Add a sparse QR factorization and update the elimination tree in SparseLU

1 files changed, 62 insertions, 0 deletions

diff --git a/test/sparseqr.cpp b/test/sparseqr.cpp
new file mode 100644
index 000000000..d34f7c48d
--- /dev/null
+++ b/test/sparseqr.cpp
@@ -0,0 +1,62 @@
+// 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>
+//
+// 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, int maxCols = 300)
+{
+  eigen_assert(maxRows >= maxCols);
+  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,rows);
+  dA.resize(rows,rows);
+  initSparse<Scalar>(density, dA, A,ForceNonZeroDiag);
+  A.makeCompressed();
+  return rows;
+}
+
+template<typename Scalar> void test_sparseqr_scalar()
+{
+  typedef SparseMatrix<Scalar,ColMajor> MatrixType; 
+  MatrixType A;
+  Matrix<Scalar,Dynamic,Dynamic> dA;
+  typedef Matrix<Scalar,Dynamic,1> DenseVector;
+  DenseVector refX,x,b; 
+  SparseQR<MatrixType, AMDOrdering<int> > solver; 
+  generate_sparse_rectangular_problem(A,dA);
+  
+  int n = A.cols();
+  b = DenseVector::Random(n);
+  solver.compute(A);
+  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;
+  }  
+  //Compare with a dense QR solver
+  refX = dA.colPivHouseholderQr().solve(b);
+  VERIFY(x.isApprox(refX,test_precision<Scalar>()));
+}
+void test_sparseqr()
+{
+  CALL_SUBTEST_1(test_sparseqr_scalar<double>());
+  CALL_SUBTEST_2(test_sparseqr_scalar<std::complex<double> >());
+}
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