diff options
Diffstat (limited to 'Eigen/src/SVD/BDCSVD.h')
| -rw-r--r-- | Eigen/src/SVD/BDCSVD.h | 279 |
1 files changed, 207 insertions, 72 deletions
diff --git a/Eigen/src/SVD/BDCSVD.h b/Eigen/src/SVD/BDCSVD.h index d7a4271cb..17f8e4436 100644 --- a/Eigen/src/SVD/BDCSVD.h +++ b/Eigen/src/SVD/BDCSVD.h @@ -11,7 +11,7 @@ // Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr> // Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr> // Copyright (C) 2013 Jitse Niesen <jitse@maths.leeds.ac.uk> -// Copyright (C) 2014-2016 Gael Guennebaud <gael.guennebaud@inria.fr> +// Copyright (C) 2014-2017 Gael Guennebaud <gael.guennebaud@inria.fr> // // 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 @@ -22,6 +22,11 @@ // #define EIGEN_BDCSVD_DEBUG_VERBOSE // #define EIGEN_BDCSVD_SANITY_CHECKS +#ifdef EIGEN_BDCSVD_SANITY_CHECKS +#undef eigen_internal_assert +#define eigen_internal_assert(X) assert(X); +#endif + namespace Eigen { #ifdef EIGEN_BDCSVD_DEBUG_VERBOSE @@ -34,6 +39,7 @@ namespace internal { template<typename _MatrixType> struct traits<BDCSVD<_MatrixType> > + : traits<_MatrixType> { typedef _MatrixType MatrixType; }; @@ -57,7 +63,7 @@ struct traits<BDCSVD<_MatrixType> > * recommended and can several order of magnitude faster. * * \warning this algorithm is unlikely to provide accurate result when compiled with unsafe math optimizations. - * For instance, this concerns Intel's compiler (ICC), which perfroms such optimization by default unless + * For instance, this concerns Intel's compiler (ICC), which performs such optimization by default unless * you compile with the \c -fp-model \c precise option. Likewise, the \c -ffast-math option of GCC or clang will * significantly degrade the accuracy. * @@ -105,7 +111,7 @@ public: * The default constructor is useful in cases in which the user intends to * perform decompositions via BDCSVD::compute(const MatrixType&). */ - BDCSVD() : m_algoswap(16), m_numIters(0) + BDCSVD() : m_algoswap(16), m_isTranspose(false), m_compU(false), m_compV(false), m_numIters(0) {} @@ -202,6 +208,7 @@ protected: using Base::m_computeThinV; using Base::m_matrixU; using Base::m_matrixV; + using Base::m_info; using Base::m_isInitialized; using Base::m_nonzeroSingularValues; @@ -212,7 +219,7 @@ public: // Method to allocate and initialize matrix and attributes template<typename MatrixType> -void BDCSVD<MatrixType>::allocate(Index rows, Index cols, unsigned int computationOptions) +void BDCSVD<MatrixType>::allocate(Eigen::Index rows, Eigen::Index cols, unsigned int computationOptions) { m_isTranspose = (cols > rows); @@ -250,16 +257,25 @@ BDCSVD<MatrixType>& BDCSVD<MatrixType>::compute(const MatrixType& matrix, unsign { // FIXME this line involves temporaries JacobiSVD<MatrixType> jsvd(matrix,computationOptions); - if(computeU()) m_matrixU = jsvd.matrixU(); - if(computeV()) m_matrixV = jsvd.matrixV(); - m_singularValues = jsvd.singularValues(); - m_nonzeroSingularValues = jsvd.nonzeroSingularValues(); m_isInitialized = true; + m_info = jsvd.info(); + if (m_info == Success || m_info == NoConvergence) { + if(computeU()) m_matrixU = jsvd.matrixU(); + if(computeV()) m_matrixV = jsvd.matrixV(); + m_singularValues = jsvd.singularValues(); + m_nonzeroSingularValues = jsvd.nonzeroSingularValues(); + } return *this; } //**** step 0 - Copy the input matrix and apply scaling to reduce over/under-flows - RealScalar scale = matrix.cwiseAbs().maxCoeff(); + RealScalar scale = matrix.cwiseAbs().template maxCoeff<PropagateNaN>(); + if (!(numext::isfinite)(scale)) { + m_isInitialized = true; + m_info = InvalidInput; + return *this; + } + if(scale==Literal(0)) scale = Literal(1); MatrixX copy; if (m_isTranspose) copy = matrix.adjoint()/scale; @@ -276,7 +292,11 @@ BDCSVD<MatrixType>& BDCSVD<MatrixType>::compute(const MatrixType& matrix, unsign m_computed.topRows(m_diagSize) = bid.bidiagonal().toDenseMatrix().transpose(); m_computed.template bottomRows<1>().setZero(); divide(0, m_diagSize - 1, 0, 0, 0); - + if (m_info != Success && m_info != NoConvergence) { + m_isInitialized = true; + return *this; + } + //**** step 3 - Copy singular values and vectors for (int i=0; i<m_diagSize; i++) { @@ -388,7 +408,7 @@ void BDCSVD<MatrixType>::structured_update(Block<MatrixXr,Dynamic,Dynamic> A, co //@param shift : Each time one takes the left submatrix, one must add 1 to the shift. Why? Because! We actually want the last column of the U submatrix // to become the first column (*coeff) and to shift all the other columns to the right. There are more details on the reference paper. template<typename MatrixType> -void BDCSVD<MatrixType>::divide (Index firstCol, Index lastCol, Index firstRowW, Index firstColW, Index shift) +void BDCSVD<MatrixType>::divide(Eigen::Index firstCol, Eigen::Index lastCol, Eigen::Index firstRowW, Eigen::Index firstColW, Eigen::Index shift) { // requires rows = cols + 1; using std::pow; @@ -408,6 +428,8 @@ void BDCSVD<MatrixType>::divide (Index firstCol, Index lastCol, Index firstRowW, { // FIXME this line involves temporaries JacobiSVD<MatrixXr> b(m_computed.block(firstCol, firstCol, n + 1, n), ComputeFullU | (m_compV ? ComputeFullV : 0)); + m_info = b.info(); + if (m_info != Success && m_info != NoConvergence) return; if (m_compU) m_naiveU.block(firstCol, firstCol, n + 1, n + 1).real() = b.matrixU(); else @@ -427,7 +449,9 @@ void BDCSVD<MatrixType>::divide (Index firstCol, Index lastCol, Index firstRowW, // and the divide of the right submatrice reads one column of the left submatrice. That's why we need to treat the // right submatrix before the left one. divide(k + 1 + firstCol, lastCol, k + 1 + firstRowW, k + 1 + firstColW, shift); + if (m_info != Success && m_info != NoConvergence) return; divide(firstCol, k - 1 + firstCol, firstRowW, firstColW + 1, shift + 1); + if (m_info != Success && m_info != NoConvergence) return; if (m_compU) { @@ -568,7 +592,7 @@ void BDCSVD<MatrixType>::divide (Index firstCol, Index lastCol, Index firstRowW, // handling of round-off errors, be consistent in ordering // For instance, to solve the secular equation using FMM, see http://www.stat.uchicago.edu/~lekheng/courses/302/classics/greengard-rokhlin.pdf template <typename MatrixType> -void BDCSVD<MatrixType>::computeSVDofM(Index firstCol, Index n, MatrixXr& U, VectorType& singVals, MatrixXr& V) +void BDCSVD<MatrixType>::computeSVDofM(Eigen::Index firstCol, Eigen::Index n, MatrixXr& U, VectorType& singVals, MatrixXr& V) { const RealScalar considerZero = (std::numeric_limits<RealScalar>::min)(); using std::abs; @@ -591,7 +615,7 @@ void BDCSVD<MatrixType>::computeSVDofM(Index firstCol, Index n, MatrixXr& U, Vec // but others are interleaved and we must ignore them at this stage. // To this end, let's compute a permutation skipping them: Index actual_n = n; - while(actual_n>1 && diag(actual_n-1)==Literal(0)) --actual_n; + while(actual_n>1 && diag(actual_n-1)==Literal(0)) {--actual_n; eigen_internal_assert(col0(actual_n)==Literal(0)); } Index m = 0; // size of the deflated problem for(Index k=0;k<actual_n;++k) if(abs(col0(k))>considerZero) @@ -618,13 +642,11 @@ void BDCSVD<MatrixType>::computeSVDofM(Index firstCol, Index n, MatrixXr& U, Vec std::cout << " shift: " << shifts.transpose() << "\n"; { - Index actual_n = n; - while(actual_n>1 && abs(col0(actual_n-1))<considerZero) --actual_n; std::cout << "\n\n mus: " << mus.head(actual_n).transpose() << "\n\n"; std::cout << " check1 (expect0) : " << ((singVals.array()-(shifts+mus)) / singVals.array()).head(actual_n).transpose() << "\n\n"; + assert((((singVals.array()-(shifts+mus)) / singVals.array()).head(actual_n) >= 0).all()); std::cout << " check2 (>0) : " << ((singVals.array()-diag) / singVals.array()).head(actual_n).transpose() << "\n\n"; - std::cout << " check3 (>0) : " << ((diag.segment(1,actual_n-1)-singVals.head(actual_n-1).array()) / singVals.head(actual_n-1).array()).transpose() << "\n\n\n"; - std::cout << " check4 (>0) : " << ((singVals.segment(1,actual_n-1)-singVals.head(actual_n-1))).transpose() << "\n\n\n"; + assert((((singVals.array()-diag) / singVals.array()).head(actual_n) >= 0).all()); } #endif @@ -652,13 +674,13 @@ void BDCSVD<MatrixType>::computeSVDofM(Index firstCol, Index n, MatrixXr& U, Vec #endif #ifdef EIGEN_BDCSVD_SANITY_CHECKS - assert(U.allFinite()); - assert(V.allFinite()); - assert((U.transpose() * U - MatrixXr(MatrixXr::Identity(U.cols(),U.cols()))).norm() < 1e-14 * n); - assert((V.transpose() * V - MatrixXr(MatrixXr::Identity(V.cols(),V.cols()))).norm() < 1e-14 * n); assert(m_naiveU.allFinite()); assert(m_naiveV.allFinite()); assert(m_computed.allFinite()); + assert(U.allFinite()); + assert(V.allFinite()); +// assert((U.transpose() * U - MatrixXr(MatrixXr::Identity(U.cols(),U.cols()))).norm() < 100*NumTraits<RealScalar>::epsilon() * n); +// assert((V.transpose() * V - MatrixXr(MatrixXr::Identity(V.cols(),V.cols()))).norm() < 100*NumTraits<RealScalar>::epsilon() * n); #endif // Because of deflation, the singular values might not be completely sorted. @@ -673,6 +695,15 @@ void BDCSVD<MatrixType>::computeSVDofM(Index firstCol, Index n, MatrixXr& U, Vec if(m_compV) V.col(i).swap(V.col(i+1)); } } + +#ifdef EIGEN_BDCSVD_SANITY_CHECKS + { + bool singular_values_sorted = (((singVals.segment(1,actual_n-1)-singVals.head(actual_n-1))).array() >= 0).all(); + if(!singular_values_sorted) + std::cout << "Singular values are not sorted: " << singVals.segment(1,actual_n).transpose() << "\n"; + assert(singular_values_sorted); + } +#endif // Reverse order so that singular values in increased order // Because of deflation, the zeros singular-values are already at the end @@ -696,7 +727,9 @@ typename BDCSVD<MatrixType>::RealScalar BDCSVD<MatrixType>::secularEq(RealScalar for(Index i=0; i<m; ++i) { Index j = perm(i); - res += numext::abs2(col0(j)) / ((diagShifted(j) - mu) * (diag(j) + shift + mu)); + // The following expression could be rewritten to involve only a single division, + // but this would make the expression more sensitive to overflow. + res += (col0(j) / (diagShifted(j) - mu)) * (col0(j) / (diag(j) + shift + mu)); } return res; @@ -708,9 +741,12 @@ void BDCSVD<MatrixType>::computeSingVals(const ArrayRef& col0, const ArrayRef& d { using std::abs; using std::swap; + using std::sqrt; Index n = col0.size(); Index actual_n = n; + // Note that here actual_n is computed based on col0(i)==0 instead of diag(i)==0 as above + // because 1) we have diag(i)==0 => col0(i)==0 and 2) if col0(i)==0, then diag(i) is already a singular value. while(actual_n>1 && col0(actual_n-1)==Literal(0)) --actual_n; for (Index k = 0; k < n; ++k) @@ -732,7 +768,9 @@ void BDCSVD<MatrixType>::computeSingVals(const ArrayRef& col0, const ArrayRef& d right = (diag(actual_n-1) + col0.matrix().norm()); else { - // Skip deflated singular values + // Skip deflated singular values, + // recall that at this stage we assume that z[j]!=0 and all entries for which z[j]==0 have been put aside. + // This should be equivalent to using perm[] Index l = k+1; while(col0(l)==Literal(0)) { ++l; eigen_internal_assert(l<actual_n); } right = diag(l); @@ -742,25 +780,43 @@ void BDCSVD<MatrixType>::computeSingVals(const ArrayRef& col0, const ArrayRef& d RealScalar mid = left + (right-left) / Literal(2); RealScalar fMid = secularEq(mid, col0, diag, perm, diag, Literal(0)); #ifdef EIGEN_BDCSVD_DEBUG_VERBOSE - std::cout << right-left << "\n"; - std::cout << "fMid = " << fMid << " " << secularEq(mid-left, col0, diag, perm, diag-left, left) << " " << secularEq(mid-right, col0, diag, perm, diag-right, right) << "\n"; - std::cout << " = " << secularEq(0.1*(left+right), col0, diag, perm, diag, 0) - << " " << secularEq(0.2*(left+right), col0, diag, perm, diag, 0) - << " " << secularEq(0.3*(left+right), col0, diag, perm, diag, 0) - << " " << secularEq(0.4*(left+right), col0, diag, perm, diag, 0) - << " " << secularEq(0.49*(left+right), col0, diag, perm, diag, 0) - << " " << secularEq(0.5*(left+right), col0, diag, perm, diag, 0) - << " " << secularEq(0.51*(left+right), col0, diag, perm, diag, 0) - << " " << secularEq(0.6*(left+right), col0, diag, perm, diag, 0) - << " " << secularEq(0.7*(left+right), col0, diag, perm, diag, 0) - << " " << secularEq(0.8*(left+right), col0, diag, perm, diag, 0) - << " " << secularEq(0.9*(left+right), col0, diag, perm, diag, 0) << "\n"; + std::cout << "right-left = " << right-left << "\n"; +// std::cout << "fMid = " << fMid << " " << secularEq(mid-left, col0, diag, perm, ArrayXr(diag-left), left) +// << " " << secularEq(mid-right, col0, diag, perm, ArrayXr(diag-right), right) << "\n"; + std::cout << " = " << secularEq(left+RealScalar(0.000001)*(right-left), col0, diag, perm, diag, 0) + << " " << secularEq(left+RealScalar(0.1) *(right-left), col0, diag, perm, diag, 0) + << " " << secularEq(left+RealScalar(0.2) *(right-left), col0, diag, perm, diag, 0) + << " " << secularEq(left+RealScalar(0.3) *(right-left), col0, diag, perm, diag, 0) + << " " << secularEq(left+RealScalar(0.4) *(right-left), col0, diag, perm, diag, 0) + << " " << secularEq(left+RealScalar(0.49) *(right-left), col0, diag, perm, diag, 0) + << " " << secularEq(left+RealScalar(0.5) *(right-left), col0, diag, perm, diag, 0) + << " " << secularEq(left+RealScalar(0.51) *(right-left), col0, diag, perm, diag, 0) + << " " << secularEq(left+RealScalar(0.6) *(right-left), col0, diag, perm, diag, 0) + << " " << secularEq(left+RealScalar(0.7) *(right-left), col0, diag, perm, diag, 0) + << " " << secularEq(left+RealScalar(0.8) *(right-left), col0, diag, perm, diag, 0) + << " " << secularEq(left+RealScalar(0.9) *(right-left), col0, diag, perm, diag, 0) + << " " << secularEq(left+RealScalar(0.999999)*(right-left), col0, diag, perm, diag, 0) << "\n"; #endif RealScalar shift = (k == actual_n-1 || fMid > Literal(0)) ? left : right; // measure everything relative to shift Map<ArrayXr> diagShifted(m_workspace.data()+4*n, n); diagShifted = diag - shift; + + if(k!=actual_n-1) + { + // check that after the shift, f(mid) is still negative: + RealScalar midShifted = (right - left) / RealScalar(2); + if(shift==right) + midShifted = -midShifted; + RealScalar fMidShifted = secularEq(midShifted, col0, diag, perm, diagShifted, shift); + if(fMidShifted>0) + { + // fMid was erroneous, fix it: + shift = fMidShifted > Literal(0) ? left : right; + diagShifted = diag - shift; + } + } // initial guess RealScalar muPrev, muCur; @@ -797,13 +853,16 @@ void BDCSVD<MatrixType>::computeSingVals(const ArrayRef& col0, const ArrayRef& d // And find mu such that f(mu)==0: RealScalar muZero = -a/b; RealScalar fZero = secularEq(muZero, col0, diag, perm, diagShifted, shift); + +#ifdef EIGEN_BDCSVD_SANITY_CHECKS + assert((numext::isfinite)(fZero)); +#endif muPrev = muCur; fPrev = fCur; muCur = muZero; fCur = fZero; - if (shift == left && (muCur < Literal(0) || muCur > right - left)) useBisection = true; if (shift == right && (muCur < -(right - left) || muCur > Literal(0))) useBisection = true; if (abs(fCur)>abs(fPrev)) useBisection = true; @@ -818,54 +877,100 @@ void BDCSVD<MatrixType>::computeSingVals(const ArrayRef& col0, const ArrayRef& d RealScalar leftShifted, rightShifted; if (shift == left) { - leftShifted = (std::numeric_limits<RealScalar>::min)(); + // to avoid overflow, we must have mu > max(real_min, |z(k)|/sqrt(real_max)), + // the factor 2 is to be more conservative + leftShifted = numext::maxi<RealScalar>( (std::numeric_limits<RealScalar>::min)(), Literal(2) * abs(col0(k)) / sqrt((std::numeric_limits<RealScalar>::max)()) ); + + // check that we did it right: + eigen_internal_assert( (numext::isfinite)( (col0(k)/leftShifted)*(col0(k)/(diag(k)+shift+leftShifted)) ) ); // I don't understand why the case k==0 would be special there: - // if (k == 0) rightShifted = right - left; else - rightShifted = (k==actual_n-1) ? right : ((right - left) * RealScalar(0.6)); // theoretically we can take 0.5, but let's be safe + // if (k == 0) rightShifted = right - left; else + rightShifted = (k==actual_n-1) ? right : ((right - left) * RealScalar(0.51)); // theoretically we can take 0.5, but let's be safe } else { - leftShifted = -(right - left) * RealScalar(0.6); - rightShifted = -(std::numeric_limits<RealScalar>::min)(); + leftShifted = -(right - left) * RealScalar(0.51); + if(k+1<n) + rightShifted = -numext::maxi<RealScalar>( (std::numeric_limits<RealScalar>::min)(), abs(col0(k+1)) / sqrt((std::numeric_limits<RealScalar>::max)()) ); + else + rightShifted = -(std::numeric_limits<RealScalar>::min)(); } - + RealScalar fLeft = secularEq(leftShifted, col0, diag, perm, diagShifted, shift); + eigen_internal_assert(fLeft<Literal(0)); -#if defined EIGEN_INTERNAL_DEBUGGING || defined EIGEN_BDCSVD_DEBUG_VERBOSE +#if defined EIGEN_INTERNAL_DEBUGGING || defined EIGEN_BDCSVD_SANITY_CHECKS RealScalar fRight = secularEq(rightShifted, col0, diag, perm, diagShifted, shift); #endif +#ifdef EIGEN_BDCSVD_SANITY_CHECKS + if(!(numext::isfinite)(fLeft)) + std::cout << "f(" << leftShifted << ") =" << fLeft << " ; " << left << " " << shift << " " << right << "\n"; + assert((numext::isfinite)(fLeft)); + + if(!(numext::isfinite)(fRight)) + std::cout << "f(" << rightShifted << ") =" << fRight << " ; " << left << " " << shift << " " << right << "\n"; + // assert((numext::isfinite)(fRight)); +#endif + #ifdef EIGEN_BDCSVD_DEBUG_VERBOSE if(!(fLeft * fRight<0)) { - std::cout << "fLeft: " << leftShifted << " - " << diagShifted.head(10).transpose() << "\n ; " << bool(left==shift) << " " << (left-shift) << "\n"; - std::cout << k << " : " << fLeft << " * " << fRight << " == " << fLeft * fRight << " ; " << left << " - " << right << " -> " << leftShifted << " " << rightShifted << " shift=" << shift << "\n"; + std::cout << "f(leftShifted) using leftShifted=" << leftShifted << " ; diagShifted(1:10):" << diagShifted.head(10).transpose() << "\n ; " + << "left==shift=" << bool(left==shift) << " ; left-shift = " << (left-shift) << "\n"; + std::cout << "k=" << k << ", " << fLeft << " * " << fRight << " == " << fLeft * fRight << " ; " + << "[" << left << " .. " << right << "] -> [" << leftShifted << " " << rightShifted << "], shift=" << shift + << " , f(right)=" << secularEq(0, col0, diag, perm, diagShifted, shift) + << " == " << secularEq(right, col0, diag, perm, diag, 0) << " == " << fRight << "\n"; } #endif eigen_internal_assert(fLeft * fRight < Literal(0)); - - while (rightShifted - leftShifted > Literal(2) * NumTraits<RealScalar>::epsilon() * numext::maxi<RealScalar>(abs(leftShifted), abs(rightShifted))) + + if(fLeft<Literal(0)) { - RealScalar midShifted = (leftShifted + rightShifted) / Literal(2); - fMid = secularEq(midShifted, col0, diag, perm, diagShifted, shift); - if (fLeft * fMid < Literal(0)) + while (rightShifted - leftShifted > Literal(2) * NumTraits<RealScalar>::epsilon() * numext::maxi<RealScalar>(abs(leftShifted), abs(rightShifted))) { - rightShifted = midShifted; - } - else - { - leftShifted = midShifted; - fLeft = fMid; + RealScalar midShifted = (leftShifted + rightShifted) / Literal(2); + fMid = secularEq(midShifted, col0, diag, perm, diagShifted, shift); + eigen_internal_assert((numext::isfinite)(fMid)); + + if (fLeft * fMid < Literal(0)) + { + rightShifted = midShifted; + } + else + { + leftShifted = midShifted; + fLeft = fMid; + } } + muCur = (leftShifted + rightShifted) / Literal(2); + } + else + { + // We have a problem as shifting on the left or right give either a positive or negative value + // at the middle of [left,right]... + // Instead fo abbording or entering an infinite loop, + // let's just use the middle as the estimated zero-crossing: + muCur = (right - left) * RealScalar(0.5); + if(shift == right) + muCur = -muCur; } - - muCur = (leftShifted + rightShifted) / Literal(2); } singVals[k] = shift + muCur; shifts[k] = shift; mus[k] = muCur; +#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE + if(k+1<n) + std::cout << "found " << singVals[k] << " == " << shift << " + " << muCur << " from " << diag(k) << " .. " << diag(k+1) << "\n"; +#endif +#ifdef EIGEN_BDCSVD_SANITY_CHECKS + assert(k==0 || singVals[k]>=singVals[k-1]); + assert(singVals[k]>=diag(k)); +#endif + // perturb singular value slightly if it equals diagonal entry to avoid division by zero later // (deflation is supposed to avoid this from happening) // - this does no seem to be necessary anymore - @@ -889,7 +994,7 @@ void BDCSVD<MatrixType>::perturbCol0 zhat.setZero(); return; } - Index last = perm(m-1); + Index lastIdx = perm(m-1); // The offset permits to skip deflated entries while computing zhat for (Index k = 0; k < n; ++k) { @@ -899,27 +1004,58 @@ void BDCSVD<MatrixType>::perturbCol0 { // see equation (3.6) RealScalar dk = diag(k); - RealScalar prod = (singVals(last) + dk) * (mus(last) + (shifts(last) - dk)); + RealScalar prod = (singVals(lastIdx) + dk) * (mus(lastIdx) + (shifts(lastIdx) - dk)); +#ifdef EIGEN_BDCSVD_SANITY_CHECKS + if(prod<0) { + std::cout << "k = " << k << " ; z(k)=" << col0(k) << ", diag(k)=" << dk << "\n"; + std::cout << "prod = " << "(" << singVals(lastIdx) << " + " << dk << ") * (" << mus(lastIdx) << " + (" << shifts(lastIdx) << " - " << dk << "))" << "\n"; + std::cout << " = " << singVals(lastIdx) + dk << " * " << mus(lastIdx) + (shifts(lastIdx) - dk) << "\n"; + } + assert(prod>=0); +#endif for(Index l = 0; l<m; ++l) { Index i = perm(l); if(i!=k) { +#ifdef EIGEN_BDCSVD_SANITY_CHECKS + if(i>=k && (l==0 || l-1>=m)) + { + std::cout << "Error in perturbCol0\n"; + std::cout << " " << k << "/" << n << " " << l << "/" << m << " " << i << "/" << n << " ; " << col0(k) << " " << diag(k) << " " << "\n"; + std::cout << " " <<diag(i) << "\n"; + Index j = (i<k /*|| l==0*/) ? i : perm(l-1); + std::cout << " " << "j=" << j << "\n"; + } +#endif Index j = i<k ? i : perm(l-1); +#ifdef EIGEN_BDCSVD_SANITY_CHECKS + if(!(dk!=Literal(0) || diag(i)!=Literal(0))) + { + std::cout << "k=" << k << ", i=" << i << ", l=" << l << ", perm.size()=" << perm.size() << "\n"; + } + assert(dk!=Literal(0) || diag(i)!=Literal(0)); +#endif prod *= ((singVals(j)+dk) / ((diag(i)+dk))) * ((mus(j)+(shifts(j)-dk)) / ((diag(i)-dk))); +#ifdef EIGEN_BDCSVD_SANITY_CHECKS + assert(prod>=0); +#endif #ifdef EIGEN_BDCSVD_DEBUG_VERBOSE - if(i!=k && std::abs(((singVals(j)+dk)*(mus(j)+(shifts(j)-dk)))/((diag(i)+dk)*(diag(i)-dk)) - 1) > 0.9 ) + if(i!=k && numext::abs(((singVals(j)+dk)*(mus(j)+(shifts(j)-dk)))/((diag(i)+dk)*(diag(i)-dk)) - 1) > 0.9 ) std::cout << " " << ((singVals(j)+dk)*(mus(j)+(shifts(j)-dk)))/((diag(i)+dk)*(diag(i)-dk)) << " == (" << (singVals(j)+dk) << " * " << (mus(j)+(shifts(j)-dk)) << ") / (" << (diag(i)+dk) << " * " << (diag(i)-dk) << ")\n"; #endif } } #ifdef EIGEN_BDCSVD_DEBUG_VERBOSE - std::cout << "zhat(" << k << ") = sqrt( " << prod << ") ; " << (singVals(last) + dk) << " * " << mus(last) + shifts(last) << " - " << dk << "\n"; + std::cout << "zhat(" << k << ") = sqrt( " << prod << ") ; " << (singVals(lastIdx) + dk) << " * " << mus(lastIdx) + shifts(lastIdx) << " - " << dk << "\n"; #endif RealScalar tmp = sqrt(prod); - zhat(k) = col0(k) > Literal(0) ? tmp : -tmp; +#ifdef EIGEN_BDCSVD_SANITY_CHECKS + assert((numext::isfinite)(tmp)); +#endif + zhat(k) = col0(k) > Literal(0) ? RealScalar(tmp) : RealScalar(-tmp); } } } @@ -972,7 +1108,7 @@ void BDCSVD<MatrixType>::computeSingVecs // i >= 1, di almost null and zi non null. // We use a rotation to zero out zi applied to the left of M template <typename MatrixType> -void BDCSVD<MatrixType>::deflation43(Index firstCol, Index shift, Index i, Index size) +void BDCSVD<MatrixType>::deflation43(Eigen::Index firstCol, Eigen::Index shift, Eigen::Index i, Eigen::Index size) { using std::abs; using std::sqrt; @@ -980,7 +1116,7 @@ void BDCSVD<MatrixType>::deflation43(Index firstCol, Index shift, Index i, Index Index start = firstCol + shift; RealScalar c = m_computed(start, start); RealScalar s = m_computed(start+i, start); - RealScalar r = sqrt(numext::abs2(c) + numext::abs2(s)); + RealScalar r = numext::hypot(c,s); if (r == Literal(0)) { m_computed(start+i, start+i) = Literal(0); @@ -1001,7 +1137,7 @@ void BDCSVD<MatrixType>::deflation43(Index firstCol, Index shift, Index i, Index // We apply two rotations to have zj = 0; // TODO deflation44 is still broken and not properly tested template <typename MatrixType> -void BDCSVD<MatrixType>::deflation44(Index firstColu , Index firstColm, Index firstRowW, Index firstColW, Index i, Index j, Index size) +void BDCSVD<MatrixType>::deflation44(Eigen::Index firstColu , Eigen::Index firstColm, Eigen::Index firstRowW, Eigen::Index firstColW, Eigen::Index i, Eigen::Index j, Eigen::Index size) { using std::abs; using std::sqrt; @@ -1028,7 +1164,7 @@ void BDCSVD<MatrixType>::deflation44(Index firstColu , Index firstColm, Index fi } c/=r; s/=r; - m_computed(firstColm + i, firstColm) = r; + m_computed(firstColm + i, firstColm) = r; m_computed(firstColm + j, firstColm + j) = m_computed(firstColm + i, firstColm + i); m_computed(firstColm + j, firstColm) = Literal(0); @@ -1041,7 +1177,7 @@ void BDCSVD<MatrixType>::deflation44(Index firstColu , Index firstColm, Index fi // acts on block from (firstCol+shift, firstCol+shift) to (lastCol+shift, lastCol+shift) [inclusive] template <typename MatrixType> -void BDCSVD<MatrixType>::deflation(Index firstCol, Index lastCol, Index k, Index firstRowW, Index firstColW, Index shift) +void BDCSVD<MatrixType>::deflation(Eigen::Index firstCol, Eigen::Index lastCol, Eigen::Index k, Eigen::Index firstRowW, Eigen::Index firstColW, Eigen::Index shift) { using std::sqrt; using std::abs; @@ -1102,6 +1238,7 @@ void BDCSVD<MatrixType>::deflation(Index firstCol, Index lastCol, Index k, Index #endif #ifdef EIGEN_BDCSVD_DEBUG_VERBOSE std::cout << "to be sorted: " << diag.transpose() << "\n\n"; + std::cout << " : " << col0.transpose() << "\n\n"; #endif { // Check for total deflation @@ -1192,7 +1329,7 @@ void BDCSVD<MatrixType>::deflation(Index firstCol, Index lastCol, Index k, Index if( (diag(i) - diag(i-1)) < NumTraits<RealScalar>::epsilon()*maxDiag ) { #ifdef EIGEN_BDCSVD_DEBUG_VERBOSE - std::cout << "deflation 4.4 with i = " << i << " because " << (diag(i) - diag(i-1)) << " < " << NumTraits<RealScalar>::epsilon()*diag(i) << "\n"; + std::cout << "deflation 4.4 with i = " << i << " because " << diag(i) << " - " << diag(i-1) << " == " << (diag(i) - diag(i-1)) << " < " << NumTraits<RealScalar>::epsilon()*/*diag(i)*/maxDiag << "\n"; #endif eigen_internal_assert(abs(diag(i) - diag(i-1))<epsilon_coarse && " diagonal entries are not properly sorted"); deflation44(firstCol, firstCol + shift, firstRowW, firstColW, i-1, i, length); @@ -1211,7 +1348,6 @@ void BDCSVD<MatrixType>::deflation(Index firstCol, Index lastCol, Index k, Index #endif }//end deflation -#ifndef __CUDACC__ /** \svd_module * * \return the singular value decomposition of \c *this computed by Divide & Conquer algorithm @@ -1224,7 +1360,6 @@ MatrixBase<Derived>::bdcSvd(unsigned int computationOptions) const { return BDCSVD<PlainObject>(*this, computationOptions); } -#endif } // end namespace Eigen |