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/real_qz.cpp b/test/real_qz.cpp
new file mode 100644
index 0000000..a1766c6
--- /dev/null
+++ b/test/real_qz.cpp
@@ -0,0 +1,81 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Alexey Korepanov <kaikaikai@yandex.ru>
+//
+// 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 real_qz(const MatrixType& m)
+{
+  /* this test covers the following files:
+     RealQZ.h
+  */
+  using std::abs;
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+  
+  Index dim = m.cols();
+  
+  MatrixType A = MatrixType::Random(dim,dim),
+             B = MatrixType::Random(dim,dim);
+
+
+  // Regression test for bug 985: Randomly set rows or columns to zero
+  Index k=internal::random<Index>(0, dim-1);
+  switch(internal::random<int>(0,10)) {
+  case 0:
+    A.row(k).setZero(); break;
+  case 1:
+    A.col(k).setZero(); break;
+  case 2:
+    B.row(k).setZero(); break;
+  case 3:
+    B.col(k).setZero(); break;
+  default:
+    break;
+  }
+
+  RealQZ<MatrixType> qz(A,B);
+  
+  VERIFY_IS_EQUAL(qz.info(), Success);
+  // check for zeros
+  bool all_zeros = true;
+  for (Index i=0; i<A.cols(); i++)
+    for (Index j=0; j<i; j++) {
+      if (abs(qz.matrixT()(i,j))!=Scalar(0.0))
+        all_zeros = false;
+      if (j<i-1 && abs(qz.matrixS()(i,j))!=Scalar(0.0))
+        all_zeros = false;
+      if (j==i-1 && j>0 && abs(qz.matrixS()(i,j))!=Scalar(0.0) && abs(qz.matrixS()(i-1,j-1))!=Scalar(0.0))
+        all_zeros = false;
+    }
+  VERIFY_IS_EQUAL(all_zeros, true);
+  VERIFY_IS_APPROX(qz.matrixQ()*qz.matrixS()*qz.matrixZ(), A);
+  VERIFY_IS_APPROX(qz.matrixQ()*qz.matrixT()*qz.matrixZ(), B);
+  VERIFY_IS_APPROX(qz.matrixQ()*qz.matrixQ().adjoint(), MatrixType::Identity(dim,dim));
+  VERIFY_IS_APPROX(qz.matrixZ()*qz.matrixZ().adjoint(), MatrixType::Identity(dim,dim));
+}
+
+void test_real_qz()
+{
+  int s = 0;
+  for(int i = 0; i < g_repeat; i++) {
+    CALL_SUBTEST_1( real_qz(Matrix4f()) );
+    s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4);
+    CALL_SUBTEST_2( real_qz(MatrixXd(s,s)) );
+
+    // some trivial but implementation-wise tricky cases
+    CALL_SUBTEST_2( real_qz(MatrixXd(1,1)) );
+    CALL_SUBTEST_2( real_qz(MatrixXd(2,2)) );
+    CALL_SUBTEST_3( real_qz(Matrix<double,1,1>()) );
+    CALL_SUBTEST_4( real_qz(Matrix2d()) );
+  }
+  
+  TEST_SET_BUT_UNUSED_VARIABLE(s)
+}