1 files changed, 100 insertions, 0 deletions
diff --git a/eigen/test/sparseqr.cpp b/eigen/test/sparseqr.cpp
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+++ b/eigen/test/sparseqr.cpp
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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Desire Nuentsa Wakam <desire.nuentsa_wakam@inria.fr>
+// Copyright (C) 2014 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
+#include "sparse.h"
+#include <Eigen/SparseQR>
+
+template<typename MatrixType,typename DenseMat>
+int generate_sparse_rectangular_problem(MatrixType& A, DenseMat& dA, int maxRows = 300)
+{
+  typedef typename MatrixType::Scalar Scalar;
+  int rows = internal::random<int>(1,maxRows);
+  int cols = internal::random<int>(1,rows);
+  double density = (std::max)(8./(rows*cols), 0.01);
+  
+  A.resize(rows,cols);
+  dA.resize(rows,cols);
+  initSparse<Scalar>(density, dA, A,ForceNonZeroDiag);
+  A.makeCompressed();
+  int nop = internal::random<int>(0, internal::random<double>(0,1) > 0.5 ? cols/2 : 0);
+  for(int k=0; k<nop; ++k)
+  {
+    int j0 = internal::random<int>(0,cols-1);
+    int j1 = internal::random<int>(0,cols-1);
+    Scalar s = internal::random<Scalar>();
+    A.col(j0)  = s * A.col(j1);
+    dA.col(j0) = s * dA.col(j1);
+  }
+  
+//   if(rows<cols) {
+//     A.conservativeResize(cols,cols);
+//     dA.conservativeResize(cols,cols);
+//     dA.bottomRows(cols-rows).setZero();
+//   }
+  
+  return rows;
+}
+
+template<typename Scalar> void test_sparseqr_scalar()
+{
+  typedef SparseMatrix<Scalar,ColMajor> MatrixType; 
+  typedef Matrix<Scalar,Dynamic,Dynamic> DenseMat;
+  typedef Matrix<Scalar,Dynamic,1> DenseVector;
+  MatrixType A;
+  DenseMat dA;
+  DenseVector refX,x,b; 
+  SparseQR<MatrixType, COLAMDOrdering<int> > solver; 
+  generate_sparse_rectangular_problem(A,dA);
+  
+  b = dA * DenseVector::Random(A.cols());
+  solver.compute(A);
+  if(internal::random<float>(0,1)>0.5)
+    solver.factorize(A);  // this checks that calling analyzePattern is not needed if the pattern do not change.
+  if (solver.info() != Success)
+  {
+    std::cerr << "sparse QR factorization failed\n";
+    exit(0);
+    return;
+  }
+  x = solver.solve(b);
+  if (solver.info() != Success)
+  {
+    std::cerr << "sparse QR factorization failed\n";
+    exit(0);
+    return;
+  }
+  
+  VERIFY_IS_APPROX(A * x, b);
+  
+  //Compare with a dense QR solver
+  ColPivHouseholderQR<DenseMat> dqr(dA);
+  refX = dqr.solve(b);
+  
+  VERIFY_IS_EQUAL(dqr.rank(), solver.rank());
+  if(solver.rank()==A.cols()) // full rank
+    VERIFY_IS_APPROX(x, refX);
+//   else
+//     VERIFY((dA * refX - b).norm() * 2 > (A * x - b).norm() );
+
+  // Compute explicitly the matrix Q
+  MatrixType Q, QtQ, idM;
+  Q = solver.matrixQ();
+  //Check  ||Q' * Q - I ||
+  QtQ = Q * Q.adjoint();
+  idM.resize(Q.rows(), Q.rows()); idM.setIdentity();
+  VERIFY(idM.isApprox(QtQ));
+}
+void test_sparseqr()
+{
+  for(int i=0; i<g_repeat; ++i)
+  {
+    CALL_SUBTEST_1(test_sparseqr_scalar<double>());
+    CALL_SUBTEST_2(test_sparseqr_scalar<std::complex<double> >());
+  }
+}
+