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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2015-2016 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// 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
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// #define EIGEN_DONT_VECTORIZE
// #define EIGEN_MAX_ALIGN_BYTES 0
#include "sparse_solver.h"
#include <Eigen/IterativeLinearSolvers>
#include <unsupported/Eigen/IterativeSolvers>
template<typename T, typename I_> void test_incomplete_cholesky_T()
{
typedef SparseMatrix<T,0,I_> SparseMatrixType;
ConjugateGradient<SparseMatrixType, Lower, IncompleteCholesky<T, Lower, AMDOrdering<I_> > > cg_illt_lower_amd;
ConjugateGradient<SparseMatrixType, Lower, IncompleteCholesky<T, Lower, NaturalOrdering<I_> > > cg_illt_lower_nat;
ConjugateGradient<SparseMatrixType, Upper, IncompleteCholesky<T, Upper, AMDOrdering<I_> > > cg_illt_upper_amd;
ConjugateGradient<SparseMatrixType, Upper, IncompleteCholesky<T, Upper, NaturalOrdering<I_> > > cg_illt_upper_nat;
ConjugateGradient<SparseMatrixType, Upper|Lower, IncompleteCholesky<T, Lower, AMDOrdering<I_> > > cg_illt_uplo_amd;
CALL_SUBTEST( check_sparse_spd_solving(cg_illt_lower_amd) );
CALL_SUBTEST( check_sparse_spd_solving(cg_illt_lower_nat) );
CALL_SUBTEST( check_sparse_spd_solving(cg_illt_upper_amd) );
CALL_SUBTEST( check_sparse_spd_solving(cg_illt_upper_nat) );
CALL_SUBTEST( check_sparse_spd_solving(cg_illt_uplo_amd) );
}
template<int>
void bug1150()
{
// regression for bug 1150
for(int N = 1; N<20; ++N)
{
Eigen::MatrixXd b( N, N );
b.setOnes();
Eigen::SparseMatrix<double> m( N, N );
m.reserve(Eigen::VectorXi::Constant(N,4));
for( int i = 0; i < N; ++i )
{
m.insert( i, i ) = 1;
m.coeffRef( i, i / 2 ) = 2;
m.coeffRef( i, i / 3 ) = 2;
m.coeffRef( i, i / 4 ) = 2;
}
Eigen::SparseMatrix<double> A;
A = m * m.transpose();
Eigen::ConjugateGradient<Eigen::SparseMatrix<double>,
Eigen::Lower | Eigen::Upper,
Eigen::IncompleteCholesky<double> > solver( A );
VERIFY(solver.preconditioner().info() == Eigen::Success);
VERIFY(solver.info() == Eigen::Success);
}
}
EIGEN_DECLARE_TEST(incomplete_cholesky)
{
CALL_SUBTEST_1(( test_incomplete_cholesky_T<double,int>() ));
CALL_SUBTEST_2(( test_incomplete_cholesky_T<std::complex<double>, int>() ));
CALL_SUBTEST_3(( test_incomplete_cholesky_T<double,long int>() ));
CALL_SUBTEST_1(( bug1150<0>() ));
}
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