerance); input.stableNormalize(); VERIFY(abs(static_cast(input(0).real()) - 0.6f) <= tolerance); VERIFY(abs(static_cast(input(0).imag()) - 0.8f) <= tolerance); } void stable_normalize_promoted_factor() { typedef Matrix VectorX; using std::abs; // The combined normalization factor is just below half's first subnormal, // while every final coefficient is representable. Applying the factor in // float before converting each result must therefore not produce zeros. const Index size = 4194305; const half value(16384.0f); const float tolerance = 8.0f * static_cast(NumTraits::epsilon()); VectorX input = VectorX::Constant(size, value); const VectorX normalized = input.stableNormalized(); VERIFY(static_cast(normalized(0)) > 0.0f); VERIFY(abs(normalized.template cast().norm() - 1.0f) <= tolerance); input.stableNormalize(); VERIFY(static_cast(input(0)) > 0.0f); VERIFY(abs(input.template cast().norm() - 1.0f) <= tolerance); } void stable_normalize_no_malloc() { VectorXd input = VectorXd::Constant(2, (std::numeric_limits::max)()); const Vector2d expected = Vector2d::Constant(1.0 / std::sqrt(2.0)); internal::set_is_malloc_allowed(false); input.stableNormalize(); internal::set_is_malloc_allowed(true); VERIFY_IS_APPROX(input, expected); } void stable_norm_expression_and_stride() { const Index size = 31; Index evaluation_count = 0; const auto expression = VectorXd::NullaryExpr(size, StableNormCountingOp(&evaluation_count)); const double expected = std::sqrt(double(size) * double(size + 1) * double(2 * size + 1) / 6.0); VERIFY_IS_APPROX(expression.stableNorm(), expected); VERIFY_IS_EQUAL(evaluation_count, size); evaluation_count = 0; const VectorXd expression_normalized = expression.stableNormalized(); VERIFY_IS_APPROX(expression_normalized.norm(), 1.0); VERIFY_IS_EQUAL(evaluation_count, size); VectorXd storage = VectorXd::Zero(2 * size); for (Index i = 0; i < size; ++i) storage(2 * i) = double(i + 1); typedef InnerStride VectorStride; Map strided(storage.data(), size, VectorStride(2)); VERIFY_IS_APPROX(strided.stableNorm(), expected); strided.stableNormalize(); VERIFY_IS_APPROX(strided.norm(), 1.0); for (Index i = 0; i < size; ++i) VERIFY_IS_EQUAL(storage(2 * i + 1), 0.0); RowVectorXd packed_storage = RowVectorXd::LinSpaced(size, 1.0, double(size)); Map runtime_packed(packed_storage.data(), size, VectorStride(1)); VERIFY_IS_APPROX(runtime_packed.stableNorm(), expected); const RowVectorXd normalized = runtime_packed.stableNormalized(); VERIFY_IS_EQUAL(normalized.rows(), 1); VERIFY_IS_EQUAL(normalized.cols(), size); VERIFY_IS_APPROX(normalized.norm(), 1.0); runtime_packed.stableNormalize(); VERIFY_IS_APPROX(runtime_packed.norm(), 1.0); // Flattening must preserve total size for fixed rows and multi-column matrices. typedef Matrix FixedRowVector; FixedRowVector fixed_row_storage; fixed_row_storage << 1.0, 2.0, 3.0, 4.0; Map fixed_row(fixed_row_storage.data(), VectorStride(1)); const double fixed_row_norm = std::sqrt(30.0); const FixedRowVector expected_fixed_row = fixed_row_storage / fixed_row_norm; VERIFY_IS_APPROX(fixed_row.stableNorm(), fixed_row_norm); const FixedRowVector fixed_row_normalized = fixed_row.stableNormalized(); VERIFY_IS_APPROX(fixed_row_normalized, expected_fixed_row); VERIFY_IS_APPROX(fixed_row_normalized.norm(), 1.0); fixed_row.stableNormalize(); VERIFY_IS_APPROX(fixed_row, expected_fixed_row); VERIFY_IS_APPROX(fixed_row.norm(), 1.0); typedef Stride MatrixStride; typedef Matrix FixedMatrix; FixedMatrix fixed_matrix_storage; fixed_matrix_storage << 1.0, 2.0, 3.0, 4.0, 5.0, 6.0; Map fixed_matrix(fixed_matrix_storage.data(), MatrixStride(FixedMatrix::RowsAtCompileTime, 1)); const double fixed_matrix_norm = std::sqrt(91.0); const FixedMatrix expected_fixed_matrix = fixed_matrix_storage / fixed_matrix_norm; VERIFY_IS_APPROX(fixed_matrix.stableNorm(), fixed_matrix_norm); const FixedMatrix fixed_matrix_normalized = fixed_matrix.stableNormalized(); VERIFY_IS_APPROX(fixed_matrix_normalized, expected_fixed_matrix); VERIFY_IS_APPROX(fixed_matrix_normalized.norm(), 1.0); fixed_matrix.stableNormalize(); VERIFY_IS_APPROX(fixed_matrix, expected_fixed_matrix); VERIFY_IS_APPROX(fixed_matrix.norm(), 1.0); const double padding_value = 42.0; VectorXd matrix_storage = VectorXd::Constant(20, padding_value); Map, Unaligned, MatrixStride> gapped_matrix(matrix_storage.data(), 3, 4, MatrixStride(5, 1)); gapped_matrix.setRandom(); VERIFY_IS_APPROX(gapped_matrix.stableNorm(), gapped_matrix.norm()); MatrixXd packed_matrix = gapped_matrix; VERIFY_IS_APPROX(gapped_matrix.stableNormalized(), packed_matrix.stableNormalized()); gapped_matrix.stableNormalize(); packed_matrix.stableNormalize(); VERIFY_IS_APPROX(gapped_matrix, packed_matrix); for (Index outer = 0; outer < gapped_matrix.outerSize(); ++outer) { for (Index inner = gapped_matrix.innerSize(); inner < gapped_matrix.outerStride(); ++inner) { VERIFY_IS_EQUAL(matrix_storage(outer * gapped_matrix.outerStride() + inner), padding_value); } } } template void test_hypot() { typedef typename NumTraits::Real RealScalar; // Get a random factor bounded away from zero: |factor| >= 0.1. Scalar factor = internal::random(Scalar(RealScalar(0.1)), Scalar(RealScalar(1))); Scalar big = factor * ((std::numeric_limits::max)() * RealScalar(1e-4)); factor = internal::random(Scalar(RealScalar(0.1)), Scalar(RealScalar(1))); Scalar small = factor * ((std::numeric_limits::min)() * RealScalar(1e4)); Scalar one(1), zero(0), sqrt2(std::sqrt(2)), nan(std::numeric_limits::quiet_NaN()); Scalar a = internal::random(-1, 1); Scalar b = internal::random(-1, 1); VERIFY_IS_APPROX(numext::hypot(a, b), std::sqrt(numext::abs2(a) + numext::abs2(b))); VERIFY_IS_EQUAL(numext::hypot(zero, zero), zero); VERIFY_IS_APPROX(numext::hypot(one, one), sqrt2); VERIFY_IS_APPROX(numext::hypot(big, big), sqrt2 * numext::abs(big)); VERIFY_IS_APPROX(numext::hypot(small, small), sqrt2 * numext::abs(small)); VERIFY_IS_APPROX(numext::hypot(small, big), numext::abs(big)); VERIFY((numext::isnan)(numext::hypot(nan, a))); VERIFY((numext::isnan)(numext::hypot(a, nan))); } template void stable_norm_complex_infinity() { typedef typename NumTraits::Real RealScalar; typedef Matrix VecType; const RealScalar inf = std::numeric_limits::infinity(); const Scalar finite(RealScalar(3), RealScalar(-4)); const Scalar both_inf(inf, inf); const Scalar real_inf(inf, RealScalar(1)); const Scalar imag_inf(RealScalar(1), -inf); VERIFY(isPlusInf(numext::abs(both_inf))); VERIFY(isPlusInf(numext::abs(real_inf))); VERIFY(isPlusInf(numext::abs(imag_inf))); VERIFY(isPlusInf(numext::hypot(both_inf, finite))); VecType v(4); v << both_inf, finite, real_inf, imag_inf; VERIFY(isPlusInf(v.cwiseAbs().maxCoeff())); VERIFY(isPlusInf(v.stableNorm())); VERIFY(isPlusInf(v.blueNorm())); VERIFY(isPlusInf(v.hypotNorm())); } // Test stableNorm at the 4096-element block boundary. // stable_norm_impl_inner_step processes vectors in blocks of 4096. // Sizes near this boundary exercise the transition between full blocks // and the remainder tail, including scale propagation across blocks. template void stable_norm_block_boundary() { using std::abs; using std::sqrt; typedef typename NumTraits::Real RealScalar; typedef Matrix VecType; // Test sizes around the 4096 block boundary. const Index sizes[] = {4095, 4096, 4097, 8191, 8192, 8193, 12288}; for (int si = 0; si < 7; ++si) { Index n = sizes[si]; VecType v = VecType::Random(n); VERIFY_IS_APPROX(v.stableNorm(), v.norm()); VERIFY_IS_APPROX(v.blueNorm(), v.norm()); } // Test scale transitions across blocks: first block has tiny values, // second block has huge values. This exercises the scale/invScale // update logic when maxCoeff > scale in stable_norm_kernel. { RealScalar tiny = (std::numeric_limits::min)() * RealScalar(1e4); RealScalar huge_val = (std::numeric_limits::max)() * RealScalar(1e-4); Index n = 8192; VecType v(n); // First 4096 elements: tiny. Second 4096 elements: huge. v.head(4096).setConstant(Scalar(tiny)); v.tail(4096).setConstant(Scalar(huge_val)); // The huge part dominates, so the expected norm is sqrt(4096)*huge_val. RealScalar expected = sqrt(RealScalar(4096)) * abs(huge_val); VERIFY_IS_APPROX(v.stableNorm(), expected); VERIFY_IS_APPROX(v.blueNorm(), expected); } // Reverse: first block huge, second block tiny. { RealScalar tiny = (std::numeric_limits::min)() * RealScalar(1e4); RealScalar huge_val = (std::numeric_limits::max)() * RealScalar(1e-4); Index n = 8192; VecType v(n); v.head(4096).setConstant(Scalar(huge_val)); v.tail(4096).setConstant(Scalar(tiny)); RealScalar expected = sqrt(RealScalar(4096)) * abs(huge_val); VERIFY_IS_APPROX(v.stableNorm(), expected); VERIFY_IS_APPROX(v.blueNorm(), expected); } // Matrix version: columns with different magnitudes. // Scale must propagate correctly across columns. { RealScalar tiny = (std::numeric_limits::min)() * RealScalar(1e4); RealScalar huge_val = (std::numeric_limits::max)() * RealScalar(1e-4); typedef Matrix MatType; MatType m(100, 2); m.col(0).setConstant(Scalar(tiny)); m.col(1).setConstant(Scalar(huge_val)); RealScalar expected = sqrt(RealScalar(100)) * abs(huge_val); VERIFY_IS_APPROX(m.stableNorm(), expected); VERIFY_IS_APPROX(m.blueNorm(), expected); } } EIGEN_DECLARE_TEST(stable_norm) { CALL_SUBTEST_1(test_empty()); for (int i = 0; i < g_repeat; i++) { CALL_SUBTEST_3(test_hypot()); CALL_SUBTEST_4(test_hypot()); CALL_SUBTEST_5(test_hypot >()); CALL_SUBTEST_6(test_hypot >()); CALL_SUBTEST_1(stable_norm(Matrix())); CALL_SUBTEST_2(stable_norm(Vector4d())); CALL_SUBTEST_3(stable_norm(VectorXd(internal::random(10, 2000)))); CALL_SUBTEST_3(stable_norm(MatrixXd(internal::random(10, 200), internal::random(10, 200)))); CALL_SUBTEST_4(stable_norm(VectorXf(internal::random(10, 2000)))); CALL_SUBTEST_5(stable_norm(VectorXcd(internal::random(10, 2000)))); CALL_SUBTEST_6(stable_norm(VectorXcf(internal::random(10, 2000)))); } // Block boundary and scale transition tests (deterministic, outside g_repeat). CALL_SUBTEST_7(stable_norm_block_boundary()); CALL_SUBTEST_7(stable_norm_block_boundary()); CALL_SUBTEST_8(stable_norm_complex_infinity >()); CALL_SUBTEST_8(stable_norm_complex_infinity >()); CALL_SUBTEST_9(stable_normalize_extremes()); CALL_SUBTEST_9(stable_normalize_extremes()); CALL_SUBTEST_10(stable_normalize_complex_extremes()); CALL_SUBTEST_10(stable_normalize_complex_extremes()); CALL_SUBTEST_11(stable_norm_extreme_cross_product()); CALL_SUBTEST_11(stable_norm_extreme_cross_product()); CALL_SUBTEST_11(stable_norm_mixed_underflow()); CALL_SUBTEST_11(stable_norm_mixed_underflow()); CALL_SUBTEST_11(stable_norm_denormal_rounding()); CALL_SUBTEST_11(stable_norm_denormal_rounding()); CALL_SUBTEST_12(stable_norm_low_precision()); CALL_SUBTEST_12(stable_norm_low_precision()); CALL_SUBTEST_12(stable_norm_complex_low_precision()); CALL_SUBTEST_12(stable_norm_complex_low_precision()); CALL_SUBTEST_12(stable_normalize_promoted_factor()); CALL_SUBTEST_13(stable_norm_expression_and_stride()); CALL_SUBTEST_13(stable_normalize_no_malloc()); }