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Diffstat (limited to 'eigen/test/incomplete_cholesky.cpp')
-rw-r--r-- | eigen/test/incomplete_cholesky.cpp | 65 |
1 files changed, 65 insertions, 0 deletions
diff --git a/eigen/test/incomplete_cholesky.cpp b/eigen/test/incomplete_cholesky.cpp new file mode 100644 index 0000000..59ffe92 --- /dev/null +++ b/eigen/test/incomplete_cholesky.cpp @@ -0,0 +1,65 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2015-2016 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/. +// #define EIGEN_DONT_VECTORIZE +// #define EIGEN_MAX_ALIGN_BYTES 0 +#include "sparse_solver.h" +#include <Eigen/IterativeLinearSolvers> +#include <unsupported/Eigen/IterativeSolvers> + +template<typename T, typename I> void test_incomplete_cholesky_T() +{ + typedef SparseMatrix<T,0,I> SparseMatrixType; + ConjugateGradient<SparseMatrixType, Lower, IncompleteCholesky<T, Lower, AMDOrdering<I> > > cg_illt_lower_amd; + ConjugateGradient<SparseMatrixType, Lower, IncompleteCholesky<T, Lower, NaturalOrdering<I> > > cg_illt_lower_nat; + ConjugateGradient<SparseMatrixType, Upper, IncompleteCholesky<T, Upper, AMDOrdering<I> > > cg_illt_upper_amd; + ConjugateGradient<SparseMatrixType, Upper, IncompleteCholesky<T, Upper, NaturalOrdering<I> > > cg_illt_upper_nat; + ConjugateGradient<SparseMatrixType, Upper|Lower, IncompleteCholesky<T, Lower, AMDOrdering<I> > > cg_illt_uplo_amd; + + + CALL_SUBTEST( check_sparse_spd_solving(cg_illt_lower_amd) ); + CALL_SUBTEST( check_sparse_spd_solving(cg_illt_lower_nat) ); + CALL_SUBTEST( check_sparse_spd_solving(cg_illt_upper_amd) ); + CALL_SUBTEST( check_sparse_spd_solving(cg_illt_upper_nat) ); + CALL_SUBTEST( check_sparse_spd_solving(cg_illt_uplo_amd) ); +} + +void test_incomplete_cholesky() +{ + CALL_SUBTEST_1(( test_incomplete_cholesky_T<double,int>() )); + CALL_SUBTEST_2(( test_incomplete_cholesky_T<std::complex<double>, int>() )); + CALL_SUBTEST_3(( test_incomplete_cholesky_T<double,long int>() )); + +#ifdef EIGEN_TEST_PART_1 + // regression for bug 1150 + for(int N = 1; N<20; ++N) + { + Eigen::MatrixXd b( N, N ); + b.setOnes(); + + Eigen::SparseMatrix<double> m( N, N ); + m.reserve(Eigen::VectorXi::Constant(N,4)); + for( int i = 0; i < N; ++i ) + { + m.insert( i, i ) = 1; + m.coeffRef( i, i / 2 ) = 2; + m.coeffRef( i, i / 3 ) = 2; + m.coeffRef( i, i / 4 ) = 2; + } + + Eigen::SparseMatrix<double> A; + A = m * m.transpose(); + + Eigen::ConjugateGradient<Eigen::SparseMatrix<double>, + Eigen::Lower | Eigen::Upper, + Eigen::IncompleteCholesky<double> > solver( A ); + VERIFY(solver.preconditioner().info() == Eigen::Success); + VERIFY(solver.info() == Eigen::Success); + } +#endif +} |