68 lines
2.1 KiB
C++
68 lines
2.1 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
|
|
// for linear algebra.
|
|
//
|
|
// Copyright (C) 2009-2011 Jitse Niesen <jitse@maths.leeds.ac.uk>
|
|
//
|
|
// 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 <unsupported/Eigen/MatrixFunctions>
|
|
|
|
// For complex matrices, any matrix is fine.
|
|
template<typename MatrixType, int IsComplex = NumTraits<typename internal::traits<MatrixType>::Scalar>::IsComplex>
|
|
struct processTriangularMatrix
|
|
{
|
|
static void run(MatrixType&, MatrixType&, const MatrixType&)
|
|
{ }
|
|
};
|
|
|
|
// For real matrices, make sure none of the eigenvalues are negative.
|
|
template<typename MatrixType>
|
|
struct processTriangularMatrix<MatrixType,0>
|
|
{
|
|
static void run(MatrixType& m, MatrixType& T, const MatrixType& U)
|
|
{
|
|
const Index size = m.cols();
|
|
|
|
for (Index i=0; i < size; ++i) {
|
|
if (i == size - 1 || T.coeff(i+1,i) == 0)
|
|
T.coeffRef(i,i) = std::abs(T.coeff(i,i));
|
|
else
|
|
++i;
|
|
}
|
|
m = U * T * U.transpose();
|
|
}
|
|
};
|
|
|
|
template <typename MatrixType, int IsComplex = NumTraits<typename internal::traits<MatrixType>::Scalar>::IsComplex>
|
|
struct generateTestMatrix;
|
|
|
|
template <typename MatrixType>
|
|
struct generateTestMatrix<MatrixType,0>
|
|
{
|
|
static void run(MatrixType& result, typename MatrixType::Index size)
|
|
{
|
|
result = MatrixType::Random(size, size);
|
|
RealSchur<MatrixType> schur(result);
|
|
MatrixType T = schur.matrixT();
|
|
processTriangularMatrix<MatrixType>::run(result, T, schur.matrixU());
|
|
}
|
|
};
|
|
|
|
template <typename MatrixType>
|
|
struct generateTestMatrix<MatrixType,1>
|
|
{
|
|
static void run(MatrixType& result, typename MatrixType::Index size)
|
|
{
|
|
result = MatrixType::Random(size, size);
|
|
}
|
|
};
|
|
|
|
template <typename Derived, typename OtherDerived>
|
|
typename Derived::RealScalar relerr(const MatrixBase<Derived>& A, const MatrixBase<OtherDerived>& B)
|
|
{
|
|
return std::sqrt((A - B).cwiseAbs2().sum() / (std::min)(A.cwiseAbs2().sum(), B.cwiseAbs2().sum()));
|
|
}
|