* add cmake files to find (optional) supported libraries

* add unit tests for sparse cholesky

2 files changed, 158 insertions, 97 deletions

diff --git a/test/CMakeLists.txt b/test/CMakeLists.txt
index 5f53d475e..146c560f3 100644
--- a/test/CMakeLists.txt
+++ b/test/CMakeLists.txt
@@ -1,31 +1,59 @@
-IF(BUILD_TESTS)
+if(BUILD_TESTS)
+
+set(EXTERNAL_LIBS "")
 
 find_package(GSL)
 if(GSL_FOUND)
   add_definitions("-DHAS_GSL")
+  set(EXTERNAL_LIBS ${EXTERNAL_LIBS} ${GSL_LIBRARIES})
 endif(GSL_FOUND)
 
-IF(CMAKE_COMPILER_IS_GNUCXX)
-  IF(CMAKE_SYSTEM_NAME MATCHES Linux)
-    SET(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -g2")
-    SET(CMAKE_CXX_FLAGS_RELWITHDEBINFO "${CMAKE_CXX_FLAGS_RELWITHDEBINFO} -O2 -g2")
-    SET(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_RELEASE} -fno-inline-functions")
-    SET(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -O0 -g2")
-  ENDIF(CMAKE_SYSTEM_NAME MATCHES Linux)
-  SET(EI_OFLAG "-O2")
-ELSE(CMAKE_COMPILER_IS_GNUCXX)
-  SET(EI_OFLAG "")
-ENDIF(CMAKE_COMPILER_IS_GNUCXX)
-
-OPTION(EIGEN_NO_ASSERTION_CHECKING "Disable checking of assertions" OFF)
-
-# similar to SET_TARGET_PROPERTIES but append the property instead of overwriting it
-MACRO(EI_ADD_TARGET_PROPERTY target prop value)
-
-  GET_TARGET_PROPERTY(previous ${target} ${prop})
-  SET_TARGET_PROPERTIES(${target} PROPERTIES ${prop} "${previous} ${value}")
-
-ENDMACRO(EI_ADD_TARGET_PROPERTY)
+find_package(Taucs)
+if(TAUCS_FOUND)
+  add_definitions("-DEIGEN_TAUCS_SUPPORT")
+  include_directories(${TAUCS_INCLUDES})
+  set(EXTERNAL_LIBS ${EXTERNAL_LIBS} ${TAUCS_LIBRARIES})
+endif(TAUCS_FOUND)
+
+find_package(Cholmod)
+if(CHOLMOD_FOUND)
+  message("add EIGEN_CHOLMOD_SUPPORT " ${CHOLMOD_LIBRARIES})
+  add_definitions("-DEIGEN_CHOLMOD_SUPPORT")
+  include_directories(${CHOLMOD_INCLUDES})
+  set(EXTERNAL_LIBS ${EXTERNAL_LIBS} ${CHOLMOD_LIBRARIES})
+endif(CHOLMOD_FOUND)
+
+# find_package(Umfpack)
+# if(UMFPACK_FOUND)
+#   add_definitions("-DEIGEN_UMFPACK_SUPPORT")
+# endif(UMFPACK_FOUND)
+# 
+# find_package(SuperLU)
+# if(SUPERLU_FOUND)
+#   add_definitions("-DEIGEN_SUPERLU_SUPPORT")
+# endif(SUPERLU_FOUND)
+
+if(CMAKE_COMPILER_IS_GNUCXX)
+  if(CMAKE_SYSTEM_NAME MATCHES Linux)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -g2")
+    set(CMAKE_CXX_FLAGS_RELWITHDEBINFO "${CMAKE_CXX_FLAGS_RELWITHDEBINFO} -O2 -g2")
+    set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_RELEASE} -fno-inline-functions")
+    set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -O0 -g2")
+  endif(CMAKE_SYSTEM_NAME MATCHES Linux)
+  set(EI_OFLAG "-O2")
+else(CMAKE_COMPILER_IS_GNUCXX)
+  set(EI_OFLAG "")
+endif(CMAKE_COMPILER_IS_GNUCXX)
+
+option(EIGEN_NO_ASSERTION_CHECKING "Disable checking of assertions" OFF)
+
+# similar to set_target_properties but append the property instead of overwriting it
+macro(ei_add_target_property target prop value)
+
+  get_target_property(previous ${target} ${prop})
+  set_target_properties(${target} PROPERTIES ${prop} "${previous} ${value}")
+
+endmacro(ei_add_target_property)
 
 # Macro to add a test
 #
@@ -42,86 +70,84 @@ ENDMACRO(EI_ADD_TARGET_PROPERTY)
 #   "ctest -V" or "ctest -V -R <testname>"
 # On other platform use ctest as usual
 #
-MACRO(EI_ADD_TEST testname)
+macro(ei_add_test testname)
 
-  SET(targetname test_${testname})
+  set(targetname test_${testname})
 
-  SET(filename ${testname}.cpp)
-  ADD_EXECUTABLE(${targetname} ${filename})
+  set(filename ${testname}.cpp)
+  add_executable(${targetname} ${filename})
 
-  IF(NOT EIGEN_NO_ASSERTION_CHECKING)
+  if(NOT EIGEN_NO_ASSERTION_CHECKING)
 
-    SET_TARGET_PROPERTIES(${targetname} PROPERTIES COMPILE_FLAGS "-fexceptions")
-    OPTION(EIGEN_DEBUG_ASSERTS "Enable debuging of assertions" OFF)
-    IF(EIGEN_DEBUG_ASSERTS)
-      SET_TARGET_PROPERTIES(${targetname} PROPERTIES COMPILE_DEFINITIONS "-DEIGEN_DEBUG_ASSERTS=1")
-    ENDIF(EIGEN_DEBUG_ASSERTS)
+    set_target_properties(${targetname} PROPERTIES COMPILE_FLAGS "-fexceptions")
+    option(EIGEN_DEBUG_ASSERTS "Enable debuging of assertions" OFF)
+    if(EIGEN_DEBUG_ASSERTS)
+      set_target_properties(${targetname} PROPERTIES COMPILE_DEFINITIONS "-DEIGEN_DEBUG_ASSERTS=1")
+    endif(EIGEN_DEBUG_ASSERTS)
 
-  ELSE(NOT EIGEN_NO_ASSERTION_CHECKING)
+  else(NOT EIGEN_NO_ASSERTION_CHECKING)
 
-    SET_TARGET_PROPERTIES(${targetname} PROPERTIES COMPILE_DEFINITIONS "-DEIGEN_NO_ASSERTION_CHECKING=1")
+    set_target_properties(${targetname} PROPERTIES COMPILE_DEFINITIONS "-DEIGEN_NO_ASSERTION_CHECKING=1")
 
-  ENDIF(NOT EIGEN_NO_ASSERTION_CHECKING)
+  endif(NOT EIGEN_NO_ASSERTION_CHECKING)
 
-  IF(${ARGC} GREATER 1)
-    EI_ADD_TARGET_PROPERTY(${targetname} COMPILE_FLAGS "${ARGV1}")
-  ENDIF(${ARGC} GREATER 1)
+  if(${ARGC} GREATER 1)
+    ei_add_target_property(${targetname} COMPILE_FLAGS "${ARGV1}")
+  endif(${ARGC} GREATER 1)
 
-  EI_ADD_TARGET_PROPERTY(${targetname} COMPILE_FLAGS "-DEIGEN_TEST_FUNC=${testname}")
+  ei_add_target_property(${targetname} COMPILE_FLAGS "-DEIGEN_TEST_FUNC=${testname}")
 
-  IF(TEST_LIB)
+  if(TEST_LIB)
     target_link_libraries(${targetname} Eigen2)
-  ENDIF(TEST_LIB)
-
-  if(GSL_FOUND)
-    target_link_libraries(${targetname} ${GSL_LIBRARIES})
-  endif(GSL_FOUND)
-
-  IF(WIN32)
-    ADD_TEST(${testname} "${targetname}")
-  ELSE(WIN32)
-    ADD_TEST(${testname} "${CMAKE_CURRENT_SOURCE_DIR}/runtest.sh" "${testname}")
-  ENDIF(WIN32)
-
-ENDMACRO(EI_ADD_TEST)
-
-
-ENABLE_TESTING()
-
-IF(TEST_LIB)
-  ADD_DEFINITIONS("-DEIGEN_EXTERN_INSTANTIATIONS=1")
-ENDIF(TEST_LIB)
-
-EI_ADD_TEST(meta)
-EI_ADD_TEST(sizeof)
-EI_ADD_TEST(dynalloc)
-EI_ADD_TEST(nomalloc)
-EI_ADD_TEST(packetmath)
-EI_ADD_TEST(basicstuff)
-EI_ADD_TEST(linearstructure)
-EI_ADD_TEST(cwiseop)
-EI_ADD_TEST(sum)
-EI_ADD_TEST(product_small)
-EI_ADD_TEST(product_large ${EI_OFLAG})
-EI_ADD_TEST(adjoint)
-EI_ADD_TEST(submatrices)
-EI_ADD_TEST(miscmatrices)
-EI_ADD_TEST(commainitializer)
-EI_ADD_TEST(smallvectors)
-EI_ADD_TEST(map)
-EI_ADD_TEST(array)
-EI_ADD_TEST(triangular)
-EI_ADD_TEST(cholesky)
-EI_ADD_TEST(lu ${EI_OFLAG})
-EI_ADD_TEST(determinant)
-EI_ADD_TEST(inverse)
-EI_ADD_TEST(qr)
-EI_ADD_TEST(eigensolver)
-EI_ADD_TEST(svd)
-EI_ADD_TEST(geometry)
-EI_ADD_TEST(hyperplane)
-EI_ADD_TEST(parametrizedline)
-EI_ADD_TEST(regression)
-EI_ADD_TEST(sparse ${EI_OFLAG})
-
-ENDIF(BUILD_TESTS)
+  endif(TEST_LIB)
+
+  target_link_libraries(${targetname} ${EXTERNAL_LIBS})
+
+  if(WIN32)
+    add_test(${testname} "${targetname}")
+  else(WIN32)
+    add_test(${testname} "${CMAKE_CURRENT_SOURCE_DIR}/runtest.sh" "${testname}")
+  endif(WIN32)
+
+endmacro(ei_add_test)
+
+
+enable_testing()
+
+if(TEST_LIB)
+  add_definitions("-DEIGEN_EXTERN_INSTANTIATIONS=1")
+endif(TEST_LIB)
+
+ei_add_test(meta)
+ei_add_test(sizeof)
+ei_add_test(dynalloc)
+ei_add_test(nomalloc)
+ei_add_test(packetmath)
+ei_add_test(basicstuff)
+ei_add_test(linearstructure)
+ei_add_test(cwiseop)
+ei_add_test(sum)
+ei_add_test(product_small)
+ei_add_test(product_large ${EI_OFLAG})
+ei_add_test(adjoint)
+ei_add_test(submatrices)
+ei_add_test(miscmatrices)
+ei_add_test(commainitializer)
+ei_add_test(smallvectors)
+ei_add_test(map)
+ei_add_test(array)
+ei_add_test(triangular)
+ei_add_test(cholesky)
+ei_add_test(lu ${EI_OFLAG})
+ei_add_test(determinant)
+ei_add_test(inverse)
+ei_add_test(qr)
+ei_add_test(eigensolver)
+ei_add_test(svd)
+ei_add_test(geometry)
+ei_add_test(hyperplane)
+ei_add_test(parametrizedline)
+ei_add_test(regression)
+ei_add_test(sparse )
+
+endif(BUILD_TESTS)
diff --git a/test/sparse.cpp b/test/sparse.cpp
index f54835972..ca80e6362 100644
--- a/test/sparse.cpp
+++ b/test/sparse.cpp
@@ -23,6 +23,8 @@
 // Eigen. If not, see <http://www.gnu.org/licenses/>.
 
 #include "main.h"
+#include <Eigen/Cholesky>
+#include <Eigen/LU>
 #include <Eigen/Sparse>
 
 enum {
@@ -46,8 +48,7 @@ initSparse(double density,
     {
       Scalar v = (ei_random<Scalar>(0,1) < density) ? ei_random<Scalar>() : 0;
       if ((flags&ForceNonZeroDiag) && (i==j))
-        while (ei_abs(v)<1e-2)
-          v = ei_random<Scalar>();
+        v = ei_random<Scalar>(Scalar(5.),Scalar(20.));
       if ((flags & MakeLowerTriangular) && j>i)
         v = 0;
       else if ((flags & MakeUpperTriangular) && j<i)
@@ -98,7 +99,7 @@ template<typename Scalar> void sparse(int rows, int cols)
   refMat.coeffRef(nonzeroCoords[0].x(), nonzeroCoords[0].y()) = Scalar(5);
 
   VERIFY_IS_APPROX(m, refMat);
-
+  #if 0
   // test InnerIterators and Block expressions
   for(int j=0; j<cols; j++)
   {
@@ -216,9 +217,43 @@ template<typename Scalar> void sparse(int rows, int cols)
 
     // TODO test row major
   }
+  #endif
 
   // test LLT
   {
+    SparseMatrix<Scalar> m2(rows, cols);
+    DenseMatrix refMat2(rows, cols);
+    
+    DenseVector b = DenseVector::Random(cols);
+    DenseVector refX(cols), x(cols);
+    
+    initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
+    refMat2 += refMat2.adjoint();
+    refMat2.diagonal() *= 0.5;
+
+    refMat2.llt().solve(b, &refX);
+//     std::cerr << refMat2 << "\n\n" << refMat2.llt().matrixL() << "\n\n";
+//     std::cerr << m2 << "\n\n";
+    typedef SparseMatrix<Scalar,Lower|SelfAdjoint> SparseSelfAdjointMatrix;
+    x = b;
+    SparseLLT<SparseSelfAdjointMatrix> (m2).solveInPlace(x);
+    VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: default");
+    #ifdef EIGEN_CHOLMOD_SUPPORT
+    x = b;
+    SparseLLT<SparseSelfAdjointMatrix,Cholmod>(m2).solveInPlace(x);
+    VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod");
+    #endif
+    #ifdef EIGEN_TAUCS_SUPPORT
+    x = b;
+    SparseLLT<SparseSelfAdjointMatrix,Taucs>(m2,IncompleteFactorization).solveInPlace(x);
+    VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (IncompleteFactorization)");
+    x = b;
+    SparseLLT<SparseSelfAdjointMatrix,Taucs>(m2,SupernodalMultifrontal).solveInPlace(x);
+    VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalMultifrontal)");
+    x = b;
+    SparseLLT<SparseSelfAdjointMatrix,Taucs>(m2,SupernodalLeftLooking).solveInPlace(x);
+    VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalLeftLooking)");
+    #endif
   }
 
 }