// 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_llt(int rows, int cols) { double density = std::max(8./(rows*cols), 0.01); typedef Matrix DenseMatrix; typedef Matrix DenseVector; // TODO fix the issue with complex (see SparseLLT::solveInPlace) SparseMatrix m2(rows, cols); DenseMatrix refMat2(rows, cols); DenseVector b = DenseVector::Random(cols); DenseVector refX(cols), x(cols); initSparse(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, 0, 0); for(int i=0; i().llt().solve(b); if (!NumTraits::IsComplex) { x = b; SparseLLT > (m2).solveInPlace(x); VERIFY(refX.isApprox(x,test_precision()) && "LLT: default"); } #ifdef EIGEN_CHOLMOD_SUPPORT { // Cholmod, as configured in CholmodSupport.h, only supports self-adjoint matrices SparseMatrix m3 = m2.adjoint()*m2; DenseMatrix refMat3 = refMat2.adjoint()*refMat2; refX = refMat3.template selfadjointView().llt().solve(b); x = b; SparseLLT, Cholmod>(m3).solveInPlace(x); VERIFY((m3*x).isApprox(b,test_precision()) && "LLT: cholmod solveInPlace"); x = SparseLLT, Cholmod>(m3).solve(b); VERIFY(refX.isApprox(x,test_precision()) && "LLT: cholmod solve"); } #endif } void test_sparse_llt() { for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST_1(sparse_llt(8, 8) ); int s = ei_random(1,300); CALL_SUBTEST_2(sparse_llt >(s,s) ); CALL_SUBTEST_1(sparse_llt(s,s) ); } }