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Diffstat (limited to 'eigen/test/sparse_solvers.cpp')
-rw-r--r-- | eigen/test/sparse_solvers.cpp | 112 |
1 files changed, 112 insertions, 0 deletions
diff --git a/eigen/test/sparse_solvers.cpp b/eigen/test/sparse_solvers.cpp new file mode 100644 index 0000000..3a8873d --- /dev/null +++ b/eigen/test/sparse_solvers.cpp @@ -0,0 +1,112 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2008-2010 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 "sparse.h" + +template<typename Scalar> void +initSPD(double density, + Matrix<Scalar,Dynamic,Dynamic>& refMat, + SparseMatrix<Scalar>& sparseMat) +{ + Matrix<Scalar,Dynamic,Dynamic> aux(refMat.rows(),refMat.cols()); + initSparse(density,refMat,sparseMat); + refMat = refMat * refMat.adjoint(); + for (int k=0; k<2; ++k) + { + initSparse(density,aux,sparseMat,ForceNonZeroDiag); + refMat += aux * aux.adjoint(); + } + sparseMat.setZero(); + for (int j=0 ; j<sparseMat.cols(); ++j) + for (int i=j ; i<sparseMat.rows(); ++i) + if (refMat(i,j)!=Scalar(0)) + sparseMat.insert(i,j) = refMat(i,j); + sparseMat.finalize(); +} + +template<typename Scalar> void sparse_solvers(int rows, int cols) +{ + double density = (std::max)(8./(rows*cols), 0.01); + typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; + typedef Matrix<Scalar,Dynamic,1> DenseVector; + // Scalar eps = 1e-6; + + DenseVector vec1 = DenseVector::Random(rows); + + std::vector<Vector2i> zeroCoords; + std::vector<Vector2i> nonzeroCoords; + + // test triangular solver + { + DenseVector vec2 = vec1, vec3 = vec1; + SparseMatrix<Scalar> m2(rows, cols); + DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols); + + // lower - dense + initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords); + VERIFY_IS_APPROX(refMat2.template triangularView<Lower>().solve(vec2), + m2.template triangularView<Lower>().solve(vec3)); + + // upper - dense + initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords); + VERIFY_IS_APPROX(refMat2.template triangularView<Upper>().solve(vec2), + m2.template triangularView<Upper>().solve(vec3)); + VERIFY_IS_APPROX(refMat2.conjugate().template triangularView<Upper>().solve(vec2), + m2.conjugate().template triangularView<Upper>().solve(vec3)); + { + SparseMatrix<Scalar> cm2(m2); + //Index rows, Index cols, Index nnz, Index* outerIndexPtr, Index* innerIndexPtr, Scalar* valuePtr + MappedSparseMatrix<Scalar> mm2(rows, cols, cm2.nonZeros(), cm2.outerIndexPtr(), cm2.innerIndexPtr(), cm2.valuePtr()); + VERIFY_IS_APPROX(refMat2.conjugate().template triangularView<Upper>().solve(vec2), + mm2.conjugate().template triangularView<Upper>().solve(vec3)); + } + + // lower - transpose + initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords); + VERIFY_IS_APPROX(refMat2.transpose().template triangularView<Upper>().solve(vec2), + m2.transpose().template triangularView<Upper>().solve(vec3)); + + // upper - transpose + initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords); + VERIFY_IS_APPROX(refMat2.transpose().template triangularView<Lower>().solve(vec2), + m2.transpose().template triangularView<Lower>().solve(vec3)); + + SparseMatrix<Scalar> matB(rows, rows); + DenseMatrix refMatB = DenseMatrix::Zero(rows, rows); + + // lower - sparse + initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular); + initSparse<Scalar>(density, refMatB, matB); + refMat2.template triangularView<Lower>().solveInPlace(refMatB); + m2.template triangularView<Lower>().solveInPlace(matB); + VERIFY_IS_APPROX(matB.toDense(), refMatB); + + // upper - sparse + initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular); + initSparse<Scalar>(density, refMatB, matB); + refMat2.template triangularView<Upper>().solveInPlace(refMatB); + m2.template triangularView<Upper>().solveInPlace(matB); + VERIFY_IS_APPROX(matB, refMatB); + + // test deprecated API + initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords); + VERIFY_IS_APPROX(refMat2.template triangularView<Lower>().solve(vec2), + m2.template triangularView<Lower>().solve(vec3)); + } +} + +void test_sparse_solvers() +{ + for(int i = 0; i < g_repeat; i++) { + CALL_SUBTEST_1(sparse_solvers<double>(8, 8) ); + int s = internal::random<int>(1,300); + CALL_SUBTEST_2(sparse_solvers<std::complex<double> >(s,s) ); + CALL_SUBTEST_1(sparse_solvers<double>(s,s) ); + } +} |