/** * @file TestEigenValue.cpp * @brief TestEigenValue * @author Michael Koch * @date Di Aug 4 2009 */ #include "TestEigenValue.h" #include #include "core/basics/cppunitex.h" #include "core/basics/numerictools.h" #include "core/vector/Distance.h" #include "core/algebra/EigValues.h" #include "core/algebra/EigValuesTRLAN.h" #include "core/algebra/GenericMatrix.h" #include "core/algebra/GMStandard.h" using namespace std; using namespace NICE; CPPUNIT_TEST_SUITE_REGISTRATION(TestEigenValue); void TestEigenValue::setUp() { } void TestEigenValue::tearDown() { } void TestEigenValue::TestEigenValueComputation() { // size of the matrix uint rows = 100; uint cols = rows; // number of eigenvalues used uint k = 10; uint maxiterations = 200; double mindelta = 1e-8; double sparse_prob = 0.3; int trlan_magnitude = 1; NICE::Matrix T(rows, cols, 0.0); // use a fixed seed, its a test case srand48(0); // generate random symmetric matrix for (uint i = 0 ; i < rows ; i++) for (uint j = i ; j < cols ; j++) { if (sparse_prob != 0.0) if (drand48() < sparse_prob) continue; T(i, j) = drand48(); T(j, i) = T(i, j); } // create a positive definite matrix T = T*T; EigValues *eig; for (int trlan = 0;trlan <= 1;trlan++) //this is creepy but funny { if (trlan) //this is creepy but saves lot of code { #ifdef NICE_USELIB_TRLAN eig = new EigValuesTRLAN(trlan_magnitude); #else cerr << "EigValuesTRLAN is not checked, because TRLAN was not installed." << endl; break; #endif } else { eig = new EVArnoldi(false, maxiterations, mindelta); } NICE::Vector eigvalues_dense; NICE::Matrix eigvect_dense; NICE::Vector eigvalues_sparse; NICE::Matrix eigvect_sparse; GMStandard Tg(T); eig->getEigenvalues(Tg, eigvalues_dense, eigvect_dense, k); GMSparse Ts(T); eig->getEigenvalues(Ts, eigvalues_sparse, eigvect_sparse, k); // test property NICE::EuclidianDistance eucliddist; for (uint i = 0 ; i < k ; i++) { NICE::Vector v_dense = eigvect_dense.getColumn(i); double lambda_dense = eigvalues_dense[i]; NICE::Vector Tv_dense; Tv_dense.multiply(T, v_dense); NICE::Vector lv_dense = v_dense; lv_dense *= lambda_dense; double err_dense = eucliddist(Tv_dense, lv_dense); // check whether the eigenvector definition holds NICE::Vector v_sparse = eigvect_sparse.getColumn(i); double lambda_sparse = eigvalues_sparse[i]; NICE::Vector Tv_sparse; Tv_sparse.multiply(T, v_sparse); NICE::Vector lv_sparse = v_sparse; lv_sparse *= lambda_sparse; double err_sparse = eucliddist(Tv_sparse, lv_sparse); // cerr << "||Av - lambda v|| (dense) = " << err_dense << endl; // cerr << "||Av - lambda v|| (sparse) = " << err_sparse << endl; // use relative errors instead of absolute errors err_sparse /= Tv_sparse.normL2(); err_dense /= Tv_dense.normL2(); CPPUNIT_ASSERT_DOUBLES_EQUAL_NOT_NAN(0.0,err_dense,1e-2); CPPUNIT_ASSERT_DOUBLES_EQUAL_NOT_NAN(0.0,err_sparse,1e-2); } } }