Squashed 'third_party/eigen/' changes from 61d72f6..cf794d3
Change-Id: I9b814151b01f49af6337a8605d0c42a3a1ed4c72
git-subtree-dir: third_party/eigen
git-subtree-split: cf794d3b741a6278df169e58461f8529f43bce5d
diff --git a/test/bdcsvd.cpp b/test/bdcsvd.cpp
new file mode 100644
index 0000000..6c7b096
--- /dev/null
+++ b/test/bdcsvd.cpp
@@ -0,0 +1,112 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com>
+// Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr>
+// Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr>
+// Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr>
+//
+// 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/
+
+// 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>
+#include <iostream>
+#include <Eigen/LU>
+
+
+#define SVD_DEFAULT(M) BDCSVD<M>
+#define SVD_FOR_MIN_NORM(M) BDCSVD<M>
+#include "svd_common.h"
+
+// Check all variants of JacobiSVD
+template<typename MatrixType>
+void bdcsvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
+{
+ MatrixType m = a;
+ if(pickrandom)
+ svd_fill_random(m);
+
+ CALL_SUBTEST(( svd_test_all_computation_options<BDCSVD<MatrixType> >(m, false) ));
+}
+
+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());
+ VERIFY_IS_APPROX(m.bdcSvd(ComputeFullU|ComputeFullV).solve(m), m);
+}
+
+// compare the Singular values returned with Jacobi and Bdc
+template<typename MatrixType>
+void compare_bdc_jacobi(const MatrixType& a = MatrixType(), unsigned int computationOptions = 0)
+{
+ MatrixType m = MatrixType::Random(a.rows(), a.cols());
+ BDCSVD<MatrixType> bdc_svd(m);
+ JacobiSVD<MatrixType> jacobi_svd(m);
+ VERIFY_IS_APPROX(bdc_svd.singularValues(), jacobi_svd.singularValues());
+ if(computationOptions & ComputeFullU) VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
+ if(computationOptions & ComputeThinU) VERIFY_IS_APPROX(bdc_svd.matrixU(), jacobi_svd.matrixU());
+ if(computationOptions & ComputeFullV) VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
+ if(computationOptions & ComputeThinV) VERIFY_IS_APPROX(bdc_svd.matrixV(), jacobi_svd.matrixV());
+}
+
+void test_bdcsvd()
+{
+ CALL_SUBTEST_3(( svd_verify_assert<BDCSVD<Matrix3f> >(Matrix3f()) ));
+ CALL_SUBTEST_4(( svd_verify_assert<BDCSVD<Matrix4d> >(Matrix4d()) ));
+ CALL_SUBTEST_7(( svd_verify_assert<BDCSVD<MatrixXf> >(MatrixXf(10,12)) ));
+ CALL_SUBTEST_8(( svd_verify_assert<BDCSVD<MatrixXcd> >(MatrixXcd(7,5)) ));
+
+ CALL_SUBTEST_101(( svd_all_trivial_2x2(bdcsvd<Matrix2cd>) ));
+ CALL_SUBTEST_102(( svd_all_trivial_2x2(bdcsvd<Matrix2d>) ));
+
+ for(int i = 0; i < g_repeat; i++) {
+ CALL_SUBTEST_3(( bdcsvd<Matrix3f>() ));
+ CALL_SUBTEST_4(( bdcsvd<Matrix4d>() ));
+ CALL_SUBTEST_5(( bdcsvd<Matrix<float,3,5> >() ));
+
+ 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_6(( bdcsvd(Matrix<double,Dynamic,2>(r,2)) ));
+ CALL_SUBTEST_7(( bdcsvd(MatrixXf(r,c)) ));
+ CALL_SUBTEST_7(( compare_bdc_jacobi(MatrixXf(r,c)) ));
+ CALL_SUBTEST_10(( bdcsvd(MatrixXd(r,c)) ));
+ CALL_SUBTEST_10(( compare_bdc_jacobi(MatrixXd(r,c)) ));
+ CALL_SUBTEST_8(( bdcsvd(MatrixXcd(r,c)) ));
+ CALL_SUBTEST_8(( compare_bdc_jacobi(MatrixXcd(r,c)) ));
+
+ // Test on inf/nan matrix
+ CALL_SUBTEST_7( (svd_inf_nan<BDCSVD<MatrixXf>, MatrixXf>()) );
+ CALL_SUBTEST_10( (svd_inf_nan<BDCSVD<MatrixXd>, MatrixXd>()) );
+ }
+
+ // test matrixbase method
+ CALL_SUBTEST_1(( bdcsvd_method<Matrix2cd>() ));
+ CALL_SUBTEST_3(( bdcsvd_method<Matrix3f>() ));
+
+ // Test problem size constructors
+ CALL_SUBTEST_7( BDCSVD<MatrixXf>(10,10) );
+
+ // Check that preallocation avoids subsequent mallocs
+ // Disbaled because not supported by BDCSVD
+ // CALL_SUBTEST_9( svd_preallocate<void>() );
+
+ CALL_SUBTEST_2( svd_underoverflow<void>() );
+}
+