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/eigen2/eigen2_sparse_solvers.cpp | 200 ---------------------------- 1 file changed, 200 deletions(-) delete mode 100644 eigen/test/eigen2/eigen2_sparse_solvers.cpp (limited to 'eigen/test/eigen2/eigen2_sparse_solvers.cpp') diff --git a/eigen/test/eigen2/eigen2_sparse_solvers.cpp b/eigen/test/eigen2/eigen2_sparse_solvers.cpp deleted file mode 100644 index 3aef27a..0000000 --- a/eigen/test/eigen2/eigen2_sparse_solvers.cpp +++ /dev/null @@ -1,200 +0,0 @@ -// This file is part of Eigen, a lightweight C++ template library -// for linear algebra. Eigen itself is part of the KDE project. -// -// Copyright (C) 2008 Daniel Gomez Ferro -// -// 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 void -initSPD(double density, - Matrix& refMat, - SparseMatrix& sparseMat) -{ - Matrix 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.startFill(); - for (int j=0 ; j void sparse_solvers(int rows, int cols) -{ - double density = std::max(8./(rows*cols), 0.01); - typedef Matrix DenseMatrix; - typedef Matrix DenseVector; - // Scalar eps = 1e-6; - - DenseVector vec1 = DenseVector::Random(rows); - - std::vector zeroCoords; - std::vector nonzeroCoords; - - // test triangular solver - { - DenseVector vec2 = vec1, vec3 = vec1; - SparseMatrix m2(rows, cols); - DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols); - - // lower - initSparse(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords); - VERIFY_IS_APPROX(refMat2.template marked().solveTriangular(vec2), - m2.template marked().solveTriangular(vec3)); - - // lower - transpose - initSparse(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords); - VERIFY_IS_APPROX(refMat2.template marked().transpose().solveTriangular(vec2), - m2.template marked().transpose().solveTriangular(vec3)); - - // upper - initSparse(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords); - VERIFY_IS_APPROX(refMat2.template marked().solveTriangular(vec2), - m2.template marked().solveTriangular(vec3)); - - // upper - transpose - initSparse(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords); - VERIFY_IS_APPROX(refMat2.template marked().transpose().solveTriangular(vec2), - m2.template marked().transpose().solveTriangular(vec3)); - } - - // test LLT - { - // TODO fix the issue with complex (see SparseLLT::solveInPlace) - SparseMatrix m2(rows, cols); - DenseMatrix refMat2(rows, cols); - - DenseVector b = DenseVector::Random(cols); - DenseVector refX(cols), x(cols); - - initSPD(density, refMat2, m2); - - refMat2.llt().solve(b, &refX); - typedef SparseMatrix SparseSelfAdjointMatrix; - if (!NumTraits::IsComplex) - { - x = b; - SparseLLT (m2).solveInPlace(x); - VERIFY(refX.isApprox(x,test_precision()) && "LLT: default"); - } - #ifdef EIGEN_CHOLMOD_SUPPORT - x = b; - SparseLLT(m2).solveInPlace(x); - VERIFY(refX.isApprox(x,test_precision()) && "LLT: cholmod"); - #endif - if (!NumTraits::IsComplex) - { - #ifdef EIGEN_TAUCS_SUPPORT - x = b; - SparseLLT(m2,IncompleteFactorization).solveInPlace(x); - VERIFY(refX.isApprox(x,test_precision()) && "LLT: taucs (IncompleteFactorization)"); - x = b; - SparseLLT(m2,SupernodalMultifrontal).solveInPlace(x); - VERIFY(refX.isApprox(x,test_precision()) && "LLT: taucs (SupernodalMultifrontal)"); - x = b; - SparseLLT(m2,SupernodalLeftLooking).solveInPlace(x); - VERIFY(refX.isApprox(x,test_precision()) && "LLT: taucs (SupernodalLeftLooking)"); - #endif - } - } - - // test LDLT - if (!NumTraits::IsComplex) - { - // TODO fix the issue with complex (see SparseLDLT::solveInPlace) - SparseMatrix m2(rows, cols); - DenseMatrix refMat2(rows, cols); - - DenseVector b = DenseVector::Random(cols); - DenseVector refX(cols), x(cols); - - //initSPD(density, refMat2, m2); - initSparse(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, 0, 0); - refMat2 += refMat2.adjoint(); - refMat2.diagonal() *= 0.5; - - refMat2.ldlt().solve(b, &refX); - typedef SparseMatrix SparseSelfAdjointMatrix; - x = b; - SparseLDLT ldlt(m2); - if (ldlt.succeeded()) - ldlt.solveInPlace(x); - VERIFY(refX.isApprox(x,test_precision()) && "LDLT: default"); - } - - // test LU - { - static int count = 0; - SparseMatrix m2(rows, cols); - DenseMatrix refMat2(rows, cols); - - DenseVector b = DenseVector::Random(cols); - DenseVector refX(cols), x(cols); - - initSparse(density, refMat2, m2, ForceNonZeroDiag, &zeroCoords, &nonzeroCoords); - - LU refLu(refMat2); - refLu.solve(b, &refX); - #if defined(EIGEN_SUPERLU_SUPPORT) || defined(EIGEN_UMFPACK_SUPPORT) - Scalar refDet = refLu.determinant(); - #endif - x.setZero(); - // // SparseLU > (m2).solve(b,&x); - // // VERIFY(refX.isApprox(x,test_precision()) && "LU: default"); - #ifdef EIGEN_SUPERLU_SUPPORT - { - x.setZero(); - SparseLU,SuperLU> slu(m2); - if (slu.succeeded()) - { - if (slu.solve(b,&x)) { - VERIFY(refX.isApprox(x,test_precision()) && "LU: SuperLU"); - } - // std::cerr << refDet << " == " << slu.determinant() << "\n"; - if (count==0) { - VERIFY_IS_APPROX(refDet,slu.determinant()); // FIXME det is not very stable for complex - } - } - } - #endif - #ifdef EIGEN_UMFPACK_SUPPORT - { - // check solve - x.setZero(); - SparseLU,UmfPack> slu(m2); - if (slu.succeeded()) { - if (slu.solve(b,&x)) { - if (count==0) { - VERIFY(refX.isApprox(x,test_precision()) && "LU: umfpack"); // FIXME solve is not very stable for complex - } - } - VERIFY_IS_APPROX(refDet,slu.determinant()); - // TODO check the extracted data - //std::cerr << slu.matrixL() << "\n"; - } - } - #endif - count++; - } - -} - -void test_eigen2_sparse_solvers() -{ - for(int i = 0; i < g_repeat; i++) { - CALL_SUBTEST_1( sparse_solvers(8, 8) ); - CALL_SUBTEST_2( sparse_solvers >(16, 16) ); - CALL_SUBTEST_1( sparse_solvers(101, 101) ); - } -} -- cgit v1.2.3