1*bf2c3715SXin Li // This file is part of Eigen, a lightweight C++ template library
2*bf2c3715SXin Li // for linear algebra.
3*bf2c3715SXin Li //
4*bf2c3715SXin Li // Copyright (C) 2009 Hauke Heibel <[email protected]>
5*bf2c3715SXin Li //
6*bf2c3715SXin Li // This Source Code Form is subject to the terms of the Mozilla
7*bf2c3715SXin Li // Public License v. 2.0. If a copy of the MPL was not distributed
8*bf2c3715SXin Li // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9*bf2c3715SXin Li
10*bf2c3715SXin Li #include "main.h"
11*bf2c3715SXin Li
12*bf2c3715SXin Li #include <Eigen/Core>
13*bf2c3715SXin Li #include <Eigen/Geometry>
14*bf2c3715SXin Li
15*bf2c3715SXin Li #include <Eigen/LU> // required for MatrixBase::determinant
16*bf2c3715SXin Li #include <Eigen/SVD> // required for SVD
17*bf2c3715SXin Li
18*bf2c3715SXin Li using namespace Eigen;
19*bf2c3715SXin Li
20*bf2c3715SXin Li // Constructs a random matrix from the unitary group U(size).
21*bf2c3715SXin Li template <typename T>
randMatrixUnitary(int size)22*bf2c3715SXin Li Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> randMatrixUnitary(int size)
23*bf2c3715SXin Li {
24*bf2c3715SXin Li typedef T Scalar;
25*bf2c3715SXin Li typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic> MatrixType;
26*bf2c3715SXin Li
27*bf2c3715SXin Li MatrixType Q;
28*bf2c3715SXin Li
29*bf2c3715SXin Li int max_tries = 40;
30*bf2c3715SXin Li bool is_unitary = false;
31*bf2c3715SXin Li
32*bf2c3715SXin Li while (!is_unitary && max_tries > 0)
33*bf2c3715SXin Li {
34*bf2c3715SXin Li // initialize random matrix
35*bf2c3715SXin Li Q = MatrixType::Random(size, size);
36*bf2c3715SXin Li
37*bf2c3715SXin Li // orthogonalize columns using the Gram-Schmidt algorithm
38*bf2c3715SXin Li for (int col = 0; col < size; ++col)
39*bf2c3715SXin Li {
40*bf2c3715SXin Li typename MatrixType::ColXpr colVec = Q.col(col);
41*bf2c3715SXin Li for (int prevCol = 0; prevCol < col; ++prevCol)
42*bf2c3715SXin Li {
43*bf2c3715SXin Li typename MatrixType::ColXpr prevColVec = Q.col(prevCol);
44*bf2c3715SXin Li colVec -= colVec.dot(prevColVec)*prevColVec;
45*bf2c3715SXin Li }
46*bf2c3715SXin Li Q.col(col) = colVec.normalized();
47*bf2c3715SXin Li }
48*bf2c3715SXin Li
49*bf2c3715SXin Li // this additional orthogonalization is not necessary in theory but should enhance
50*bf2c3715SXin Li // the numerical orthogonality of the matrix
51*bf2c3715SXin Li for (int row = 0; row < size; ++row)
52*bf2c3715SXin Li {
53*bf2c3715SXin Li typename MatrixType::RowXpr rowVec = Q.row(row);
54*bf2c3715SXin Li for (int prevRow = 0; prevRow < row; ++prevRow)
55*bf2c3715SXin Li {
56*bf2c3715SXin Li typename MatrixType::RowXpr prevRowVec = Q.row(prevRow);
57*bf2c3715SXin Li rowVec -= rowVec.dot(prevRowVec)*prevRowVec;
58*bf2c3715SXin Li }
59*bf2c3715SXin Li Q.row(row) = rowVec.normalized();
60*bf2c3715SXin Li }
61*bf2c3715SXin Li
62*bf2c3715SXin Li // final check
63*bf2c3715SXin Li is_unitary = Q.isUnitary();
64*bf2c3715SXin Li --max_tries;
65*bf2c3715SXin Li }
66*bf2c3715SXin Li
67*bf2c3715SXin Li if (max_tries == 0)
68*bf2c3715SXin Li eigen_assert(false && "randMatrixUnitary: Could not construct unitary matrix!");
69*bf2c3715SXin Li
70*bf2c3715SXin Li return Q;
71*bf2c3715SXin Li }
72*bf2c3715SXin Li
73*bf2c3715SXin Li // Constructs a random matrix from the special unitary group SU(size).
74*bf2c3715SXin Li template <typename T>
randMatrixSpecialUnitary(int size)75*bf2c3715SXin Li Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> randMatrixSpecialUnitary(int size)
76*bf2c3715SXin Li {
77*bf2c3715SXin Li typedef T Scalar;
78*bf2c3715SXin Li
79*bf2c3715SXin Li typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic> MatrixType;
80*bf2c3715SXin Li
81*bf2c3715SXin Li // initialize unitary matrix
82*bf2c3715SXin Li MatrixType Q = randMatrixUnitary<Scalar>(size);
83*bf2c3715SXin Li
84*bf2c3715SXin Li // tweak the first column to make the determinant be 1
85*bf2c3715SXin Li Q.col(0) *= numext::conj(Q.determinant());
86*bf2c3715SXin Li
87*bf2c3715SXin Li return Q;
88*bf2c3715SXin Li }
89*bf2c3715SXin Li
90*bf2c3715SXin Li template <typename MatrixType>
run_test(int dim,int num_elements)91*bf2c3715SXin Li void run_test(int dim, int num_elements)
92*bf2c3715SXin Li {
93*bf2c3715SXin Li using std::abs;
94*bf2c3715SXin Li typedef typename internal::traits<MatrixType>::Scalar Scalar;
95*bf2c3715SXin Li typedef Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic> MatrixX;
96*bf2c3715SXin Li typedef Matrix<Scalar, Eigen::Dynamic, 1> VectorX;
97*bf2c3715SXin Li
98*bf2c3715SXin Li // MUST be positive because in any other case det(cR_t) may become negative for
99*bf2c3715SXin Li // odd dimensions!
100*bf2c3715SXin Li const Scalar c = abs(internal::random<Scalar>());
101*bf2c3715SXin Li
102*bf2c3715SXin Li MatrixX R = randMatrixSpecialUnitary<Scalar>(dim);
103*bf2c3715SXin Li VectorX t = Scalar(50)*VectorX::Random(dim,1);
104*bf2c3715SXin Li
105*bf2c3715SXin Li MatrixX cR_t = MatrixX::Identity(dim+1,dim+1);
106*bf2c3715SXin Li cR_t.block(0,0,dim,dim) = c*R;
107*bf2c3715SXin Li cR_t.block(0,dim,dim,1) = t;
108*bf2c3715SXin Li
109*bf2c3715SXin Li MatrixX src = MatrixX::Random(dim+1, num_elements);
110*bf2c3715SXin Li src.row(dim) = Matrix<Scalar, 1, Dynamic>::Constant(num_elements, Scalar(1));
111*bf2c3715SXin Li
112*bf2c3715SXin Li MatrixX dst = cR_t*src;
113*bf2c3715SXin Li
114*bf2c3715SXin Li MatrixX cR_t_umeyama = umeyama(src.block(0,0,dim,num_elements), dst.block(0,0,dim,num_elements));
115*bf2c3715SXin Li
116*bf2c3715SXin Li const Scalar error = ( cR_t_umeyama*src - dst ).norm() / dst.norm();
117*bf2c3715SXin Li VERIFY(error < Scalar(40)*std::numeric_limits<Scalar>::epsilon());
118*bf2c3715SXin Li }
119*bf2c3715SXin Li
120*bf2c3715SXin Li template<typename Scalar, int Dimension>
run_fixed_size_test(int num_elements)121*bf2c3715SXin Li void run_fixed_size_test(int num_elements)
122*bf2c3715SXin Li {
123*bf2c3715SXin Li using std::abs;
124*bf2c3715SXin Li typedef Matrix<Scalar, Dimension+1, Dynamic> MatrixX;
125*bf2c3715SXin Li typedef Matrix<Scalar, Dimension+1, Dimension+1> HomMatrix;
126*bf2c3715SXin Li typedef Matrix<Scalar, Dimension, Dimension> FixedMatrix;
127*bf2c3715SXin Li typedef Matrix<Scalar, Dimension, 1> FixedVector;
128*bf2c3715SXin Li
129*bf2c3715SXin Li const int dim = Dimension;
130*bf2c3715SXin Li
131*bf2c3715SXin Li // MUST be positive because in any other case det(cR_t) may become negative for
132*bf2c3715SXin Li // odd dimensions!
133*bf2c3715SXin Li // Also if c is to small compared to t.norm(), problem is ill-posed (cf. Bug 744)
134*bf2c3715SXin Li const Scalar c = internal::random<Scalar>(0.5, 2.0);
135*bf2c3715SXin Li
136*bf2c3715SXin Li FixedMatrix R = randMatrixSpecialUnitary<Scalar>(dim);
137*bf2c3715SXin Li FixedVector t = Scalar(32)*FixedVector::Random(dim,1);
138*bf2c3715SXin Li
139*bf2c3715SXin Li HomMatrix cR_t = HomMatrix::Identity(dim+1,dim+1);
140*bf2c3715SXin Li cR_t.block(0,0,dim,dim) = c*R;
141*bf2c3715SXin Li cR_t.block(0,dim,dim,1) = t;
142*bf2c3715SXin Li
143*bf2c3715SXin Li MatrixX src = MatrixX::Random(dim+1, num_elements);
144*bf2c3715SXin Li src.row(dim) = Matrix<Scalar, 1, Dynamic>::Constant(num_elements, Scalar(1));
145*bf2c3715SXin Li
146*bf2c3715SXin Li MatrixX dst = cR_t*src;
147*bf2c3715SXin Li
148*bf2c3715SXin Li Block<MatrixX, Dimension, Dynamic> src_block(src,0,0,dim,num_elements);
149*bf2c3715SXin Li Block<MatrixX, Dimension, Dynamic> dst_block(dst,0,0,dim,num_elements);
150*bf2c3715SXin Li
151*bf2c3715SXin Li HomMatrix cR_t_umeyama = umeyama(src_block, dst_block);
152*bf2c3715SXin Li
153*bf2c3715SXin Li const Scalar error = ( cR_t_umeyama*src - dst ).squaredNorm();
154*bf2c3715SXin Li
155*bf2c3715SXin Li VERIFY(error < Scalar(16)*std::numeric_limits<Scalar>::epsilon());
156*bf2c3715SXin Li }
157*bf2c3715SXin Li
EIGEN_DECLARE_TEST(umeyama)158*bf2c3715SXin Li EIGEN_DECLARE_TEST(umeyama)
159*bf2c3715SXin Li {
160*bf2c3715SXin Li for (int i=0; i<g_repeat; ++i)
161*bf2c3715SXin Li {
162*bf2c3715SXin Li const int num_elements = internal::random<int>(40,500);
163*bf2c3715SXin Li
164*bf2c3715SXin Li // works also for dimensions bigger than 3...
165*bf2c3715SXin Li for (int dim=2; dim<8; ++dim)
166*bf2c3715SXin Li {
167*bf2c3715SXin Li CALL_SUBTEST_1(run_test<MatrixXd>(dim, num_elements));
168*bf2c3715SXin Li CALL_SUBTEST_2(run_test<MatrixXf>(dim, num_elements));
169*bf2c3715SXin Li }
170*bf2c3715SXin Li
171*bf2c3715SXin Li CALL_SUBTEST_3((run_fixed_size_test<float, 2>(num_elements)));
172*bf2c3715SXin Li CALL_SUBTEST_4((run_fixed_size_test<float, 3>(num_elements)));
173*bf2c3715SXin Li CALL_SUBTEST_5((run_fixed_size_test<float, 4>(num_elements)));
174*bf2c3715SXin Li
175*bf2c3715SXin Li CALL_SUBTEST_6((run_fixed_size_test<double, 2>(num_elements)));
176*bf2c3715SXin Li CALL_SUBTEST_7((run_fixed_size_test<double, 3>(num_elements)));
177*bf2c3715SXin Li CALL_SUBTEST_8((run_fixed_size_test<double, 4>(num_elements)));
178*bf2c3715SXin Li }
179*bf2c3715SXin Li
180*bf2c3715SXin Li // Those two calls don't compile and result in meaningful error messages!
181*bf2c3715SXin Li // umeyama(MatrixXcf(),MatrixXcf());
182*bf2c3715SXin Li // umeyama(MatrixXcd(),MatrixXcd());
183*bf2c3715SXin Li }
184