// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2011 Gael Guennebaud // // 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 . #include "sparse.h" #include template 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())); } template 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 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 DenseMatrix; int size = internal::random(1,maxSize); double density = (std::max)(8./(size*size), 0.01); Mat M(size, size); DenseMatrix dM(size, size); initSparse(density, dM, M, ForceNonZeroDiag); A = M * M.adjoint(); dA = dM * dM.adjoint(); halfA.resize(size,size); halfA.template selfadjointView().rankUpdate(M); return size; } template void check_sparse_spd_solving(Solver& solver) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; typedef Matrix DenseMatrix; typedef Matrix 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(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(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 void check_sparse_spd_determinant(Solver& solver) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; typedef Matrix 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 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 DenseMatrix; int size = internal::random(1,maxSize); double density = (std::max)(8./(size*size), 0.01); A.resize(size,size); dA.resize(size,size); initSparse(density, dA, A, ForceNonZeroDiag); return size; } template void check_sparse_square_solving(Solver& solver) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; typedef Matrix DenseMatrix; typedef Matrix DenseVector; int rhsCols = internal::random(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 void check_sparse_square_determinant(Solver& solver) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; typedef Matrix DenseMatrix; // generate the problem Mat A; DenseMatrix dA; generate_sparse_square_problem(solver, A, dA, 30); check_sparse_determinant(solver, A, dA); }