bdcsvd.cpp File Reference

#include "main.h"
#include <Eigen/SVD>
#include "svd_common.h"

Macros
#define	EIGEN_STACK_ALLOCATION_LIMIT   0
#define	EIGEN_RUNTIME_NO_MALLOC
#define	SVD_DEFAULT(M)   BDCSVD<M>
#define	SVD_FOR_MIN_NORM(M)   BDCSVD<M>
#define	SVD_STATIC_OPTIONS(M, O)   BDCSVD<M, O>

Functions
template<typename MatrixType >
void	bdcsvd_method ()
template<typename MatrixType >
void	compare_bdc_jacobi (const MatrixType &a=MatrixType(), int algoswap=16, bool random=true)
void	compare_bdc_jacobi_instance (bool structure_as_m, int algoswap=16)
template<typename MatrixType >
void	bdcsvd_thin_options (const MatrixType &input=MatrixType())
template<typename MatrixType >
void	bdcsvd_full_options (const MatrixType &input=MatrixType())
template<typename MatrixType >
void	bdcsvd_verify_assert (const MatrixType &input=MatrixType())
template<typename MatrixType >
void	bdcsvd_check_convergence (const MatrixType &input)
	EIGEN_DECLARE_TEST (bdcsvd)

Macro Definition Documentation

EIGEN_RUNTIME_NO_MALLOC

#define EIGEN_RUNTIME_NO_MALLOC

EIGEN_STACK_ALLOCATION_LIMIT

#define EIGEN_STACK_ALLOCATION_LIMIT   0

SVD_DEFAULT

#define SVD_DEFAULT

(

M

)

BDCSVD<M>

SVD_FOR_MIN_NORM

#define SVD_FOR_MIN_NORM

(

M

)

BDCSVD<M>

SVD_STATIC_OPTIONS

#define SVD_STATIC_OPTIONS	(		M,
			O
	)		BDCSVD<M, O>

Function Documentation

bdcsvd_check_convergence()

template<typename MatrixType >

void bdcsvd_check_convergence

(

const MatrixType &

input

)

                                                       {
  BDCSVD<MatrixType, Eigen::ComputeThinU | Eigen::ComputeThinV> svd(input);
  VERIFY(svd.info() == Eigen::Success);
  MatrixType D = svd.matrixU() * svd.singularValues().asDiagonal() * svd.matrixV().transpose();
  VERIFY_IS_APPROX(input, D);
}

References D, Eigen::Success, svd(), VERIFY, and VERIFY_IS_APPROX.

bdcsvd_full_options()

template<typename MatrixType >

void bdcsvd_full_options

(

const MatrixType &

input = MatrixType()

)

                                                                 {
  svd_option_checks_full_only<MatrixType, 0>(input);
}

Referenced by EIGEN_DECLARE_TEST().

bdcsvd_method()

template<typename MatrixType >

void bdcsvd_method

(

)

                     {
  enum { Size = MatrixType::RowsAtCompileTime };
  typedef typename MatrixType::RealScalar RealScalar;
  typedef Matrix<RealScalar, Size, 1> RealVecType;
  MatrixType m = MatrixType::Identity();
  VERIFY_IS_APPROX(m.bdcSvd().singularValues(), RealVecType::Ones());
  VERIFY_RAISES_ASSERT(m.bdcSvd().matrixU());
  VERIFY_RAISES_ASSERT(m.bdcSvd().matrixV());
}

References m, VERIFY_IS_APPROX, and VERIFY_RAISES_ASSERT.

bdcsvd_thin_options()

template<typename MatrixType >

void bdcsvd_thin_options

(

const MatrixType &

input = MatrixType()

)

                                                                 {
  svd_thin_option_checks<MatrixType, 0>(input);
}

Referenced by EIGEN_DECLARE_TEST().

bdcsvd_verify_assert()

template<typename MatrixType >

void bdcsvd_verify_assert

(

const MatrixType &

input = MatrixType()

)

                                                                  {
  svd_verify_assert<MatrixType>(input);
  svd_verify_constructor_options_assert<BDCSVD<MatrixType>>(input);
}

Referenced by EIGEN_DECLARE_TEST().

compare_bdc_jacobi()

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());
}

References a, Eigen::BDCSVD< MatrixType_, Options_ >::compute(), m, Eigen::BDCSVD< MatrixType_, Options_ >::setSwitchSize(), Eigen::SVDBase< Derived >::singularValues(), and VERIFY_IS_APPROX.

Referenced by compare_bdc_jacobi_instance().

compare_bdc_jacobi_instance()

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);
}

References compare_bdc_jacobi(), and m.

Referenced by EIGEN_DECLARE_TEST().

EIGEN_DECLARE_TEST()

EIGEN_DECLARE_TEST

(

bdcsvd

)

                           {
  CALL_SUBTEST_1((bdcsvd_verify_assert<Matrix3f>()));
  CALL_SUBTEST_2((bdcsvd_verify_assert<Matrix4d>()));
  CALL_SUBTEST_3((bdcsvd_verify_assert<Matrix<float, 10, 7>>()));
  CALL_SUBTEST_4((bdcsvd_verify_assert<Matrix<float, 7, 10>>()));
  CALL_SUBTEST_5((bdcsvd_verify_assert<Matrix<std::complex<double>, 6, 9>>()));
 
  CALL_SUBTEST_6((svd_all_trivial_2x2(bdcsvd_thin_options<Matrix2cd>)));
  CALL_SUBTEST_7((svd_all_trivial_2x2(bdcsvd_full_options<Matrix2cd>)));
  CALL_SUBTEST_8((svd_all_trivial_2x2(bdcsvd_thin_options<Matrix2d>)));
  CALL_SUBTEST_9((svd_all_trivial_2x2(bdcsvd_full_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_10((compare_bdc_jacobi<MatrixXf>(MatrixXf(r, c))));
    CALL_SUBTEST_11((compare_bdc_jacobi<MatrixXd>(MatrixXd(r, c))));
    CALL_SUBTEST_12((compare_bdc_jacobi<MatrixXcd>(MatrixXcd(r, c))));
    // Test on inf/nan matrix
    CALL_SUBTEST_13((svd_inf_nan<MatrixXf>()));
    CALL_SUBTEST_14((svd_inf_nan<MatrixXd>()));
 
    // Verify some computations using all combinations of the Options template parameter.
    CALL_SUBTEST_15((bdcsvd_thin_options<Matrix3f>()));
    CALL_SUBTEST_16((bdcsvd_full_options<Matrix3f>()));
    CALL_SUBTEST_17((bdcsvd_thin_options<Matrix<float, 2, 3>>()));
    CALL_SUBTEST_18((bdcsvd_full_options<Matrix<float, 2, 3>>()));
    CALL_SUBTEST_19((bdcsvd_thin_options<MatrixXd>(MatrixXd(20, 17))));
    CALL_SUBTEST_20((bdcsvd_full_options<MatrixXd>(MatrixXd(20, 17))));
    CALL_SUBTEST_21((bdcsvd_thin_options<MatrixXd>(MatrixXd(17, 20))));
    CALL_SUBTEST_22((bdcsvd_full_options<MatrixXd>(MatrixXd(17, 20))));
    CALL_SUBTEST_23((bdcsvd_thin_options<Matrix<double, Dynamic, 15>>(Matrix<double, Dynamic, 15>(r, 15))));
    CALL_SUBTEST_24((bdcsvd_full_options<Matrix<double, Dynamic, 15>>(Matrix<double, Dynamic, 15>(r, 15))));
    CALL_SUBTEST_25((bdcsvd_thin_options<Matrix<double, 13, Dynamic>>(Matrix<double, 13, Dynamic>(13, c))));
    CALL_SUBTEST_26((bdcsvd_full_options<Matrix<double, 13, Dynamic>>(Matrix<double, 13, Dynamic>(13, c))));
    CALL_SUBTEST_27((bdcsvd_thin_options<MatrixXf>(MatrixXf(r, c))));
    CALL_SUBTEST_28((bdcsvd_full_options<MatrixXf>(MatrixXf(r, c))));
    CALL_SUBTEST_29((bdcsvd_thin_options<MatrixXcd>(MatrixXcd(r, c))));
    CALL_SUBTEST_30((bdcsvd_full_options<MatrixXcd>(MatrixXcd(r, c))));
    CALL_SUBTEST_31((bdcsvd_thin_options<MatrixXd>(MatrixXd(r, c))));
    CALL_SUBTEST_32((bdcsvd_full_options<MatrixXd>(MatrixXd(r, c))));
    CALL_SUBTEST_33((bdcsvd_thin_options<Matrix<double, Dynamic, Dynamic, RowMajor>>(
        Matrix<double, Dynamic, Dynamic, RowMajor>(20, 27))));
    CALL_SUBTEST_34((bdcsvd_full_options<Matrix<double, Dynamic, Dynamic, RowMajor>>(
        Matrix<double, Dynamic, Dynamic, RowMajor>(20, 27))));
    CALL_SUBTEST_35((bdcsvd_thin_options<Matrix<double, Dynamic, Dynamic, RowMajor>>(
        Matrix<double, Dynamic, Dynamic, RowMajor>(27, 20))));
    CALL_SUBTEST_36((bdcsvd_full_options<Matrix<double, Dynamic, Dynamic, RowMajor>>(
        Matrix<double, Dynamic, Dynamic, RowMajor>(27, 20))));
    CALL_SUBTEST_37((
        svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, ColMajor, 20, 35>, ColPivHouseholderQRPreconditioner>(
            r, c)));
    CALL_SUBTEST_38(
        (svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, ColMajor, 35, 20>, HouseholderQRPreconditioner>(r,
                                                                                                                   c)));
    CALL_SUBTEST_39((
        svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, RowMajor, 20, 35>, ColPivHouseholderQRPreconditioner>(
            r, c)));
    CALL_SUBTEST_40(
        (svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, RowMajor, 35, 20>, HouseholderQRPreconditioner>(r,
                                                                                                                   c)));
  }
 
  // test matrixbase method
  CALL_SUBTEST_41((bdcsvd_method<Matrix2cd>()));
  CALL_SUBTEST_42((bdcsvd_method<Matrix3f>()));
 
  // Test problem size constructors
  CALL_SUBTEST_43(BDCSVD<MatrixXf>(10, 10));
 
  // Check that preallocation avoids subsequent mallocs
  // Disabled because not supported by BDCSVD
  // CALL_SUBTEST_9( svd_preallocate<void>() );
 
  CALL_SUBTEST_44(svd_underoverflow<void>());
 
  // Without total deflation issues.
  CALL_SUBTEST_45((compare_bdc_jacobi_instance(true)));
  CALL_SUBTEST_46((compare_bdc_jacobi_instance(false)));
 
  // With total deflation issues before, when it shouldn't be triggered.
  CALL_SUBTEST_47((compare_bdc_jacobi_instance(true, 3)));
  CALL_SUBTEST_48((compare_bdc_jacobi_instance(false, 3)));
 
  // Convergence for large constant matrix (https://gitlab.com/libeigen/eigen/-/issues/2491)
  CALL_SUBTEST_49(bdcsvd_check_convergence<MatrixXf>(MatrixXf::Constant(500, 500, 1)));
}

References bdcsvd_full_options(), bdcsvd_thin_options(), bdcsvd_verify_assert(), calibrate::c, CALL_SUBTEST_1, CALL_SUBTEST_10, CALL_SUBTEST_11, CALL_SUBTEST_12, CALL_SUBTEST_13, CALL_SUBTEST_14, CALL_SUBTEST_15, CALL_SUBTEST_16, CALL_SUBTEST_17, CALL_SUBTEST_18, CALL_SUBTEST_19, CALL_SUBTEST_2, CALL_SUBTEST_20, CALL_SUBTEST_21, CALL_SUBTEST_22, CALL_SUBTEST_23, CALL_SUBTEST_24, CALL_SUBTEST_25, CALL_SUBTEST_26, CALL_SUBTEST_27, CALL_SUBTEST_28, CALL_SUBTEST_29, CALL_SUBTEST_3, CALL_SUBTEST_30, CALL_SUBTEST_31, CALL_SUBTEST_32, CALL_SUBTEST_33, CALL_SUBTEST_34, CALL_SUBTEST_35, CALL_SUBTEST_36, CALL_SUBTEST_37, CALL_SUBTEST_38, CALL_SUBTEST_39, CALL_SUBTEST_4, CALL_SUBTEST_40, CALL_SUBTEST_41, CALL_SUBTEST_42, CALL_SUBTEST_43, CALL_SUBTEST_44, CALL_SUBTEST_45, CALL_SUBTEST_46, CALL_SUBTEST_47, CALL_SUBTEST_48, CALL_SUBTEST_49, CALL_SUBTEST_5, CALL_SUBTEST_6, CALL_SUBTEST_7, CALL_SUBTEST_8, CALL_SUBTEST_9, Eigen::ColPivHouseholderQRPreconditioner, compare_bdc_jacobi_instance(), EIGEN_TEST_MAX_SIZE, Eigen::g_repeat, Eigen::HouseholderQRPreconditioner, i, UniformPSDSelfTest::r, svd_all_trivial_2x2(), svd_check_max_size_matrix(), and TEST_SET_BUT_UNUSED_VARIABLE.