use crate::utils::is_sorted_descending; use na::{DMatrix, Matrix6}; #[cfg(feature = "proptest-support")] mod proptest_tests { macro_rules! gen_tests( ($module: ident, $scalar: expr, $scalar_type: ty) => { mod $module { use na::{ DMatrix, DVector, Matrix2, Matrix3, Matrix4, ComplexField }; use std::cmp; #[allow(unused_imports)] use crate::core::helper::{RandScalar, RandComplex}; use crate::proptest::*; use proptest::{prop_assert, proptest}; use crate::utils::is_sorted_descending; proptest! { #[test] fn svd(m in dmatrix_($scalar)) { let svd = m.clone().svd(true, true); let recomp_m = svd.clone().recompose().unwrap(); let (u, s, v_t) = (svd.u.unwrap(), svd.singular_values, svd.v_t.unwrap()); let ds = DMatrix::from_diagonal(&s.map(|e| ComplexField::from_real(e))); prop_assert!(s.iter().all(|e| *e >= 0.0)); prop_assert!(relative_eq!(&u * ds * &v_t, recomp_m, epsilon = 1.0e-5)); prop_assert!(relative_eq!(m, recomp_m, epsilon = 1.0e-5)); prop_assert!(is_sorted_descending(s.as_slice())); } #[test] fn svd_static_5_3(m in matrix5x3_($scalar)) { let svd = m.svd(true, true); let (u, s, v_t) = (svd.u.unwrap(), svd.singular_values, svd.v_t.unwrap()); let ds = Matrix3::from_diagonal(&s.map(|e| ComplexField::from_real(e))); prop_assert!(s.iter().all(|e| *e >= 0.0)); prop_assert!(relative_eq!(m, &u * ds * &v_t, epsilon = 1.0e-5)); prop_assert!(u.is_orthogonal(1.0e-5)); prop_assert!(v_t.is_orthogonal(1.0e-5)); prop_assert!(is_sorted_descending(s.as_slice())); } #[test] fn svd_static_5_2(m in matrix5x2_($scalar)) { let svd = m.svd(true, true); let (u, s, v_t) = (svd.u.unwrap(), svd.singular_values, svd.v_t.unwrap()); let ds = Matrix2::from_diagonal(&s.map(|e| ComplexField::from_real(e))); prop_assert!(s.iter().all(|e| *e >= 0.0)); prop_assert!(relative_eq!(m, &u * ds * &v_t, epsilon = 1.0e-5)); prop_assert!(u.is_orthogonal(1.0e-5)); prop_assert!(v_t.is_orthogonal(1.0e-5)); prop_assert!(is_sorted_descending(s.as_slice())); } #[test] fn svd_static_3_5(m in matrix3x5_($scalar)) { let svd = m.svd(true, true); let (u, s, v_t) = (svd.u.unwrap(), svd.singular_values, svd.v_t.unwrap()); let ds = Matrix3::from_diagonal(&s.map(|e| ComplexField::from_real(e))); prop_assert!(s.iter().all(|e| *e >= 0.0)); prop_assert!(relative_eq!(m, u * ds * v_t, epsilon = 1.0e-5)); prop_assert!(is_sorted_descending(s.as_slice())); } #[test] fn svd_static_2_5(m in matrix2x5_($scalar)) { let svd = m.svd(true, true); let (u, s, v_t) = (svd.u.unwrap(), svd.singular_values, svd.v_t.unwrap()); let ds = Matrix2::from_diagonal(&s.map(|e| ComplexField::from_real(e))); prop_assert!(s.iter().all(|e| *e >= 0.0)); prop_assert!(relative_eq!(m, u * ds * v_t, epsilon = 1.0e-5)); prop_assert!(is_sorted_descending(s.as_slice())); } #[test] fn svd_static_square(m in matrix4_($scalar)) { let svd = m.svd(true, true); let (u, s, v_t) = (svd.u.unwrap(), svd.singular_values, svd.v_t.unwrap()); let ds = Matrix4::from_diagonal(&s.map(|e| ComplexField::from_real(e))); prop_assert!(s.iter().all(|e| *e >= 0.0)); prop_assert!(relative_eq!(m, u * ds * v_t, epsilon = 1.0e-5)); prop_assert!(u.is_orthogonal(1.0e-5)); prop_assert!(v_t.is_orthogonal(1.0e-5)); prop_assert!(is_sorted_descending(s.as_slice())); } #[test] fn svd_static_square_2x2(m in matrix2_($scalar)) { let svd = m.svd(true, true); let (u, s, v_t) = (svd.u.unwrap(), svd.singular_values, svd.v_t.unwrap()); let ds = Matrix2::from_diagonal(&s.map(|e| ComplexField::from_real(e))); prop_assert!(s.iter().all(|e| *e >= 0.0)); prop_assert!(relative_eq!(m, u * ds * v_t, epsilon = 1.0e-5)); prop_assert!(u.is_orthogonal(1.0e-5)); prop_assert!(v_t.is_orthogonal(1.0e-5)); prop_assert!(is_sorted_descending(s.as_slice())); } #[test] fn svd_static_square_3x3(m in matrix3_($scalar)) { let svd = m.svd(true, true); let (u, s, v_t) = (svd.u.unwrap(), svd.singular_values, svd.v_t.unwrap()); let ds = Matrix3::from_diagonal(&s.map(|e| ComplexField::from_real(e))); prop_assert!(s.iter().all(|e| *e >= 0.0)); prop_assert!(relative_eq!(m, u * ds * v_t, epsilon = 1.0e-5)); prop_assert!(u.is_orthogonal(1.0e-5)); prop_assert!(v_t.is_orthogonal(1.0e-5)); prop_assert!(is_sorted_descending(s.as_slice())); } #[test] fn svd_pseudo_inverse(m in dmatrix_($scalar)) { let svd = m.clone().svd(true, true); let pinv = svd.pseudo_inverse(1.0e-10).unwrap(); if m.nrows() > m.ncols() { prop_assert!((pinv * m).is_identity(1.0e-5)) } else { prop_assert!((m * pinv).is_identity(1.0e-5)) } } #[test] fn svd_solve(n in PROPTEST_MATRIX_DIM, nb in PROPTEST_MATRIX_DIM) { let n = cmp::max(1, cmp::min(n, 10)); let nb = cmp::min(nb, 10); let m = DMatrix::<$scalar_type>::new_random(n, n).map(|e| e.0); let svd = m.clone().svd(true, true); if svd.rank(1.0e-7) == n { let b1 = DVector::<$scalar_type>::new_random(n).map(|e| e.0); let b2 = DMatrix::<$scalar_type>::new_random(n, nb).map(|e| e.0); let sol1 = svd.solve(&b1, 1.0e-7).unwrap(); let sol2 = svd.solve(&b2, 1.0e-7).unwrap(); let recomp = svd.recompose().unwrap(); prop_assert!(relative_eq!(m, recomp, epsilon = 1.0e-6)); prop_assert!(relative_eq!(&m * &sol1, b1, epsilon = 1.0e-6)); prop_assert!(relative_eq!(&m * &sol2, b2, epsilon = 1.0e-6)); } } #[test] fn svd_polar_decomposition(m in dmatrix_($scalar)) { let svd = m.clone().svd(true, true); let (p, u) = svd.to_polar().unwrap(); assert_relative_eq!(m, &p* &u, epsilon = 1.0e-5); // semi-unitary check assert_eq!(true, (u.is_orthogonal(1.0e-5))); // hermitian check assert_relative_eq!(p, p.adjoint(), epsilon = 1.0e-5); /* * Same thing, but using the method instead of calling the SVD explicitly. */ let (p2, u2) = m.clone().polar(); assert_eq!(p, p2); assert_eq!(u, u2); } } } } ); gen_tests!(complex, complex_f64(), RandComplex); gen_tests!(f64, PROPTEST_F64, RandScalar); } // Test proposed on the issue #176 of rulinalg. #[test] #[rustfmt::skip] fn svd_singular() { let m = DMatrix::from_row_slice(24, 24, &[ 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 0.0, 1.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -1.0, -1.0, -1.0, -1.0, -1.0, 0.0, 1.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -1.0, -1.0, -1.0, -1.0, 0.0, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -1.0, -1.0, -1.0, 0.0, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, 0.0, 1.0, 1.0, 1.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 4.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 4.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0]); let svd = m.clone().svd(true, true); let (u, s, v_t) = (svd.u.unwrap(), svd.singular_values, svd.v_t.unwrap()); let ds = DMatrix::from_diagonal(&s); assert!(s.iter().all(|e| *e >= 0.0)); assert!(is_sorted_descending(s.as_slice())); assert!(u.is_orthogonal(1.0e-5)); assert!(v_t.is_orthogonal(1.0e-5)); assert_relative_eq!(m, &u * ds * &v_t, epsilon = 1.0e-5); } // Same as the previous test but with one additional row. #[test] #[rustfmt::skip] fn svd_singular_vertical() { let m = DMatrix::from_row_slice(25, 24, &[ 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 0.0, 1.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -1.0, -1.0, -1.0, -1.0, -1.0, 0.0, 1.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -1.0, -1.0, -1.0, -1.0, 0.0, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -1.0, -1.0, -1.0, 0.0, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, 0.0, 1.0, 1.0, 1.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 4.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 4.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0]); let svd = m.clone().svd(true, true); let (u, s, v_t) = (svd.u.unwrap(), svd.singular_values, svd.v_t.unwrap()); let ds = DMatrix::from_diagonal(&s); assert!(s.iter().all(|e| *e >= 0.0)); assert!(is_sorted_descending(s.as_slice())); assert_relative_eq!(m, &u * ds * &v_t, epsilon = 1.0e-5); } // Same as the previous test but with one additional column. #[test] #[rustfmt::skip] fn svd_singular_horizontal() { let m = DMatrix::from_row_slice(24, 25, &[ 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 0.0, 1.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -1.0, -1.0, -1.0, -1.0, -1.0, 0.0, 1.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -1.0, -1.0, -1.0, -1.0, 0.0, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -1.0, -1.0, -1.0, 0.0, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, -1.0, 0.0, 1.0, 1.0, 1.0, 1.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 4.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 4.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0]); let svd = m.clone().svd(true, true); let (u, s, v_t) = (svd.u.unwrap(), svd.singular_values, svd.v_t.unwrap()); let ds = DMatrix::from_diagonal(&s); assert!(s.iter().all(|e| *e >= 0.0)); assert!(is_sorted_descending(s.as_slice())); assert_relative_eq!(m, &u * ds * &v_t, epsilon = 1.0e-5); } #[test] fn svd_zeros() { let m = DMatrix::from_element(10, 10, 0.0); let svd = m.clone().svd(true, true); assert_eq!(Ok(m), svd.recompose()); } #[test] fn svd_identity() { let m = DMatrix::::identity(10, 10); let svd = m.clone().svd(true, true); assert_eq!(Ok(m), svd.recompose()); let m = DMatrix::::identity(10, 15); let svd = m.clone().svd(true, true); assert_eq!(Ok(m), svd.recompose()); let m = DMatrix::::identity(15, 10); let svd = m.clone().svd(true, true); assert_eq!(Ok(m), svd.recompose()); } #[test] #[rustfmt::skip] fn svd_with_delimited_subproblem() { let mut m = DMatrix::::from_element(10, 10, 0.0); m[(0, 0)] = 1.0; m[(0, 1)] = 2.0; m[(1, 1)] = 0.0; m[(1, 2)] = 3.0; m[(2, 2)] = 4.0; m[(2, 3)] = 5.0; m[(3, 3)] = 6.0; m[(3, 4)] = 0.0; m[(4, 4)] = 8.0; m[(3, 5)] = 9.0; m[(5, 5)] = 10.0; m[(3, 6)] = 11.0; m[(6, 6)] = 12.0; m[(3, 7)] = 12.0; m[(7, 7)] = 14.0; m[(3, 8)] = 13.0; m[(8, 8)] = 16.0; m[(3, 9)] = 17.0; m[(9, 9)] = 18.0; let svd = m.clone().svd(true, true); assert_relative_eq!(m, svd.recompose().unwrap(), epsilon = 1.0e-7); // Rectangular versions. let mut m = DMatrix::::from_element(15, 10, 0.0); m[(0, 0)] = 1.0; m[(0, 1)] = 2.0; m[(1, 1)] = 0.0; m[(1, 2)] = 3.0; m[(2, 2)] = 4.0; m[(2, 3)] = 5.0; m[(3, 3)] = 6.0; m[(3, 4)] = 0.0; m[(4, 4)] = 8.0; m[(3, 5)] = 9.0; m[(5, 5)] = 10.0; m[(3, 6)] = 11.0; m[(6, 6)] = 12.0; m[(3, 7)] = 12.0; m[(7, 7)] = 14.0; m[(3, 8)] = 13.0; m[(8, 8)] = 16.0; m[(3, 9)] = 17.0; m[(9, 9)] = 18.0; let svd = m.clone().svd(true, true); assert_relative_eq!(m, svd.recompose().unwrap(), epsilon = 1.0e-7); let svd = m.transpose().svd(true, true); assert_relative_eq!(m.transpose(), svd.recompose().unwrap(), epsilon = 1.0e-7); } #[test] #[rustfmt::skip] fn svd_fail() { let m = Matrix6::new( 0.9299319121545955, 0.9955870335651049, 0.8824725266413644, 0.28966880207132295, 0.06102723649846409, 0.9311880746048009, 0.5938395242304351, 0.8398522876024204, 0.06672831951963198, 0.9941213119963099, 0.9431846038057834, 0.8159885168706427, 0.9121962883152357, 0.6471119669367571, 0.4823309702814407, 0.6420516076705516, 0.7731203925207113, 0.7424069470756647, 0.07311092531259344, 0.5579247949052946, 0.14518764691585773, 0.03502980663114896, 0.7991329455957719, 0.4929930019965745, 0.12293810556077789, 0.6617084679545999, 0.9002240700227326, 0.027153062135304884, 0.3630189466989524, 0.18207502727558866, 0.843196731466686, 0.08951878746549924, 0.7533450877576973, 0.009558876499740077, 0.9429679490873482, 0.9355764454129878); // Check unordered ... let svd = m.clone().svd_unordered(true, true); let recomp = svd.recompose().unwrap(); assert_relative_eq!(m, recomp, epsilon = 1.0e-5); // ... and ordered SVD. let svd = m.clone().svd(true, true); let recomp = svd.recompose().unwrap(); assert_relative_eq!(m, recomp, epsilon = 1.0e-5); } #[test] #[rustfmt::skip] fn svd3_fail() { // NOTE: this matrix fails the special case done for 3x3 SVDs. // It was found on an actual application using SVD as part of the minimization of a // quadratic error function. let m = nalgebra::matrix![ 0.0, 1.0, 0.0; 0.0, 1.7320508075688772, 0.0; 0.0, 0.0, 0.0 ]; // Check unordered ... let svd = m.svd_unordered(true, true); let recomp = svd.recompose().unwrap(); assert_relative_eq!(m, recomp, epsilon = 1.0e-5); // ... and ordered SVD. let svd = m.svd(true, true); let recomp = svd.recompose().unwrap(); assert_relative_eq!(m, recomp, epsilon = 1.0e-5); } #[test] fn svd_err() { let m = DMatrix::from_element(10, 10, 0.0); let svd = m.clone().svd(false, false); assert_eq!( Err("SVD recomposition: U and V^t have not been computed."), svd.clone().recompose() ); assert_eq!( Err("SVD pseudo inverse: the epsilon must be non-negative."), svd.clone().pseudo_inverse(-1.0) ); } #[test] #[rustfmt::skip] fn svd_sorted() { let reference = nalgebra::matrix![ 1.0, 2.0, 3.0, 4.0; 5.0, 6.0, 7.0, 8.0; 9.0, 10.0, 11.0, 12.0 ]; let mut svd = nalgebra::SVD { singular_values: nalgebra::matrix![1.72261225; 2.54368356e+01; 5.14037515e-16], u: Some(nalgebra::matrix![ -0.88915331, -0.20673589, 0.40824829; -0.25438183, -0.51828874, -0.81649658; 0.38038964, -0.82984158, 0.40824829 ]), v_t: Some(nalgebra::matrix![ 0.73286619, 0.28984978, -0.15316664, -0.59618305; -0.40361757, -0.46474413, -0.52587069, -0.58699725; 0.44527162, -0.83143156, 0.32704826, 0.05911168 ]), }; assert_relative_eq!( svd.recompose().expect("valid SVD"), reference, epsilon = 1.0e-5 ); svd.sort_by_singular_values(); // Ensure successful sorting assert_relative_eq!(svd.singular_values.x, 2.54368356e+01, epsilon = 1.0e-5); // Ensure that the sorted components represent the same decomposition assert_relative_eq!( svd.recompose().expect("valid SVD"), reference, epsilon = 1.0e-5 ); }