| // This file is part of Eigen, a lightweight C++ template library |
| // for linear algebra. |
| // |
| // Copyright (C) 2010,2012 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/. |
| // SPDX-License-Identifier: MPL-2.0 |
| |
| #include "main.h" |
| #include "fp_control.h" |
| #include <limits> |
| #include <Eigen/Eigenvalues> |
| |
| template <typename MatrixType> |
| void verifyIsQuasiTriangular(const MatrixType& T) { |
| const Index size = T.cols(); |
| typedef typename MatrixType::Scalar Scalar; |
| |
| // Check T is lower Hessenberg |
| for (int row = 2; row < size; ++row) { |
| for (int col = 0; col < row - 1; ++col) { |
| VERIFY_IS_EQUAL(T(row, col), Scalar(0)); |
| } |
| } |
| |
| // Check that any non-zero on the subdiagonal is followed by a zero and is |
| // part of a 2x2 diagonal block with imaginary eigenvalues. |
| for (int row = 1; row < size; ++row) { |
| if (!numext::is_exactly_zero(T(row, row - 1))) { |
| VERIFY(row == size - 1 || numext::is_exactly_zero(T(row + 1, row))); |
| Scalar tr = T(row - 1, row - 1) + T(row, row); |
| Scalar det = T(row - 1, row - 1) * T(row, row) - T(row - 1, row) * T(row, row - 1); |
| VERIFY(4 * det > tr * tr); |
| } |
| } |
| } |
| |
| template <typename MatrixType> |
| void schur(int size = MatrixType::ColsAtCompileTime) { |
| // Test basic functionality: T is quasi-triangular and A = U T U* |
| for (int counter = 0; counter < g_repeat; ++counter) { |
| MatrixType A = MatrixType::Random(size, size); |
| RealSchur<MatrixType> schurOfA(A); |
| VERIFY_IS_EQUAL(schurOfA.info(), Success); |
| MatrixType U = schurOfA.matrixU(); |
| MatrixType T = schurOfA.matrixT(); |
| verifyIsQuasiTriangular(T); |
| VERIFY_IS_APPROX(A, U * T * U.transpose()); |
| } |
| |
| // Test asserts when not initialized |
| RealSchur<MatrixType> rsUninitialized; |
| VERIFY_RAISES_ASSERT(rsUninitialized.matrixT()); |
| VERIFY_RAISES_ASSERT(rsUninitialized.matrixU()); |
| VERIFY_RAISES_ASSERT(rsUninitialized.info()); |
| |
| // Test whether compute() and constructor returns same result |
| MatrixType A = MatrixType::Random(size, size); |
| RealSchur<MatrixType> rs1; |
| rs1.compute(A); |
| RealSchur<MatrixType> rs2(A); |
| VERIFY_IS_EQUAL(rs1.info(), Success); |
| VERIFY_IS_EQUAL(rs2.info(), Success); |
| VERIFY_IS_EQUAL(rs1.matrixT(), rs2.matrixT()); |
| VERIFY_IS_EQUAL(rs1.matrixU(), rs2.matrixU()); |
| |
| // Test maximum number of iterations |
| RealSchur<MatrixType> rs3; |
| rs3.setMaxIterations(RealSchur<MatrixType>::m_maxIterationsPerRow * size).compute(A); |
| VERIFY_IS_EQUAL(rs3.info(), Success); |
| VERIFY_IS_EQUAL(rs3.matrixT(), rs1.matrixT()); |
| VERIFY_IS_EQUAL(rs3.matrixU(), rs1.matrixU()); |
| if (size > 2) { |
| rs3.setMaxIterations(1).compute(A); |
| VERIFY_IS_EQUAL(rs3.info(), NoConvergence); |
| VERIFY_IS_EQUAL(rs3.getMaxIterations(), 1); |
| } |
| |
| MatrixType Atriangular = A; |
| Atriangular.template triangularView<StrictlyLower>().setZero(); |
| rs3.setMaxIterations(1).compute(Atriangular); // triangular matrices do not need any iterations |
| VERIFY_IS_EQUAL(rs3.info(), Success); |
| VERIFY_IS_APPROX(rs3.matrixT(), Atriangular); // approx because of scaling... |
| VERIFY_IS_EQUAL(rs3.matrixU(), MatrixType::Identity(size, size)); |
| |
| // Test computation of only T, not U |
| RealSchur<MatrixType> rsOnlyT(A, false); |
| VERIFY_IS_EQUAL(rsOnlyT.info(), Success); |
| VERIFY_IS_EQUAL(rs1.matrixT(), rsOnlyT.matrixT()); |
| VERIFY_RAISES_ASSERT(rsOnlyT.matrixU()); |
| |
| if (size > 2 && size < 20) { |
| // Test matrix with NaN |
| A(0, 0) = std::numeric_limits<typename MatrixType::Scalar>::quiet_NaN(); |
| RealSchur<MatrixType> rsNaN(A); |
| VERIFY_IS_EQUAL(rsNaN.info(), NoConvergence); |
| } |
| } |
| |
| // Structured inputs larger than one window of the Francis step's deferred left updates (32 reflectors). The |
| // permutation, companion and Jordan matrices give reflectors with exactly zero bulges (tau == 0), which the deferred |
| // path must skip as the immediate one does. |
| template <typename Scalar> |
| void real_schur_structured_windows() { |
| using MatrixType = Matrix<Scalar, Dynamic, Dynamic>; |
| for (Index n : {Index(40), Index(70)}) { |
| const MatrixType identity = MatrixType::Identity(n, n); |
| // Backward stable: ||A - U T U^T|| and ||U^T U - I|| are O(n eps) relative to ||A|| and 1. |
| const Scalar bound = Scalar(10 * n) * NumTraits<Scalar>::epsilon(); |
| MatrixType cyclic = MatrixType::Zero(n, n); |
| for (Index i = 0; i < n; ++i) cyclic(i, (i + 1) % n) = Scalar(1); |
| MatrixType companion = MatrixType::Zero(n, n); |
| companion.diagonal(-1).setOnes(); |
| companion.col(n - 1).setRandom(); |
| MatrixType jordan = MatrixType::Identity(n, n) * Scalar(2); |
| jordan.diagonal(1).setOnes(); |
| MatrixType decoupled = MatrixType::Random(n, n).template triangularView<Upper>(); |
| decoupled.diagonal(-1).setRandom(); |
| decoupled(n / 2, n / 2 - 1) = Scalar(0); |
| for (const MatrixType* a : {&cyclic, &companion, &jordan, &decoupled}) { |
| RealSchur<MatrixType> rs(*a); |
| VERIFY_IS_EQUAL(rs.info(), Success); |
| const MatrixType& T = rs.matrixT(); |
| const MatrixType& U = rs.matrixU(); |
| verifyIsQuasiTriangular(T); |
| VERIFY((*a - U * T * U.transpose()).norm() <= bound * a->norm()); |
| VERIFY((U.transpose() * U - identity).norm() <= bound); |
| } |
| } |
| } |
| |
| template <typename = void> |
| void test_bug2633() { |
| Eigen::MatrixXd A(4, 4); |
| A << 0, 0, 0, -2, 1, 0, 0, -0, 0, 1, 0, 2, 0, 0, 2, -0; |
| RealSchur<Eigen::MatrixXd> schur(A); |
| VERIFY(schur.info() == Eigen::Success); |
| } |
| |
| template <typename = void> |
| void real_schur_power_of_two_scaling() { |
| // Reciprocal scaling rounds the smaller diagonal entry up by one ULP. |
| Matrix2f matrix = Matrix2f::Zero(); |
| matrix(0, 0) = numext::bit_cast<float>(numext::uint32_t(0x58f6aaed)); |
| matrix(0, 1) = numext::bit_cast<float>(numext::uint32_t(0x52123456)); |
| matrix(1, 1) = numext::bit_cast<float>(numext::uint32_t(0x537dcf0e)); |
| |
| const RealSchur<Matrix2f> schur(matrix); |
| VERIFY_IS_EQUAL(schur.info(), Success); |
| VERIFY_IS_EQUAL(schur.matrixT(), matrix); |
| |
| // Probe arithmetic, not just loads: FTZ can preserve an input yet flush a subnormal result. |
| volatile float normalMinInput = (std::numeric_limits<float>::min)(); |
| volatile float epsilonInput = std::numeric_limits<float>::epsilon(); |
| const float denormMin = normalMinInput * epsilonInput; |
| if (!(denormMin > 0.0f)) return; |
| matrix.setZero(); |
| matrix.diagonal() << 1.5f, denormMin; |
| const RealSchur<Matrix2f> tailSchur(matrix); |
| VERIFY_IS_EQUAL(tailSchur.matrixT()(1, 1), denormMin); |
| } |
| |
| template <typename MatrixType> |
| void real_schur_subnormal_restoration(Index n = MatrixType::RowsAtCompileTime) { |
| using Scalar = typename MatrixType::Scalar; |
| using Bits = typename numext::get_integer_by_size<sizeof(Scalar)>::unsigned_type; |
| const Scalar normal_min = (std::numeric_limits<Scalar>::min)(); |
| const Bits half_min_bits = numext::bit_cast<Bits>(normal_min) >> 1; |
| MatrixType matrix = MatrixType::Zero(n, n); |
| matrix(0, 0) = normal_min; |
| matrix(1, 1) = numext::bit_cast<Scalar>(half_min_bits); |
| const ScopedFlushToZero flush; |
| for (bool compute_u : {false, true}) { |
| const RealSchur<MatrixType> schur(matrix, compute_u); |
| VERIFY_IS_EQUAL(schur.info(), Success); |
| // Compare representations: DAZ can make an erroneous zero compare equal to a subnormal. |
| VERIFY_IS_EQUAL(numext::bit_cast<Bits>(schur.matrixT()(1, 1)), half_min_bits); |
| VERIFY_IS_EQUAL(numext::bit_cast<Bits>(schur.matrixT()(0, 0)), numext::bit_cast<Bits>(normal_min)); |
| } |
| } |
| |
| template <typename Scalar, int StorageOrder> |
| void schur_workspace_stride() { |
| using Mat = Matrix<Scalar, Dynamic, Dynamic, StorageOrder>; |
| // The middle size selects the padded workspace for both float and double; its neighbours do not. |
| const Index strideSize = 1024 / sizeof(Scalar); |
| for (Index n : {strideSize - 1, strideSize, strideSize + 1}) { |
| const Mat identity = Mat::Identity(n, n); |
| Mat a = Mat::Random(n, n); |
| const Scalar bound = Scalar(64 * n) * NumTraits<Scalar>::epsilon(); |
| RealSchur<Mat> solver(n); |
| solver.compute(a); |
| VERIFY_IS_EQUAL(solver.info(), Success); |
| const Mat u = solver.matrixU(), t = solver.matrixT(); |
| verifyIsQuasiTriangular(t); |
| VERIFY((a - u * t * u.transpose()).norm() <= bound * a.norm()); |
| VERIFY((u.transpose() * u - identity).norm() <= bound); |
| |
| solver.compute(a, false); |
| VERIFY_IS_EQUAL(solver.info(), Success); |
| VERIFY_IS_EQUAL(solver.matrixT(), t); |
| |
| HessenbergDecomposition<Mat> hess(a); |
| const Mat h = hess.matrixH(), q = hess.matrixQ(); |
| solver.computeFromHessenberg(h, q, true); |
| VERIFY_IS_EQUAL(solver.info(), Success); |
| VERIFY((a - solver.matrixU() * solver.matrixT() * solver.matrixU().transpose()).norm() <= bound * a.norm()); |
| |
| solver.setMaxIterations(1).computeFromHessenberg(h, q, true); |
| VERIFY_IS_EQUAL(solver.info(), NoConvergence); |
| // Partial results must be copied out of the workspace too. |
| VERIFY((a - solver.matrixU() * solver.matrixT() * solver.matrixU().transpose()).norm() <= bound * a.norm()); |
| solver.setMaxIterations(-1); |
| |
| // A decoupled trailing block exercises active windows smaller than the padded matrix. |
| a.bottomLeftCorner(n / 2, n - n / 2).setZero(); |
| EigenSolver<Mat> eig(a); |
| VERIFY_IS_EQUAL(eig.info(), Success); |
| VERIFY((a * eig.pseudoEigenvectors() - eig.pseudoEigenvectors() * eig.pseudoEigenvalueMatrix()).norm() <= |
| bound * a.norm() * eig.pseudoEigenvectors().norm()); |
| solver.compute(identity); |
| VERIFY_IS_EQUAL(solver.info(), Success); |
| VERIFY_IS_EQUAL(solver.matrixT(), identity); |
| VERIFY_IS_EQUAL(solver.matrixU(), identity); |
| |
| // Exercise subnormal restoration across the padded-workspace boundary too. |
| real_schur_subnormal_restoration<Mat>(n); |
| |
| a.setZero(); |
| for (Scalar nonfinite : {NumTraits<Scalar>::quiet_NaN(), NumTraits<Scalar>::infinity()}) { |
| a(n - 1, n - 1) = nonfinite; |
| solver.compute(a); |
| VERIFY_IS_EQUAL(solver.info(), NoConvergence); |
| VERIFY(!(numext::isfinite)(solver.matrixT()(n - 1, n - 1))); |
| VERIFY_RAISES_ASSERT(solver.matrixU()); |
| eig.compute(a, false); |
| VERIFY_IS_EQUAL(eig.info(), NumericalIssue); |
| } |
| } |
| } |
| |
| template <typename Scalar, int StorageOrder> |
| void schur_workspace_ref() { |
| using Mat = Matrix<Scalar, Dynamic, Dynamic, StorageOrder>; |
| using StridedRef = Ref<Mat, 0, Stride<Dynamic, Dynamic>>; |
| const Index strideSize = 1024 / sizeof(Scalar); |
| for (Index n : {strideSize - 1, strideSize}) { |
| const Mat a = Mat::Random(n, n); |
| const Mat identity = Mat::Identity(n, n); |
| const Scalar bound = Scalar(64 * n) * NumTraits<Scalar>::epsilon(); |
| HessenbergDecomposition<Mat> hess(a); |
| const Mat h = hess.matrixH(), q = hess.matrixQ(); |
| for (Index inner : {Index(1), Index(2)}) { |
| for (Index extra : {Index(0), Index(1)}) { |
| const Index outer = n * inner + extra; |
| Matrix<Scalar, Dynamic, 1> storage = Matrix<Scalar, Dynamic, 1>::Constant(n * outer + 2, Scalar(17)); |
| Map<Mat, 0, Stride<Dynamic, Dynamic>> matrix(storage.data() + 1, n, n, Stride<Dynamic, Dynamic>(outer, inner)); |
| matrix = a; |
| RealSchur<StridedRef> solver(matrix); |
| VERIFY_IS_EQUAL(solver.info(), Success); |
| VERIFY(internal::is_same_dense(matrix, solver.matrixT())); |
| VERIFY((a - solver.matrixU() * matrix * solver.matrixU().transpose()).norm() <= bound * a.norm()); |
| VERIFY((solver.matrixU().transpose() * solver.matrixU() - identity).norm() <= bound); |
| |
| const Mat input = a * Scalar(8); |
| solver.compute(input, false); |
| VERIFY_IS_EQUAL(solver.info(), Success); |
| VERIFY_IS_EQUAL(input, a * Scalar(8)); |
| VERIFY_RAISES_ASSERT(solver.matrixU()); |
| for (Index maxIters : {Index(1), Index(-1)}) { |
| solver.setMaxIterations(maxIters).compute(input); |
| VERIFY_IS_EQUAL(solver.info(), maxIters == -1 ? Success : NoConvergence); |
| VERIFY((input - solver.matrixU() * matrix * solver.matrixU().transpose()).norm() <= bound * input.norm()); |
| solver.computeFromHessenberg(h, q, true); |
| VERIFY_IS_EQUAL(solver.info(), maxIters == -1 ? Success : NoConvergence); |
| VERIFY((a - solver.matrixU() * matrix * solver.matrixU().transpose()).norm() <= bound * a.norm()); |
| } |
| // Exercise aliased input with an already suitable stride as well as a cache-conflicting one. |
| matrix = h; |
| solver.computeFromHessenberg(matrix, q, true); |
| VERIFY_IS_EQUAL(solver.info(), Success); |
| VERIFY((a - solver.matrixU() * matrix * solver.matrixU().transpose()).norm() <= bound * a.norm()); |
| solver.compute(Mat::Zero(n, n)); |
| VERIFY_IS_EQUAL(solver.info(), Success); |
| VERIFY_IS_EQUAL(matrix, Mat::Zero(n, n)); |
| VERIFY_IS_EQUAL(solver.matrixU(), identity); |
| VERIFY(internal::is_same_dense(matrix, solver.matrixT())); |
| for (Index i = 0; i < storage.size(); ++i) { |
| const Index offset = i - 1; |
| const bool inMatrix = |
| offset >= 0 && offset / outer < n && offset % outer < n * inner && offset % outer % inner == 0; |
| if (!inMatrix) VERIFY_IS_EQUAL(storage(i), Scalar(17)); |
| } |
| } |
| } |
| } |
| } |
| |
| EIGEN_DECLARE_TEST(schur_real) { |
| CALL_SUBTEST_1((schur<Matrix4f>())); |
| CALL_SUBTEST_2((schur<MatrixXd>(internal::random<int>(1, EIGEN_TEST_MAX_SIZE / 4)))); |
| CALL_SUBTEST_3((schur<Matrix<float, 1, 1> >())); |
| CALL_SUBTEST_4((schur<Matrix<double, 3, 3, Eigen::RowMajor> >())); |
| CALL_SUBTEST_1((schur<Matrix<float, Dynamic, Dynamic, RowMajor>>(17))); |
| CALL_SUBTEST_2((schur<Matrix<double, Dynamic, Dynamic, RowMajor>>(17))); |
| |
| // Test problem size constructors |
| CALL_SUBTEST_5(RealSchur<MatrixXf>(10)); |
| |
| CALL_SUBTEST_6((test_bug2633<>())); |
| CALL_SUBTEST_6((real_schur_power_of_two_scaling<>())); |
| CALL_SUBTEST_6(real_schur_subnormal_restoration<Matrix2f>()); |
| CALL_SUBTEST_6(real_schur_subnormal_restoration<Matrix2d>()); |
| CALL_SUBTEST_7((schur_workspace_stride<float, ColMajor>())); |
| CALL_SUBTEST_8((schur_workspace_stride<double, ColMajor>())); |
| CALL_SUBTEST_9((schur_workspace_stride<float, RowMajor>())); |
| CALL_SUBTEST_10((schur_workspace_stride<double, RowMajor>())); |
| CALL_SUBTEST_11((schur_workspace_ref<float, ColMajor>())); |
| CALL_SUBTEST_12((schur_workspace_ref<double, ColMajor>())); |
| CALL_SUBTEST_13((schur_workspace_ref<float, RowMajor>())); |
| CALL_SUBTEST_14((schur_workspace_ref<double, RowMajor>())); |
| CALL_SUBTEST_15((real_schur_structured_windows<float>())); |
| CALL_SUBTEST_15((real_schur_structured_windows<double>())); |
| } |