From 75e574275c97f8b2ab53c792c9fd886f32013b77 Mon Sep 17 00:00:00 2001 From: Gael Guennebaud Date: Tue, 1 Jul 2014 10:24:46 +0200 Subject: Fix bug #836: extend SparseQR to support more columns than rows. --- test/sparseqr.cpp | 35 ++++++++++++++++++++++------------- 1 file changed, 22 insertions(+), 13 deletions(-) (limited to 'test/sparseqr.cpp') diff --git a/test/sparseqr.cpp b/test/sparseqr.cpp index 6edba30b2..1fe4a98ee 100644 --- a/test/sparseqr.cpp +++ b/test/sparseqr.cpp @@ -2,24 +2,24 @@ // for linear algebra. // // Copyright (C) 2012 Desire Nuentsa Wakam +// Copyright (C) 2014 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 #include "sparse.h" #include - template -int generate_sparse_rectangular_problem(MatrixType& A, DenseMat& dA, int maxRows = 300, int maxCols = 300) +int generate_sparse_rectangular_problem(MatrixType& A, DenseMat& dA, int maxRows = 300, int maxCols = 150) { eigen_assert(maxRows >= maxCols); typedef typename MatrixType::Scalar Scalar; int rows = internal::random(1,maxRows); - int cols = internal::random(1,rows); + int cols = internal::random(1,maxCols); double density = (std::max)(8./(rows*cols), 0.01); - A.resize(rows,rows); - dA.resize(rows,rows); + A.resize(rows,cols); + dA.resize(rows,cols); initSparse(density, dA, A,ForceNonZeroDiag); A.makeCompressed(); int nop = internal::random(0, internal::random(0,1) > 0.5 ? cols/2 : 0); @@ -31,6 +31,13 @@ int generate_sparse_rectangular_problem(MatrixType& A, DenseMat& dA, int maxRows A.col(j0) = s * A.col(j1); dA.col(j0) = s * dA.col(j1); } + +// if(rows void test_sparseqr_scalar() MatrixType A; DenseMat dA; DenseVector refX,x,b; - SparseQR > solver; + SparseQR > solver; generate_sparse_rectangular_problem(A,dA); - int n = A.cols(); - b = DenseVector::Random(n); + b = dA * DenseVector::Random(A.cols()); solver.compute(A); if (solver.info() != Success) { @@ -60,17 +66,19 @@ template void test_sparseqr_scalar() std::cerr << "sparse QR factorization failed\n"; exit(0); return; - } + } + + VERIFY_IS_APPROX(A * x, b); + //Compare with a dense QR solver ColPivHouseholderQR dqr(dA); refX = dqr.solve(b); VERIFY_IS_EQUAL(dqr.rank(), solver.rank()); - - if(solver.rank() (A * x - b).norm() ); - else + if(solver.rank()==A.cols()) // full rank VERIFY_IS_APPROX(x, refX); +// else +// VERIFY((dA * refX - b).norm() * 2 > (A * x - b).norm() ); // Compute explicitly the matrix Q MatrixType Q, QtQ, idM; @@ -88,3 +96,4 @@ void test_sparseqr() CALL_SUBTEST_2(test_sparseqr_scalar >()); } } + -- cgit v1.2.3