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ADD: added other eigen lib

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This commit is contained in:
Henry Winkel
2022-12-21 16:19:04 +01:00
parent a570766dc6
commit 9e56c7f2c0
832 changed files with 36586 additions and 20006 deletions
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171
libs/eigen/test/bdcsvd.cpp
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@@ -10,35 +10,27 @@
// 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/
// We explicitly disable deprecated declarations for this set of tests
// because we purposely verify assertions for the deprecated SVD runtime
// option behavior.
#if defined(__GNUC__)
#pragma GCC diagnostic ignored "-Wdeprecated-declarations"
#elif defined(_MSC_VER)
#pragma warning( disable : 4996 )
#endif
// discard stack allocation as that too bypasses malloc
#define EIGEN_STACK_ALLOCATION_LIMIT 0
#define EIGEN_RUNTIME_NO_MALLOC
#include "main.h"
#include <Eigen/SVD>
#include <iostream>
#include <Eigen/LU>
#define SVD_DEFAULT(M) BDCSVD<M>
#define SVD_FOR_MIN_NORM(M) BDCSVD<M>
#define SVD_STATIC_OPTIONS(M, O) BDCSVD<M, O>
#include "svd_common.h"
// Check all variants of JacobiSVD
template<typename MatrixType>
void bdcsvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
{
MatrixType m;
if(pickrandom) {
m.resizeLike(a);
svd_fill_random(m);
}
else
m = a;
CALL_SUBTEST(( svd_test_all_computation_options<BDCSVD<MatrixType> >(m, false) ));
}
template<typename MatrixType>
void bdcsvd_method()
{
@@ -49,70 +41,141 @@ void bdcsvd_method()
VERIFY_IS_APPROX(m.bdcSvd().singularValues(), RealVecType::Ones());
VERIFY_RAISES_ASSERT(m.bdcSvd().matrixU());
VERIFY_RAISES_ASSERT(m.bdcSvd().matrixV());
// Deprecated behavior.
VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).solve(m), m);
VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).transpose().solve(m), m);
VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).adjoint().solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<DisableQRDecomposition>(ComputeFullU|ComputeFullV).solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<DisableQRDecomposition>(ComputeFullU|ComputeFullV).transpose().solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<DisableQRDecomposition>(ComputeFullU|ComputeFullV).adjoint().solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV>().solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV>().transpose().solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV>().adjoint().solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV | DisableQRDecomposition>().solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV | DisableQRDecomposition>().transpose().solve(m), m);
VERIFY_IS_APPROX(m.template bdcSvd<ComputeFullU | ComputeFullV | DisableQRDecomposition>().adjoint().solve(m), m);
}
// compare the Singular values returned with Jacobi and Bdc
template<typename MatrixType>
void compare_bdc_jacobi(const MatrixType& a = MatrixType(), unsigned int computationOptions = 0)
{
MatrixType m = MatrixType::Random(a.rows(), a.cols());
BDCSVD<MatrixType> bdc_svd(m);
template <typename MatrixType>
void compare_bdc_jacobi(const MatrixType& a = MatrixType(), int algoswap = 16, bool random = true) {
MatrixType m = random ? MatrixType::Random(a.rows(), a.cols()) : a;
BDCSVD<MatrixType> bdc_svd(m.rows(), m.cols());
bdc_svd.setSwitchSize(algoswap);
bdc_svd.compute(m);
JacobiSVD<MatrixType> jacobi_svd(m);
VERIFY_IS_APPROX(bdc_svd.singularValues(), jacobi_svd.singularValues());
if(computationOptions & ComputeFullU) VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
if(computationOptions & ComputeThinU) VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
if(computationOptions & ComputeFullV) VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
if(computationOptions & ComputeThinV) VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
}
// Verifies total deflation is **not** triggered.
void compare_bdc_jacobi_instance(bool structure_as_m, int algoswap = 16)
{
MatrixXd m(4, 3);
if (structure_as_m) {
// The first 3 rows are the reduced form of Matrix 1 as shown below, and it
// has nonzero elements in the first column and diagonals only.
m << 1.056293, 0, 0,
-0.336468, 0.907359, 0,
-1.566245, 0, 0.149150,
-0.1, 0, 0;
} else {
// Matrix 1.
m << 0.882336, 18.3914, -26.7921,
-5.58135, 17.1931, -24.0892,
-20.794, 8.68496, -4.83103,
-8.4981, -10.5451, 23.9072;
}
compare_bdc_jacobi(m, algoswap, false);
}
template <typename MatrixType>
void bdcsvd_all_options(const MatrixType& input = MatrixType()) {
MatrixType m(input.rows(), input.cols());
svd_fill_random(m);
svd_option_checks<MatrixType, 0>(m);
}
template <typename MatrixType>
void bdcsvd_verify_assert(const MatrixType& input = MatrixType()) {
svd_verify_assert<MatrixType>(input);
svd_verify_constructor_options_assert<BDCSVD<MatrixType>>(input);
}
EIGEN_DECLARE_TEST(bdcsvd)
{
CALL_SUBTEST_3(( svd_verify_assert<BDCSVD<Matrix3f> >(Matrix3f()) ));
CALL_SUBTEST_4(( svd_verify_assert<BDCSVD<Matrix4d> >(Matrix4d()) ));
CALL_SUBTEST_7(( svd_verify_assert<BDCSVD<MatrixXf> >(MatrixXf(10,12)) ));
CALL_SUBTEST_8(( svd_verify_assert<BDCSVD<MatrixXcd> >(MatrixXcd(7,5)) ));
CALL_SUBTEST_101(( svd_all_trivial_2x2(bdcsvd<Matrix2cd>) ));
CALL_SUBTEST_102(( svd_all_trivial_2x2(bdcsvd<Matrix2d>) ));
CALL_SUBTEST_1((bdcsvd_verify_assert<Matrix3f>()));
CALL_SUBTEST_1((bdcsvd_verify_assert<Matrix4d>()));
CALL_SUBTEST_2((bdcsvd_verify_assert<Matrix<float, 10, 7>>()));
CALL_SUBTEST_2((bdcsvd_verify_assert<Matrix<float, 7, 10>>()));
CALL_SUBTEST_3((bdcsvd_verify_assert<Matrix<std::complex<double>, 6, 9>>()));
for(int i = 0; i < g_repeat; i++) {
CALL_SUBTEST_3(( bdcsvd<Matrix3f>() ));
CALL_SUBTEST_4(( bdcsvd<Matrix4d>() ));
CALL_SUBTEST_5(( bdcsvd<Matrix<float,3,5> >() ));
CALL_SUBTEST_4((svd_all_trivial_2x2(bdcsvd_all_options<Matrix2cd>)));
CALL_SUBTEST_5((svd_all_trivial_2x2(bdcsvd_all_options<Matrix2d>)));
for (int i = 0; i < g_repeat; i++) {
int r = internal::random<int>(1, EIGEN_TEST_MAX_SIZE/2),
c = internal::random<int>(1, EIGEN_TEST_MAX_SIZE/2);
TEST_SET_BUT_UNUSED_VARIABLE(r)
TEST_SET_BUT_UNUSED_VARIABLE(c)
CALL_SUBTEST_6(( bdcsvd(Matrix<double,Dynamic,2>(r,2)) ));
CALL_SUBTEST_7(( bdcsvd(MatrixXf(r,c)) ));
CALL_SUBTEST_7(( compare_bdc_jacobi(MatrixXf(r,c)) ));
CALL_SUBTEST_10(( bdcsvd(MatrixXd(r,c)) ));
CALL_SUBTEST_10(( compare_bdc_jacobi(MatrixXd(r,c)) ));
CALL_SUBTEST_8(( bdcsvd(MatrixXcd(r,c)) ));
CALL_SUBTEST_8(( compare_bdc_jacobi(MatrixXcd(r,c)) ));
CALL_SUBTEST_6((compare_bdc_jacobi<MatrixXf>(MatrixXf(r, c))));
CALL_SUBTEST_7((compare_bdc_jacobi<MatrixXd>(MatrixXd(r, c))));
CALL_SUBTEST_8((compare_bdc_jacobi<MatrixXcd>(MatrixXcd(r, c))));
// Test on inf/nan matrix
CALL_SUBTEST_7( (svd_inf_nan<BDCSVD<MatrixXf>, MatrixXf>()) );
CALL_SUBTEST_10( (svd_inf_nan<BDCSVD<MatrixXd>, MatrixXd>()) );
CALL_SUBTEST_9((svd_inf_nan<MatrixXf>()));
CALL_SUBTEST_10((svd_inf_nan<MatrixXd>()));
// Verify some computations using all combinations of the Options template parameter.
CALL_SUBTEST_11((bdcsvd_all_options<Matrix3f>()));
CALL_SUBTEST_12((bdcsvd_all_options<Matrix<float, 2, 3>>()));
CALL_SUBTEST_13((bdcsvd_all_options<MatrixXd>(MatrixXd(20, 17))));
CALL_SUBTEST_14((bdcsvd_all_options<MatrixXd>(MatrixXd(17, 20))));
CALL_SUBTEST_15((bdcsvd_all_options<Matrix<double, Dynamic, 15>>(Matrix<double, Dynamic, 15>(r, 15))));
CALL_SUBTEST_16((bdcsvd_all_options<Matrix<double, 13, Dynamic>>(Matrix<double, 13, Dynamic>(13, c))));
CALL_SUBTEST_17((bdcsvd_all_options<MatrixXf>(MatrixXf(r, c))));
CALL_SUBTEST_18((bdcsvd_all_options<MatrixXcd>(MatrixXcd(r, c))));
CALL_SUBTEST_19((bdcsvd_all_options<MatrixXd>(MatrixXd(r, c))));
CALL_SUBTEST_20((bdcsvd_all_options<Matrix<double, Dynamic, Dynamic, RowMajor>>(Matrix<double, Dynamic, Dynamic, RowMajor>(20, 27))));
CALL_SUBTEST_21((bdcsvd_all_options<Matrix<double, Dynamic, Dynamic, RowMajor>>(Matrix<double, Dynamic, Dynamic, RowMajor>(27, 20))));
CALL_SUBTEST_22((
svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, ColMajor, 20, 35>, ColPivHouseholderQRPreconditioner>(
r, c)));
CALL_SUBTEST_22(
(svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, ColMajor, 35, 20>, HouseholderQRPreconditioner>(r,
c)));
CALL_SUBTEST_22((
svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, RowMajor, 20, 35>, ColPivHouseholderQRPreconditioner>(
r, c)));
CALL_SUBTEST_22(
(svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, RowMajor, 35, 20>, HouseholderQRPreconditioner>(r,
c)));
}
// test matrixbase method
CALL_SUBTEST_1(( bdcsvd_method<Matrix2cd>() ));
CALL_SUBTEST_3(( bdcsvd_method<Matrix3f>() ));
CALL_SUBTEST_23(( bdcsvd_method<Matrix2cd>() ));
CALL_SUBTEST_23(( bdcsvd_method<Matrix3f>() ));
// Test problem size constructors
CALL_SUBTEST_7( BDCSVD<MatrixXf>(10,10) );
CALL_SUBTEST_24( BDCSVD<MatrixXf>(10,10) );
// Check that preallocation avoids subsequent mallocs
// Disabled because not supported by BDCSVD
// CALL_SUBTEST_9( svd_preallocate<void>() );
CALL_SUBTEST_2( svd_underoverflow<void>() );
}
CALL_SUBTEST_25( svd_underoverflow<void>() );
// Without total deflation issues.
CALL_SUBTEST_26(( compare_bdc_jacobi_instance(true) ));
CALL_SUBTEST_26(( compare_bdc_jacobi_instance(false) ));
// With total deflation issues before, when it shouldn't be triggered.
CALL_SUBTEST_27(( compare_bdc_jacobi_instance(true, 3) ));
CALL_SUBTEST_27(( compare_bdc_jacobi_instance(false, 3) ));
}