test/product.h

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2006-2008 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/.

#include "main.h"
#include <Eigen/QR>

template <typename Derived1, typename Derived2>
bool areNotApprox(const MatrixBase<Derived1>& m1, const MatrixBase<Derived2>& m2,
                  typename Derived1::RealScalar epsilon = NumTraits<typename Derived1::RealScalar>::dummy_precision()) {
  return !((m1 - m2).cwiseAbs2().maxCoeff() <
           epsilon * epsilon * (std::max)(m1.cwiseAbs2().maxCoeff(), m2.cwiseAbs2().maxCoeff()));
}

// Allow specifying tolerance for verifying error.
template <typename Type1, typename Type2, typename Tol>
inline bool verifyIsApprox(const Type1& a, const Type2& b, Tol tol) {
  bool ret = a.isApprox(b, tol);
  if (!ret) {
    std::cerr << "Difference too large wrt tolerance " << tol << ", relative error is: " << test_relative_error(a, b)
              << std::endl;
  }
  return ret;
}

template <typename LhsType, typename RhsType>
std::enable_if_t<RhsType::SizeAtCompileTime == Dynamic, void> check_mismatched_product(LhsType& lhs,
                                                                                       const RhsType& rhs) {
  VERIFY_RAISES_ASSERT(lhs = rhs * rhs);
}

template <typename LhsType, typename RhsType>
std::enable_if_t<RhsType::SizeAtCompileTime != Dynamic, void> check_mismatched_product(LhsType& /*unused*/,
                                                                                       const RhsType& /*unused*/) {}

template <typename MatrixType>
void product(const MatrixType& m) {
  /* this test covers the following files:
     Identity.h Product.h
  */
  typedef typename MatrixType::Scalar Scalar;
  typedef typename MatrixType::RealScalar RealScalar;
  typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> RowVectorType;
  typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> ColVectorType;
  typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> RowSquareMatrixType;
  typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> ColSquareMatrixType;
  typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime,
                 MatrixType::Flags & RowMajorBit ? ColMajor : RowMajor>
      OtherMajorMatrixType;

  // We want a tighter epsilon for not-approx tests.  Otherwise, for certain
  // low-precision types (e.g. bfloat16), the bound ends up being relatively large
  // (e.g. 0.12), causing flaky tests.
  RealScalar not_approx_epsilon = RealScalar(0.1) * NumTraits<RealScalar>::dummy_precision();

  Index rows = m.rows();
  Index cols = m.cols();

  // this test relies a lot on Random.h, and there's not much more that we can do
  // to test it, hence I consider that we will have tested Random.h
  MatrixType m1 = MatrixType::Random(rows, cols), m2 = MatrixType::Random(rows, cols), m3(rows, cols);
  RowSquareMatrixType identity = RowSquareMatrixType::Identity(rows, rows),
                      square = RowSquareMatrixType::Random(rows, rows), res = RowSquareMatrixType::Random(rows, rows);
  ColSquareMatrixType square2 = ColSquareMatrixType::Random(cols, cols), res2 = ColSquareMatrixType::Random(cols, cols);
  RowVectorType v1 = RowVectorType::Random(rows);
  ColVectorType vc2 = ColVectorType::Random(cols), vcres(cols);

  // Prevent overflows for integer types.
  if (Eigen::NumTraits<Scalar>::IsInteger) {
    Scalar kMaxVal = Scalar(10000);
    m1.array() = m1.array() - kMaxVal * (m1.array() / kMaxVal);
    m2.array() = m2.array() - kMaxVal * (m2.array() / kMaxVal);
    v1.array() = v1.array() - kMaxVal * (v1.array() / kMaxVal);
  }

  OtherMajorMatrixType tm1 = m1;

  Scalar s1 = internal::random<Scalar>();

  Index r = internal::random<Index>(0, rows - 1), c = internal::random<Index>(0, cols - 1),
        c2 = internal::random<Index>(0, cols - 1);

  // begin testing Product.h: only associativity for now
  // (we use Transpose.h but this doesn't count as a test for it)
  {
    // Increase tolerance, since coefficients here can get relatively large.
    RealScalar tol = RealScalar(2) * get_test_precision(m1);
    VERIFY(verifyIsApprox((m1 * m1.transpose()) * m2, m1 * (m1.transpose() * m2), tol));
  }
  m3 = m1;
  m3 *= m1.transpose() * m2;
  VERIFY_IS_APPROX(m3, m1 * (m1.transpose() * m2));
  VERIFY_IS_APPROX(m3, m1 * (m1.transpose() * m2));

  // continue testing Product.h: distributivity
  VERIFY_IS_APPROX(square * (m1 + m2), square * m1 + square * m2);
  VERIFY_IS_APPROX(square * (m1 - m2), square * m1 - square * m2);

  // continue testing Product.h: compatibility with ScalarMultiple.h
  VERIFY_IS_APPROX(s1 * (square * m1), (s1 * square) * m1);
  VERIFY_IS_APPROX(s1 * (square * m1), square * (m1 * s1));

  // test Product.h together with Identity.h
  VERIFY_IS_APPROX(v1, identity * v1);
  VERIFY_IS_APPROX(v1.transpose(), v1.transpose() * identity);
  // again, test operator() to check const-qualification
  VERIFY_IS_APPROX(MatrixType::Identity(rows, cols)(r, c), static_cast<Scalar>(r == c));

  if (rows != cols) {
    check_mismatched_product(m3, m1);
  }

  // test the previous tests were not screwed up because operator* returns 0
  // (we use the more accurate default epsilon)
  if (!NumTraits<Scalar>::IsInteger && (std::min)(rows, cols) > 1) {
    VERIFY(areNotApprox(m1.transpose() * m2, m2.transpose() * m1, not_approx_epsilon));
  }

  // test optimized operator+= path
  res = square;
  res.noalias() += m1 * m2.transpose();
  VERIFY_IS_APPROX(res, square + m1 * m2.transpose());
  if (!NumTraits<Scalar>::IsInteger && (std::min)(rows, cols) > 1) {
    VERIFY(areNotApprox(res, square + m2 * m1.transpose(), not_approx_epsilon));
  }
  vcres = vc2;
  vcres.noalias() += m1.transpose() * v1;
  VERIFY_IS_APPROX(vcres, vc2 + m1.transpose() * v1);

  // test optimized operator-= path
  res = square;
  res.noalias() -= m1 * m2.transpose();
  VERIFY_IS_APPROX(res, square - (m1 * m2.transpose()));
  if (!NumTraits<Scalar>::IsInteger && (std::min)(rows, cols) > 1) {
    VERIFY(areNotApprox(res, square - m2 * m1.transpose(), not_approx_epsilon));
  }
  vcres = vc2;
  vcres.noalias() -= m1.transpose() * v1;
  VERIFY_IS_APPROX(vcres, vc2 - m1.transpose() * v1);

  // test scaled products
  res = square;
  res.noalias() = s1 * m1 * m2.transpose();
  VERIFY_IS_APPROX(res, ((s1 * m1).eval() * m2.transpose()));
  res = square;
  res.noalias() += s1 * m1 * m2.transpose();
  VERIFY_IS_APPROX(res, square + ((s1 * m1).eval() * m2.transpose()));
  res = square;
  res.noalias() -= s1 * m1 * m2.transpose();
  VERIFY_IS_APPROX(res, square - ((s1 * m1).eval() * m2.transpose()));

  // test d ?= a+b*c rules
  res.noalias() = square + m1 * m2.transpose();
  VERIFY_IS_APPROX(res, square + m1 * m2.transpose());
  res.noalias() += square + m1 * m2.transpose();
  VERIFY_IS_APPROX(res, Scalar(2) * (square + m1 * m2.transpose()));
  res.noalias() -= square + m1 * m2.transpose();
  VERIFY_IS_APPROX(res, square + m1 * m2.transpose());

  // test d ?= a-b*c rules
  res.noalias() = square - m1 * m2.transpose();
  VERIFY_IS_APPROX(res, square - m1 * m2.transpose());
  res.noalias() += square - m1 * m2.transpose();
  VERIFY_IS_APPROX(res, Scalar(2) * (square - m1 * m2.transpose()));
  res.noalias() -= square - m1 * m2.transpose();
  VERIFY_IS_APPROX(res, square - m1 * m2.transpose());

  tm1 = m1;
  VERIFY_IS_APPROX(tm1.transpose() * v1, m1.transpose() * v1);
  VERIFY_IS_APPROX(v1.transpose() * tm1, v1.transpose() * m1);

  // test submatrix and matrix/vector product
  for (int i = 0; i < rows; ++i) res.row(i) = m1.row(i) * m2.transpose();
  VERIFY_IS_APPROX(res, m1 * m2.transpose());
  // the other way round:
  for (int i = 0; i < rows; ++i) res.col(i) = m1 * m2.transpose().col(i);
  VERIFY_IS_APPROX(res, m1 * m2.transpose());

  res2 = square2;
  res2.noalias() += m1.transpose() * m2;
  VERIFY_IS_APPROX(res2, square2 + m1.transpose() * m2);
  if (!NumTraits<Scalar>::IsInteger && (std::min)(rows, cols) > 1) {
    VERIFY(areNotApprox(res2, square2 + m2.transpose() * m1, not_approx_epsilon));
  }

  res.col(r).noalias() = square.adjoint() * square.col(r);
  VERIFY_IS_APPROX(res.col(r), (square.adjoint() * square.col(r)).eval());
  res.col(r).noalias() = square * square.col(r);
  VERIFY_IS_APPROX(res.col(r), (square * square.col(r)).eval());

  // vector at runtime (see bug 1166)
  {
    RowSquareMatrixType ref(square);
    ColSquareMatrixType ref2(square2);
    ref = res = square;
    VERIFY_IS_APPROX(res.block(0, 0, 1, rows).noalias() = m1.col(0).transpose() * square.transpose(),
                     (ref.row(0) = m1.col(0).transpose() * square.transpose()));
    VERIFY_IS_APPROX(res.block(0, 0, 1, rows).noalias() = m1.block(0, 0, rows, 1).transpose() * square.transpose(),
                     (ref.row(0) = m1.col(0).transpose() * square.transpose()));
    VERIFY_IS_APPROX(res.block(0, 0, 1, rows).noalias() = m1.col(0).transpose() * square,
                     (ref.row(0) = m1.col(0).transpose() * square));
    VERIFY_IS_APPROX(res.block(0, 0, 1, rows).noalias() = m1.block(0, 0, rows, 1).transpose() * square,
                     (ref.row(0) = m1.col(0).transpose() * square));
    ref2 = res2 = square2;
    VERIFY_IS_APPROX(res2.block(0, 0, 1, cols).noalias() = m1.row(0) * square2.transpose(),
                     (ref2.row(0) = m1.row(0) * square2.transpose()));
    VERIFY_IS_APPROX(res2.block(0, 0, 1, cols).noalias() = m1.block(0, 0, 1, cols) * square2.transpose(),
                     (ref2.row(0) = m1.row(0) * square2.transpose()));
    VERIFY_IS_APPROX(res2.block(0, 0, 1, cols).noalias() = m1.row(0) * square2, (ref2.row(0) = m1.row(0) * square2));
    VERIFY_IS_APPROX(res2.block(0, 0, 1, cols).noalias() = m1.block(0, 0, 1, cols) * square2,
                     (ref2.row(0) = m1.row(0) * square2));
  }

  // vector.block() (see bug 1283)
  {
    RowVectorType w1(rows);
    VERIFY_IS_APPROX(square * v1.block(0, 0, rows, 1), square * v1);
    VERIFY_IS_APPROX(w1.noalias() = square * v1.block(0, 0, rows, 1), square * v1);
    VERIFY_IS_APPROX(w1.block(0, 0, rows, 1).noalias() = square * v1.block(0, 0, rows, 1), square * v1);

    Matrix<Scalar, 1, MatrixType::ColsAtCompileTime> w2(cols);
    VERIFY_IS_APPROX(vc2.block(0, 0, cols, 1).transpose() * square2, vc2.transpose() * square2);
    VERIFY_IS_APPROX(w2.noalias() = vc2.block(0, 0, cols, 1).transpose() * square2, vc2.transpose() * square2);
    VERIFY_IS_APPROX(w2.block(0, 0, 1, cols).noalias() = vc2.block(0, 0, cols, 1).transpose() * square2,
                     vc2.transpose() * square2);

    vc2 = square2.block(0, 0, 1, cols).transpose();
    VERIFY_IS_APPROX(square2.block(0, 0, 1, cols) * square2, vc2.transpose() * square2);
    VERIFY_IS_APPROX(w2.noalias() = square2.block(0, 0, 1, cols) * square2, vc2.transpose() * square2);
    VERIFY_IS_APPROX(w2.block(0, 0, 1, cols).noalias() = square2.block(0, 0, 1, cols) * square2,
                     vc2.transpose() * square2);

    vc2 = square2.block(0, 0, cols, 1);
    VERIFY_IS_APPROX(square2.block(0, 0, cols, 1).transpose() * square2, vc2.transpose() * square2);
    VERIFY_IS_APPROX(w2.noalias() = square2.block(0, 0, cols, 1).transpose() * square2, vc2.transpose() * square2);
    VERIFY_IS_APPROX(w2.block(0, 0, 1, cols).noalias() = square2.block(0, 0, cols, 1).transpose() * square2,
                     vc2.transpose() * square2);
  }

  // inner product
  {
    Scalar x = square2.row(c) * square2.col(c2);
    VERIFY_IS_APPROX(x, square2.row(c).transpose().cwiseProduct(square2.col(c2)).sum());
  }

  // outer product
  {
    VERIFY_IS_APPROX(m1.col(c) * m1.row(r), m1.block(0, c, rows, 1) * m1.block(r, 0, 1, cols));
    VERIFY_IS_APPROX(m1.row(r).transpose() * m1.col(c).transpose(),
                     m1.block(r, 0, 1, cols).transpose() * m1.block(0, c, rows, 1).transpose());
    VERIFY_IS_APPROX(m1.block(0, c, rows, 1) * m1.row(r), m1.block(0, c, rows, 1) * m1.block(r, 0, 1, cols));
    VERIFY_IS_APPROX(m1.col(c) * m1.block(r, 0, 1, cols), m1.block(0, c, rows, 1) * m1.block(r, 0, 1, cols));
    VERIFY_IS_APPROX(m1.leftCols(1) * m1.row(r), m1.block(0, 0, rows, 1) * m1.block(r, 0, 1, cols));
    VERIFY_IS_APPROX(m1.col(c) * m1.topRows(1), m1.block(0, c, rows, 1) * m1.block(0, 0, 1, cols));
  }

  // Aliasing
  {
    ColVectorType x(cols);
    x.setRandom();
    ColVectorType z(x);
    ColVectorType y(cols);
    y.setZero();
    ColSquareMatrixType A(cols, cols);
    A.setRandom();
    // CwiseBinaryOp
    VERIFY_IS_APPROX(x = y + A * x, A * z);
    x = z;
    VERIFY_IS_APPROX(x = y - A * x, A * (-z));
    x = z;
    // CwiseUnaryOp
    VERIFY_IS_APPROX(x = Scalar(1.) * (A * x), A * z);
  }

  // regression for blas_trais
  {
    // Increase test tolerance, since coefficients can get relatively large.
    RealScalar tol = RealScalar(2) * get_test_precision(square);
    VERIFY(
        verifyIsApprox(square * (square * square).transpose(), square * square.transpose() * square.transpose(), tol));
    VERIFY(verifyIsApprox(square * (-(square * square)), -square * square * square, tol));
    VERIFY(verifyIsApprox(square * (s1 * (square * square)), s1 * square * square * square, tol));
    VERIFY(
        verifyIsApprox(square * (square * square).conjugate(), square * square.conjugate() * square.conjugate(), tol));
  }

  // destination with a non-default inner-stride
  // see bug 1741
  if (!MatrixType::IsRowMajor) {
    typedef Matrix<Scalar, Dynamic, Dynamic> MatrixX;
    MatrixX buffer(2 * rows, 2 * rows);
    Map<RowSquareMatrixType, 0, Stride<Dynamic, 2> > map1(buffer.data(), rows, rows, Stride<Dynamic, 2>(2 * rows, 2));
    buffer.setZero();
    VERIFY_IS_APPROX(map1 = m1 * m2.transpose(), (m1 * m2.transpose()).eval());
    buffer.setZero();
    VERIFY_IS_APPROX(map1.noalias() = m1 * m2.transpose(), (m1 * m2.transpose()).eval());
    buffer.setZero();
    VERIFY_IS_APPROX(map1.noalias() += m1 * m2.transpose(), (m1 * m2.transpose()).eval());
  }
}