From 44861dcbfeee041223c4aac1ee075e92fa4daa01 Mon Sep 17 00:00:00 2001
From: Stanislaw Halik <sthalik@misaki.pl>
Date: Sun, 18 Sep 2016 12:42:15 +0200
Subject: update

---
 eigen/test/sparse_solvers.cpp | 112 ++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 112 insertions(+)
 create mode 100644 eigen/test/sparse_solvers.cpp

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

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) );
+  }
+}
-- 
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