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/eigensolver_generalized_real.cpp b/test/eigensolver_generalized_real.cpp
new file mode 100644
index 0000000..566a4bd
--- /dev/null
+++ b/test/eigensolver_generalized_real.cpp
@@ -0,0 +1,59 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Gael Guennebaud <gael.guennebaud@inria.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/.
+
+#include "main.h"
+#include <limits>
+#include <Eigen/Eigenvalues>
+
+template<typename MatrixType> void generalized_eigensolver_real(const MatrixType& m)
+{
+ typedef typename MatrixType::Index Index;
+ /* this test covers the following files:
+ GeneralizedEigenSolver.h
+ */
+ Index rows = m.rows();
+ Index cols = m.cols();
+
+ typedef typename MatrixType::Scalar Scalar;
+ typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
+
+ MatrixType a = MatrixType::Random(rows,cols);
+ MatrixType b = MatrixType::Random(rows,cols);
+ MatrixType a1 = MatrixType::Random(rows,cols);
+ MatrixType b1 = MatrixType::Random(rows,cols);
+ MatrixType spdA = a.adjoint() * a + a1.adjoint() * a1;
+ MatrixType spdB = b.adjoint() * b + b1.adjoint() * b1;
+
+ // lets compare to GeneralizedSelfAdjointEigenSolver
+ GeneralizedSelfAdjointEigenSolver<MatrixType> symmEig(spdA, spdB);
+ GeneralizedEigenSolver<MatrixType> eig(spdA, spdB);
+
+ VERIFY_IS_EQUAL(eig.eigenvalues().imag().cwiseAbs().maxCoeff(), 0);
+
+ VectorType realEigenvalues = eig.eigenvalues().real();
+ std::sort(realEigenvalues.data(), realEigenvalues.data()+realEigenvalues.size());
+ VERIFY_IS_APPROX(realEigenvalues, symmEig.eigenvalues());
+}
+
+void test_eigensolver_generalized_real()
+{
+ for(int i = 0; i < g_repeat; i++) {
+ int s = 0;
+ CALL_SUBTEST_1( generalized_eigensolver_real(Matrix4f()) );
+ s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4);
+ CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(s,s)) );
+
+ // some trivial but implementation-wise tricky cases
+ CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(1,1)) );
+ CALL_SUBTEST_2( generalized_eigensolver_real(MatrixXd(2,2)) );
+ CALL_SUBTEST_3( generalized_eigensolver_real(Matrix<double,1,1>()) );
+ CALL_SUBTEST_4( generalized_eigensolver_real(Matrix2d()) );
+ TEST_SET_BUT_UNUSED_VARIABLE(s)
+ }
+}