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/eigensolver_complex.cpp b/test/eigensolver_complex.cpp
index c9d8c08..7269452 100644
--- a/test/eigensolver_complex.cpp
+++ b/test/eigensolver_complex.cpp
@@ -13,26 +13,64 @@
#include <Eigen/Eigenvalues>
#include <Eigen/LU>
-/* Check that two column vectors are approximately equal upto permutations,
- by checking that the k-th power sums are equal for k = 1, ..., vec1.rows() */
+template<typename MatrixType> bool find_pivot(typename MatrixType::Scalar tol, MatrixType &diffs, Index col=0)
+{
+ bool match = diffs.diagonal().sum() <= tol;
+ if(match || col==diffs.cols())
+ {
+ return match;
+ }
+ else
+ {
+ Index n = diffs.cols();
+ std::vector<std::pair<Index,Index> > transpositions;
+ for(Index i=col; i<n; ++i)
+ {
+ Index best_index(0);
+ if(diffs.col(col).segment(col,n-i).minCoeff(&best_index) > tol)
+ break;
+
+ best_index += col;
+
+ diffs.row(col).swap(diffs.row(best_index));
+ if(find_pivot(tol,diffs,col+1)) return true;
+ diffs.row(col).swap(diffs.row(best_index));
+
+ // move current pivot to the end
+ diffs.row(n-(i-col)-1).swap(diffs.row(best_index));
+ transpositions.push_back(std::pair<Index,Index>(n-(i-col)-1,best_index));
+ }
+ // restore
+ for(Index k=transpositions.size()-1; k>=0; --k)
+ diffs.row(transpositions[k].first).swap(diffs.row(transpositions[k].second));
+ }
+ return false;
+}
+
+/* Check that two column vectors are approximately equal upto permutations.
+ * Initially, this method checked that the k-th power sums are equal for all k = 1, ..., vec1.rows(),
+ * however this strategy is numerically inacurate because of numerical cancellation issues.
+ */
template<typename VectorType>
void verify_is_approx_upto_permutation(const VectorType& vec1, const VectorType& vec2)
{
- typedef typename NumTraits<typename VectorType::Scalar>::Real RealScalar;
+ typedef typename VectorType::Scalar Scalar;
+ typedef typename NumTraits<Scalar>::Real RealScalar;
VERIFY(vec1.cols() == 1);
VERIFY(vec2.cols() == 1);
VERIFY(vec1.rows() == vec2.rows());
- for (int k = 1; k <= vec1.rows(); ++k)
- {
- VERIFY_IS_APPROX(vec1.array().pow(RealScalar(k)).sum(), vec2.array().pow(RealScalar(k)).sum());
- }
+
+ Index n = vec1.rows();
+ RealScalar tol = test_precision<RealScalar>()*test_precision<RealScalar>()*numext::maxi(vec1.squaredNorm(),vec2.squaredNorm());
+ Matrix<RealScalar,Dynamic,Dynamic> diffs = (vec1.rowwise().replicate(n) - vec2.rowwise().replicate(n).transpose()).cwiseAbs2();
+
+ VERIFY( find_pivot(tol, diffs) );
}
template<typename MatrixType> void eigensolver(const MatrixType& m)
{
- typedef typename MatrixType::Index Index;
/* this test covers the following files:
ComplexEigenSolver.h, and indirectly ComplexSchur.h
*/
@@ -79,13 +117,28 @@
MatrixType id = MatrixType::Identity(rows, cols);
VERIFY_IS_APPROX(id.operatorNorm(), RealScalar(1));
- if (rows > 1)
+ if (rows > 1 && rows < 20)
{
// Test matrix with NaN
a(0,0) = std::numeric_limits<typename MatrixType::RealScalar>::quiet_NaN();
ComplexEigenSolver<MatrixType> eiNaN(a);
VERIFY_IS_EQUAL(eiNaN.info(), NoConvergence);
}
+
+ // regression test for bug 1098
+ {
+ ComplexEigenSolver<MatrixType> eig(a.adjoint() * a);
+ eig.compute(a.adjoint() * a);
+ }
+
+ // regression test for bug 478
+ {
+ a.setZero();
+ ComplexEigenSolver<MatrixType> ei3(a);
+ VERIFY_IS_EQUAL(ei3.info(), Success);
+ VERIFY_IS_MUCH_SMALLER_THAN(ei3.eigenvalues().norm(),RealScalar(1));
+ VERIFY((ei3.eigenvectors().transpose()*ei3.eigenvectors().transpose()).eval().isIdentity());
+ }
}
template<typename MatrixType> void eigensolver_verify_assert(const MatrixType& m)
@@ -108,6 +161,7 @@
CALL_SUBTEST_2( eigensolver(MatrixXcd(s,s)) );
CALL_SUBTEST_3( eigensolver(Matrix<std::complex<float>, 1, 1>()) );
CALL_SUBTEST_4( eigensolver(Matrix3f()) );
+ TEST_SET_BUT_UNUSED_VARIABLE(s)
}
CALL_SUBTEST_1( eigensolver_verify_assert(Matrix4cf()) );
s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4);