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Fixed a bug in the eigenvalue_decomposition which could occur when 

a symmetric matrix was used along with the LAPACK bindings.
This commit is contained in:
Davis King 2015-04-30 08:25:08 -04:00
parent 555de01d1e
commit d25df5a9f3
2 changed files with 22 additions and 0 deletions
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1
dlib/matrix/matrix_eigenvalue.h
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@ -193,6 +193,7 @@ namespace dlib
lapack::integer temp; lapack::integer temp;
lapack::syevr('V','A','L',tempA,0,0,0,0,-1,temp,d,V,isupz); lapack::syevr('V','A','L',tempA,0,0,0,0,-1,temp,d,V,isupz);
return;
} }
#endif #endif
// Tridiagonalize. // Tridiagonalize.

21
dlib/test/matrix_eig.cpp
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@ -193,6 +193,21 @@ namespace
test_eigenvalue(10*randm<float,3,3>()); test_eigenvalue(10*randm<float,3,3>());
} }
template <int dims>
void test_eigenvalue2()
{
for (int seed = 0; seed < 10; ++seed)
{
print_spinner();
matrix<double> H = gaussian_randm(dims,dims,seed);
H = H*trans(H);
eigenvalue_decomposition<matrix<double> > eig(H);
matrix<double> HH = eig.get_pseudo_v()*diagm(eig.get_real_eigenvalues())*trans(eig.get_pseudo_v());
DLIB_TEST_MSG(max(abs(H - HH))<1e-12, "dims: " << dims << " error: " << max(abs(H - HH)));
}
}
// ---------------------------------------------------------------------------------------- // ----------------------------------------------------------------------------------------
class matrix_tester : public tester class matrix_tester : public tester
@ -215,6 +230,12 @@ namespace
matrix_test_double(); matrix_test_double();
dlog << LINFO << "begin testing with float"; dlog << LINFO << "begin testing with float";
matrix_test_float(); matrix_test_float();
test_eigenvalue2<10>();
test_eigenvalue2<11>();
test_eigenvalue2<3>();
test_eigenvalue2<2>();
test_eigenvalue2<1>();
} }
} a; } a;