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"examples/pytorch/ogb/line/model.py" did not exist on "90d86fcbe3d87c6d26bc724db68bc891a3fa56cb"
Commit 84322900 authored by Davis King's avatar Davis King
Browse files

Broke the matrix_la.cpp file into four separate files. 

--HG--
extra : convert_revision : svn%3Afdd8eb12-d10e-0410-9acb-85c331704f74/trunk%402935
parent 44d22340
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Showing with 804 additions and 2 deletions
dlib/test/CMakeLists.txt
View file @ 84322900
......@@ -44,7 +44,10 @@ set (tests
matrix.cpp
matrix2.cpp
matrix3.cpp
matrix_la.cpp
matrix_lu.cpp
matrix_qr.cpp
matrix_chol.cpp
matrix_eig.cpp
md5.cpp
member_function_pointer.cpp
metaprogramming.cpp
......
dlib/test/makefile
View file @ 84322900
......@@ -54,7 +54,10 @@ SRC += map.cpp
SRC += matrix.cpp
SRC += matrix2.cpp
SRC += matrix3.cpp
SRC += matrix_la.cpp
SRC += matrix_lu.cpp
SRC += matrix_qr.cpp
SRC += matrix_chol.cpp
SRC += matrix_eig.cpp
SRC += md5.cpp
SRC += member_function_pointer.cpp
SRC += metaprogramming.cpp
......
dlib/test/matrix_chol.cpp 0 → 100644
View file @ 84322900
// Copyright (C) 2009 Davis E. King (davisking@users.sourceforge.net)
// License: Boost Software License See LICENSE.txt for the full license.
#include <dlib/matrix.h>
#include <sstream>
#include <string>
#include <cstdlib>
#include <ctime>
#include <vector>
#include "../stl_checked.h"
#include "../array.h"
#include "../rand.h"
#include <dlib/string.h>
#include "tester.h"
namespace
{
using namespace test;
using namespace dlib;
using namespace std;
logger dlog("test.matrix_chol");
dlib::rand::float_1a rnd;
// ----------------------------------------------------------------------------------------
template <typename mat_type>
const matrix<typename mat_type::type> symm(const mat_type& m) { return m*trans(m); }
// ----------------------------------------------------------------------------------------
template <typename type>
const matrix<type> randmat(long r, long c)
{
matrix<type> m(r,c);
for (long row = 0; row < m.nr(); ++row)
{
for (long col = 0; col < m.nc(); ++col)
{
m(row,col) = static_cast<type>(rnd.get_random_double());
}
}
return m;
}
template <typename type, long NR, long NC>
const matrix<type,NR,NC> randmat()
{
matrix<type,NR,NC> m;
for (long row = 0; row < m.nr(); ++row)
{
for (long col = 0; col < m.nc(); ++col)
{
m(row,col) = static_cast<type>(rnd.get_random_double());
}
}
return m;
}
// ----------------------------------------------------------------------------------------
template <typename matrix_type>
void test_cholesky ( const matrix_type& m)
{
typedef typename matrix_type::type type;
const type eps = 10*max(abs(m))*sqrt(std::numeric_limits<type>::epsilon());
dlog << LDEBUG << "test_cholesky(): " << m.nr() << " x " << m.nc() << " eps: " << eps;
print_spinner();
cholesky_decomposition<matrix_type> test(m);
// none of the matrices we should be passing in to test_cholesky() should be non-spd.
DLIB_CASSERT(test.is_spd() == true, "");
type temp;
DLIB_CASSERT( (temp= max(abs(test.get_l()*trans(test.get_l()) - m))) < eps,temp);
matrix<type> m2;
matrix<type,0,1> col;
m2 = identity_matrix<type>(m.nr());
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
m2 = randmat<type>(m.nr(),5);
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
m2 = randmat<type>(m.nr(),1);
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
col = randmat<type>(m.nr(),1);
DLIB_CASSERT(equal(m*test.solve(col), col,eps),max(abs(m*test.solve(m2)- m2)));
// now make us a non-spd matrix
if (m.nr() > 1)
{
matrix<type> sm(lowerm(m));
sm(1,1) = 0;
cholesky_decomposition<matrix_type> test2(sm);
DLIB_CASSERT(test2.is_spd() == false, test2.get_l());
cholesky_decomposition<matrix_type> test3(sm*trans(sm));
DLIB_CASSERT(test3.is_spd() == false, test3.get_l());
sm = sm*trans(sm);
sm(1,1) = 5;
sm(1,0) -= 1;
cholesky_decomposition<matrix_type> test4(sm);
DLIB_CASSERT(test4.is_spd() == false, test4.get_l());
}
}
// ----------------------------------------------------------------------------------------
void matrix_test_double()
{
test_cholesky(uniform_matrix<double>(1,1,1) + 10*symm(randmat<double>(1,1)));
test_cholesky(uniform_matrix<double>(2,2,1) + 10*symm(randmat<double>(2,2)));
test_cholesky(uniform_matrix<double>(3,3,1) + 10*symm(randmat<double>(3,3)));
test_cholesky(uniform_matrix<double>(4,4,1) + 10*symm(randmat<double>(4,4)));
test_cholesky(uniform_matrix<double>(15,15,1) + 10*symm(randmat<double>(15,15)));
test_cholesky(uniform_matrix<double>(101,101,1) + 10*symm(randmat<double>(101,101)));
}
// ----------------------------------------------------------------------------------------
void matrix_test_float()
{
test_cholesky(uniform_matrix<float>(1,1,1) + 2*symm(randmat<float>(1,1)));
test_cholesky(uniform_matrix<float>(2,2,1) + 2*symm(randmat<float>(2,2)));
test_cholesky(uniform_matrix<float>(3,3,1) + 2*symm(randmat<float>(3,3)));
}
// ----------------------------------------------------------------------------------------
class matrix_tester : public tester
{
public:
matrix_tester (
) :
tester ("test_matrix_chol",
"Runs tests on the matrix cholesky component.")
{
rnd.set_seed(cast_to_string(time(0)));
}
void perform_test (
)
{
dlog << LINFO << "seed string: " << rnd.get_seed();
dlog << LINFO << "begin testing with double";
matrix_test_double();
dlog << LINFO << "begin testing with float";
matrix_test_float();
}
} a;
}
dlib/test/matrix_la.cpp → dlib/test/matrix_eig.cpp
View file @ 84322900
......@@ -22,7 +22,7 @@ namespace
using namespace dlib;
using namespace std;
logger dlog("test.matrix_la");
logger dlog("test.matrix_eig");
dlib::rand::float_1a rnd;
......@@ -63,184 +63,6 @@ namespace
return m;
}
// ----------------------------------------------------------------------------------------
template <typename matrix_type>
void test_qr ( const matrix_type& m)
{
typedef typename matrix_type::type type;
const type eps = 10*max(abs(m))*sqrt(std::numeric_limits<type>::epsilon());
dlog << LDEBUG << "test_qr(): " << m.nr() << " x " << m.nc() << " eps: " << eps;
print_spinner();
qr_decomposition<matrix_type> test(m);
DLIB_CASSERT(test.nr() == m.nr(),"");
DLIB_CASSERT(test.nc() == m.nc(),"");
type temp;
DLIB_CASSERT( (temp= max(abs(test.get_q()*test.get_r() - m))) < eps,temp);
// none of the matrices we should be passing in to test_qr() should be non-full rank.
DLIB_CASSERT(test.is_full_rank() == true,"");
if (m.nr() == m.nc())
{
matrix<type> m2;
matrix<type,0,1> col;
m2 = identity_matrix<type>(m.nr());
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
m2 = randm<type>(m.nr(),5);
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
m2 = randm<type>(m.nr(),1);
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
col = randm<type>(m.nr(),1);
DLIB_CASSERT(equal(m*test.solve(col), col,eps),max(abs(m*test.solve(m2)- m2)));
}
else
{
DLIB_CASSERT(dlib::equal(pinv(m), test.solve(identity_matrix<type>(m.nr())), eps),
max(abs(pinv(m) - test.solve(identity_matrix<type>(m.nr())))) );
}
// now make us a non-full rank matrix
if (m.nc() > 1)
{
matrix<type> sm(m);
set_colm(sm,0) = colm(sm,1);
qr_decomposition<matrix_type> test2(sm);
DLIB_CASSERT( (temp= max(abs(test.get_q()*test.get_r() - m))) < eps,temp);
if (test2.nc() < 100)
{
DLIB_CASSERT(test2.is_full_rank() == false,"eps: " << eps);
}
}
}
// ----------------------------------------------------------------------------------------
template <typename matrix_type>
void test_lu ( const matrix_type& m)
{
typedef typename matrix_type::type type;
const type eps = 10*max(abs(m))*sqrt(std::numeric_limits<type>::epsilon());
dlog << LDEBUG << "test_lu(): " << m.nr() << " x " << m.nc() << " eps: " << eps;
print_spinner();
lu_decomposition<matrix_type> test(m);
DLIB_CASSERT(test.is_square() == (m.nr() == m.nc()), "");
DLIB_CASSERT(test.nr() == m.nr(),"");
DLIB_CASSERT(test.nc() == m.nc(),"");
type temp;
DLIB_CASSERT( (temp= max(abs(test.get_l()*test.get_u() - rowm(m,test.get_pivot())))) < eps,temp);
if (test.is_square())
{
// none of the matrices we should be passing in to test_lu() should be singular.
DLIB_CASSERT (abs(test.det()) > eps/100, "det: " << test.det() );
dlog << LDEBUG << "big det: " << test.det();
DLIB_CASSERT(test.is_singular() == false,"");
matrix<type> m2;
matrix<type,0,1> col;
m2 = identity_matrix<type>(m.nr());
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
m2 = randm<type>(m.nr(),5);
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
m2 = randm<type>(m.nr(),1);
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
col = randm<type>(m.nr(),1);
DLIB_CASSERT(equal(m*test.solve(col), col,eps),max(abs(m*test.solve(m2)- m2)));
// now make us a singular matrix
if (m.nr() > 1)
{
matrix<type> sm(m);
set_colm(sm,0) = colm(sm,1);
lu_decomposition<matrix_type> test2(sm);
DLIB_CASSERT( (temp= max(abs(test2.get_l()*test2.get_u() - rowm(sm,test2.get_pivot())))) < eps,temp);
// these checks are only accurate for small matrices
if (test2.nr() < 100)
{
DLIB_CASSERT(test2.is_singular() == true,"det: " << test2.det());
DLIB_CASSERT(abs(test2.det()) < eps,"det: " << test2.det());
}
}
}
}
// ----------------------------------------------------------------------------------------
template <typename matrix_type>
void test_cholesky ( const matrix_type& m)
{
typedef typename matrix_type::type type;
const type eps = 10*max(abs(m))*sqrt(std::numeric_limits<type>::epsilon());
dlog << LDEBUG << "test_cholesky(): " << m.nr() << " x " << m.nc() << " eps: " << eps;
print_spinner();
cholesky_decomposition<matrix_type> test(m);
// none of the matrices we should be passing in to test_cholesky() should be non-spd.
DLIB_CASSERT(test.is_spd() == true, "");
type temp;
DLIB_CASSERT( (temp= max(abs(test.get_l()*trans(test.get_l()) - m))) < eps,temp);
matrix<type> m2;
matrix<type,0,1> col;
m2 = identity_matrix<type>(m.nr());
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
m2 = randm<type>(m.nr(),5);
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
m2 = randm<type>(m.nr(),1);
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
col = randm<type>(m.nr(),1);
DLIB_CASSERT(equal(m*test.solve(col), col,eps),max(abs(m*test.solve(m2)- m2)));
// now make us a non-spd matrix
if (m.nr() > 1)
{
matrix<type> sm(lowerm(m));
sm(1,1) = 0;
cholesky_decomposition<matrix_type> test2(sm);
DLIB_CASSERT(test2.is_spd() == false, test2.get_l());
cholesky_decomposition<matrix_type> test3(sm*trans(sm));
DLIB_CASSERT(test3.is_spd() == false, test3.get_l());
sm = sm*trans(sm);
sm(1,1) = 5;
sm(1,0) -= 1;
cholesky_decomposition<matrix_type> test4(sm);
DLIB_CASSERT(test4.is_spd() == false, test4.get_l());
}
}
// ----------------------------------------------------------------------------------------
template <typename matrix_type>
......@@ -311,63 +133,6 @@ namespace
void matrix_test_double()
{
// -------------------------------
test_lu(10*randm<double>(1,1));
test_lu(10*randm<double>(2,2));
test_lu(10*symm(randm<double>(2,2)));
test_lu(10*randm<double>(4,4));
test_lu(10*randm<double>(9,4));
test_lu(10*randm<double>(3,8));
test_lu(10*randm<double>(15,15));
test_lu(2*symm(randm<double>(15,15)));
test_lu(10*randm<double>(100,100));
test_lu(10*randm<double>(137,200));
test_lu(10*randm<double>(200,101));
test_lu(10*randm<double,1,1>());
test_lu(10*randm<double,2,2>());
test_lu(10*randm<double,4,3>());
test_lu(10*randm<double,4,4>());
test_lu(10*randm<double,9,4>());
test_lu(10*randm<double,3,8>());
test_lu(10*randm<double,15,15>());
test_lu(10*randm<double,100,100>());
test_lu(10*randm<double,137,200>());
test_lu(10*randm<double,200,101>());
// -------------------------------
test_cholesky(uniform_matrix<double>(1,1,1) + 10*symm(randm<double>(1,1)));
test_cholesky(uniform_matrix<double>(2,2,1) + 10*symm(randm<double>(2,2)));
test_cholesky(uniform_matrix<double>(3,3,1) + 10*symm(randm<double>(3,3)));
test_cholesky(uniform_matrix<double>(4,4,1) + 10*symm(randm<double>(4,4)));
test_cholesky(uniform_matrix<double>(15,15,1) + 10*symm(randm<double>(15,15)));
test_cholesky(uniform_matrix<double>(101,101,1) + 10*symm(randm<double>(101,101)));
// -------------------------------
test_qr(10*randm<double>(1,1));
test_qr(10*randm<double>(2,2));
test_qr(10*symm(randm<double>(2,2)));
test_qr(10*randm<double>(4,4));
test_qr(10*randm<double>(9,4));
test_qr(10*randm<double>(15,15));
test_qr(2*symm(randm<double>(15,15)));
test_qr(10*randm<double>(100,100));
test_qr(10*randm<double>(237,200));
test_qr(10*randm<double>(200,101));
test_qr(10*randm<double,1,1>());
test_qr(10*randm<double,2,2>());
test_qr(10*randm<double,4,3>());
test_qr(10*randm<double,4,4>());
test_qr(10*randm<double,9,4>());
test_qr(10*randm<double,15,15>());
test_qr(10*randm<double,100,100>());
// -------------------------------
test_eigenvalue(10*randm<double>(1,1));
test_eigenvalue(10*randm<double>(2,2));
test_eigenvalue(10*randm<double>(3,3));
......@@ -386,7 +151,6 @@ namespace
test_eigenvalue(10*symm(randm<double>(15,15)));
test_eigenvalue(10*symm(randm<double>(150,150)));
// -------------------------------
}
// ----------------------------------------------------------------------------------------
......@@ -394,48 +158,6 @@ namespace
void matrix_test_float()
{
// -------------------------------
test_lu(3*randm<float>(1,1));
test_lu(3*randm<float>(2,2));
test_lu(3*randm<float>(4,4));
test_lu(3*randm<float>(9,4));
test_lu(3*randm<float>(3,8));
test_lu(3*randm<float>(137,200));
test_lu(3*randm<float>(200,101));
test_lu(3*randm<float,1,1>());
test_lu(3*randm<float,2,2>());
test_lu(3*randm<float,4,3>());
test_lu(3*randm<float,4,4>());
test_lu(3*randm<float,9,4>());
test_lu(3*randm<float,3,8>());
test_lu(3*randm<float,137,200>());
test_lu(3*randm<float,200,101>());
// -------------------------------
test_cholesky(uniform_matrix<float>(1,1,1) + 2*symm(randm<float>(1,1)));
test_cholesky(uniform_matrix<float>(2,2,1) + 2*symm(randm<float>(2,2)));
test_cholesky(uniform_matrix<float>(3,3,1) + 2*symm(randm<float>(3,3)));
// -------------------------------
test_qr(3*randm<float>(1,1));
test_qr(3*randm<float>(2,2));
test_qr(3*randm<float>(4,4));
test_qr(3*randm<float>(9,4));
test_qr(3*randm<float>(237,200));
test_qr(3*randm<float,1,1>());
test_qr(3*randm<float,2,2>());
test_qr(3*randm<float,4,3>());
test_qr(3*randm<float,4,4>());
test_qr(3*randm<float,9,4>());
// -------------------------------
test_eigenvalue(10*randm<float>(1,1));
test_eigenvalue(10*randm<float>(2,2));
test_eigenvalue(10*randm<float>(3,3));
......@@ -462,8 +184,8 @@ namespace
public:
matrix_tester (
) :
tester ("test_matrix_la",
"Runs tests on the matrix component.")
tester ("test_matrix_eig",
"Runs tests on the matrix eigen decomp component.")
{
rnd.set_seed(cast_to_string(time(0)));
}
......
dlib/test/matrix_lu.cpp 0 → 100644
View file @ 84322900
// Copyright (C) 2009 Davis E. King (davisking@users.sourceforge.net)
// License: Boost Software License See LICENSE.txt for the full license.
#include <dlib/matrix.h>
#include <sstream>
#include <string>
#include <cstdlib>
#include <ctime>
#include <vector>
#include "../stl_checked.h"
#include "../array.h"
#include "../rand.h"
#include <dlib/string.h>
#include "tester.h"
namespace
{
using namespace test;
using namespace dlib;
using namespace std;
logger dlog("test.matrix_lu");
dlib::rand::float_1a rnd;
// ----------------------------------------------------------------------------------------
template <typename mat_type>
const matrix<typename mat_type::type> symm(const mat_type& m) { return m*trans(m); }
// ----------------------------------------------------------------------------------------
template <typename type>
const matrix<type> randmat(long r, long c)
{
matrix<type> m(r,c);
for (long row = 0; row < m.nr(); ++row)
{
for (long col = 0; col < m.nc(); ++col)
{
m(row,col) = static_cast<type>(rnd.get_random_double());
}
}
return m;
}
template <typename type, long NR, long NC>
const matrix<type,NR,NC> randmat()
{
matrix<type,NR,NC> m;
for (long row = 0; row < m.nr(); ++row)
{
for (long col = 0; col < m.nc(); ++col)
{
m(row,col) = static_cast<type>(rnd.get_random_double());
}
}
return m;
}
// ----------------------------------------------------------------------------------------
template <typename matrix_type>
void test_lu ( const matrix_type& m)
{
typedef typename matrix_type::type type;
const type eps = 10*max(abs(m))*sqrt(std::numeric_limits<type>::epsilon());
dlog << LDEBUG << "test_lu(): " << m.nr() << " x " << m.nc() << " eps: " << eps;
print_spinner();
lu_decomposition<matrix_type> test(m);
DLIB_CASSERT(test.is_square() == (m.nr() == m.nc()), "");
DLIB_CASSERT(test.nr() == m.nr(),"");
DLIB_CASSERT(test.nc() == m.nc(),"");
type temp;
DLIB_CASSERT( (temp= max(abs(test.get_l()*test.get_u() - rowm(m,test.get_pivot())))) < eps,temp);
if (test.is_square())
{
// none of the matrices we should be passing in to test_lu() should be singular.
DLIB_CASSERT (abs(test.det()) > eps/100, "det: " << test.det() );
dlog << LDEBUG << "big det: " << test.det();
DLIB_CASSERT(test.is_singular() == false,"");
matrix<type> m2;
matrix<type,0,1> col;
m2 = identity_matrix<type>(m.nr());
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
m2 = randmat<type>(m.nr(),5);
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
m2 = randmat<type>(m.nr(),1);
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
col = randmat<type>(m.nr(),1);
DLIB_CASSERT(equal(m*test.solve(col), col,eps),max(abs(m*test.solve(m2)- m2)));
// now make us a singular matrix
if (m.nr() > 1)
{
matrix<type> sm(m);
set_colm(sm,0) = colm(sm,1);
lu_decomposition<matrix_type> test2(sm);
DLIB_CASSERT( (temp= max(abs(test2.get_l()*test2.get_u() - rowm(sm,test2.get_pivot())))) < eps,temp);
// these checks are only accurate for small matrices
if (test2.nr() < 100)
{
DLIB_CASSERT(test2.is_singular() == true,"det: " << test2.det());
DLIB_CASSERT(abs(test2.det()) < eps,"det: " << test2.det());
}
}
}
}
// ----------------------------------------------------------------------------------------
void matrix_test_double()
{
test_lu(10*randmat<double>(1,1));
test_lu(10*randmat<double>(2,2));
test_lu(10*symm(randmat<double>(2,2)));
test_lu(10*randmat<double>(4,4));
test_lu(10*randmat<double>(9,4));
test_lu(10*randmat<double>(3,8));
test_lu(10*randmat<double>(15,15));
test_lu(2*symm(randmat<double>(15,15)));
test_lu(10*randmat<double>(100,100));
test_lu(10*randmat<double>(137,200));
test_lu(10*randmat<double>(200,101));
test_lu(10*randmat<double,1,1>());
test_lu(10*randmat<double,2,2>());
test_lu(10*randmat<double,4,3>());
test_lu(10*randmat<double,4,4>());
test_lu(10*randmat<double,9,4>());
test_lu(10*randmat<double,3,8>());
test_lu(10*randmat<double,15,15>());
test_lu(10*randmat<double,100,100>());
test_lu(10*randmat<double,137,200>());
test_lu(10*randmat<double,200,101>());
}
// ----------------------------------------------------------------------------------------
void matrix_test_float()
{
// -------------------------------
test_lu(3*randmat<float>(1,1));
test_lu(3*randmat<float>(2,2));
test_lu(3*randmat<float>(4,4));
test_lu(3*randmat<float>(9,4));
test_lu(3*randmat<float>(3,8));
test_lu(3*randmat<float>(137,200));
test_lu(3*randmat<float>(200,101));
test_lu(3*randmat<float,1,1>());
test_lu(3*randmat<float,2,2>());
test_lu(3*randmat<float,4,3>());
test_lu(3*randmat<float,4,4>());
test_lu(3*randmat<float,9,4>());
test_lu(3*randmat<float,3,8>());
test_lu(3*randmat<float,137,200>());
test_lu(3*randmat<float,200,101>());
}
// ----------------------------------------------------------------------------------------
class matrix_tester : public tester
{
public:
matrix_tester (
) :
tester ("test_matrix_lu",
"Runs tests on the matrix LU component.")
{
rnd.set_seed(cast_to_string(time(0)));
}
void perform_test (
)
{
dlog << LINFO << "seed string: " << rnd.get_seed();
dlog << LINFO << "begin testing with double";
matrix_test_double();
dlog << LINFO << "begin testing with float";
matrix_test_float();
}
} a;
}
dlib/test/matrix_qr.cpp 0 → 100644
View file @ 84322900
// Copyright (C) 2009 Davis E. King (davisking@users.sourceforge.net)
// License: Boost Software License See LICENSE.txt for the full license.
#include <dlib/matrix.h>
#include <sstream>
#include <string>
#include <cstdlib>
#include <ctime>
#include <vector>
#include "../stl_checked.h"
#include "../array.h"
#include "../rand.h"
#include <dlib/string.h>
#include "tester.h"
namespace
{
using namespace test;
using namespace dlib;
using namespace std;
logger dlog("test.matrix_qr");
dlib::rand::float_1a rnd;
// ----------------------------------------------------------------------------------------
template <typename mat_type>
const matrix<typename mat_type::type> symm(const mat_type& m) { return m*trans(m); }
// ----------------------------------------------------------------------------------------
template <typename type>
const matrix<type> randmat(long r, long c)
{
matrix<type> m(r,c);
for (long row = 0; row < m.nr(); ++row)
{
for (long col = 0; col < m.nc(); ++col)
{
m(row,col) = static_cast<type>(rnd.get_random_double());
}
}
return m;
}
template <typename type, long NR, long NC>
const matrix<type,NR,NC> randmat()
{
matrix<type,NR,NC> m;
for (long row = 0; row < m.nr(); ++row)
{
for (long col = 0; col < m.nc(); ++col)
{
m(row,col) = static_cast<type>(rnd.get_random_double());
}
}
return m;
}
// ----------------------------------------------------------------------------------------
template <typename matrix_type>
void test_qr ( const matrix_type& m)
{
typedef typename matrix_type::type type;
const type eps = 10*max(abs(m))*sqrt(std::numeric_limits<type>::epsilon());
dlog << LDEBUG << "test_qr(): " << m.nr() << " x " << m.nc() << " eps: " << eps;
print_spinner();
qr_decomposition<matrix_type> test(m);
DLIB_CASSERT(test.nr() == m.nr(),"");
DLIB_CASSERT(test.nc() == m.nc(),"");
type temp;
DLIB_CASSERT( (temp= max(abs(test.get_q()*test.get_r() - m))) < eps,temp);
// none of the matrices we should be passing in to test_qr() should be non-full rank.
DLIB_CASSERT(test.is_full_rank() == true,"");
if (m.nr() == m.nc())
{
matrix<type> m2;
matrix<type,0,1> col;
m2 = identity_matrix<type>(m.nr());
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
m2 = randmat<type>(m.nr(),5);
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
m2 = randmat<type>(m.nr(),1);
DLIB_CASSERT(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
col = randmat<type>(m.nr(),1);
DLIB_CASSERT(equal(m*test.solve(col), col,eps),max(abs(m*test.solve(m2)- m2)));
}
else
{
DLIB_CASSERT(dlib::equal(pinv(m), test.solve(identity_matrix<type>(m.nr())), eps),
max(abs(pinv(m) - test.solve(identity_matrix<type>(m.nr())))) );
}
// now make us a non-full rank matrix
if (m.nc() > 1)
{
matrix<type> sm(m);
set_colm(sm,0) = colm(sm,1);
qr_decomposition<matrix_type> test2(sm);
DLIB_CASSERT( (temp= max(abs(test.get_q()*test.get_r() - m))) < eps,temp);
if (test2.nc() < 100)
{
DLIB_CASSERT(test2.is_full_rank() == false,"eps: " << eps);
}
}
}
// ----------------------------------------------------------------------------------------
void matrix_test_double()
{
test_qr(10*randmat<double>(1,1));
test_qr(10*randmat<double>(2,2));
test_qr(10*symm(randmat<double>(2,2)));
test_qr(10*randmat<double>(4,4));
test_qr(10*randmat<double>(9,4));
test_qr(10*randmat<double>(15,15));
test_qr(2*symm(randmat<double>(15,15)));
test_qr(10*randmat<double>(100,100));
test_qr(10*randmat<double>(237,200));
test_qr(10*randmat<double>(200,101));
test_qr(10*randmat<double,1,1>());
test_qr(10*randmat<double,2,2>());
test_qr(10*randmat<double,4,3>());
test_qr(10*randmat<double,4,4>());
test_qr(10*randmat<double,9,4>());
test_qr(10*randmat<double,15,15>());
test_qr(10*randmat<double,100,100>());
}
// ----------------------------------------------------------------------------------------
void matrix_test_float()
{
test_qr(3*randmat<float>(1,1));
test_qr(3*randmat<float>(2,2));
test_qr(3*randmat<float>(4,4));
test_qr(3*randmat<float>(9,4));
test_qr(3*randmat<float>(237,200));
test_qr(3*randmat<float,1,1>());
test_qr(3*randmat<float,2,2>());
test_qr(3*randmat<float,4,3>());
test_qr(3*randmat<float,4,4>());
test_qr(3*randmat<float,9,4>());
}
// ----------------------------------------------------------------------------------------
class matrix_tester : public tester
{
public:
matrix_tester (
) :
tester ("test_matrix_qr",
"Runs tests on the matrix QR component.")
{
rnd.set_seed(cast_to_string(time(0)));
}
void perform_test (
)
{
dlog << LINFO << "seed string: " << rnd.get_seed();
dlog << LINFO << "begin testing with double";
matrix_test_double();
dlog << LINFO << "begin testing with float";
matrix_test_float();
}
} a;
}
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