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/* -------------------------------------------------------------------------- *
* SimTK Simbody: SimTKmath *
* -------------------------------------------------------------------------- *
* This is part of the SimTK biosimulation toolkit originating from *
* Simbios, the NIH National Center for Physics-Based Simulation of *
* Biological Structures at Stanford, funded under the NIH Roadmap for *
* Medical Research, grant U54 GM072970. See https://simtk.org/home/simbody. *
* *
* Portions copyright (c) 2006-12 Stanford University and the Authors. *
* Authors: Jack Middleton *
* Contributors: *
* *
* Licensed under the Apache License, Version 2.0 (the "License"); you may *
* not use this file except in compliance with the License. You may obtain a *
* copy of the License at http://www.apache.org/licenses/LICENSE-2.0. *
* *
* Unless required by applicable law or agreed to in writing, software *
* distributed under the License is distributed on an "AS IS" BASIS, *
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. *
* See the License for the specific language governing permissions and *
* limitations under the License. *
* -------------------------------------------------------------------------- */
/**@file
* This is a test program which uses the Eigen class to compute
* eigen values and eigen vectors
*/
/*
The data for this test is from an example FORTRAN program from the
Numerical Algorithms Group (NAG)
URL:http://www.nag.com/lapack-ex/lapack-ex.html
Solves for the eigen valus and vectors for the
following system
Ax = 0 where :
0.35 0.45 -0.14 -0.17
0.09 0.07 -0.54 0.35
A = -0.44 -0.33 -0.03 0.17
0.25 -0.32 -0.13 0.11
SOLUTION =
reciprocal condition number = 9.9E-01
Error bound = 1.3E-16
Eigenvector( 1)
-6.5509E-01
-5.2363E-01
5.3622E-01
-9.5607E-02
Reciprocal condition number = 8.2E-01
Error bound = 1.6E-16
Eigenvalue( 2) = (-9.9412E-02, 4.0079E-01)
Reciprocal condition number = 7.0E-01
Error bound = 1.8E-16
Eigenvector( 2)
(-1.9330E-01, 2.5463E-01)
( 2.5186E-01,-5.2240E-01)
( 9.7182E-02,-3.0838E-01)
( 6.7595E-01, 0.0000E+00)
Reciprocal condition number = 4.0E-01
Error bound = 3.3E-16
Eigenvalue( 3) = (-9.9412E-02,-4.0079E-01)
Reciprocal condition number = 7.0E-01
Error bound = 1.8E-16
Eigenvector( 3)
(-1.9330E-01,-2.5463E-01)
( 2.5186E-01, 5.2240E-01)
( 9.7182E-02, 3.0838E-01)
( 6.7595E-01,-0.0000E+00)
Reciprocal condition number = 4.0E-01
Error bound = 3.3E-16
Eigenvalue( 4) = -1.0066E-01
Reciprocal condition number = 5.7E-01
Error bound = 2.3E-16
Eigenvector( 4)
1.2533E-01
3.3202E-01
5.9384E-01
7.2209E-01
Reciprocal condition number = 3.1E-01
Error bound = 4.2E-16
estimated rank = 4
*/
#include "SimTKmath.h"
#include <cstdio>
#include <cassert>
#include <iostream>
#define ASSERT(cond) {SimTK_ASSERT_ALWAYS(cond, "Assertion failed");}
static const double EPS = 0.00001;
using namespace SimTK;
using std::printf;
using std::cout;
using std::endl;
Real A[16] = { 0.35, 0.45, -0.14, -0.17,
0.09, 0.07, -0.54, 0.35,
-0.44, -0.33, -0.03, 0.17,
0.25, -0.32, -0.13, 0.11 };
typedef std::complex<double> cd;
cd expEigen[4] = { cd(0.79948, 0.0),
cd(-0.099412, 0.40079),
cd(-0.099412, -0.40079),
cd(-0.10066, 0.0) };
cd expVectors[16] = { cd( -.65509, 0.0), cd( -.52363, 0.0), cd( .53622, 0.0), cd( -.095607, 0.0),
cd(-.1933001, .25463), cd( .2518601, -.52240), cd( .09718202,-.30838), cd( .67595, 0.000),
cd(-.1933001, -.25463), cd( .2518601, .52240), cd( .09718202, .30838), cd( .67595, -0.000),
cd( .12533, 0.0), cd( .33202, 0.0), cd( .59384, 0.0), cd( .72209, 0.0) };
template <typename T>
T absNormComplex( Vector_<std::complex<T> >& values, Vector_<std::complex<T> >& expected) {
T norm = 0;
for(int i=0;i<values.size(); i++ ) {
norm += (fabs(values(i).real()) - fabs(expected(i).real())) * (fabs(values(i).real()) - fabs(expected(i).real())) +
(fabs(values(i).imag()) - fabs(expected(i).imag())) * (fabs(values(i).imag()) - fabs(expected(i).imag()));
}
return( sqrt(norm) );
}
template <typename T>
T absNorm( Vector_<T>& values, Vector_<T>& expected) {
T norm = 0;
for(int i=0;i<values.size(); i++ ) {
norm += (fabs(values(i)) - fabs(expected(i))) * (fabs(values(i)) - fabs(expected(i))) +
(fabs(values(i)) - fabs(expected(i))) * (fabs(values(i)) - fabs(expected(i)));
}
return( sqrt(norm) );
}
int main () {
double errnorm;
try {
// Default precision (Real, normally double) test.
Matrix a(4,4, A);
Vector_<std::complex<double> > expectedValues(4);
for(int i=0;i<4;i++) expectedValues[i] = expEigen[i];
Matrix_<std::complex<double> > expectedVectors(4,4);
for(int i=0;i<4;i++) for(int j=0;j<4;j++) expectedVectors(i,j) = expVectors[j*4+i];
Vector_<std::complex<double> > values; // should get sized automatically to 4 by getAllEigenValuesAndVectors()
Vector_<std::complex<double> > expectVec(4);
Vector_<std::complex<double> > computeVec(4);
Matrix_<std::complex<double> > vectors; // should get sized automatically to 4x4 by getAllEigenValuesAndVectors()
Eigen es(a); // setup the eigen system
es.getAllEigenValuesAndVectors( values, vectors ); // solve for the eigenvalues and eigenvectors of the system
printf("\n ***** NON-SYMMETRIC: ***** \n\n" );
cout << " Real SOLUTION: " << values << " errnorm=" << absNormComplex(values,expectedValues) << endl;
ASSERT(absNormComplex(values,expectedValues) < 0.001);
cout << "Vectors = " << endl;
for(int i=0;i<4;i++) {
computeVec = vectors(i);
expectVec = expectedVectors(i);
errnorm = absNormComplex( computeVec, expectVec );
cout << computeVec << " errnorm=" << errnorm << endl;
ASSERT( errnorm < 0.00001 );
}
cout << endl << endl;
Vector_<std::complex<float> > expectedValuesf(4);
Matrix_<std::complex<float> > expectedVectorsf(4,4);
Vector_<std::complex<float> > expectVecf(4);
Vector_<std::complex<float> > computeVecf(4);
Matrix_<std::complex<float> > vectorsf; // should get sized automatically to 4x4 by getAllEigenValuesAndVectors()
Vector_<std::complex<float> > valuesf; // should get sized automatically to 4 by getAllEigenValuesAndVectors()
Matrix_<float> af(4,4); for (int i=0; i<4; ++i) for (int j=0; j<4; ++j) af(i,j)=(float)a(i,j);
for(int i=0;i<4;i++) expectedValuesf[i] = (std::complex<float>)expEigen[i];
for(int i=0;i<4;i++) for(int j=0;j<4;j++) expectedVectorsf(i,j) = (std::complex<float>)expVectors[j*4+i];
Eigen esf(af); // setup the eigen system
esf.getAllEigenValuesAndVectors( valuesf, vectorsf); // solve for the eigenvalues and vectors of the system
cout << " float SOLUTION: " << valuesf << " errnorm=" << absNormComplex(valuesf,expectedValuesf) << endl;
ASSERT(absNormComplex(valuesf,expectedValuesf) < 0.001);
cout << "Vectors = " << endl;
for(int i=0;i<4;i++) {
computeVecf = vectorsf(i);
expectVecf = expectedVectorsf(i);
errnorm = absNormComplex( computeVecf, expectVecf );
cout << computeVecf << " errnorm=" << errnorm << endl;
ASSERT( errnorm < 0.0001 );
}
Real Z[4] = { 0.0, 0.0,
0.0, 0.0 };
Matrix z(2,2, Z);
Eigen zeigen(z);
zeigen.getAllEigenValuesAndVectors( values, vectors);
cout << "Matrix of all zeros" << endl << "eigenvalues: " << values << endl;
cout << "Eigen vectors: " << endl;
for(int i=0;i<vectors.nrow();i++ ) {
cout << vectors(i) << endl;
}
Matrix_<double> z0;
Eigen z0Eigen(z0);
zeigen.getAllEigenValuesAndVectors( values, vectors);
cout << "Matrix of dimension 0,0" << endl << "eigenvalues: " << values << endl;
cout << "Eigen vectors: " << endl;
for(int i=0;i<vectors.nrow();i++ ) {
cout << vectors(i) << endl;
}
/*
//
// SYMMETRIC TESTS:
//
Real S[16] = { 1.0, 2.0, 3.0, 4.0,
0.0, 2.0, 3.0, 4.0,
0.0, 0.0, 3.0, 4.0,
0.0, 0.0, 0.0, 4.0 };
Real expectSymVals[4] = { -2.0531, -0.5146, -0.2943, 12.8621 };
Real expectSymVecs[16] = { -0.7003, -0.5144, 0.2767, -0.4103,
-0.3592, 0.4851, -0.6634, -0.4422,
0.1569, 0.5420, 0.6504, -0.5085,
0.5965, -0.4543, -0.2457, -0.6144 };
Matrix as(4,4, S);
as.setMatrixStructure( MatrixStructures::Symmetric ) ;
Eigen esym(as); // setup the eigen system
Vector symValues;
Vector expectedSymValues(4);
for(int i=0;i<4;i++) expectedSymValues[i] = expectSymVals[i];
Matrix symVectors;
Vector symVector;
Vector expectedSymVector;
Matrix expectedSymVectors(4,4,expectSymVecs );
esym.getAllEigenValuesAndVectors( symValues, symVectors ); // solve for the eigenvalues and eigenvectors of the system
printf("\n ***** SYMMETRIC: ***** \n\n" );
cout << " Real SOLUTION: All Values and Vectors" << symValues << " errnorm=" << absNorm(symValues,expectedSymValues) << endl;
cout << " Eigen Vectors = " << endl;
for(int i=0;i<4;i++) {
symVector = symVectors(i);
expectedSymVector = expectedSymVectors(i);
errnorm = absNorm(symVector,expectedSymVector);
cout << symVectors(i) << " errnorm=" << errnorm << endl;
// cout << expectedSymVectors(i) << endl;
}
Eigen efewi(as); // setup the eigen system
efewi.getFewEigenValuesAndVectors( symValues, symVectors, 2, 3 ); // solve for few eigenvalues and eigenvectors of the system
cout << " Real SOLUTION: Values/Vectors between indices 2 and 3" << symValues << endl;
for(int j=0;j<symVectors.ncol();j++) cout << symVectors(j) << endl;
Eigen efewr(as); // setup the eigen system
// solve for few eigenvalues/vectors between -1, 1
efewr.getFewEigenValuesAndVectors( symValues, symVectors, -1.0, 1.0 );
cout << " Real SOLUTION: Values/Vectors between -1, 1 " << symValues << endl;
for(int j=0;j<symVectors.ncol();j++) cout << symVectors(j) << endl;
*/
return 0;
}
catch (std::exception& e) {
std::printf("FAILED: %s\n", e.what());
return 1;
}
}
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