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author | Desire NUENTSA <desire.nuentsa_wakam@inria.fr> | 2012-11-12 15:20:37 +0100 |
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committer | Desire NUENTSA <desire.nuentsa_wakam@inria.fr> | 2012-11-12 15:20:37 +0100 |
commit | 9cf77ce1d80cf17aa79c5da95b578ee2a4490152 (patch) | |
tree | e13538b44e7502ff10a3350225248be860e655b6 /test/spqr_support.cpp | |
parent | 474716ec5bff0acf9117a06a0f4791b60800fdc8 (diff) |
Add support for Sparse QR factorization
Diffstat (limited to 'test/spqr_support.cpp')
-rw-r--r-- | test/spqr_support.cpp | 62 |
1 files changed, 62 insertions, 0 deletions
diff --git a/test/spqr_support.cpp b/test/spqr_support.cpp new file mode 100644 index 000000000..9ff4f9cba --- /dev/null +++ b/test/spqr_support.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/SPQRSupport> + + +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,maxCols); + 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_spqr_scalar() +{ + typedef SparseMatrix<Scalar,ColMajor> MatrixType; + MatrixType A; + Matrix<Scalar,Dynamic,Dynamic> dA; + typedef Matrix<Scalar,Dynamic,1> DenseVector; + DenseVector refX,x,b; + SPQR<MatrixType> 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; + } + solver._solve(b,x); + if (solver.info() != Success) + { + std::cerr << "sparse QR factorization failed\n"; + exit(0); + return; + } + //Compare with a dense solver + refX = dA.colPivHouseholderQr().solve(b); + VERIFY(x.isApprox(refX,test_precision<Scalar>())); +} +void test_spqr_support() +{ + CALL_SUBTEST_1(test_spqr_scalar<double>()); + CALL_SUBTEST_2(test_spqr_scalar<std::complex<double> >()); +}
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