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qr.jl
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qr.jl
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using StaticArrays, Test, LinearAlgebra, Random
broadenrandn(::Type{BigFloat}) = BigFloat(randn(Float64))
broadenrandn(::Type{Int}) = rand(-9:9)
broadenrandn(::Type{Complex{T}}) where T = Complex{T}(broadenrandn(T), broadenrandn(T))
broadenrandn(::Type{T}) where T = randn(T)
Random.seed!(42)
@testset "QR decomposition" begin
function test_qr(arr)
T = eltype(arr)
QR = @inferred qr(arr)
@test QR isa StaticArrays.QR
Q, R = QR # destructing via iteration
@test Q isa StaticMatrix
@test R isa StaticMatrix
@test eltype(Q) == eltype(R) == typeof((one(T)*zero(T) + zero(T))/norm([one(T)]))
Q_ref, R_ref = qr(Matrix(arr))
@test abs.(Q) ≈ abs.(Matrix(Q_ref)) # QR is unique up to diag(Q) signs
@test abs.(R) ≈ abs.(R_ref)
@test Q*R ≈ arr
@test Q'*Q ≈ one(Q'*Q)
@test istriu(R)
# pivot=true cases has no StaticArrays specific version yet
# but fallbacks to LAPACK
pivot = isdefined(LinearAlgebra, :PivotingStrategy) ? ColumnNorm() : Val(true)
QRp = @inferred qr(arr, pivot)
@test QRp isa StaticArrays.QR
Q, R, p = QRp
@test Q isa StaticMatrix
@test R isa StaticMatrix
@test p isa StaticVector
Q_ref, R_ref, p_ref = qr(Matrix(arr), pivot)
@test Q ≈ Matrix(Q_ref)
@test R ≈ R_ref
@test p == p_ref
end
for eltya in (Float32, Float64, BigFloat, Int),
rel in (real, complex),
sz in [(3,3), (3,4), (4,3)]
arr = SMatrix{sz[1], sz[2], rel(eltya), sz[1]*sz[2]}( [broadenrandn(rel(eltya)) for i = 1:sz[1], j = 1:sz[2]] )
test_qr(arr)
end
# some special cases
for arr in (
(@MMatrix randn(3,2)),
(@MMatrix randn(2,3)),
(@SMatrix([0 1 2; 0 2 3; 0 3 4; 0 4 5])),
(@SMatrix zeros(Int,4,4)),
(@SMatrix([1//2 1//1])),
(@SMatrix randn(17,18)), # fallback to LAPACK
(@SMatrix randn(18,17))
)
test_qr(arr)
end
if isdefined(LinearAlgebra, :PivotingStrategy)
for N = (3, 18)
A = (@SMatrix randn(N,N))
@test qr(A, Val(false)) == qr(A, NoPivot())
@test qr(A, Val(true)) == qr(A, ColumnNorm())
end
end
end
@testset "QR method ambiguity" begin
# Issue #931; just test that methods do not throw an ambiguity error when called
A = @SMatrix [1.0 2.0 3.0; 4.0 5.0 6.0]
@test isa(qr(A), StaticArrays.QR)
@test isa(qr(A, Val(true)), StaticArrays.QR)
@test isa(qr(A, Val(false)), StaticArrays.QR)
end