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1 files changed, 201 insertions, 0 deletions

diff --git a/eigen/test/boostmultiprec.cpp b/eigen/test/boostmultiprec.cpp
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+++ b/eigen/test/boostmultiprec.cpp
@@ -0,0 +1,201 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#include <sstream>
+
+#ifdef EIGEN_TEST_MAX_SIZE
+#undef EIGEN_TEST_MAX_SIZE
+#endif
+
+#define EIGEN_TEST_MAX_SIZE 50
+
+#ifdef EIGEN_TEST_PART_1
+#include "cholesky.cpp"
+#endif
+
+#ifdef EIGEN_TEST_PART_2
+#include "lu.cpp"
+#endif
+
+#ifdef EIGEN_TEST_PART_3
+#include "qr.cpp"
+#endif
+
+#ifdef EIGEN_TEST_PART_4
+#include "qr_colpivoting.cpp"
+#endif
+
+#ifdef EIGEN_TEST_PART_5
+#include "qr_fullpivoting.cpp"
+#endif
+
+#ifdef EIGEN_TEST_PART_6
+#include "eigensolver_selfadjoint.cpp"
+#endif
+
+#ifdef EIGEN_TEST_PART_7
+#include "eigensolver_generic.cpp"
+#endif
+
+#ifdef EIGEN_TEST_PART_8
+#include "eigensolver_generalized_real.cpp"
+#endif
+
+#ifdef EIGEN_TEST_PART_9
+#include "jacobisvd.cpp"
+#endif
+
+#ifdef EIGEN_TEST_PART_10
+#include "bdcsvd.cpp"
+#endif
+
+#include <Eigen/Dense>
+
+#undef min
+#undef max
+#undef isnan
+#undef isinf
+#undef isfinite
+
+#include <boost/multiprecision/cpp_dec_float.hpp>
+#include <boost/multiprecision/number.hpp>
+#include <boost/math/special_functions.hpp>
+#include <boost/math/complex.hpp>
+
+namespace mp = boost::multiprecision;
+typedef mp::number<mp::cpp_dec_float<100>, mp::et_on> Real;
+
+namespace Eigen {
+  template<> struct NumTraits<Real> : GenericNumTraits<Real> {
+    static inline Real dummy_precision() { return 1e-50; }
+  };
+
+  template<typename T1,typename T2,typename T3,typename T4,typename T5>
+  struct NumTraits<boost::multiprecision::detail::expression<T1,T2,T3,T4,T5> > : NumTraits<Real> {};
+
+  template<>
+  Real test_precision<Real>() { return 1e-50; }
+
+  // needed in C++93 mode where number does not support explicit cast.
+  namespace internal {
+    template<typename NewType>
+    struct cast_impl<Real,NewType> {
+      static inline NewType run(const Real& x) {
+        return x.template convert_to<NewType>();
+      }
+    };
+
+    template<>
+    struct cast_impl<Real,std::complex<Real> > {
+      static inline std::complex<Real>  run(const Real& x) {
+        return std::complex<Real>(x);
+      }
+    };
+  }
+}
+
+namespace boost {
+namespace multiprecision {
+  // to make ADL works as expected:
+  using boost::math::isfinite;
+  using boost::math::isnan;
+  using boost::math::isinf;
+  using boost::math::copysign;
+  using boost::math::hypot;
+
+  // The following is needed for std::complex<Real>:
+  Real fabs(const Real& a) { return abs EIGEN_NOT_A_MACRO (a); }
+  Real fmax(const Real& a, const Real& b) { using std::max; return max(a,b); }
+
+  // some specialization for the unit tests:
+  inline bool test_isMuchSmallerThan(const Real& a, const Real& b) {
+    return internal::isMuchSmallerThan(a, b, test_precision<Real>());
+  }
+
+  inline bool test_isApprox(const Real& a, const Real& b) {
+    return internal::isApprox(a, b, test_precision<Real>());
+  }
+
+  inline bool test_isApproxOrLessThan(const Real& a, const Real& b) {
+    return internal::isApproxOrLessThan(a, b, test_precision<Real>());
+  }
+
+  Real get_test_precision(const Real&) {
+    return test_precision<Real>();
+  }
+
+  Real test_relative_error(const Real &a, const Real &b) {
+    using Eigen::numext::abs2;
+    return sqrt(abs2<Real>(a-b)/Eigen::numext::mini<Real>(abs2(a),abs2(b)));
+  }
+}
+}
+
+namespace Eigen {
+
+}
+
+void test_boostmultiprec()
+{
+  typedef Matrix<Real,Dynamic,Dynamic> Mat;
+  typedef Matrix<std::complex<Real>,Dynamic,Dynamic> MatC;
+
+  std::cout << "NumTraits<Real>::epsilon()         = " << NumTraits<Real>::epsilon() << std::endl;
+  std::cout << "NumTraits<Real>::dummy_precision() = " << NumTraits<Real>::dummy_precision() << std::endl;
+  std::cout << "NumTraits<Real>::lowest()          = " << NumTraits<Real>::lowest() << std::endl;
+  std::cout << "NumTraits<Real>::highest()         = " << NumTraits<Real>::highest() << std::endl;
+  std::cout << "NumTraits<Real>::digits10()        = " << NumTraits<Real>::digits10() << std::endl;
+
+  // chekc stream output
+  {
+    Mat A(10,10);
+    A.setRandom();
+    std::stringstream ss;
+    ss << A;
+  }
+  {
+    MatC A(10,10);
+    A.setRandom();
+    std::stringstream ss;
+    ss << A;
+  }
+
+  for(int i = 0; i < g_repeat; i++) {
+    int s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE);
+
+    CALL_SUBTEST_1( cholesky(Mat(s,s)) );
+
+    CALL_SUBTEST_2( lu_non_invertible<Mat>() );
+    CALL_SUBTEST_2( lu_invertible<Mat>() );
+    CALL_SUBTEST_2( lu_non_invertible<MatC>() );
+    CALL_SUBTEST_2( lu_invertible<MatC>() );
+
+    CALL_SUBTEST_3( qr(Mat(internal::random<int>(1,EIGEN_TEST_MAX_SIZE),internal::random<int>(1,EIGEN_TEST_MAX_SIZE))) );
+    CALL_SUBTEST_3( qr_invertible<Mat>() );
+
+    CALL_SUBTEST_4( qr<Mat>() );
+    CALL_SUBTEST_4( cod<Mat>() );
+    CALL_SUBTEST_4( qr_invertible<Mat>() );
+
+    CALL_SUBTEST_5( qr<Mat>() );
+    CALL_SUBTEST_5( qr_invertible<Mat>() );
+
+    CALL_SUBTEST_6( selfadjointeigensolver(Mat(s,s)) );
+
+    CALL_SUBTEST_7( eigensolver(Mat(s,s)) );
+
+    CALL_SUBTEST_8( generalized_eigensolver_real(Mat(s,s)) );
+
+    TEST_SET_BUT_UNUSED_VARIABLE(s)
+  }
+
+  CALL_SUBTEST_9(( jacobisvd(Mat(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) ));
+  CALL_SUBTEST_10(( bdcsvd(Mat(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) ));
+}
+