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authorGravatar Gael Guennebaud <g.gael@free.fr>2011-12-08 23:22:28 +0100
committerGravatar Gael Guennebaud <g.gael@free.fr>2011-12-08 23:22:28 +0100
commit86bb20c43166cdcdd2727e4dd7eef6d28505dc86 (patch)
treebce2440232074e0065807af2380b5daea8daca74 /unsupported
parente36a4c880a50002e0fd7ea38a0154830b8eda0d5 (diff)
remove dead code
Diffstat (limited to 'unsupported')
-rw-r--r--unsupported/Eigen/SparseExtra27
-rw-r--r--unsupported/Eigen/src/SparseExtra/SparseLDLTLegacy.h416
-rw-r--r--unsupported/Eigen/src/SparseExtra/SparseLLT.h248
-rw-r--r--unsupported/Eigen/src/SparseExtra/SparseLU.h166
-rw-r--r--unsupported/test/cg.cpp100
-rw-r--r--unsupported/test/sparse_ldlt.cpp179
-rw-r--r--unsupported/test/sparse_llt.cpp144
-rw-r--r--unsupported/test/sparse_lu_legacy.cpp128
8 files changed, 0 insertions, 1408 deletions
diff --git a/unsupported/Eigen/SparseExtra b/unsupported/Eigen/SparseExtra
index c207bc1dc..a09bfb7e5 100644
--- a/unsupported/Eigen/SparseExtra
+++ b/unsupported/Eigen/SparseExtra
@@ -29,29 +29,6 @@ namespace Eigen {
* \endcode
*/
-struct DefaultBackend {};
-
-
-// solver flags
-enum {
- CompleteFactorization = 0x0000, // the default
- IncompleteFactorization = 0x0001,
- MemoryEfficient = 0x0002,
-
- // For LLT Cholesky:
- SupernodalMultifrontal = 0x0010,
- SupernodalLeftLooking = 0x0020,
-
- // Ordering methods:
- NaturalOrdering = 0x0100, // the default
- MinimumDegree_AT_PLUS_A = 0x0200,
- MinimumDegree_ATA = 0x0300,
- ColApproxMinimumDegree = 0x0400,
- Metis = 0x0500,
- Scotch = 0x0600,
- Chaco = 0x0700,
- OrderingMask = 0x0f00
-};
#include "../../Eigen/src/misc/Solve.h"
#include "../../Eigen/src/misc/SparseSolve.h"
@@ -62,10 +39,6 @@ enum {
#include "src/SparseExtra/MarketIO.h"
-#include "src/SparseExtra/SparseLLT.h"
-#include "src/SparseExtra/SparseLDLTLegacy.h"
-#include "src/SparseExtra/SparseLU.h"
-
} // namespace Eigen
#include "../../Eigen/src/Core/util/ReenableStupidWarnings.h"
diff --git a/unsupported/Eigen/src/SparseExtra/SparseLDLTLegacy.h b/unsupported/Eigen/src/SparseExtra/SparseLDLTLegacy.h
deleted file mode 100644
index e85826acf..000000000
--- a/unsupported/Eigen/src/SparseExtra/SparseLDLTLegacy.h
+++ /dev/null
@@ -1,416 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// 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/>.
-
-/*
-
-NOTE: the _symbolic, and _numeric functions has been adapted from
- the LDL library:
-
-LDL Copyright (c) 2005 by Timothy A. Davis. All Rights Reserved.
-
-LDL License:
-
- Your use or distribution of LDL or any modified version of
- LDL implies that you agree to this License.
-
- This library 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 2.1 of the License, or (at your option) any later version.
-
- This library 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 for more details.
-
- You should have received a copy of the GNU Lesser General Public
- License along with this library; if not, write to the Free Software
- Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301
- USA
-
- Permission is hereby granted to use or copy this program under the
- terms of the GNU LGPL, provided that the Copyright, this License,
- and the Availability of the original version is retained on all copies.
- User documentation of any code that uses this code or any modified
- version of this code must cite the Copyright, this License, the
- Availability note, and "Used by permission." Permission to modify
- the code and to distribute modified code is granted, provided the
- Copyright, this License, and the Availability note are retained,
- and a notice that the code was modified is included.
- */
-
-#ifndef EIGEN_SPARSELDLT_LEGACY_H
-#define EIGEN_SPARSELDLT_LEGACY_H
-
-/** \deprecated use class SimplicialLDLT, or class SimplicialLLT, class ConjugateGradient
- * \ingroup Sparse_Module
- *
- * \class SparseLDLT
- *
- * \brief LDLT Cholesky decomposition of a sparse matrix and associated features
- *
- * \param MatrixType the type of the matrix of which we are computing the LDLT Cholesky decomposition
- *
- * \warning the upper triangular part has to be specified. The rest of the matrix is not used. The input matrix must be column major.
- *
- * \sa class LDLT, class LDLT
- */
-template<typename _MatrixType, typename Backend = DefaultBackend>
-class SparseLDLT
-{
- protected:
- typedef typename _MatrixType::Scalar Scalar;
- typedef typename NumTraits<typename _MatrixType::Scalar>::Real RealScalar;
-
- typedef Matrix<Scalar,_MatrixType::ColsAtCompileTime,1> VectorType;
-
- enum {
- SupernodalFactorIsDirty = 0x10000,
- MatrixLIsDirty = 0x20000
- };
-
- public:
- typedef _MatrixType MatrixType;
- typedef typename MatrixType::Index Index;
- typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType;
-
- /** \deprecated the entire class is deprecated
- * Creates a dummy LDLT factorization object with flags \a flags. */
- EIGEN_DEPRECATED SparseLDLT(int flags = 0)
- : m_flags(flags), m_status(0)
- {
- eigen_assert((MatrixType::Flags&RowMajorBit)==0);
- m_precision = RealScalar(0.1) * Eigen::NumTraits<RealScalar>::dummy_precision();
- }
-
- /** \deprecated the entire class is deprecated
- * Creates a LDLT object and compute the respective factorization of \a matrix using
- * flags \a flags. */
- EIGEN_DEPRECATED SparseLDLT(const MatrixType& matrix, int flags = 0)
- : m_matrix(matrix.rows(), matrix.cols()), m_flags(flags), m_status(0)
- {
- eigen_assert((MatrixType::Flags&RowMajorBit)==0);
- m_precision = RealScalar(0.1) * Eigen::NumTraits<RealScalar>::dummy_precision();
- compute(matrix);
- }
-
- /** Sets the relative threshold value used to prune zero coefficients during the decomposition.
- *
- * Setting a value greater than zero speeds up computation, and yields to an imcomplete
- * factorization with fewer non zero coefficients. Such approximate factors are especially
- * useful to initialize an iterative solver.
- *
- * \warning if precision is greater that zero, the LDLT factorization is not guaranteed to succeed
- * even if the matrix is positive definite.
- *
- * Note that the exact meaning of this parameter might depends on the actual
- * backend. Moreover, not all backends support this feature.
- *
- * \sa precision() */
- void setPrecision(RealScalar v) { m_precision = v; }
-
- /** \returns the current precision.
- *
- * \sa setPrecision() */
- RealScalar precision() const { return m_precision; }
-
- /** Sets the flags. Possible values are:
- * - CompleteFactorization
- * - IncompleteFactorization
- * - MemoryEfficient (hint to use the memory most efficient method offered by the backend)
- * - SupernodalMultifrontal (implies a complete factorization if supported by the backend,
- * overloads the MemoryEfficient flags)
- * - SupernodalLeftLooking (implies a complete factorization if supported by the backend,
- * overloads the MemoryEfficient flags)
- *
- * \sa flags() */
- void settags(int f) { m_flags = f; }
- /** \returns the current flags */
- int flags() const { return m_flags; }
-
- /** Computes/re-computes the LDLT factorization */
- void compute(const MatrixType& matrix);
-
- /** Perform a symbolic factorization */
- void _symbolic(const MatrixType& matrix);
- /** Perform the actual factorization using the previously
- * computed symbolic factorization */
- bool _numeric(const MatrixType& matrix);
-
- /** \returns the lower triangular matrix L */
- inline const CholMatrixType& matrixL(void) const { return m_matrix; }
-
- /** \returns the coefficients of the diagonal matrix D */
- inline VectorType vectorD(void) const { return m_diag; }
-
- template<typename Derived>
- bool solveInPlace(MatrixBase<Derived> &b) const;
-
- template<typename Rhs>
- inline const internal::solve_retval<SparseLDLT<MatrixType>, Rhs>
- solve(const MatrixBase<Rhs>& b) const
- {
- eigen_assert(true && "SparseLDLT is not initialized.");
- return internal::solve_retval<SparseLDLT<MatrixType>, Rhs>(*this, b.derived());
- }
-
- inline Index cols() const { return m_matrix.cols(); }
- inline Index rows() const { return m_matrix.rows(); }
-
- inline const VectorType& diag() const { return m_diag; }
-
- /** \returns true if the factorization succeeded */
- inline bool succeeded(void) const { return m_succeeded; }
-
- protected:
- CholMatrixType m_matrix;
- VectorType m_diag;
- VectorXi m_parent; // elimination tree
- VectorXi m_nonZerosPerCol;
-// VectorXi m_w; // workspace
- PermutationMatrix<Dynamic,Dynamic,Index> m_P;
- PermutationMatrix<Dynamic,Dynamic,Index> m_Pinv;
- RealScalar m_precision;
- int m_flags;
- mutable int m_status;
- bool m_succeeded;
-};
-
-namespace internal {
-
-template<typename _MatrixType, typename Rhs>
-struct solve_retval<SparseLDLT<_MatrixType>, Rhs>
- : solve_retval_base<SparseLDLT<_MatrixType>, Rhs>
-{
- typedef SparseLDLT<_MatrixType> SpLDLTDecType;
- EIGEN_MAKE_SOLVE_HELPERS(SpLDLTDecType,Rhs)
-
- template<typename Dest> void evalTo(Dest& dst) const
- {
- //Index size = dec().matrixL().rows();
- eigen_assert(dec().matrixL().rows()==rhs().rows());
-
- Rhs b(rhs().rows(), rhs().cols());
- b = rhs();
-
- if (dec().matrixL().nonZeros()>0) // otherwise L==I
- dec().matrixL().template triangularView<UnitLower>().solveInPlace(b);
-
- b = b.cwiseQuotient(dec().diag());
- if (dec().matrixL().nonZeros()>0) // otherwise L==I
- dec().matrixL().adjoint().template triangularView<UnitUpper>().solveInPlace(b);
-
- dst = b;
-
- }
-
-};
-
-} // end namespace internal
-
-/** Computes / recomputes the LDLT decomposition of matrix \a a
- * using the default algorithm.
- */
-template<typename _MatrixType, typename Backend>
-void SparseLDLT<_MatrixType,Backend>::compute(const _MatrixType& a)
-{
- _symbolic(a);
- m_succeeded = _numeric(a);
-}
-
-template<typename _MatrixType, typename Backend>
-void SparseLDLT<_MatrixType,Backend>::_symbolic(const _MatrixType& a)
-{
- assert(a.rows()==a.cols());
- const Index size = a.rows();
- m_matrix.resize(size, size);
- m_parent.resize(size);
- m_nonZerosPerCol.resize(size);
-
- ei_declare_aligned_stack_constructed_variable(Index, tags, size, 0);
-
- const Index* Ap = a.outerIndexPtr();
- const Index* Ai = a.innerIndexPtr();
- Index* Lp = m_matrix.outerIndexPtr();
-
- const Index* P = 0;
- Index* Pinv = 0;
-
- if(P)
- {
- m_P.indices() = Map<const Matrix<Index,Dynamic,1> >(P,size);
- m_Pinv = m_P.inverse();
- Pinv = m_Pinv.indices().data();
- }
- else
- {
- m_P.resize(0);
- m_Pinv.resize(0);
- }
-
- for (Index k = 0; k < size; ++k)
- {
- /* L(k,:) pattern: all nodes reachable in etree from nz in A(0:k-1,k) */
- m_parent[k] = -1; /* parent of k is not yet known */
- tags[k] = k; /* mark node k as visited */
- m_nonZerosPerCol[k] = 0; /* count of nonzeros in column k of L */
- Index kk = P ? P[k] : k; /* kth original, or permuted, column */
- Index p2 = Ap[kk+1];
- for (Index p = Ap[kk]; p < p2; ++p)
- {
- /* A (i,k) is nonzero (original or permuted A) */
- Index i = Pinv ? Pinv[Ai[p]] : Ai[p];
- if (i < k)
- {
- /* follow path from i to root of etree, stop at flagged node */
- for (; tags[i] != k; i = m_parent[i])
- {
- /* find parent of i if not yet determined */
- if (m_parent[i] == -1)
- m_parent[i] = k;
- ++m_nonZerosPerCol[i]; /* L (k,i) is nonzero */
- tags[i] = k; /* mark i as visited */
- }
- }
- }
- }
- /* construct Lp index array from m_nonZerosPerCol column counts */
- Lp[0] = 0;
- for (Index k = 0; k < size; ++k)
- Lp[k+1] = Lp[k] + m_nonZerosPerCol[k];
-
- m_matrix.resizeNonZeros(Lp[size]);
-}
-
-template<typename _MatrixType, typename Backend>
-bool SparseLDLT<_MatrixType,Backend>::_numeric(const _MatrixType& a)
-{
- assert(a.rows()==a.cols());
- const Index size = a.rows();
- assert(m_parent.size()==size);
- assert(m_nonZerosPerCol.size()==size);
-
- const Index* Ap = a.outerIndexPtr();
- const Index* Ai = a.innerIndexPtr();
- const Scalar* Ax = a.valuePtr();
- const Index* Lp = m_matrix.outerIndexPtr();
- Index* Li = m_matrix.innerIndexPtr();
- Scalar* Lx = m_matrix.valuePtr();
- m_diag.resize(size);
-
- ei_declare_aligned_stack_constructed_variable(Scalar, y, size, 0);
- ei_declare_aligned_stack_constructed_variable(Index, pattern, size, 0);
- ei_declare_aligned_stack_constructed_variable(Index, tags, size, 0);
-
- Index* P = 0;
- Index* Pinv = 0;
-
- if(m_P.size()==size)
- {
- P = m_P.indices().data();
- Pinv = m_Pinv.indices().data();
- }
-
- bool ok = true;
-
- for (Index k = 0; k < size; ++k)
- {
- /* compute nonzero pattern of kth row of L, in topological order */
- y[k] = 0.0; /* Y(0:k) is now all zero */
- Index top = size; /* stack for pattern is empty */
- tags[k] = k; /* mark node k as visited */
- m_nonZerosPerCol[k] = 0; /* count of nonzeros in column k of L */
- Index kk = (P) ? (P[k]) : (k); /* kth original, or permuted, column */
- Index p2 = Ap[kk+1];
- for (Index p = Ap[kk]; p < p2; ++p)
- {
- Index i = Pinv ? Pinv[Ai[p]] : Ai[p]; /* get A(i,k) */
- if (i <= k)
- {
- y[i] += internal::conj(Ax[p]); /* scatter A(i,k) into Y (sum duplicates) */
- Index len;
- for (len = 0; tags[i] != k; i = m_parent[i])
- {
- pattern[len++] = i; /* L(k,i) is nonzero */
- tags[i] = k; /* mark i as visited */
- }
- while (len > 0)
- pattern[--top] = pattern[--len];
- }
- }
-
- /* compute numerical values kth row of L (a sparse triangular solve) */
- m_diag[k] = y[k]; /* get D(k,k) and clear Y(k) */
- y[k] = 0.0;
- for (; top < size; ++top)
- {
- Index i = pattern[top]; /* pattern[top:n-1] is pattern of L(:,k) */
- Scalar yi = (y[i]); /* get and clear Y(i) */
- y[i] = 0.0;
- Index p2 = Lp[i] + m_nonZerosPerCol[i];
- Index p;
- for (p = Lp[i]; p < p2; ++p)
- y[Li[p]] -= internal::conj(Lx[p]) * (yi);
- Scalar l_ki = yi / m_diag[i]; /* the nonzero entry L(k,i) */
- m_diag[k] -= l_ki * internal::conj(yi);
- Li[p] = k; /* store L(k,i) in column form of L */
- Lx[p] = (l_ki);
- ++m_nonZerosPerCol[i]; /* increment count of nonzeros in col i */
- }
- if (m_diag[k] == 0.0)
- {
- ok = false; /* failure, D(k,k) is zero */
- break;
- }
- }
-
- return ok; /* success, diagonal of D is all nonzero */
-}
-
-/** Computes b = L^-T D^-1 L^-1 b */
-template<typename _MatrixType, typename Backend>
-template<typename Derived>
-bool SparseLDLT<_MatrixType, Backend>::solveInPlace(MatrixBase<Derived> &b) const
-{
- //Index size = m_matrix.rows();
- eigen_assert(m_matrix.rows()==b.rows());
- if (!m_succeeded)
- return false;
-
- if(m_P.size()>0)
- b = m_Pinv * b;
-
- if (m_matrix.nonZeros()>0) // otherwise L==I
- m_matrix.template triangularView<UnitLower>().solveInPlace(b);
- b = b.cwiseQuotient(m_diag);
- if (m_matrix.nonZeros()>0) // otherwise L==I
- m_matrix.adjoint().template triangularView<UnitUpper>().solveInPlace(b);
-
- if(m_P.size()>0)
- b = m_P * b;
-
- return true;
-}
-
-#endif // EIGEN_SPARSELDLT_LEGACY_H
diff --git a/unsupported/Eigen/src/SparseExtra/SparseLLT.h b/unsupported/Eigen/src/SparseExtra/SparseLLT.h
deleted file mode 100644
index fbfeecc35..000000000
--- a/unsupported/Eigen/src/SparseExtra/SparseLLT.h
+++ /dev/null
@@ -1,248 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// 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_SPARSELLT_H
-#define EIGEN_SPARSELLT_H
-
-/** \deprecated use class SimplicialLDLT, or class SimplicialLLT, class ConjugateGradient
- * \ingroup Sparse_Module
- *
- * \class SparseLLT
- *
- * \brief LLT Cholesky decomposition of a sparse matrix and associated features
- *
- * \param MatrixType the type of the matrix of which we are computing the LLT Cholesky decomposition
- *
- * \sa class LLT, class LDLT
- */
-template<typename _MatrixType, typename Backend = DefaultBackend>
-class SparseLLT
-{
- protected:
- typedef typename _MatrixType::Scalar Scalar;
- typedef typename NumTraits<typename _MatrixType::Scalar>::Real RealScalar;
-
- enum {
- SupernodalFactorIsDirty = 0x10000,
- MatrixLIsDirty = 0x20000
- };
-
- public:
- typedef SparseMatrix<Scalar> CholMatrixType;
- typedef _MatrixType MatrixType;
- typedef typename MatrixType::Index Index;
-
- /** \deprecated the entire class is deprecated
- * Creates a dummy LLT factorization object with flags \a flags. */
- EIGEN_DEPRECATED SparseLLT(int flags = 0)
- : m_flags(flags), m_status(0)
- {
- m_precision = RealScalar(0.1) * Eigen::NumTraits<RealScalar>::dummy_precision();
- }
-
- /** \deprecated the entire class is deprecated
- * Creates a LLT object and compute the respective factorization of \a matrix using
- * flags \a flags. */
- EIGEN_DEPRECATED SparseLLT(const MatrixType& matrix, int flags = 0)
- : m_matrix(matrix.rows(), matrix.cols()), m_flags(flags), m_status(0)
- {
- m_precision = RealScalar(0.1) * Eigen::NumTraits<RealScalar>::dummy_precision();
- compute(matrix);
- }
-
- /** Sets the relative threshold value used to prune zero coefficients during the decomposition.
- *
- * Setting a value greater than zero speeds up computation, and yields to an imcomplete
- * factorization with fewer non zero coefficients. Such approximate factors are especially
- * useful to initialize an iterative solver.
- *
- * \warning if precision is greater that zero, the LLT factorization is not guaranteed to succeed
- * even if the matrix is positive definite.
- *
- * Note that the exact meaning of this parameter might depends on the actual
- * backend. Moreover, not all backends support this feature.
- *
- * \sa precision() */
- void setPrecision(RealScalar v) { m_precision = v; }
-
- /** \returns the current precision.
- *
- * \sa setPrecision() */
- RealScalar precision() const { return m_precision; }
-
- /** Sets the flags. Possible values are:
- * - CompleteFactorization
- * - IncompleteFactorization
- * - MemoryEfficient (hint to use the memory most efficient method offered by the backend)
- * - SupernodalMultifrontal (implies a complete factorization if supported by the backend,
- * overloads the MemoryEfficient flags)
- * - SupernodalLeftLooking (implies a complete factorization if supported by the backend,
- * overloads the MemoryEfficient flags)
- *
- * \sa flags() */
- void setFlags(int f) { m_flags = f; }
- /** \returns the current flags */
- int flags() const { return m_flags; }
-
- /** Computes/re-computes the LLT factorization */
- void compute(const MatrixType& matrix);
-
- /** \returns the lower triangular matrix L */
- inline const CholMatrixType& matrixL(void) const { return m_matrix; }
-
- template<typename Derived>
- bool solveInPlace(MatrixBase<Derived> &b) const;
-
- template<typename Rhs>
- inline const internal::solve_retval<SparseLLT<MatrixType>, Rhs>
- solve(const MatrixBase<Rhs>& b) const
- {
- eigen_assert(true && "SparseLLT is not initialized.");
- return internal::solve_retval<SparseLLT<MatrixType>, Rhs>(*this, b.derived());
- }
-
- inline Index cols() const { return m_matrix.cols(); }
- inline Index rows() const { return m_matrix.rows(); }
-
- /** \returns true if the factorization succeeded */
- inline bool succeeded(void) const { return m_succeeded; }
-
- protected:
- CholMatrixType m_matrix;
- RealScalar m_precision;
- int m_flags;
- mutable int m_status;
- bool m_succeeded;
-};
-
-
-namespace internal {
-
-template<typename _MatrixType, typename Rhs>
-struct solve_retval<SparseLLT<_MatrixType>, Rhs>
- : solve_retval_base<SparseLLT<_MatrixType>, Rhs>
-{
- typedef SparseLLT<_MatrixType> SpLLTDecType;
- EIGEN_MAKE_SOLVE_HELPERS(SpLLTDecType,Rhs)
-
- template<typename Dest> void evalTo(Dest& dst) const
- {
- const Index size = dec().matrixL().rows();
- eigen_assert(size==rhs().rows());
-
- Rhs b(rhs().rows(), rhs().cols());
- b = rhs();
-
- dec().matrixL().template triangularView<Lower>().solveInPlace(b);
- dec().matrixL().adjoint().template triangularView<Upper>().solveInPlace(b);
-
- dst = b;
-
- }
-
-};
-
-} // end namespace internal
-
-
-/** Computes / recomputes the LLT decomposition of matrix \a a
- * using the default algorithm.
- */
-template<typename _MatrixType, typename Backend>
-void SparseLLT<_MatrixType,Backend>::compute(const _MatrixType& a)
-{
- assert(a.rows()==a.cols());
- const Index size = a.rows();
- m_matrix.resize(size, size);
-
- // allocate a temporary vector for accumulations
- internal::AmbiVector<Scalar,Index> tempVector(size);
- RealScalar density = a.nonZeros()/RealScalar(size*size);
-
- // TODO estimate the number of non zeros
- m_matrix.setZero();
- m_matrix.reserve(a.nonZeros()*10);
- for (Index j = 0; j < size; ++j)
- {
- Scalar x = internal::real(a.coeff(j,j));
-
- // TODO better estimate of the density !
- tempVector.init(density>0.001? IsDense : IsSparse);
- tempVector.setBounds(j+1,size);
- tempVector.setZero();
- // init with current matrix a
- {
- typename _MatrixType::InnerIterator it(a,j);
- eigen_assert(it.index()==j &&
- "matrix must has non zero diagonal entries and only the lower triangular part must be stored");
- ++it; // skip diagonal element
- for (; it; ++it)
- tempVector.coeffRef(it.index()) = it.value();
- }
- for (Index k=0; k<j+1; ++k)
- {
- typename CholMatrixType::InnerIterator it(m_matrix, k);
- while (it && it.index()<j)
- ++it;
- if (it && it.index()==j)
- {
- Scalar y = it.value();
- x -= internal::abs2(y);
- ++it; // skip j-th element, and process remaining column coefficients
- tempVector.restart();
- for (; it; ++it)
- {
- tempVector.coeffRef(it.index()) -= it.value() * y;
- }
- }
- }
- // copy the temporary vector to the respective m_matrix.col()
- // while scaling the result by 1/real(x)
- RealScalar rx = internal::sqrt(internal::real(x));
- m_matrix.insert(j,j) = rx; // FIXME use insertBack
- Scalar y = Scalar(1)/rx;
- for (typename internal::AmbiVector<Scalar,Index>::Iterator it(tempVector, m_precision*rx); it; ++it)
- {
- // FIXME use insertBack
- m_matrix.insertBack(it.index(), j) = it.value() * y;
- }
- }
- m_matrix.finalize();
-}
-
-/** Computes b = L^-T L^-1 b */
-template<typename _MatrixType, typename Backend>
-template<typename Derived>
-bool SparseLLT<_MatrixType, Backend>::solveInPlace(MatrixBase<Derived> &b) const
-{
- const Index size = m_matrix.rows();
- eigen_assert(size==b.rows());
-
- m_matrix.template triangularView<Lower>().solveInPlace(b);
- m_matrix.adjoint().template triangularView<Upper>().solveInPlace(b);
-
- return true;
-}
-
-#endif // EIGEN_SPARSELLT_H
diff --git a/unsupported/Eigen/src/SparseExtra/SparseLU.h b/unsupported/Eigen/src/SparseExtra/SparseLU.h
deleted file mode 100644
index ffcdb88e2..000000000
--- a/unsupported/Eigen/src/SparseExtra/SparseLU.h
+++ /dev/null
@@ -1,166 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// 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_SPARSELU_H
-#define EIGEN_SPARSELU_H
-
-enum {
- SvNoTrans = 0,
- SvTranspose = 1,
- SvAdjoint = 2
-};
-
-/** \deprecated use class BiCGSTAB, class SuperLU, or class UmfPackLU
- * \ingroup Sparse_Module
- *
- * \class SparseLU
- *
- * \brief LU decomposition of a sparse matrix and associated features
- *
- * \param _MatrixType the type of the matrix of which we are computing the LU factorization
- *
- * \sa class FullPivLU, class SparseLLT
- */
-template<typename _MatrixType, typename Backend = DefaultBackend>
-class SparseLU
- {
- protected:
- typedef typename _MatrixType::Scalar Scalar;
- typedef typename NumTraits<typename _MatrixType::Scalar>::Real RealScalar;
- typedef SparseMatrix<Scalar> LUMatrixType;
-
- enum {
- MatrixLUIsDirty = 0x10000
- };
-
- public:
- typedef _MatrixType MatrixType;
-
- /** \deprecated the entire class is deprecated
- * Creates a dummy LU factorization object with flags \a flags. */
- EIGEN_DEPRECATED SparseLU(int flags = 0)
- : m_flags(flags), m_status(0)
- {
- m_precision = RealScalar(0.1) * Eigen::NumTraits<RealScalar>::dummy_precision();
- }
-
- /** \deprecated the entire class is deprecated
- * Creates a LU object and compute the respective factorization of \a matrix using
- * flags \a flags. */
- EIGEN_DEPRECATED SparseLU(const _MatrixType& matrix, int flags = 0)
- : /*m_matrix(matrix.rows(), matrix.cols()),*/ m_flags(flags), m_status(0)
- {
- m_precision = RealScalar(0.1) * Eigen::NumTraits<RealScalar>::dummy_precision();
- compute(matrix);
- }
-
- /** Sets the relative threshold value used to prune zero coefficients during the decomposition.
- *
- * Setting a value greater than zero speeds up computation, and yields to an imcomplete
- * factorization with fewer non zero coefficients. Such approximate factors are especially
- * useful to initialize an iterative solver.
- *
- * Note that the exact meaning of this parameter might depends on the actual
- * backend. Moreover, not all backends support this feature.
- *
- * \sa precision() */
- void setPrecision(RealScalar v) { m_precision = v; }
-
- /** \returns the current precision.
- *
- * \sa setPrecision() */
- RealScalar precision() const { return m_precision; }
-
- /** Sets the flags. Possible values are:
- * - CompleteFactorization
- * - IncompleteFactorization
- * - MemoryEfficient
- * - one of the ordering methods
- * - etc...
- *
- * \sa flags() */
- void setFlags(int f) { m_flags = f; }
- /** \returns the current flags */
- int flags() const { return m_flags; }
-
- void setOrderingMethod(int m)
- {
- eigen_assert( (m&~OrderingMask) == 0 && m!=0 && "invalid ordering method");
- m_flags = m_flags&~OrderingMask | m&OrderingMask;
- }
-
- int orderingMethod() const
- {
- return m_flags&OrderingMask;
- }
-
- /** Computes/re-computes the LU factorization */
- void compute(const _MatrixType& matrix);
-
- /** \returns the lower triangular matrix L */
- //inline const _MatrixType& matrixL() const { return m_matrixL; }
-
- /** \returns the upper triangular matrix U */
- //inline const _MatrixType& matrixU() const { return m_matrixU; }
-
- template<typename BDerived, typename XDerived>
- bool solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x,
- const int transposed = SvNoTrans) const;
-
- /** \returns true if the factorization succeeded */
- inline bool succeeded(void) const { return m_succeeded; }
-
- protected:
- RealScalar m_precision;
- int m_flags;
- mutable int m_status;
- bool m_succeeded;
-};
-
-/** Computes / recomputes the LU decomposition of matrix \a a
- * using the default algorithm.
- */
-template<typename _MatrixType, typename Backend>
-void SparseLU<_MatrixType,Backend>::compute(const _MatrixType& )
-{
- eigen_assert(false && "not implemented yet");
-}
-
-/** Computes *x = U^-1 L^-1 b
- *
- * If \a transpose is set to SvTranspose or SvAdjoint, the solution
- * of the transposed/adjoint system is computed instead.
- *
- * Not all backends implement the solution of the transposed or
- * adjoint system.
- */
-template<typename _MatrixType, typename Backend>
-template<typename BDerived, typename XDerived>
-bool SparseLU<_MatrixType,Backend>::solve(const MatrixBase<BDerived> &, MatrixBase<XDerived>* , const int ) const
-{
- eigen_assert(false && "not implemented yet");
- return false;
-}
-
-#endif // EIGEN_SPARSELU_H
diff --git a/unsupported/test/cg.cpp b/unsupported/test/cg.cpp
deleted file mode 100644
index ce22b0edb..000000000
--- a/unsupported/test/cg.cpp
+++ /dev/null
@@ -1,100 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
-//
-// 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/>.
-
-#include "sparse.h"
-#include <Eigen/IterativeSolvers>
-
-template<typename Scalar,typename Index> void cg(int size)
-{
- double density = (std::max)(8./(size*size), 0.01);
- typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
- typedef Matrix<Scalar,Dynamic,1> DenseVector;
- typedef SparseMatrix<Scalar,ColMajor,Index> SparseMatrixType;
-
- SparseMatrixType m2(size,size);
- DenseMatrix refMat2(size,size);
-
- DenseVector b = DenseVector::Random(size);
- DenseVector ref_x(size), x(size);
-
- initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag, 0, 0);
-// for(int i=0; i<rows; ++i)
-// m2.coeffRef(i,i) = refMat2(i,i) = internal::abs(internal::real(refMat2(i,i)));
-
- SparseMatrixType m3 = m2 * m2.adjoint(), m3_lo(size,size), m3_up(size,size);
- DenseMatrix refMat3 = refMat2 * refMat2.adjoint();
-
- m3_lo.template selfadjointView<Lower>().rankUpdate(m2,0);
- m3_up.template selfadjointView<Upper>().rankUpdate(m2,0);
-
- ref_x = refMat3.template selfadjointView<Lower>().llt().solve(b);
-
- x = ConjugateGradient<SparseMatrixType, Lower>().compute(m3).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solve, full storage, lower");
-
- x.setRandom();
- x = ConjugateGradient<SparseMatrixType, Lower>().compute(m3).solveWithGuess(b,x);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solveWithGuess, full storage, lower");
-
- x = ConjugateGradient<SparseMatrixType, Upper>().compute(m3).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solve, full storage, upper, single dense rhs");
-
- x = ConjugateGradient<SparseMatrixType, Lower>(m3_lo).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solve, lower only, single dense rhs");
-
- x = ConjugateGradient<SparseMatrixType, Upper>(m3_up).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solve, upper only, single dense rhs");
-
-
-
- x = ConjugateGradient<SparseMatrixType, Lower, IdentityPreconditioner>().compute(m3).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solve, full storage, lower");
-
- x = ConjugateGradient<SparseMatrixType, Upper, IdentityPreconditioner>().compute(m3).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solve, full storage, upper, single dense rhs");
-
- x = ConjugateGradient<SparseMatrixType, Lower, IdentityPreconditioner>(m3_lo).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solve, lower only, single dense rhs");
-
- x = ConjugateGradient<SparseMatrixType, Upper, IdentityPreconditioner>(m3_up).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solve, upper only, single dense rhs");
-
- ref_x = refMat2.lu().solve(b);
-
- x = BiCGSTAB<SparseMatrixType, IdentityPreconditioner>(m2).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "BiCGSTAB: solve, I, single dense rhs");
-
- x = BiCGSTAB<SparseMatrixType>(m2).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "BiCGSTAB: solve, diag, single dense rhs");
-}
-
-void test_cg()
-{
- for(int i = 0; i < g_repeat; i++) {
- CALL_SUBTEST_1( (cg<double,int>(8)) );
- CALL_SUBTEST_1( (cg<double,long int>(8)) );
- CALL_SUBTEST_2( (cg<std::complex<double>,int>(internal::random<int>(1,300))) );
- CALL_SUBTEST_1( (cg<double,int>(internal::random<int>(1,300))) );
- }
-}
diff --git a/unsupported/test/sparse_ldlt.cpp b/unsupported/test/sparse_ldlt.cpp
deleted file mode 100644
index f6426b54e..000000000
--- a/unsupported/test/sparse_ldlt.cpp
+++ /dev/null
@@ -1,179 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2008-2010 Gael Guennebaud <g.gael@free.fr>
-//
-// 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/>.
-
-#define EIGEN_NO_DEPRECATED_WARNING
-
-#include "sparse.h"
-#include <Eigen/SparseExtra>
-
-#ifdef EIGEN_CHOLMOD_SUPPORT
-#include <Eigen/CholmodSupport>
-#endif
-
-template<typename Scalar,typename Index> void sparse_ldlt(int rows, int cols)
-{
- static bool odd = true;
- odd = !odd;
- double density = (std::max)(8./(rows*cols), 0.01);
- typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
- typedef Matrix<Scalar,Dynamic,1> DenseVector;
- typedef SparseMatrix<Scalar,ColMajor,Index> SparseMatrixType;
-
- SparseMatrixType m2(rows, cols);
- DenseMatrix refMat2(rows, cols);
-
- DenseVector b = DenseVector::Random(cols);
- DenseVector refX(cols), x(cols);
-
- initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, 0, 0);
-
- SparseMatrixType m3 = m2 * m2.adjoint(), m3_lo(rows,rows), m3_up(rows,rows);
- DenseMatrix refMat3 = refMat2 * refMat2.adjoint();
-
- refX = refMat3.template selfadjointView<Upper>().ldlt().solve(b);
- typedef SparseMatrix<Scalar,Upper|SelfAdjoint,Index> SparseSelfAdjointMatrix;
- x = b;
- SparseLDLT<SparseSelfAdjointMatrix> ldlt(m3);
- if (ldlt.succeeded())
- ldlt.solveInPlace(x);
- else
- std::cerr << "warning LDLT failed\n";
-
- VERIFY_IS_APPROX(refMat3.template selfadjointView<Upper>() * x, b);
- VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: default");
-
-#ifdef EIGEN_CHOLMOD_SUPPORT
- {
- x = b;
- SparseLDLT<SparseSelfAdjointMatrix, Cholmod> ldlt2(m3);
- if (ldlt2.succeeded())
- {
- ldlt2.solveInPlace(x);
- VERIFY_IS_APPROX(refMat3.template selfadjointView<Upper>() * x, b);
- VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: cholmod solveInPlace");
-
- x = ldlt2.solve(b);
- VERIFY_IS_APPROX(refMat3.template selfadjointView<Upper>() * x, b);
- VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: cholmod solve");
- }
- else
- std::cerr << "warning LDLT failed\n";
- }
-#endif
-
- // new Simplicial LLT
-
-
- // new API
- {
- SparseMatrixType m2(rows, cols);
- DenseMatrix refMat2(rows, cols);
-
- DenseVector b = DenseVector::Random(cols);
- DenseVector ref_x(cols), x(cols);
- DenseMatrix B = DenseMatrix::Random(rows,cols);
- DenseMatrix ref_X(rows,cols), X(rows,cols);
-
- initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, 0, 0);
-
- for(int i=0; i<rows; ++i)
- m2.coeffRef(i,i) = refMat2(i,i) = internal::abs(internal::real(refMat2(i,i)));
-
-
- SparseMatrixType m3 = m2 * m2.adjoint(), m3_lo(rows,rows), m3_up(rows,rows);
- DenseMatrix refMat3 = refMat2 * refMat2.adjoint();
-
- m3_lo.template selfadjointView<Lower>().rankUpdate(m2,0);
- m3_up.template selfadjointView<Upper>().rankUpdate(m2,0);
-
- // with a single vector as the rhs
- ref_x = refMat3.template selfadjointView<Lower>().llt().solve(b);
-
- x = SimplicialCholesky<SparseMatrixType, Lower>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, lower, single dense rhs");
-
- x = SimplicialCholesky<SparseMatrixType, Upper>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, upper, single dense rhs");
-
- x = SimplicialCholesky<SparseMatrixType, Lower>(m3_lo).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, lower only, single dense rhs");
-
- x = SimplicialCholesky<SparseMatrixType, Upper>(m3_up).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, upper only, single dense rhs");
-
-
- // with multiple rhs
- ref_X = refMat3.template selfadjointView<Lower>().llt().solve(B);
-
- X = SimplicialCholesky<SparseMatrixType, Lower>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(B);
- VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, lower, multiple dense rhs");
-
- X = SimplicialCholesky<SparseMatrixType, Upper>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(B);
- VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, upper, multiple dense rhs");
-
-
- // with a sparse rhs
- SparseMatrixType spB(rows,cols), spX(rows,cols);
- B.diagonal().array() += 1;
- spB = B.sparseView(0.5,1);
-
- ref_X = refMat3.template selfadjointView<Lower>().llt().solve(DenseMatrix(spB));
-
- spX = SimplicialCholesky<SparseMatrixType, Lower>(m3).solve(spB);
- VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: SimplicialCholesky solve, multiple sparse rhs");
-//
- spX = SimplicialCholesky<SparseMatrixType, Upper>(m3).solve(spB);
- VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: SimplicialCholesky solve, multiple sparse rhs");
- }
-
-
-
-// for(int i=0; i<rows; ++i)
-// m2.coeffRef(i,i) = refMat2(i,i) = internal::abs(internal::real(refMat2(i,i)));
-//
-// refX = refMat2.template selfadjointView<Upper>().ldlt().solve(b);
-// typedef SparseMatrix<Scalar,Upper|SelfAdjoint> SparseSelfAdjointMatrix;
-// x = b;
-// SparseLDLT<SparseSelfAdjointMatrix> ldlt(m2);
-// if (ldlt.succeeded())
-// ldlt.solveInPlace(x);
-// else
-// std::cerr << "warning LDLT failed\n";
-//
-// VERIFY_IS_APPROX(refMat2.template selfadjointView<Upper>() * x, b);
-// VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: default");
-
-
-}
-
-void test_sparse_ldlt()
-{
- for(int i = 0; i < g_repeat; i++) {
- CALL_SUBTEST_1( (sparse_ldlt<double,int>(8, 8)) );
- CALL_SUBTEST_1( (sparse_ldlt<double,long int>(8, 8)) );
- int s = internal::random<int>(1,300);
- CALL_SUBTEST_2( (sparse_ldlt<std::complex<double>,int>(s,s)) );
- CALL_SUBTEST_1( (sparse_ldlt<double,int>(s,s)) );
- }
-}
diff --git a/unsupported/test/sparse_llt.cpp b/unsupported/test/sparse_llt.cpp
deleted file mode 100644
index 040681593..000000000
--- a/unsupported/test/sparse_llt.cpp
+++ /dev/null
@@ -1,144 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2008-2010 Gael Guennebaud <g.gael@free.fr>
-//
-// 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/>.
-
-#define EIGEN_NO_DEPRECATED_WARNING
-
-#include "sparse.h"
-#include <Eigen/SparseExtra>
-
-#ifdef EIGEN_CHOLMOD_SUPPORT
-#include <Eigen/CholmodSupport>
-#endif
-
-template<typename Scalar,typename Index> void sparse_llt(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;
- typedef SparseMatrix<Scalar,ColMajor,Index> SparseMatrixType;
-
- // TODO fix the issue with complex (see SparseLLT::solveInPlace)
- SparseMatrixType m2(rows, cols);
- DenseMatrix refMat2(rows, cols);
-
- DenseVector b = DenseVector::Random(cols);
- DenseVector ref_x(cols), x(cols);
- DenseMatrix B = DenseMatrix::Random(rows,cols);
- DenseMatrix ref_X(rows,cols), X(rows,cols);
-
- initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, 0, 0);
-
- for(int i=0; i<rows; ++i)
- m2.coeffRef(i,i) = refMat2(i,i) = internal::abs(internal::real(refMat2(i,i)));
-
- ref_x = refMat2.template selfadjointView<Lower>().llt().solve(b);
- if (!NumTraits<Scalar>::IsComplex)
- {
- x = b;
- SparseLLT<SparseMatrixType > (m2).solveInPlace(x);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: default");
- }
-
-#ifdef EIGEN_CHOLMOD_SUPPORT
- // legacy API
- {
- // Cholmod, as configured in CholmodSupport.h, only supports self-adjoint matrices
- SparseMatrixType m3 = m2.adjoint()*m2;
- DenseMatrix refMat3 = refMat2.adjoint()*refMat2;
-
- ref_x = refMat3.template selfadjointView<Lower>().llt().solve(b);
-
- x = b;
- SparseLLT<SparseMatrixType, Cholmod>(m3).solveInPlace(x);
- VERIFY((m3*x).isApprox(b,test_precision<Scalar>()) && "LLT legacy: cholmod solveInPlace");
-
- x = SparseLLT<SparseMatrixType, Cholmod>(m3).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT legacy: cholmod solve");
- }
-
- // new API
- {
- // Cholmod, as configured in CholmodSupport.h, only supports self-adjoint matrices
- SparseMatrixType m3 = m2 * m2.adjoint(), m3_lo(rows,rows), m3_up(rows,rows);
- DenseMatrix refMat3 = refMat2 * refMat2.adjoint();
-
- m3_lo.template selfadjointView<Lower>().rankUpdate(m2,0);
- m3_up.template selfadjointView<Upper>().rankUpdate(m2,0);
-
- // with a single vector as the rhs
- ref_x = refMat3.template selfadjointView<Lower>().llt().solve(b);
-
- x = CholmodDecomposition<SparseMatrixType, Lower>(m3).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve, single dense rhs");
-
- x = CholmodDecomposition<SparseMatrixType, Upper>(m3).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve, single dense rhs");
-
- x = CholmodDecomposition<SparseMatrixType, Lower>(m3_lo).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve, single dense rhs");
-
- x = CholmodDecomposition<SparseMatrixType, Upper>(m3_up).solve(b);
- VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve, single dense rhs");
-
-
- // with multiple rhs
- ref_X = refMat3.template selfadjointView<Lower>().llt().solve(B);
-
- #ifndef EIGEN_DEFAULT_TO_ROW_MAJOR
- // TODO make sure the API is properly documented about this fact
- X = CholmodDecomposition<SparseMatrixType, Lower>(m3).solve(B);
- VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "LLT: cholmod solve, multiple dense rhs");
-
- X = CholmodDecomposition<SparseMatrixType, Upper>(m3).solve(B);
- VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "LLT: cholmod solve, multiple dense rhs");
- #endif
-
-
- // with a sparse rhs
- SparseMatrixType spB(rows,cols), spX(rows,cols);
- B.diagonal().array() += 1;
- spB = B.sparseView(0.5,1);
-
- ref_X = refMat3.template selfadjointView<Lower>().llt().solve(DenseMatrix(spB));
-
- spX = CholmodDecomposition<SparseMatrixType, Lower>(m3).solve(spB);
- VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: cholmod solve, multiple sparse rhs");
-
- spX = CholmodDecomposition<SparseMatrixType, Upper>(m3).solve(spB);
- VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: cholmod solve, multiple sparse rhs");
- }
-#endif
-
-}
-
-void test_sparse_llt()
-{
- for(int i = 0; i < g_repeat; i++) {
- CALL_SUBTEST_1( (sparse_llt<double,int>(8, 8)) );
- int s = internal::random<int>(1,300);
- CALL_SUBTEST_2( (sparse_llt<std::complex<double>,int>(s,s)) );
- CALL_SUBTEST_1( (sparse_llt<double,int>(s,s)) );
- CALL_SUBTEST_1( (sparse_llt<double,long int>(s,s)) );
- }
-}
diff --git a/unsupported/test/sparse_lu_legacy.cpp b/unsupported/test/sparse_lu_legacy.cpp
deleted file mode 100644
index 341e9a6ea..000000000
--- a/unsupported/test/sparse_lu_legacy.cpp
+++ /dev/null
@@ -1,128 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2008-2010 Gael Guennebaud <g.gael@free.fr>
-//
-// 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/>.
-
-#define EIGEN_NO_DEPRECATED_WARNING
-
-#include "sparse.h"
-#include <Eigen/SparseExtra>
-
-#ifdef EIGEN_UMFPACK_SUPPORT
-#include <Eigen/UmfPackSupport>
-#endif
-
-#ifdef EIGEN_SUPERLU_SUPPORT
-#include <Eigen/SuperLUSupport>
-#endif
-
-
-template<typename Scalar> void sparse_lu_legacy(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;
-
- DenseVector vec1 = DenseVector::Random(rows);
-
- std::vector<Vector2i> zeroCoords;
- std::vector<Vector2i> nonzeroCoords;
-
- 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, &zeroCoords, &nonzeroCoords);
-
- FullPivLU<DenseMatrix> refLu(refMat2);
- refX = refLu.solve(b);
- #if defined(EIGEN_SUPERLU_SUPPORT) || defined(EIGEN_UMFPACK_SUPPORT)
- Scalar refDet = refLu.determinant();
- #endif
- x.setZero();
- // // SparseLU<SparseMatrix<Scalar> > (m2).solve(b,&x);
- // // VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LU: default");
-
- #ifdef EIGEN_UMFPACK_SUPPORT
- {
- // check solve
- x.setZero();
- SparseLU<SparseMatrix<Scalar>,UmfPack> lu(m2);
- VERIFY(lu.succeeded() && "umfpack LU decomposition failed");
- VERIFY(lu.solve(b,&x) && "umfpack LU solving failed");
- VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LU: umfpack");
- VERIFY_IS_APPROX(refDet,lu.determinant());
- // TODO check the extracted data
- //std::cerr << slu.matrixL() << "\n";
- }
- #endif
-
- #ifdef EIGEN_SUPERLU_SUPPORT
- // legacy, deprecated API
- {
- x.setZero();
- SparseLU<SparseMatrix<Scalar>,SuperLULegacy> slu(m2);
- if (slu.succeeded())
- {
- DenseVector oldb = b;
- if (slu.solve(b,&x)) {
- VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LU: SuperLU");
- }
- else
- std::cerr << "super lu solving failed\n";
- VERIFY(oldb.isApprox(b) && "the rhs should not be modified!");
-
- // std::cerr << refDet << " == " << slu.determinant() << "\n";
- if (slu.solve(b, &x, SvTranspose)) {
- VERIFY(b.isApprox(m2.transpose() * x, test_precision<Scalar>()));
- }
- else
- std::cerr << "super lu solving failed\n";
-
- if (slu.solve(b, &x, SvAdjoint)) {
- VERIFY(b.isApprox(m2.adjoint() * x, test_precision<Scalar>()));
- }
- else
- std::cerr << "super lu solving failed\n";
-
- if (!NumTraits<Scalar>::IsComplex) {
- VERIFY_IS_APPROX(refDet,slu.determinant()); // FIXME det is not very stable for complex
- }
- }
- else
- std::cerr << "super lu factorize failed\n";
- }
- #endif
-
-}
-
-void test_sparse_lu_legacy()
-{
- for(int i = 0; i < g_repeat; i++) {
- CALL_SUBTEST_1(sparse_lu_legacy<double>(8, 8) );
- int s = internal::random<int>(1,300);
- CALL_SUBTEST_1(sparse_lu_legacy<std::complex<double> >(s,s) );
- CALL_SUBTEST_1(sparse_lu_legacy<double>(s,s) );
- }
-}