diff --git a/nalgebra-lapack/src/generalized_eigenvalues.rs b/nalgebra-lapack/src/generalized_eigenvalues.rs new file mode 100644 index 00000000..5d1e3ace --- /dev/null +++ b/nalgebra-lapack/src/generalized_eigenvalues.rs @@ -0,0 +1,350 @@ +#[cfg(feature = "serde-serialize")] +use serde::{Deserialize, Serialize}; + +use num::Zero; +use num_complex::Complex; + +use simba::scalar::RealField; + +use crate::ComplexHelper; +use na::allocator::Allocator; +use na::dimension::{Const, Dim}; +use na::{DefaultAllocator, Matrix, OMatrix, OVector, Scalar}; + +use lapack; + +/// Generalized eigenvalues and generalized eigenvectors (left and right) of a pair of N*N real square matrices. +/// +/// Each generalized eigenvalue (lambda) satisfies determinant(A - lambda*B) = 0 +/// +/// The right eigenvector v(j) corresponding to the eigenvalue lambda(j) +/// of (A,B) satisfies +/// +/// A * v(j) = lambda(j) * B * v(j). +/// +/// The left eigenvector u(j) corresponding to the eigenvalue lambda(j) +/// of (A,B) satisfies +/// +/// u(j)**H * A = lambda(j) * u(j)**H * B . +/// where u(j)**H is the conjugate-transpose of u(j). +#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))] +#[cfg_attr( + feature = "serde-serialize", + serde( + bound(serialize = "DefaultAllocator: Allocator + Allocator, + OVector: Serialize, + OMatrix: Serialize") + ) +)] +#[cfg_attr( + feature = "serde-serialize", + serde( + bound(deserialize = "DefaultAllocator: Allocator + Allocator, + OVector: Deserialize<'de>, + OMatrix: Deserialize<'de>") + ) +)] +#[derive(Clone, Debug)] +pub struct GeneralizedEigen +where + DefaultAllocator: Allocator + Allocator, +{ + alphar: OVector, + alphai: OVector, + beta: OVector, + vsl: OMatrix, + vsr: OMatrix, +} + +impl Copy for GeneralizedEigen +where + DefaultAllocator: Allocator + Allocator, + OMatrix: Copy, + OVector: Copy, +{ +} + +impl GeneralizedEigen +where + DefaultAllocator: Allocator + Allocator, +{ + /// Attempts to compute the generalized eigenvalues, and left and right associated eigenvectors + /// via the raw returns from LAPACK's dggev and sggev routines + /// + /// Panics if the method did not converge. + pub fn new(a: OMatrix, b: OMatrix) -> Self { + Self::try_new(a, b).expect("Calculation of generalized eigenvalues failed.") + } + + /// Attempts to compute the generalized eigenvalues (and eigenvectors) via the raw returns from LAPACK's + /// dggev and sggev routines + /// + /// Returns `None` if the method did not converge. + pub fn try_new(mut a: OMatrix, mut b: OMatrix) -> Option { + assert!( + a.is_square() && b.is_square(), + "Unable to compute the generalized eigenvalues of non-square matrices." + ); + + assert!( + a.shape_generic() == b.shape_generic(), + "Unable to compute the generalized eigenvalues of two square matrices of different dimensions." + ); + + let (nrows, ncols) = a.shape_generic(); + let n = nrows.value(); + + let mut info = 0; + + let mut alphar = Matrix::zeros_generic(nrows, Const::<1>); + let mut alphai = Matrix::zeros_generic(nrows, Const::<1>); + let mut beta = Matrix::zeros_generic(nrows, Const::<1>); + let mut vsl = Matrix::zeros_generic(nrows, ncols); + let mut vsr = Matrix::zeros_generic(nrows, ncols); + + let lwork = T::xggev_work_size( + b'V', + b'V', + n as i32, + a.as_mut_slice(), + n as i32, + b.as_mut_slice(), + n as i32, + alphar.as_mut_slice(), + alphai.as_mut_slice(), + beta.as_mut_slice(), + vsl.as_mut_slice(), + n as i32, + vsr.as_mut_slice(), + n as i32, + &mut info, + ); + lapack_check!(info); + + let mut work = vec![T::zero(); lwork as usize]; + + T::xggev( + b'V', + b'V', + n as i32, + a.as_mut_slice(), + n as i32, + b.as_mut_slice(), + n as i32, + alphar.as_mut_slice(), + alphai.as_mut_slice(), + beta.as_mut_slice(), + vsl.as_mut_slice(), + n as i32, + vsr.as_mut_slice(), + n as i32, + &mut work, + lwork, + &mut info, + ); + lapack_check!(info); + + Some(GeneralizedEigen { + alphar, + alphai, + beta, + vsl, + vsr, + }) + } + + /// Calculates the generalized eigenvectors (left and right) associated with the generalized eigenvalues + /// + /// Outputs two matrices. + /// The first output matrix contains the left eigenvectors of the generalized eigenvalues + /// as columns. + /// The second matrix contains the right eigenvectors of the generalized eigenvalues + /// as columns. + pub fn eigenvectors(&self) -> (OMatrix, D, D>, OMatrix, D, D>) + where + DefaultAllocator: + Allocator, D, D> + Allocator, D> + Allocator<(Complex, T), D>, + { + /* + How the eigenvectors are built up: + + Since the input entries are all real, the generalized eigenvalues if complex come in pairs + as a consequence of the [complex conjugate root thorem](https://en.wikipedia.org/wiki/Complex_conjugate_root_theorem) + The Lapack routine output reflects this by expecting the user to unpack the real and complex eigenvalues associated + eigenvectors from the real matrix output via the following procedure + + (Note: VL stands for the lapack real matrix output containing the left eigenvectors as columns, + VR stands for the lapack real matrix output containing the right eigenvectors as columns) + + If the j-th and (j+1)-th eigenvalues form a complex conjugate pair, + then + + u(j) = VL(:,j)+i*VL(:,j+1) + u(j+1) = VL(:,j)-i*VL(:,j+1) + + and + + u(j) = VR(:,j)+i*VR(:,j+1) + v(j+1) = VR(:,j)-i*VR(:,j+1). + */ + + let n = self.vsl.shape().0; + + let mut l = self.vsl.map(|x| Complex::new(x, T::RealField::zero())); + + let mut r = self.vsr.map(|x| Complex::new(x, T::RealField::zero())); + + let eigenvalues = self.raw_eigenvalues(); + + let mut c = 0; + + while c < n { + if eigenvalues[c].0.im.abs() != T::RealField::zero() && c + 1 < n { + // taking care of the left eigenvector matrix + l.column_mut(c).zip_apply(&self.vsl.column(c + 1), |r, i| { + *r = Complex::new(r.re.clone(), i.clone()); + }); + l.column_mut(c + 1).zip_apply(&self.vsl.column(c), |i, r| { + *i = Complex::new(r.clone(), -i.re.clone()); + }); + + // taking care of the right eigenvector matrix + r.column_mut(c).zip_apply(&self.vsr.column(c + 1), |r, i| { + *r = Complex::new(r.re.clone(), i.clone()); + }); + r.column_mut(c + 1).zip_apply(&self.vsr.column(c), |i, r| { + *i = Complex::new(r.clone(), -i.re.clone()); + }); + + c += 2; + } else { + c += 1; + } + } + + (l, r) + } + + /// Outputs the unprocessed (almost) version of generalized eigenvalues ((alphar, alphai), beta) + /// straight from LAPACK + #[must_use] + pub fn raw_eigenvalues(&self) -> OVector<(Complex, T), D> + where + DefaultAllocator: Allocator<(Complex, T), D>, + { + let mut out = Matrix::from_element_generic( + self.vsl.shape_generic().0, + Const::<1>, + (Complex::zero(), T::RealField::zero()), + ); + + for i in 0..out.len() { + out[i] = (Complex::new(self.alphar[i], self.alphai[i]), self.beta[i]) + } + + out + } +} + +/* + * + * Lapack functions dispatch. + * + */ +/// Trait implemented by scalars for which Lapack implements the RealField GeneralizedEigen decomposition. +pub trait GeneralizedEigenScalar: Scalar { + #[allow(missing_docs)] + fn xggev( + jobvsl: u8, + jobvsr: u8, + n: i32, + a: &mut [Self], + lda: i32, + b: &mut [Self], + ldb: i32, + alphar: &mut [Self], + alphai: &mut [Self], + beta: &mut [Self], + vsl: &mut [Self], + ldvsl: i32, + vsr: &mut [Self], + ldvsr: i32, + work: &mut [Self], + lwork: i32, + info: &mut i32, + ); + + #[allow(missing_docs)] + fn xggev_work_size( + jobvsl: u8, + jobvsr: u8, + n: i32, + a: &mut [Self], + lda: i32, + b: &mut [Self], + ldb: i32, + alphar: &mut [Self], + alphai: &mut [Self], + beta: &mut [Self], + vsl: &mut [Self], + ldvsl: i32, + vsr: &mut [Self], + ldvsr: i32, + info: &mut i32, + ) -> i32; +} + +macro_rules! generalized_eigen_scalar_impl ( + ($N: ty, $xggev: path) => ( + impl GeneralizedEigenScalar for $N { + #[inline] + fn xggev(jobvsl: u8, + jobvsr: u8, + n: i32, + a: &mut [$N], + lda: i32, + b: &mut [$N], + ldb: i32, + alphar: &mut [$N], + alphai: &mut [$N], + beta : &mut [$N], + vsl: &mut [$N], + ldvsl: i32, + vsr: &mut [$N], + ldvsr: i32, + work: &mut [$N], + lwork: i32, + info: &mut i32) { + unsafe { $xggev(jobvsl, jobvsr, n, a, lda, b, ldb, alphar, alphai, beta, vsl, ldvsl, vsr, ldvsr, work, lwork, info); } + } + + + #[inline] + fn xggev_work_size(jobvsl: u8, + jobvsr: u8, + n: i32, + a: &mut [$N], + lda: i32, + b: &mut [$N], + ldb: i32, + alphar: &mut [$N], + alphai: &mut [$N], + beta : &mut [$N], + vsl: &mut [$N], + ldvsl: i32, + vsr: &mut [$N], + ldvsr: i32, + info: &mut i32) + -> i32 { + let mut work = [ Zero::zero() ]; + let lwork = -1 as i32; + + unsafe { $xggev(jobvsl, jobvsr, n, a, lda, b, ldb, alphar, alphai, beta, vsl, ldvsl, vsr, ldvsr, &mut work, lwork, info); } + ComplexHelper::real_part(work[0]) as i32 + } + } + ) +); + +generalized_eigen_scalar_impl!(f32, lapack::sggev); +generalized_eigen_scalar_impl!(f64, lapack::dggev); diff --git a/nalgebra-lapack/src/lib.rs b/nalgebra-lapack/src/lib.rs index 9cf0d73d..ea2e2b53 100644 --- a/nalgebra-lapack/src/lib.rs +++ b/nalgebra-lapack/src/lib.rs @@ -83,9 +83,11 @@ mod lapack_check; mod cholesky; mod eigen; +mod generalized_eigenvalues; mod hessenberg; mod lu; mod qr; +mod qz; mod schur; mod svd; mod symmetric_eigen; @@ -94,9 +96,11 @@ use num_complex::Complex; pub use self::cholesky::{Cholesky, CholeskyScalar}; pub use self::eigen::Eigen; +pub use self::generalized_eigenvalues::GeneralizedEigen; pub use self::hessenberg::Hessenberg; pub use self::lu::{LUScalar, LU}; pub use self::qr::QR; +pub use self::qz::QZ; pub use self::schur::Schur; pub use self::svd::SVD; pub use self::symmetric_eigen::SymmetricEigen; diff --git a/nalgebra-lapack/src/qz.rs b/nalgebra-lapack/src/qz.rs new file mode 100644 index 00000000..99f3c374 --- /dev/null +++ b/nalgebra-lapack/src/qz.rs @@ -0,0 +1,321 @@ +#[cfg(feature = "serde-serialize")] +use serde::{Deserialize, Serialize}; + +use num::Zero; +use num_complex::Complex; + +use simba::scalar::RealField; + +use crate::ComplexHelper; +use na::allocator::Allocator; +use na::dimension::{Const, Dim}; +use na::{DefaultAllocator, Matrix, OMatrix, OVector, Scalar}; + +use lapack; + +/// QZ decomposition of a pair of N*N square matrices. +/// +/// Retrieves the left and right matrices of Schur Vectors (VSL and VSR) +/// the upper-quasitriangular matrix `S` and upper triangular matrix `T` such that the +/// decomposed input matrix `a` equals `VSL * S * VSL.transpose()` and +/// decomposed input matrix `b` equals `VSL * T * VSL.transpose()`. +#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))] +#[cfg_attr( + feature = "serde-serialize", + serde( + bound(serialize = "DefaultAllocator: Allocator + Allocator, + OVector: Serialize, + OMatrix: Serialize") + ) +)] +#[cfg_attr( + feature = "serde-serialize", + serde( + bound(deserialize = "DefaultAllocator: Allocator + Allocator, + OVector: Deserialize<'de>, + OMatrix: Deserialize<'de>") + ) +)] +#[derive(Clone, Debug)] +pub struct QZ +where + DefaultAllocator: Allocator + Allocator, +{ + alphar: OVector, + alphai: OVector, + beta: OVector, + vsl: OMatrix, + s: OMatrix, + vsr: OMatrix, + t: OMatrix, +} + +impl Copy for QZ +where + DefaultAllocator: Allocator + Allocator, + OMatrix: Copy, + OVector: Copy, +{ +} + +impl QZ +where + DefaultAllocator: Allocator + Allocator, +{ + /// Attempts to compute the QZ decomposition of input real square matrices `a` and `b`. + /// + /// i.e retrieves the left and right matrices of Schur Vectors (VSL and VSR) + /// the upper-quasitriangular matrix `S` and upper triangular matrix `T` such that the + /// decomposed matrix `a` equals `VSL * S * VSL.transpose()` and + /// decomposed matrix `b` equals `VSL * T * VSL.transpose()`. + /// + /// Panics if the method did not converge. + pub fn new(a: OMatrix, b: OMatrix) -> Self { + Self::try_new(a, b).expect("QZ decomposition: convergence failed.") + } + + /// Computes the decomposition of input matrices `a` and `b` into a pair of matrices of Schur vectors + /// , a quasi-upper triangular matrix and an upper-triangular matrix . + /// + /// Returns `None` if the method did not converge. + pub fn try_new(mut a: OMatrix, mut b: OMatrix) -> Option { + assert!( + a.is_square() && b.is_square(), + "Unable to compute the qz decomposition of non-square matrices." + ); + + assert!( + a.shape_generic() == b.shape_generic(), + "Unable to compute the qz decomposition of two square matrices of different dimensions." + ); + + let (nrows, ncols) = a.shape_generic(); + let n = nrows.value(); + + let mut info = 0; + + let mut alphar = Matrix::zeros_generic(nrows, Const::<1>); + let mut alphai = Matrix::zeros_generic(nrows, Const::<1>); + let mut beta = Matrix::zeros_generic(nrows, Const::<1>); + let mut vsl = Matrix::zeros_generic(nrows, ncols); + let mut vsr = Matrix::zeros_generic(nrows, ncols); + // Placeholders: + let mut bwork = [0i32]; + let mut unused = 0; + + let lwork = T::xgges_work_size( + b'V', + b'V', + b'N', + n as i32, + a.as_mut_slice(), + n as i32, + b.as_mut_slice(), + n as i32, + &mut unused, + alphar.as_mut_slice(), + alphai.as_mut_slice(), + beta.as_mut_slice(), + vsl.as_mut_slice(), + n as i32, + vsr.as_mut_slice(), + n as i32, + &mut bwork, + &mut info, + ); + lapack_check!(info); + + let mut work = vec![T::zero(); lwork as usize]; + + T::xgges( + b'V', + b'V', + b'N', + n as i32, + a.as_mut_slice(), + n as i32, + b.as_mut_slice(), + n as i32, + &mut unused, + alphar.as_mut_slice(), + alphai.as_mut_slice(), + beta.as_mut_slice(), + vsl.as_mut_slice(), + n as i32, + vsr.as_mut_slice(), + n as i32, + &mut work, + lwork, + &mut bwork, + &mut info, + ); + lapack_check!(info); + + Some(QZ { + alphar, + alphai, + beta, + vsl, + s: a, + vsr, + t: b, + }) + } + + /// Retrieves the left and right matrices of Schur Vectors (VSL and VSR) + /// the upper-quasitriangular matrix `S` and upper triangular matrix `T` such that the + /// decomposed input matrix `a` equals `VSL * S * VSL.transpose()` and + /// decomposed input matrix `b` equals `VSL * T * VSL.transpose()`. + pub fn unpack( + self, + ) -> ( + OMatrix, + OMatrix, + OMatrix, + OMatrix, + ) { + (self.vsl, self.s, self.t, self.vsr) + } + + /// outputs the unprocessed (almost) version of generalized eigenvalues ((alphar, alpai), beta) + /// straight from LAPACK + #[must_use] + pub fn raw_eigenvalues(&self) -> OVector<(Complex, T), D> + where + DefaultAllocator: Allocator<(Complex, T), D>, + { + let mut out = Matrix::from_element_generic( + self.vsl.shape_generic().0, + Const::<1>, + (Complex::zero(), T::RealField::zero()), + ); + + for i in 0..out.len() { + out[i] = ( + Complex::new(self.alphar[i].clone(), self.alphai[i].clone()), + self.beta[i].clone(), + ) + } + + out + } +} + +/* + * + * Lapack functions dispatch. + * + */ +/// Trait implemented by scalars for which Lapack implements the RealField QZ decomposition. +pub trait QZScalar: Scalar { + #[allow(missing_docs)] + fn xgges( + jobvsl: u8, + jobvsr: u8, + sort: u8, + // select: ??? + n: i32, + a: &mut [Self], + lda: i32, + b: &mut [Self], + ldb: i32, + sdim: &mut i32, + alphar: &mut [Self], + alphai: &mut [Self], + beta: &mut [Self], + vsl: &mut [Self], + ldvsl: i32, + vsr: &mut [Self], + ldvsr: i32, + work: &mut [Self], + lwork: i32, + bwork: &mut [i32], + info: &mut i32, + ); + + #[allow(missing_docs)] + fn xgges_work_size( + jobvsl: u8, + jobvsr: u8, + sort: u8, + // select: ??? + n: i32, + a: &mut [Self], + lda: i32, + b: &mut [Self], + ldb: i32, + sdim: &mut i32, + alphar: &mut [Self], + alphai: &mut [Self], + beta: &mut [Self], + vsl: &mut [Self], + ldvsl: i32, + vsr: &mut [Self], + ldvsr: i32, + bwork: &mut [i32], + info: &mut i32, + ) -> i32; +} + +macro_rules! qz_scalar_impl ( + ($N: ty, $xgges: path) => ( + impl QZScalar for $N { + #[inline] + fn xgges(jobvsl: u8, + jobvsr: u8, + sort: u8, + // select: ??? + n: i32, + a: &mut [$N], + lda: i32, + b: &mut [$N], + ldb: i32, + sdim: &mut i32, + alphar: &mut [$N], + alphai: &mut [$N], + beta : &mut [$N], + vsl: &mut [$N], + ldvsl: i32, + vsr: &mut [$N], + ldvsr: i32, + work: &mut [$N], + lwork: i32, + bwork: &mut [i32], + info: &mut i32) { + unsafe { $xgges(jobvsl, jobvsr, sort, None, n, a, lda, b, ldb, sdim, alphar, alphai, beta, vsl, ldvsl, vsr, ldvsr, work, lwork, bwork, info); } + } + + + #[inline] + fn xgges_work_size(jobvsl: u8, + jobvsr: u8, + sort: u8, + // select: ??? + n: i32, + a: &mut [$N], + lda: i32, + b: &mut [$N], + ldb: i32, + sdim: &mut i32, + alphar: &mut [$N], + alphai: &mut [$N], + beta : &mut [$N], + vsl: &mut [$N], + ldvsl: i32, + vsr: &mut [$N], + ldvsr: i32, + bwork: &mut [i32], + info: &mut i32) + -> i32 { + let mut work = [ Zero::zero() ]; + let lwork = -1 as i32; + + unsafe { $xgges(jobvsl, jobvsr, sort, None, n, a, lda, b, ldb, sdim, alphar, alphai, beta, vsl, ldvsl, vsr, ldvsr, &mut work, lwork, bwork, info); } + ComplexHelper::real_part(work[0]) as i32 + } + } + ) +); + +qz_scalar_impl!(f32, lapack::sgges); +qz_scalar_impl!(f64, lapack::dgges); diff --git a/nalgebra-lapack/tests/linalg/generalized_eigenvalues.rs b/nalgebra-lapack/tests/linalg/generalized_eigenvalues.rs new file mode 100644 index 00000000..b0d9777c --- /dev/null +++ b/nalgebra-lapack/tests/linalg/generalized_eigenvalues.rs @@ -0,0 +1,72 @@ +use na::dimension::Const; +use na::{DMatrix, OMatrix}; +use nl::GeneralizedEigen; +use num_complex::Complex; +use simba::scalar::ComplexField; + +use crate::proptest::*; +use proptest::{prop_assert, prop_compose, proptest}; + +prop_compose! { + fn f64_dynamic_dim_squares() + (n in PROPTEST_MATRIX_DIM) + (a in matrix(PROPTEST_F64,n,n), b in matrix(PROPTEST_F64,n,n)) -> (DMatrix, DMatrix){ + (a,b) +}} + +proptest! { + #[test] + fn ge((a,b) in f64_dynamic_dim_squares()){ + + let a_c = a.clone().map(|x| Complex::new(x, 0.0)); + let b_c = b.clone().map(|x| Complex::new(x, 0.0)); + let n = a.shape_generic().0; + + let ge = GeneralizedEigen::new(a.clone(), b.clone()); + let (vsl,vsr) = ge.clone().eigenvectors(); + + + for (i,(alpha,beta)) in ge.raw_eigenvalues().iter().enumerate() { + let l_a = a_c.clone() * Complex::new(*beta, 0.0); + let l_b = b_c.clone() * *alpha; + + prop_assert!( + relative_eq!( + ((&l_a - &l_b)*vsr.column(i)).map(|x| x.modulus()), + OMatrix::zeros_generic(n, Const::<1>), + epsilon = 1.0e-5)); + + prop_assert!( + relative_eq!( + (vsl.column(i).adjoint()*(&l_a - &l_b)).map(|x| x.modulus()), + OMatrix::zeros_generic(Const::<1>, n), + epsilon = 1.0e-5)) + }; + } + + #[test] + fn ge_static(a in matrix4(), b in matrix4()) { + + let ge = GeneralizedEigen::new(a.clone(), b.clone()); + let a_c =a.clone().map(|x| Complex::new(x, 0.0)); + let b_c = b.clone().map(|x| Complex::new(x, 0.0)); + let (vsl,vsr) = ge.eigenvectors(); + let eigenvalues = ge.raw_eigenvalues(); + + for (i,(alpha,beta)) in eigenvalues.iter().enumerate() { + let l_a = a_c.clone() * Complex::new(*beta, 0.0); + let l_b = b_c.clone() * *alpha; + + prop_assert!( + relative_eq!( + ((&l_a - &l_b)*vsr.column(i)).map(|x| x.modulus()), + OMatrix::zeros_generic(Const::<4>, Const::<1>), + epsilon = 1.0e-5)); + prop_assert!( + relative_eq!((vsl.column(i).adjoint()*(&l_a - &l_b)).map(|x| x.modulus()), + OMatrix::zeros_generic(Const::<1>, Const::<4>), + epsilon = 1.0e-5)) + } + } + +} diff --git a/nalgebra-lapack/tests/linalg/mod.rs b/nalgebra-lapack/tests/linalg/mod.rs index a6742217..251bbe7b 100644 --- a/nalgebra-lapack/tests/linalg/mod.rs +++ b/nalgebra-lapack/tests/linalg/mod.rs @@ -1,6 +1,8 @@ mod cholesky; +mod generalized_eigenvalues; mod lu; mod qr; +mod qz; mod real_eigensystem; mod schur; mod svd; diff --git a/nalgebra-lapack/tests/linalg/qz.rs b/nalgebra-lapack/tests/linalg/qz.rs new file mode 100644 index 00000000..c7a702ca --- /dev/null +++ b/nalgebra-lapack/tests/linalg/qz.rs @@ -0,0 +1,34 @@ +use na::DMatrix; +use nl::QZ; + +use crate::proptest::*; +use proptest::{prop_assert, prop_compose, proptest}; + +prop_compose! { + fn f64_dynamic_dim_squares() + (n in PROPTEST_MATRIX_DIM) + (a in matrix(PROPTEST_F64,n,n), b in matrix(PROPTEST_F64,n,n)) -> (DMatrix, DMatrix){ + (a,b) +}} + +proptest! { + #[test] + fn qz((a,b) in f64_dynamic_dim_squares()) { + + let qz = QZ::new(a.clone(), b.clone()); + let (vsl,s,t,vsr) = qz.clone().unpack(); + + prop_assert!(relative_eq!(&vsl * s * vsr.transpose(), a, epsilon = 1.0e-7)); + prop_assert!(relative_eq!(vsl * t * vsr.transpose(), b, epsilon = 1.0e-7)); + + } + + #[test] + fn qz_static(a in matrix4(), b in matrix4()) { + let qz = QZ::new(a.clone(), b.clone()); + let (vsl,s,t,vsr) = qz.unpack(); + + prop_assert!(relative_eq!(&vsl * s * vsr.transpose(), a, epsilon = 1.0e-7)); + prop_assert!(relative_eq!(vsl * t * vsr.transpose(), b, epsilon = 1.0e-7)); + } +}