// Copyright (C) 2009 Davis E. King (davis@dlib.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 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_TEST(test.is_square() == (m.nr() == m.nc()));
DLIB_TEST(test.nr() == m.nr());
DLIB_TEST(test.nc() == m.nc());
dlog << LDEBUG << "m.nr(): " << m.nr() << " m.nc(): " << m.nc();
type temp;
DLIB_TEST_MSG( (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_TEST_MSG (abs(test.det()) > eps/100, "det: " << test.det() );
dlog << LDEBUG << "big det: " << test.det();
DLIB_TEST(test.is_singular() == false);
matrix<type> m2;
matrix<type,0,1> col;
m2 = identity_matrix<type>(m.nr());
DLIB_TEST_MSG(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
m2 = randmat<type>(m.nr(),5);
DLIB_TEST_MSG(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
m2 = randmat<type>(m.nr(),1);
DLIB_TEST_MSG(equal(m*test.solve(m2), m2,eps),max(abs(m*test.solve(m2)- m2)));
col = randmat<type>(m.nr(),1);
DLIB_TEST_MSG(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_TEST_MSG( (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_TEST_MSG(test2.is_singular() == true,"det: " << test2.det());
DLIB_TEST_MSG(abs(test2.det()) < eps,"det: " << test2.det());
}
}
}
}
// ----------------------------------------------------------------------------------------
void matrix_test_double()
{
test_lu(10*randmat<double>(2,2));
test_lu(10*randmat<double>(1,1));
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,2,2>());
test_lu(10*randmat<double,1,1>());
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>());
typedef matrix<double,0,0,default_memory_manager, column_major_layout> mat;
test_lu(mat(3*randmat<double>(4,4)));
test_lu(mat(3*randmat<double>(9,4)));
test_lu(mat(3*randmat<double>(3,8)));
}
// ----------------------------------------------------------------------------------------
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>());
typedef matrix<float,0,0,default_memory_manager, column_major_layout> mat;
test_lu(mat(3*randmat<float>(4,4)));
test_lu(mat(3*randmat<float>(9,4)));
test_lu(mat(3*randmat<float>(3,8)));
}
// ----------------------------------------------------------------------------------------
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;
}