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Diffstat (limited to 'test/sparse_solver.h')
-rw-r--r-- | test/sparse_solver.h | 193 |
1 files changed, 193 insertions, 0 deletions
diff --git a/test/sparse_solver.h b/test/sparse_solver.h new file mode 100644 index 000000000..51bb33a92 --- /dev/null +++ b/test/sparse_solver.h @@ -0,0 +1,193 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2011 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/>. + +#include "sparse.h" +#include <Eigen/SparseCore> + +template<typename Solver, typename Rhs, typename DenseMat, typename DenseRhs> +void check_sparse_solving(Solver& solver, const typename Solver::MatrixType& A, const Rhs& b, const DenseMat& dA, const DenseRhs& db) +{ + typedef typename Solver::MatrixType Mat; + typedef typename Mat::Scalar Scalar; + + DenseRhs refX = dA.lu().solve(db); + + Rhs x(b.rows(), b.cols()); + Rhs oldb = b; + + solver.compute(A); + if (solver.info() != Success) + { + std::cerr << "sparse solver testing: factorization failed (check_sparse_solving)\n"; + exit(0); + return; + } + x = solver.solve(b); + if (solver.info() != Success) + { + std::cerr << "sparse SPD: solving failed\n"; + return; + } + VERIFY(oldb.isApprox(b) && "sparse SPD: the rhs should not be modified!"); + + VERIFY(x.isApprox(refX,test_precision<Scalar>())); +} + +template<typename Solver, typename DenseMat> +void check_sparse_determinant(Solver& solver, const typename Solver::MatrixType& A, const DenseMat& dA) +{ + typedef typename Solver::MatrixType Mat; + typedef typename Mat::Scalar Scalar; + typedef typename Mat::RealScalar RealScalar; + + solver.compute(A); + if (solver.info() != Success) + { + std::cerr << "sparse solver testing: factorization failed (check_sparse_determinant)\n"; + return; + } + + Scalar refDet = dA.determinant(); + VERIFY_IS_APPROX(refDet,solver.determinant()); +} + + +template<typename Solver, typename DenseMat> +int generate_sparse_spd_problem(Solver& , typename Solver::MatrixType& A, typename Solver::MatrixType& halfA, DenseMat& dA, int maxSize = 300) +{ + typedef typename Solver::MatrixType Mat; + typedef typename Mat::Scalar Scalar; + typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; + + int size = internal::random<int>(1,maxSize); + double density = (std::max)(8./(size*size), 0.01); + + Mat M(size, size); + DenseMatrix dM(size, size); + + initSparse<Scalar>(density, dM, M, ForceNonZeroDiag); + + A = M * M.adjoint(); + dA = dM * dM.adjoint(); + + halfA.resize(size,size); + halfA.template selfadjointView<Solver::UpLo>().rankUpdate(M); + + return size; +} + +template<typename Solver> void check_sparse_spd_solving(Solver& solver) +{ + typedef typename Solver::MatrixType Mat; + typedef typename Mat::Scalar Scalar; + typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; + typedef Matrix<Scalar,Dynamic,1> DenseVector; + + // generate the problem + Mat A, halfA; + DenseMatrix dA; + int size = generate_sparse_spd_problem(solver, A, halfA, dA); + + // generate the right hand sides + int rhsCols = internal::random<int>(1,16); + double density = (std::max)(8./(size*rhsCols), 0.1); + Mat B(size,rhsCols); + DenseVector b = DenseVector::Random(size); + DenseMatrix dB(size,rhsCols); + initSparse<Scalar>(density, dB, B); + + check_sparse_solving(solver, A, b, dA, b); + check_sparse_solving(solver, halfA, b, dA, b); + check_sparse_solving(solver, A, dB, dA, dB); + check_sparse_solving(solver, halfA, dB, dA, dB); + check_sparse_solving(solver, A, B, dA, dB); + check_sparse_solving(solver, halfA, B, dA, dB); +} + +template<typename Solver> void check_sparse_spd_determinant(Solver& solver) +{ + typedef typename Solver::MatrixType Mat; + typedef typename Mat::Scalar Scalar; + typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; + + // generate the problem + Mat A, halfA; + DenseMatrix dA; + generate_sparse_spd_problem(solver, A, halfA, dA, 30); + + check_sparse_determinant(solver, A, dA); + check_sparse_determinant(solver, halfA, dA ); +} + +template<typename Solver, typename DenseMat> +int generate_sparse_square_problem(Solver&, typename Solver::MatrixType& A, DenseMat& dA, int maxSize = 300) +{ + typedef typename Solver::MatrixType Mat; + typedef typename Mat::Scalar Scalar; + typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; + + int size = internal::random<int>(1,maxSize); + double density = (std::max)(8./(size*size), 0.01); + + A.resize(size,size); + dA.resize(size,size); + + initSparse<Scalar>(density, dA, A, ForceNonZeroDiag); + + return size; +} + +template<typename Solver> void check_sparse_square_solving(Solver& solver) +{ + typedef typename Solver::MatrixType Mat; + typedef typename Mat::Scalar Scalar; + typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; + typedef Matrix<Scalar,Dynamic,1> DenseVector; + + int rhsCols = internal::random<int>(1,16); + + Mat A; + DenseMatrix dA; + int size = generate_sparse_square_problem(solver, A, dA); + + DenseVector b = DenseVector::Random(size); + DenseMatrix dB = DenseMatrix::Random(size,rhsCols); + + check_sparse_solving(solver, A, b, dA, b); + check_sparse_solving(solver, A, dB, dA, dB); +} + +template<typename Solver> void check_sparse_square_determinant(Solver& solver) +{ + typedef typename Solver::MatrixType Mat; + typedef typename Mat::Scalar Scalar; + typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; + + // generate the problem + Mat A; + DenseMatrix dA; + generate_sparse_square_problem(solver, A, dA, 30); + + check_sparse_determinant(solver, A, dA); +} |