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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 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 "main.h"
+#include <unsupported/Eigen/MatrixFunctions>
+
+// Variant of VERIFY_IS_APPROX which uses absolute error instead of
+// relative error.
+#define VERIFY_IS_APPROX_ABS(a, b) VERIFY(test_isApprox_abs(a, b))
+
+template<typename Type1, typename Type2>
+inline bool test_isApprox_abs(const Type1& a, const Type2& b)
+{
+ return ((a-b).array().abs() < test_precision<typename Type1::RealScalar>()).all();
+}
+
+
+// Returns a matrix with eigenvalues clustered around 0, 1 and 2.
+template<typename MatrixType>
+MatrixType randomMatrixWithRealEivals(const typename MatrixType::Index size)
+{
+ typedef typename MatrixType::Index Index;
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename MatrixType::RealScalar RealScalar;
+ MatrixType diag = MatrixType::Zero(size, size);
+ for (Index i = 0; i < size; ++i) {
+ diag(i, i) = Scalar(RealScalar(internal::random<int>(0,2)))
+ + internal::random<Scalar>() * Scalar(RealScalar(0.01));
+ }
+ MatrixType A = MatrixType::Random(size, size);
+ HouseholderQR<MatrixType> QRofA(A);
+ return QRofA.householderQ().inverse() * diag * QRofA.householderQ();
+}
+
+template <typename MatrixType, int IsComplex = NumTraits<typename internal::traits<MatrixType>::Scalar>::IsComplex>
+struct randomMatrixWithImagEivals
+{
+ // Returns a matrix with eigenvalues clustered around 0 and +/- i.
+ static MatrixType run(const typename MatrixType::Index size);
+};
+
+// Partial specialization for real matrices
+template<typename MatrixType>
+struct randomMatrixWithImagEivals<MatrixType, 0>
+{
+ static MatrixType run(const typename MatrixType::Index size)
+ {
+ typedef typename MatrixType::Index Index;
+ typedef typename MatrixType::Scalar Scalar;
+ MatrixType diag = MatrixType::Zero(size, size);
+ Index i = 0;
+ while (i < size) {
+ Index randomInt = internal::random<Index>(-1, 1);
+ if (randomInt == 0 || i == size-1) {
+ diag(i, i) = internal::random<Scalar>() * Scalar(0.01);
+ ++i;
+ } else {
+ Scalar alpha = Scalar(randomInt) + internal::random<Scalar>() * Scalar(0.01);
+ diag(i, i+1) = alpha;
+ diag(i+1, i) = -alpha;
+ i += 2;
+ }
+ }
+ MatrixType A = MatrixType::Random(size, size);
+ HouseholderQR<MatrixType> QRofA(A);
+ return QRofA.householderQ().inverse() * diag * QRofA.householderQ();
+ }
+};
+
+// Partial specialization for complex matrices
+template<typename MatrixType>
+struct randomMatrixWithImagEivals<MatrixType, 1>
+{
+ static MatrixType run(const typename MatrixType::Index size)
+ {
+ typedef typename MatrixType::Index Index;
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename MatrixType::RealScalar RealScalar;
+ const Scalar imagUnit(0, 1);
+ MatrixType diag = MatrixType::Zero(size, size);
+ for (Index i = 0; i < size; ++i) {
+ diag(i, i) = Scalar(RealScalar(internal::random<Index>(-1, 1))) * imagUnit
+ + internal::random<Scalar>() * Scalar(RealScalar(0.01));
+ }
+ MatrixType A = MatrixType::Random(size, size);
+ HouseholderQR<MatrixType> QRofA(A);
+ return QRofA.householderQ().inverse() * diag * QRofA.householderQ();
+ }
+};
+
+
+template<typename MatrixType>
+void testMatrixExponential(const MatrixType& A)
+{
+ typedef typename internal::traits<MatrixType>::Scalar Scalar;
+ typedef typename NumTraits<Scalar>::Real RealScalar;
+ typedef std::complex<RealScalar> ComplexScalar;
+
+ VERIFY_IS_APPROX(A.exp(), A.matrixFunction(StdStemFunctions<ComplexScalar>::exp));
+}
+
+template<typename MatrixType>
+void testMatrixLogarithm(const MatrixType& A)
+{
+ typedef typename internal::traits<MatrixType>::Scalar Scalar;
+ typedef typename NumTraits<Scalar>::Real RealScalar;
+ typedef std::complex<RealScalar> ComplexScalar;
+
+ MatrixType scaledA;
+ RealScalar maxImagPartOfSpectrum = A.eigenvalues().imag().cwiseAbs().maxCoeff();
+ if (maxImagPartOfSpectrum >= 0.9 * M_PI)
+ scaledA = A * 0.9 * M_PI / maxImagPartOfSpectrum;
+ else
+ scaledA = A;
+
+ // identity X.exp().log() = X only holds if Im(lambda) < pi for all eigenvalues of X
+ MatrixType expA = scaledA.exp();
+ MatrixType logExpA = expA.log();
+ VERIFY_IS_APPROX(logExpA, scaledA);
+}
+
+template<typename MatrixType>
+void testHyperbolicFunctions(const MatrixType& A)
+{
+ // Need to use absolute error because of possible cancellation when
+ // adding/subtracting expA and expmA.
+ VERIFY_IS_APPROX_ABS(A.sinh(), (A.exp() - (-A).exp()) / 2);
+ VERIFY_IS_APPROX_ABS(A.cosh(), (A.exp() + (-A).exp()) / 2);
+}
+
+template<typename MatrixType>
+void testGonioFunctions(const MatrixType& A)
+{
+ typedef typename MatrixType::Scalar Scalar;
+ typedef typename NumTraits<Scalar>::Real RealScalar;
+ typedef std::complex<RealScalar> ComplexScalar;
+ typedef Matrix<ComplexScalar, MatrixType::RowsAtCompileTime,
+ MatrixType::ColsAtCompileTime, MatrixType::Options> ComplexMatrix;
+
+ ComplexScalar imagUnit(0,1);
+ ComplexScalar two(2,0);
+
+ ComplexMatrix Ac = A.template cast<ComplexScalar>();
+
+ ComplexMatrix exp_iA = (imagUnit * Ac).exp();
+ ComplexMatrix exp_miA = (-imagUnit * Ac).exp();
+
+ ComplexMatrix sinAc = A.sin().template cast<ComplexScalar>();
+ VERIFY_IS_APPROX_ABS(sinAc, (exp_iA - exp_miA) / (two*imagUnit));
+
+ ComplexMatrix cosAc = A.cos().template cast<ComplexScalar>();
+ VERIFY_IS_APPROX_ABS(cosAc, (exp_iA + exp_miA) / 2);
+}
+
+template<typename MatrixType>
+void testMatrix(const MatrixType& A)
+{
+ testMatrixExponential(A);
+ testMatrixLogarithm(A);
+ testHyperbolicFunctions(A);
+ testGonioFunctions(A);
+}
+
+template<typename MatrixType>
+void testMatrixType(const MatrixType& m)
+{
+ // Matrices with clustered eigenvalue lead to different code paths
+ // in MatrixFunction.h and are thus useful for testing.
+ typedef typename MatrixType::Index Index;
+
+ const Index size = m.rows();
+ for (int i = 0; i < g_repeat; i++) {
+ testMatrix(MatrixType::Random(size, size).eval());
+ testMatrix(randomMatrixWithRealEivals<MatrixType>(size));
+ testMatrix(randomMatrixWithImagEivals<MatrixType>::run(size));
+ }
+}
+
+void test_matrix_function()
+{
+ CALL_SUBTEST_1(testMatrixType(Matrix<float,1,1>()));
+ CALL_SUBTEST_2(testMatrixType(Matrix3cf()));
+ CALL_SUBTEST_3(testMatrixType(MatrixXf(8,8)));
+ CALL_SUBTEST_4(testMatrixType(Matrix2d()));
+ CALL_SUBTEST_5(testMatrixType(Matrix<double,5,5,RowMajor>()));
+ CALL_SUBTEST_6(testMatrixType(Matrix4cd()));
+ CALL_SUBTEST_7(testMatrixType(MatrixXd(13,13)));
+}