// 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_UMFPACK_SUPPORT #include #endif #ifdef EIGEN_SUPERLU_SUPPORT #include #endif template void sparse_lu(int rows, int cols) { double density = std::max(8./(rows*cols), 0.01); typedef Matrix DenseMatrix; typedef Matrix DenseVector; DenseVector vec1 = DenseVector::Random(rows); std::vector zeroCoords; std::vector nonzeroCoords; static int count = 0; SparseMatrix m2(rows, cols); DenseMatrix refMat2(rows, cols); DenseVector b = DenseVector::Random(cols); DenseVector refX(cols), x(cols); initSparse(density, refMat2, m2, ForceNonZeroDiag, &zeroCoords, &nonzeroCoords); FullPivLU refLu(refMat2); refX = refLu.solve(b); #if defined(EIGEN_SUPERLU_SUPPORT) || defined(EIGEN_UMFPACK_SUPPORT) Scalar refDet = refLu.determinant(); #endif x.setZero(); // // SparseLU > (m2).solve(b,&x); // // VERIFY(refX.isApprox(x,test_precision()) && "LU: default"); #ifdef EIGEN_SUPERLU_SUPPORT { x.setZero(); SparseLU,SuperLU> slu(m2); if (slu.succeeded()) { if (slu.solve(b,&x)) { VERIFY(refX.isApprox(x,test_precision()) && "LU: SuperLU"); } // std::cerr << refDet << " == " << slu.determinant() << "\n"; if (slu.solve(b, &x, SvTranspose)) { VERIFY(b.isApprox(m2.transpose() * x, test_precision())); } if (slu.solve(b, &x, SvAdjoint)) { VERIFY(b.isApprox(m2.adjoint() * x, test_precision())); } if (count==0) { VERIFY_IS_APPROX(refDet,slu.determinant()); // FIXME det is not very stable for complex } } } #endif #ifdef EIGEN_UMFPACK_SUPPORT { // check solve x.setZero(); SparseLU,UmfPack> slu(m2); if (slu.succeeded()) { if (slu.solve(b,&x)) { if (count==0) { VERIFY(refX.isApprox(x,test_precision()) && "LU: umfpack"); // FIXME solve is not very stable for complex } } VERIFY_IS_APPROX(refDet,slu.determinant()); // TODO check the extracted data //std::cerr << slu.matrixL() << "\n"; } } #endif count++; } void test_sparse_lu() { for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST_1(sparse_lu(8, 8) ); int s = ei_random(1,300); CALL_SUBTEST_2(sparse_lu >(s,s) ); CALL_SUBTEST_1(sparse_lu(s,s) ); } }