From 0caa4b1531def27bde0ffeb942cc10f9917a47c6 Mon Sep 17 00:00:00 2001 From: Gael Guennebaud Date: Sat, 23 Jan 2016 22:13:54 +0100 Subject: bug #1150: make IncompleteCholesky more robust by iteratively increase the shift until the factorization succeed (with at most 10 attempts). --- test/incomplete_cholesky.cpp | 30 +++++++++++++++++++++++++++++- 1 file changed, 29 insertions(+), 1 deletion(-) (limited to 'test/incomplete_cholesky.cpp') diff --git a/test/incomplete_cholesky.cpp b/test/incomplete_cholesky.cpp index 7acad9872..59ffe9259 100644 --- a/test/incomplete_cholesky.cpp +++ b/test/incomplete_cholesky.cpp @@ -1,7 +1,7 @@ // This file is part of Eigen, a lightweight C++ template library // for linear algebra. // -// Copyright (C) 2015 Gael Guennebaud +// Copyright (C) 2015-2016 Gael Guennebaud // // 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 @@ -34,4 +34,32 @@ void test_incomplete_cholesky() CALL_SUBTEST_1(( test_incomplete_cholesky_T() )); CALL_SUBTEST_2(( test_incomplete_cholesky_T, int>() )); CALL_SUBTEST_3(( test_incomplete_cholesky_T() )); + +#ifdef EIGEN_TEST_PART_1 + // regression for bug 1150 + for(int N = 1; N<20; ++N) + { + Eigen::MatrixXd b( N, N ); + b.setOnes(); + + Eigen::SparseMatrix m( N, N ); + m.reserve(Eigen::VectorXi::Constant(N,4)); + for( int i = 0; i < N; ++i ) + { + m.insert( i, i ) = 1; + m.coeffRef( i, i / 2 ) = 2; + m.coeffRef( i, i / 3 ) = 2; + m.coeffRef( i, i / 4 ) = 2; + } + + Eigen::SparseMatrix A; + A = m * m.transpose(); + + Eigen::ConjugateGradient, + Eigen::Lower | Eigen::Upper, + Eigen::IncompleteCholesky > solver( A ); + VERIFY(solver.preconditioner().info() == Eigen::Success); + VERIFY(solver.info() == Eigen::Success); + } +#endif } -- cgit v1.2.3