1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141
|
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009 Jitse Niesen <jitse@maths.leeds.ac.uk>
//
// 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 "matrix_functions.h"
double binom(int n, int k)
{
double res = 1;
for (int i=0; i<k; i++)
res = res * (n-k+i+1) / (i+1);
return res;
}
template <typename T>
T expfn(T x, int)
{
return std::exp(x);
}
template <typename T>
void test2dRotation(double tol)
{
Matrix<T,2,2> A, B, C;
T angle;
A << 0, 1, -1, 0;
for (int i=0; i<=20; i++)
{
angle = static_cast<T>(pow(10, i / 5. - 2));
B << std::cos(angle), std::sin(angle), -std::sin(angle), std::cos(angle);
C = (angle*A).matrixFunction(expfn);
std::cout << "test2dRotation: i = " << i << " error funm = " << relerr(C, B);
VERIFY(C.isApprox(B, static_cast<T>(tol)));
C = (angle*A).exp();
std::cout << " error expm = " << relerr(C, B) << "\n";
VERIFY(C.isApprox(B, static_cast<T>(tol)));
}
}
template <typename T>
void test2dHyperbolicRotation(double tol)
{
Matrix<std::complex<T>,2,2> A, B, C;
std::complex<T> imagUnit(0,1);
T angle, ch, sh;
for (int i=0; i<=20; i++)
{
angle = static_cast<T>((i-10) / 2.0);
ch = std::cosh(angle);
sh = std::sinh(angle);
A << 0, angle*imagUnit, -angle*imagUnit, 0;
B << ch, sh*imagUnit, -sh*imagUnit, ch;
C = A.matrixFunction(expfn);
std::cout << "test2dHyperbolicRotation: i = " << i << " error funm = " << relerr(C, B);
VERIFY(C.isApprox(B, static_cast<T>(tol)));
C = A.exp();
std::cout << " error expm = " << relerr(C, B) << "\n";
VERIFY(C.isApprox(B, static_cast<T>(tol)));
}
}
template <typename T>
void testPascal(double tol)
{
for (int size=1; size<20; size++)
{
Matrix<T,Dynamic,Dynamic> A(size,size), B(size,size), C(size,size);
A.setZero();
for (int i=0; i<size-1; i++)
A(i+1,i) = static_cast<T>(i+1);
B.setZero();
for (int i=0; i<size; i++)
for (int j=0; j<=i; j++)
B(i,j) = static_cast<T>(binom(i,j));
C = A.matrixFunction(expfn);
std::cout << "testPascal: size = " << size << " error funm = " << relerr(C, B);
VERIFY(C.isApprox(B, static_cast<T>(tol)));
C = A.exp();
std::cout << " error expm = " << relerr(C, B) << "\n";
VERIFY(C.isApprox(B, static_cast<T>(tol)));
}
}
template<typename MatrixType>
void randomTest(const MatrixType& m, double tol)
{
/* this test covers the following files:
Inverse.h
*/
typename MatrixType::Index rows = m.rows();
typename MatrixType::Index cols = m.cols();
MatrixType m1(rows, cols), m2(rows, cols), identity = MatrixType::Identity(rows, cols);
typedef typename NumTraits<typename internal::traits<MatrixType>::Scalar>::Real RealScalar;
for(int i = 0; i < g_repeat; i++) {
m1 = MatrixType::Random(rows, cols);
m2 = m1.matrixFunction(expfn) * (-m1).matrixFunction(expfn);
std::cout << "randomTest: error funm = " << relerr(identity, m2);
VERIFY(identity.isApprox(m2, static_cast<RealScalar>(tol)));
m2 = m1.exp() * (-m1).exp();
std::cout << " error expm = " << relerr(identity, m2) << "\n";
VERIFY(identity.isApprox(m2, static_cast<RealScalar>(tol)));
}
}
void test_matrix_exponential()
{
CALL_SUBTEST_2(test2dRotation<double>(1e-13));
CALL_SUBTEST_1(test2dRotation<float>(2e-5)); // was 1e-5, relaxed for clang 2.8 / linux / x86-64
CALL_SUBTEST_8(test2dRotation<long double>(1e-13));
CALL_SUBTEST_2(test2dHyperbolicRotation<double>(1e-14));
CALL_SUBTEST_1(test2dHyperbolicRotation<float>(1e-5));
CALL_SUBTEST_8(test2dHyperbolicRotation<long double>(1e-14));
CALL_SUBTEST_6(testPascal<float>(1e-6));
CALL_SUBTEST_5(testPascal<double>(1e-15));
CALL_SUBTEST_2(randomTest(Matrix2d(), 1e-13));
CALL_SUBTEST_7(randomTest(Matrix<double,3,3,RowMajor>(), 1e-13));
CALL_SUBTEST_3(randomTest(Matrix4cd(), 1e-13));
CALL_SUBTEST_4(randomTest(MatrixXd(8,8), 1e-13));
CALL_SUBTEST_1(randomTest(Matrix2f(), 1e-4));
CALL_SUBTEST_5(randomTest(Matrix3cf(), 1e-4));
CALL_SUBTEST_1(randomTest(Matrix4f(), 1e-4));
CALL_SUBTEST_6(randomTest(MatrixXf(8,8), 1e-4));
CALL_SUBTEST_9(randomTest(Matrix<long double,Dynamic,Dynamic>(7,7), 1e-13));
}
|