60 lines
2.2 KiB
C++
60 lines
2.2 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
|
|
// for linear algebra.
|
|
//
|
|
// Copyright (C) 2012 Gael Guennebaud <gael.guennebaud@inria.fr>
|
|
//
|
|
// 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/.
|
|
|
|
#include "main.h"
|
|
#include <limits>
|
|
#include <Eigen/Eigenvalues>
|
|
|
|
template<typename MatrixType> void generalized_eigensolver_real(const MatrixType& m)
|
|
{
|
|
typedef typename MatrixType::Index Index;
|
|
/* this test covers the following files:
|
|
GeneralizedEigenSolver.h
|
|
*/
|
|
Index rows = m.rows();
|
|
Index cols = m.cols();
|
|
|
|
typedef typename MatrixType::Scalar Scalar;
|
|
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
|
|
|
|
MatrixType a = MatrixType::Random(rows,cols);
|
|
MatrixType b = MatrixType::Random(rows,cols);
|
|
MatrixType a1 = MatrixType::Random(rows,cols);
|
|
MatrixType b1 = MatrixType::Random(rows,cols);
|
|
MatrixType spdA = a.adjoint() * a + a1.adjoint() * a1;
|
|
MatrixType spdB = b.adjoint() * b + b1.adjoint() * b1;
|
|
|
|
// lets compare to GeneralizedSelfAdjointEigenSolver
|
|
GeneralizedSelfAdjointEigenSolver<MatrixType> symmEig(spdA, spdB);
|
|
GeneralizedEigenSolver<MatrixType> eig(spdA, spdB);
|
|
|
|
VERIFY_IS_EQUAL(eig.eigenvalues().imag().cwiseAbs().maxCoeff(), 0);
|
|
|
|
VectorType realEigenvalues = eig.eigenvalues().real();
|
|
std::sort(realEigenvalues.data(), realEigenvalues.data()+realEigenvalues.size());
|
|
VERIFY_IS_APPROX(realEigenvalues, symmEig.eigenvalues());
|
|
}
|
|
|
|
void test_eigensolver_generalized_real()
|
|
{
|
|
for(int i = 0; i < g_repeat; i++) {
|
|
int s = 0;
|
|
CALL_SUBTEST_1( generalized_eigensolver_real(Matrix4f()) );
|
|
s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4);
|
|
CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(s,s)) );
|
|
|
|
// some trivial but implementation-wise tricky cases
|
|
CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(1,1)) );
|
|
CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(2,2)) );
|
|
CALL_SUBTEST_3( generalized_eigensolver_real(Matrix<double,1,1>()) );
|
|
CALL_SUBTEST_4( generalized_eigensolver_real(Matrix2d()) );
|
|
TEST_SET_BUT_UNUSED_VARIABLE(s)
|
|
}
|
|
}
|