From 35f7829af10c61e33dd2e2a7a015058e11a11ea0 Mon Sep 17 00:00:00 2001
From: Stanislaw Halik <sthalik@misaki.pl>
Date: Sat, 25 Mar 2017 14:17:07 +0100
Subject: update

---
 eigen/test/incomplete_cholesky.cpp | 65 ++++++++++++++++++++++++++++++++++++++
 1 file changed, 65 insertions(+)
 create mode 100644 eigen/test/incomplete_cholesky.cpp

(limited to 'eigen/test/incomplete_cholesky.cpp')

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
+}
-- 
cgit v1.2.3