From 35f7829af10c61e33dd2e2a7a015058e11a11ea0 Mon Sep 17 00:00:00 2001 From: Stanislaw Halik Date: Sat, 25 Mar 2017 14:17:07 +0100 Subject: update --- eigen/test/boostmultiprec.cpp | 201 ++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 201 insertions(+) create mode 100644 eigen/test/boostmultiprec.cpp (limited to 'eigen/test/boostmultiprec.cpp') diff --git a/eigen/test/boostmultiprec.cpp b/eigen/test/boostmultiprec.cpp new file mode 100644 index 0000000..e06e9bd --- /dev/null +++ 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 +// +// 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 + +#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 + +#undef min +#undef max +#undef isnan +#undef isinf +#undef isfinite + +#include +#include +#include +#include + +namespace mp = boost::multiprecision; +typedef mp::number, mp::et_on> Real; + +namespace Eigen { + template<> struct NumTraits : GenericNumTraits { + static inline Real dummy_precision() { return 1e-50; } + }; + + template + struct NumTraits > : NumTraits {}; + + template<> + Real test_precision() { return 1e-50; } + + // needed in C++93 mode where number does not support explicit cast. + namespace internal { + template + struct cast_impl { + static inline NewType run(const Real& x) { + return x.template convert_to(); + } + }; + + template<> + struct cast_impl > { + static inline std::complex run(const Real& x) { + return std::complex(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 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()); + } + + inline bool test_isApprox(const Real& a, const Real& b) { + return internal::isApprox(a, b, test_precision()); + } + + inline bool test_isApproxOrLessThan(const Real& a, const Real& b) { + return internal::isApproxOrLessThan(a, b, test_precision()); + } + + Real get_test_precision(const Real&) { + return test_precision(); + } + + Real test_relative_error(const Real &a, const Real &b) { + using Eigen::numext::abs2; + return sqrt(abs2(a-b)/Eigen::numext::mini(abs2(a),abs2(b))); + } +} +} + +namespace Eigen { + +} + +void test_boostmultiprec() +{ + typedef Matrix Mat; + typedef Matrix,Dynamic,Dynamic> MatC; + + std::cout << "NumTraits::epsilon() = " << NumTraits::epsilon() << std::endl; + std::cout << "NumTraits::dummy_precision() = " << NumTraits::dummy_precision() << std::endl; + std::cout << "NumTraits::lowest() = " << NumTraits::lowest() << std::endl; + std::cout << "NumTraits::highest() = " << NumTraits::highest() << std::endl; + std::cout << "NumTraits::digits10() = " << NumTraits::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(1,EIGEN_TEST_MAX_SIZE); + + CALL_SUBTEST_1( cholesky(Mat(s,s)) ); + + CALL_SUBTEST_2( lu_non_invertible() ); + CALL_SUBTEST_2( lu_invertible() ); + CALL_SUBTEST_2( lu_non_invertible() ); + CALL_SUBTEST_2( lu_invertible() ); + + CALL_SUBTEST_3( qr(Mat(internal::random(1,EIGEN_TEST_MAX_SIZE),internal::random(1,EIGEN_TEST_MAX_SIZE))) ); + CALL_SUBTEST_3( qr_invertible() ); + + CALL_SUBTEST_4( qr() ); + CALL_SUBTEST_4( cod() ); + CALL_SUBTEST_4( qr_invertible() ); + + CALL_SUBTEST_5( qr() ); + CALL_SUBTEST_5( qr_invertible() ); + + 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(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE), internal::random(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) )); + CALL_SUBTEST_10(( bdcsvd(Mat(internal::random(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE), internal::random(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) )); +} + -- cgit v1.2.3