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/jacobi.cpp b/test/jacobi.cpp
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+++ b/test/jacobi.cpp
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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2009 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/SVD>
+
+template<typename MatrixType, typename JacobiScalar>
+void jacobi(const MatrixType& m = MatrixType())
+{
+  typedef typename MatrixType::Index Index;
+  Index rows = m.rows();
+  Index cols = m.cols();
+
+  enum {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime
+  };
+
+  typedef Matrix<JacobiScalar, 2, 1> JacobiVector;
+
+  const MatrixType a(MatrixType::Random(rows, cols));
+
+  JacobiVector v = JacobiVector::Random().normalized();
+  JacobiScalar c = v.x(), s = v.y();
+  JacobiRotation<JacobiScalar> rot(c, s);
+
+  {
+    Index p = internal::random<Index>(0, rows-1);
+    Index q;
+    do {
+      q = internal::random<Index>(0, rows-1);
+    } while (q == p);
+
+    MatrixType b = a;
+    b.applyOnTheLeft(p, q, rot);
+    VERIFY_IS_APPROX(b.row(p), c * a.row(p) + numext::conj(s) * a.row(q));
+    VERIFY_IS_APPROX(b.row(q), -s * a.row(p) + numext::conj(c) * a.row(q));
+  }
+
+  {
+    Index p = internal::random<Index>(0, cols-1);
+    Index q;
+    do {
+      q = internal::random<Index>(0, cols-1);
+    } while (q == p);
+
+    MatrixType b = a;
+    b.applyOnTheRight(p, q, rot);
+    VERIFY_IS_APPROX(b.col(p), c * a.col(p) - s * a.col(q));
+    VERIFY_IS_APPROX(b.col(q), numext::conj(s) * a.col(p) + numext::conj(c) * a.col(q));
+  }
+}
+
+void test_jacobi()
+{
+  for(int i = 0; i < g_repeat; i++) {
+    CALL_SUBTEST_1(( jacobi<Matrix3f, float>() ));
+    CALL_SUBTEST_2(( jacobi<Matrix4d, double>() ));
+    CALL_SUBTEST_3(( jacobi<Matrix4cf, float>() ));
+    CALL_SUBTEST_3(( jacobi<Matrix4cf, std::complex<float> >() ));
+
+    int r = internal::random<int>(2, internal::random<int>(1,EIGEN_TEST_MAX_SIZE)/2),
+        c = internal::random<int>(2, internal::random<int>(1,EIGEN_TEST_MAX_SIZE)/2);
+    CALL_SUBTEST_4(( jacobi<MatrixXf, float>(MatrixXf(r,c)) ));
+    CALL_SUBTEST_5(( jacobi<MatrixXcd, double>(MatrixXcd(r,c)) ));
+    CALL_SUBTEST_5(( jacobi<MatrixXcd, std::complex<double> >(MatrixXcd(r,c)) ));
+    // complex<float> is really important to test as it is the only way to cover conjugation issues in certain unaligned paths
+    CALL_SUBTEST_6(( jacobi<MatrixXcf, float>(MatrixXcf(r,c)) ));
+    CALL_SUBTEST_6(( jacobi<MatrixXcf, std::complex<float> >(MatrixXcf(r,c)) ));
+    
+    TEST_SET_BUT_UNUSED_VARIABLE(r);
+    TEST_SET_BUT_UNUSED_VARIABLE(c);
+  }
+}