Several improvements in sparse module:

* add a LDL^T factorization with solver using code from T. Davis's LDL
  library (LPGL2.1+)
* various bug fixes in trianfular solver, matrix product, etc.
* improve cmake files for the supported libraries
* split the sparse unit test
* etc.

1 files changed, 92 insertions, 0 deletions

diff --git a/test/sparse.h b/test/sparse.h
new file mode 100644
index 000000000..bf4a2ac04
--- /dev/null
+++ b/test/sparse.h
@@ -0,0 +1,92 @@
+// 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 <dgomezferro@gmail.com>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#ifndef EIGEN_TESTSPARSE_H
+
+#ifdef __GNUC__
+#include <ext/hash_map>
+#endif
+
+#ifdef EIGEN_GOOGLEHASH_SUPPORT
+  #include <google/sparse_hash_map>
+#endif
+
+#include "main.h"
+#include <Eigen/Cholesky>
+#include <Eigen/LU>
+#include <Eigen/Sparse>
+
+enum {
+  ForceNonZeroDiag = 1,
+  MakeLowerTriangular = 2,
+  MakeUpperTriangular = 4
+};
+
+/* Initializes both a sparse and dense matrix with same random values,
+ * and a ratio of \a density non zero entries.
+ * \param flags is a union of ForceNonZeroDiag, MakeLowerTriangular and MakeUpperTriangular
+ *        allowing to control the shape of the matrix.
+ * \param zeroCoords and nonzeroCoords allows to get the coordinate lists of the non zero,
+ *        and zero coefficients respectively.
+ */
+template<typename Scalar> void
+initSparse(double density,
+           Matrix<Scalar,Dynamic,Dynamic>& refMat,
+           SparseMatrix<Scalar>& sparseMat,
+           int flags = 0,
+           std::vector<Vector2i>* zeroCoords = 0,
+           std::vector<Vector2i>* nonzeroCoords = 0)
+{
+  sparseMat.startFill(refMat.rows()*refMat.cols()*density);
+  for(int j=0; j<refMat.cols(); j++)
+  {
+    for(int i=0; i<refMat.rows(); i++)
+    {
+      Scalar v = (ei_random<double>(0,1) < density) ? ei_random<Scalar>() : Scalar(0);
+      if ((flags&ForceNonZeroDiag) && (i==j))
+      {
+        v = ei_random<Scalar>()*Scalar(3.);
+        v = v*v + Scalar(5.);
+      }
+      if ((flags & MakeLowerTriangular) && j>i)
+        v = Scalar(0);
+      else if ((flags & MakeUpperTriangular) && j<i)
+        v = Scalar(0);
+      if (v!=Scalar(0))
+      {
+        sparseMat.fill(i,j) = v;
+        if (nonzeroCoords)
+          nonzeroCoords->push_back(Vector2i(i,j));
+      }
+      else if (zeroCoords)
+      {
+        zeroCoords->push_back(Vector2i(i,j));
+      }
+      refMat(i,j) = v;
+    }
+  }
+  sparseMat.endFill();
+}
+
+#endif // EIGEN_TESTSPARSE_H