test/jacobisvd.cpp

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
//
// 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/.

// 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>

#define SVD_DEFAULT(M) JacobiSVD<M>
#define SVD_FOR_MIN_NORM(M) JacobiSVD<M,ColPivHouseholderQRPreconditioner>
#define SVD_STATIC_OPTIONS(M, O) JacobiSVD<M, O>
#include "svd_common.h"

template<typename MatrixType>
void jacobisvd_method()
{
  enum { Size = MatrixType::RowsAtCompileTime };
  typedef typename MatrixType::RealScalar RealScalar;
  typedef Matrix<RealScalar, Size, 1> RealVecType;
  MatrixType m = MatrixType::Identity();
  VERIFY_IS_APPROX(m.jacobiSvd().singularValues(), RealVecType::Ones());
  VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixU());
  VERIFY_RAISES_ASSERT(m.jacobiSvd().matrixV());
  VERIFY_IS_APPROX(m.template jacobiSvd<ComputeFullU | ComputeFullV>().solve(m), m);
  VERIFY_IS_APPROX(m.template jacobiSvd<ComputeFullU | ComputeFullV>().transpose().solve(m), m);
  VERIFY_IS_APPROX(m.template jacobiSvd<ComputeFullU | ComputeFullV>().adjoint().solve(m), m);
  
  // Deprecated behavior.
  VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).solve(m), m);
  VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).transpose().solve(m), m);
  VERIFY_IS_APPROX(m.jacobiSvd(ComputeFullU|ComputeFullV).adjoint().solve(m), m);
}

template <typename MatrixType>
void jacobisvd_all_options(const MatrixType& input = MatrixType()) {
  MatrixType m(input.rows(), input.cols());
  svd_fill_random(m);
  svd_option_checks<MatrixType, 0>(m);
  svd_option_checks<MatrixType, ColPivHouseholderQRPreconditioner>(m);
  svd_option_checks<MatrixType, HouseholderQRPreconditioner>(m);
  svd_option_checks_full_only<MatrixType, FullPivHouseholderQRPreconditioner>(
      m);  // FullPiv only used when computing full unitaries
}

template <typename MatrixType>
void jacobisvd_verify_assert(const MatrixType& m = MatrixType()) {
  svd_verify_assert<MatrixType, 0>(m);
  svd_verify_assert<MatrixType, ColPivHouseholderQRPreconditioner>(m);
  svd_verify_assert<MatrixType, HouseholderQRPreconditioner>(m);
  svd_verify_assert_full_only<MatrixType, FullPivHouseholderQRPreconditioner>(m);

  svd_verify_constructor_options_assert<JacobiSVD<MatrixType>>(m);
  svd_verify_constructor_options_assert<JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>>(m);
  svd_verify_constructor_options_assert<JacobiSVD<MatrixType, HouseholderQRPreconditioner>>(m);
  svd_verify_constructor_options_assert<JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>>(m, true);
}

template <typename MatrixType>
void jacobisvd_verify_inputs(const MatrixType& m = MatrixType()) {
  // check defaults
  typedef JacobiSVD<MatrixType> DefaultSVD;
  DefaultSVD defaultSvd(m);
  VERIFY((int)DefaultSVD::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner);
  VERIFY(!defaultSvd.computeU());
  VERIFY(!defaultSvd.computeV());

  // ColPivHouseholderQR is always default in presence of other options.
  VERIFY(((int)JacobiSVD<MatrixType, ComputeThinU>::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner));
  VERIFY(((int)JacobiSVD<MatrixType, ComputeThinV>::QRPreconditioner == (int)ColPivHouseholderQRPreconditioner));
  VERIFY(((int)JacobiSVD<MatrixType, ComputeThinU | ComputeThinV>::QRPreconditioner ==
          (int)ColPivHouseholderQRPreconditioner));
  VERIFY(((int)JacobiSVD<MatrixType, ComputeFullU | ComputeFullV>::QRPreconditioner ==
          (int)ColPivHouseholderQRPreconditioner));
  VERIFY(((int)JacobiSVD<MatrixType, ComputeThinU | ComputeFullV>::QRPreconditioner ==
          (int)ColPivHouseholderQRPreconditioner));
  VERIFY(((int)JacobiSVD<MatrixType, ComputeFullU | ComputeThinV>::QRPreconditioner ==
          (int)ColPivHouseholderQRPreconditioner));
}

namespace Foo {
// older compiler require a default constructor for Bar
// cf: https://stackoverflow.com/questions/7411515/
class Bar {public: Bar() {}};
bool operator<(const Bar&, const Bar&) { return true; }
}
// regression test for a very strange MSVC issue for which simply
// including SVDBase.h messes up with std::max and custom scalar type
void msvc_workaround()
{
  const Foo::Bar a;
  const Foo::Bar b;
  const Foo::Bar c = std::max EIGEN_NOT_A_MACRO (a,b);
  EIGEN_UNUSED_VARIABLE(c)
}

EIGEN_DECLARE_TEST(jacobisvd)
{
  CALL_SUBTEST_1((jacobisvd_verify_inputs<Matrix4d>()));
  CALL_SUBTEST_1((jacobisvd_verify_inputs(Matrix<float, 5, Dynamic>(5, 6))));
  CALL_SUBTEST_1((jacobisvd_verify_inputs<Matrix<std::complex<double>, 7, 5>>()));

  CALL_SUBTEST_2((jacobisvd_verify_assert<Matrix3f>()));
  CALL_SUBTEST_2((jacobisvd_verify_assert<Matrix4d>()));
  CALL_SUBTEST_2((jacobisvd_verify_assert<Matrix<float, 10, 12>>()));
  CALL_SUBTEST_2((jacobisvd_verify_assert<Matrix<float, 12, 10>>()));
  CALL_SUBTEST_2((jacobisvd_verify_assert<MatrixXf>(MatrixXf(10, 12))));
  CALL_SUBTEST_2((jacobisvd_verify_assert<MatrixXcd>(MatrixXcd(7, 5))));

  CALL_SUBTEST_3(svd_all_trivial_2x2(jacobisvd_all_options<Matrix2cd>));
  CALL_SUBTEST_4(svd_all_trivial_2x2(jacobisvd_all_options<Matrix2d>));

  for (int i = 0; i < g_repeat; i++) {
    int r = internal::random<int>(1, 30),
        c = internal::random<int>(1, 30);
    
    TEST_SET_BUT_UNUSED_VARIABLE(r)
    TEST_SET_BUT_UNUSED_VARIABLE(c)
    
    CALL_SUBTEST_5((jacobisvd_all_options<Matrix3f>()));
    CALL_SUBTEST_6((jacobisvd_all_options<Matrix4d>()));
    CALL_SUBTEST_7((jacobisvd_all_options<Matrix<float, 2, 3>>()));
    CALL_SUBTEST_8((jacobisvd_all_options<Matrix<double, 4, 7>>()));
    CALL_SUBTEST_9((jacobisvd_all_options<Matrix<double, 7, 4>>()));
    CALL_SUBTEST_10((jacobisvd_all_options<Matrix<double, Dynamic, 5>>(Matrix<double, Dynamic, 5>(r, 5))));
    CALL_SUBTEST_11((jacobisvd_all_options<Matrix<double, 5, Dynamic>>(Matrix<double, 5, Dynamic>(5, c))));
    CALL_SUBTEST_12((jacobisvd_all_options<MatrixXf>(MatrixXf(r, c))));
    CALL_SUBTEST_13((jacobisvd_all_options<MatrixXcd>(MatrixXcd(r, c))));
    CALL_SUBTEST_14((jacobisvd_all_options<MatrixXd>(MatrixXd(r, c))));
    CALL_SUBTEST_15((jacobisvd_all_options<Matrix<double, 5, 7, RowMajor>>()));
    CALL_SUBTEST_16((jacobisvd_all_options<Matrix<double, 7, 5, RowMajor>>()));

    MatrixXcd noQRTest = MatrixXcd(r, r);
    svd_fill_random(noQRTest);
    CALL_SUBTEST_17((svd_option_checks<MatrixXcd, NoQRPreconditioner>(noQRTest)));

    CALL_SUBTEST_18((
        svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, ColMajor, 13, 15>, ColPivHouseholderQRPreconditioner>(
            r, c)));
    CALL_SUBTEST_18(
        (svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, ColMajor, 15, 13>, HouseholderQRPreconditioner>(r,
                                                                                                                   c)));
    CALL_SUBTEST_18((
        svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, RowMajor, 13, 15>, ColPivHouseholderQRPreconditioner>(
            r, c)));
    CALL_SUBTEST_18(
        (svd_check_max_size_matrix<Matrix<float, Dynamic, Dynamic, RowMajor, 15, 13>, HouseholderQRPreconditioner>(r,
                                                                                                                   c)));

    // Test on inf/nan matrix
    CALL_SUBTEST_19((svd_inf_nan<MatrixXf>()));
    CALL_SUBTEST_19((svd_inf_nan<MatrixXd>()));

    CALL_SUBTEST_20((jacobisvd_verify_assert<Matrix<double, 6, 1>>()));
    CALL_SUBTEST_20((jacobisvd_verify_assert<Matrix<double, 1, 6>>()));
    CALL_SUBTEST_20((jacobisvd_verify_assert<Matrix<double, Dynamic, 1>>(Matrix<double, Dynamic, 1>(r))));
    CALL_SUBTEST_20((jacobisvd_verify_assert<Matrix<double, 1, Dynamic>>(Matrix<double, 1, Dynamic>(c))));
  }

  CALL_SUBTEST_21((jacobisvd_all_options<MatrixXd>(
      MatrixXd(internal::random<int>(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 2),
               internal::random<int>(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 2)))));
  CALL_SUBTEST_22((jacobisvd_all_options<MatrixXcd>(
      MatrixXcd(internal::random<int>(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 3),
                internal::random<int>(EIGEN_TEST_MAX_SIZE / 4, EIGEN_TEST_MAX_SIZE / 3)))));

  // test matrixbase method
  CALL_SUBTEST_23(( jacobisvd_method<Matrix2cd>() ));
  CALL_SUBTEST_23(( jacobisvd_method<Matrix3f>() ));

  // Test problem size constructors
  CALL_SUBTEST_24( JacobiSVD<MatrixXf>(10,10) );

  // Check that preallocation avoids subsequent mallocs
  CALL_SUBTEST_25( svd_preallocate<void>() );

  CALL_SUBTEST_26( svd_underoverflow<void>() );

  msvc_workaround();
}