Squashed 'third_party/eigen/' content from commit 61d72f6

Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/test/adjoint.cpp b/test/adjoint.cpp
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+++ b/test/adjoint.cpp
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+// 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/.
+
+#define EIGEN_NO_STATIC_ASSERT
+
+#include "main.h"
+
+template<bool IsInteger> struct adjoint_specific;
+
+template<> struct adjoint_specific<true> {
+  template<typename Vec, typename Mat, typename Scalar>
+  static void run(const Vec& v1, const Vec& v2, Vec& v3, const Mat& square, Scalar s1, Scalar s2) {
+    VERIFY(test_isApproxWithRef((s1 * v1 + s2 * v2).dot(v3),     numext::conj(s1) * v1.dot(v3) + numext::conj(s2) * v2.dot(v3), 0));
+    VERIFY(test_isApproxWithRef(v3.dot(s1 * v1 + s2 * v2),       s1*v3.dot(v1)+s2*v3.dot(v2), 0));
+    
+    // check compatibility of dot and adjoint
+    VERIFY(test_isApproxWithRef(v1.dot(square * v2), (square.adjoint() * v1).dot(v2), 0));
+  }
+};
+
+template<> struct adjoint_specific<false> {
+  template<typename Vec, typename Mat, typename Scalar>
+  static void run(const Vec& v1, const Vec& v2, Vec& v3, const Mat& square, Scalar s1, Scalar s2) {
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    using std::abs;
+    
+    RealScalar ref = NumTraits<Scalar>::IsInteger ? RealScalar(0) : (std::max)((s1 * v1 + s2 * v2).norm(),v3.norm());
+    VERIFY(test_isApproxWithRef((s1 * v1 + s2 * v2).dot(v3),     numext::conj(s1) * v1.dot(v3) + numext::conj(s2) * v2.dot(v3), ref));
+    VERIFY(test_isApproxWithRef(v3.dot(s1 * v1 + s2 * v2),       s1*v3.dot(v1)+s2*v3.dot(v2), ref));
+  
+    VERIFY_IS_APPROX(v1.squaredNorm(),                v1.norm() * v1.norm());
+    // check normalized() and normalize()
+    VERIFY_IS_APPROX(v1, v1.norm() * v1.normalized());
+    v3 = v1;
+    v3.normalize();
+    VERIFY_IS_APPROX(v1, v1.norm() * v3);
+    VERIFY_IS_APPROX(v3, v1.normalized());
+    VERIFY_IS_APPROX(v3.norm(), RealScalar(1));
+    
+    // check compatibility of dot and adjoint
+    ref = NumTraits<Scalar>::IsInteger ? 0 : (std::max)((std::max)(v1.norm(),v2.norm()),(std::max)((square * v2).norm(),(square.adjoint() * v1).norm()));
+    VERIFY(internal::isMuchSmallerThan(abs(v1.dot(square * v2) - (square.adjoint() * v1).dot(v2)), ref, test_precision<Scalar>()));
+    
+    // check that Random().normalized() works: tricky as the random xpr must be evaluated by
+    // normalized() in order to produce a consistent result.
+    VERIFY_IS_APPROX(Vec::Random(v1.size()).normalized().norm(), RealScalar(1));
+  }
+};
+
+template<typename MatrixType> void adjoint(const MatrixType& m)
+{
+  /* this test covers the following files:
+     Transpose.h Conjugate.h Dot.h
+  */
+  using std::abs;
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
+  typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType;
+  
+  Index rows = m.rows();
+  Index cols = m.cols();
+
+  MatrixType m1 = MatrixType::Random(rows, cols),
+             m2 = MatrixType::Random(rows, cols),
+             m3(rows, cols),
+             square = SquareMatrixType::Random(rows, rows);
+  VectorType v1 = VectorType::Random(rows),
+             v2 = VectorType::Random(rows),
+             v3 = VectorType::Random(rows),
+             vzero = VectorType::Zero(rows);
+
+  Scalar s1 = internal::random<Scalar>(),
+         s2 = internal::random<Scalar>();
+
+  // check basic compatibility of adjoint, transpose, conjugate
+  VERIFY_IS_APPROX(m1.transpose().conjugate().adjoint(),    m1);
+  VERIFY_IS_APPROX(m1.adjoint().conjugate().transpose(),    m1);
+
+  // check multiplicative behavior
+  VERIFY_IS_APPROX((m1.adjoint() * m2).adjoint(),           m2.adjoint() * m1);
+  VERIFY_IS_APPROX((s1 * m1).adjoint(),                     numext::conj(s1) * m1.adjoint());
+
+  // check basic properties of dot, squaredNorm
+  VERIFY_IS_APPROX(numext::conj(v1.dot(v2)),               v2.dot(v1));
+  VERIFY_IS_APPROX(numext::real(v1.dot(v1)),               v1.squaredNorm());
+  
+  adjoint_specific<NumTraits<Scalar>::IsInteger>::run(v1, v2, v3, square, s1, s2);
+  
+  VERIFY_IS_MUCH_SMALLER_THAN(abs(vzero.dot(v1)),  static_cast<RealScalar>(1));
+  
+  // like in testBasicStuff, test operator() to check const-qualification
+  Index r = internal::random<Index>(0, rows-1),
+      c = internal::random<Index>(0, cols-1);
+  VERIFY_IS_APPROX(m1.conjugate()(r,c), numext::conj(m1(r,c)));
+  VERIFY_IS_APPROX(m1.adjoint()(c,r), numext::conj(m1(r,c)));
+
+  // check inplace transpose
+  m3 = m1;
+  m3.transposeInPlace();
+  VERIFY_IS_APPROX(m3,m1.transpose());
+  m3.transposeInPlace();
+  VERIFY_IS_APPROX(m3,m1);
+
+  // check inplace adjoint
+  m3 = m1;
+  m3.adjointInPlace();
+  VERIFY_IS_APPROX(m3,m1.adjoint());
+  m3.transposeInPlace();
+  VERIFY_IS_APPROX(m3,m1.conjugate());
+
+  // check mixed dot product
+  typedef Matrix<RealScalar, MatrixType::RowsAtCompileTime, 1> RealVectorType;
+  RealVectorType rv1 = RealVectorType::Random(rows);
+  VERIFY_IS_APPROX(v1.dot(rv1.template cast<Scalar>()), v1.dot(rv1));
+  VERIFY_IS_APPROX(rv1.template cast<Scalar>().dot(v1), rv1.dot(v1));
+}
+
+void test_adjoint()
+{
+  for(int i = 0; i < g_repeat; i++) {
+    CALL_SUBTEST_1( adjoint(Matrix<float, 1, 1>()) );
+    CALL_SUBTEST_2( adjoint(Matrix3d()) );
+    CALL_SUBTEST_3( adjoint(Matrix4f()) );
+    CALL_SUBTEST_4( adjoint(MatrixXcf(internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2), internal::random<int>(1,EIGEN_TEST_MAX_SIZE/2))) );
+    CALL_SUBTEST_5( adjoint(MatrixXi(internal::random<int>(1,EIGEN_TEST_MAX_SIZE), internal::random<int>(1,EIGEN_TEST_MAX_SIZE))) );
+    CALL_SUBTEST_6( adjoint(MatrixXf(internal::random<int>(1,EIGEN_TEST_MAX_SIZE), internal::random<int>(1,EIGEN_TEST_MAX_SIZE))) );
+  }
+  // test a large static matrix only once
+  CALL_SUBTEST_7( adjoint(Matrix<float, 100, 100>()) );
+
+#ifdef EIGEN_TEST_PART_4
+  {
+    MatrixXcf a(10,10), b(10,10);
+    VERIFY_RAISES_ASSERT(a = a.transpose());
+    VERIFY_RAISES_ASSERT(a = a.transpose() + b);
+    VERIFY_RAISES_ASSERT(a = b + a.transpose());
+    VERIFY_RAISES_ASSERT(a = a.conjugate().transpose());
+    VERIFY_RAISES_ASSERT(a = a.adjoint());
+    VERIFY_RAISES_ASSERT(a = a.adjoint() + b);
+    VERIFY_RAISES_ASSERT(a = b + a.adjoint());
+
+    // no assertion should be triggered for these cases:
+    a.transpose() = a.transpose();
+    a.transpose() += a.transpose();
+    a.transpose() += a.transpose() + b;
+    a.transpose() = a.adjoint();
+    a.transpose() += a.adjoint();
+    a.transpose() += a.adjoint() + b;
+  }
+#endif
+}
+