// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2010 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 #ifdef EIGEN_CHOLMOD_SUPPORT #include #endif template void sparse_ldlt(int rows, int cols) { double density = std::max(8./(rows*cols), 0.01); typedef Matrix DenseMatrix; typedef Matrix DenseVector; SparseMatrix m2(rows, cols); DenseMatrix refMat2(rows, cols); DenseVector b = DenseVector::Random(cols); DenseVector refX(cols), x(cols); initSparse(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, 0, 0); for(int i=0; i().ldlt().solve(b); typedef SparseMatrix SparseSelfAdjointMatrix; x = b; SparseLDLT ldlt(m2); if (ldlt.succeeded()) ldlt.solveInPlace(x); else std::cerr << "warning LDLT failed\n"; VERIFY_IS_APPROX(refMat2.template selfadjointView() * x, b); VERIFY(refX.isApprox(x,test_precision()) && "LDLT: default"); #ifdef EIGEN_CHOLMOD_SUPPORT x = b; SparseLDLT ldlt2(m2); if (ldlt2.succeeded()) ldlt2.solveInPlace(x); else std::cerr << "warning LDLT failed\n"; VERIFY_IS_APPROX(refMat2.template selfadjointView() * x, b); VERIFY(refX.isApprox(x,test_precision()) && "LDLT: cholmod solveInPlace"); SparseLDLT ldlt3(m2); if (ldlt3.succeeded()) x = ldlt3.solve(b); else std::cerr << "warning LDLT failed\n"; VERIFY_IS_APPROX(refMat2.template selfadjointView() * x, b); VERIFY(refX.isApprox(x,test_precision()) && "LDLT: cholmod solve"); #endif } void test_sparse_ldlt() { for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST_1(sparse_ldlt(8, 8) ); int s = ei_random(1,300); CALL_SUBTEST_2(sparse_ldlt >(s,s) ); CALL_SUBTEST_1(sparse_ldlt(s,s) ); } }