1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
|
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008 Daniel Gomez Ferro <dgomezferro@gmail.com>
//
// 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 <http://www.gnu.org/licenses/>.
#include "sparse.h"
template<typename SparseMatrixType> void sparse_product(const SparseMatrixType& ref)
{
const int rows = ref.rows();
const int cols = ref.cols();
typedef typename SparseMatrixType::Scalar Scalar;
enum { Flags = SparseMatrixType::Flags };
double density = std::max(8./(rows*cols), 0.01);
typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
typedef Matrix<Scalar,Dynamic,1> DenseVector;
// test matrix-matrix product
{
DenseMatrix refMat2 = DenseMatrix::Zero(rows, rows);
DenseMatrix refMat3 = DenseMatrix::Zero(rows, rows);
DenseMatrix refMat4 = DenseMatrix::Zero(rows, rows);
DenseMatrix refMat5 = DenseMatrix::Random(rows, rows);
DenseMatrix dm4 = DenseMatrix::Zero(rows, rows);
SparseMatrixType m2(rows, rows);
SparseMatrixType m3(rows, rows);
SparseMatrixType m4(rows, rows);
initSparse<Scalar>(density, refMat2, m2);
initSparse<Scalar>(density, refMat3, m3);
initSparse<Scalar>(density, refMat4, m4);
VERIFY_IS_APPROX(m4=m2*m3, refMat4=refMat2*refMat3);
VERIFY_IS_APPROX(m4=m2.transpose()*m3, refMat4=refMat2.transpose()*refMat3);
VERIFY_IS_APPROX(m4=m2.transpose()*m3.transpose(), refMat4=refMat2.transpose()*refMat3.transpose());
VERIFY_IS_APPROX(m4=m2*m3.transpose(), refMat4=refMat2*refMat3.transpose());
// sparse * dense
VERIFY_IS_APPROX(dm4=m2*refMat3, refMat4=refMat2*refMat3);
VERIFY_IS_APPROX(dm4=m2*refMat3.transpose(), refMat4=refMat2*refMat3.transpose());
VERIFY_IS_APPROX(dm4=m2.transpose()*refMat3, refMat4=refMat2.transpose()*refMat3);
VERIFY_IS_APPROX(dm4=m2.transpose()*refMat3.transpose(), refMat4=refMat2.transpose()*refMat3.transpose());
VERIFY_IS_APPROX(dm4=m2*(refMat3+refMat3), refMat4=refMat2*(refMat3+refMat3));
VERIFY_IS_APPROX(dm4=m2.transpose()*(refMat3+refMat5)*0.5, refMat4=refMat2.transpose()*(refMat3+refMat5)*0.5);
// dense * sparse
VERIFY_IS_APPROX(dm4=refMat2*m3, refMat4=refMat2*refMat3);
VERIFY_IS_APPROX(dm4=refMat2*m3.transpose(), refMat4=refMat2*refMat3.transpose());
VERIFY_IS_APPROX(dm4=refMat2.transpose()*m3, refMat4=refMat2.transpose()*refMat3);
VERIFY_IS_APPROX(dm4=refMat2.transpose()*m3.transpose(), refMat4=refMat2.transpose()*refMat3.transpose());
VERIFY_IS_APPROX(m3=m3*m3, refMat3=refMat3*refMat3);
}
// test matrix - diagonal product
{
DenseMatrix refM2 = DenseMatrix::Zero(rows, rows);
DenseMatrix refM3 = DenseMatrix::Zero(rows, rows);
DiagonalMatrix<Scalar,Dynamic> d1(DenseVector::Random(rows));
SparseMatrixType m2(rows, rows);
SparseMatrixType m3(rows, rows);
initSparse<Scalar>(density, refM2, m2);
initSparse<Scalar>(density, refM3, m3);
VERIFY_IS_APPROX(m3=m2*d1, refM3=refM2*d1);
VERIFY_IS_APPROX(m3=m2.transpose()*d1, refM3=refM2.transpose()*d1);
VERIFY_IS_APPROX(m3=d1*m2, refM3=d1*refM2);
VERIFY_IS_APPROX(m3=d1*m2.transpose(), refM3=d1 * refM2.transpose());
}
// test self adjoint products
{
DenseMatrix b = DenseMatrix::Random(rows, rows);
DenseMatrix x = DenseMatrix::Random(rows, rows);
DenseMatrix refX = DenseMatrix::Random(rows, rows);
DenseMatrix refUp = DenseMatrix::Zero(rows, rows);
DenseMatrix refLo = DenseMatrix::Zero(rows, rows);
DenseMatrix refS = DenseMatrix::Zero(rows, rows);
SparseMatrixType mUp(rows, rows);
SparseMatrixType mLo(rows, rows);
SparseMatrixType mS(rows, rows);
do {
initSparse<Scalar>(density, refUp, mUp, ForceRealDiag|/*ForceNonZeroDiag|*/MakeUpperTriangular);
} while (refUp.isZero());
refLo = refUp.transpose().conjugate();
mLo = mUp.transpose().conjugate();
refS = refUp + refLo;
refS.diagonal() *= 0.5;
mS = mUp + mLo;
for (int k=0; k<mS.outerSize(); ++k)
for (typename SparseMatrixType::InnerIterator it(mS,k); it; ++it)
if (it.index() == k)
it.valueRef() *= 0.5;
VERIFY_IS_APPROX(refS.adjoint(), refS);
VERIFY_IS_APPROX(mS.transpose().conjugate(), mS);
VERIFY_IS_APPROX(mS, refS);
VERIFY_IS_APPROX(x=mS*b, refX=refS*b);
VERIFY_IS_APPROX(x=mUp.template marked<UpperTriangular|SelfAdjoint>()*b, refX=refS*b);
VERIFY_IS_APPROX(x=mLo.template marked<LowerTriangular|SelfAdjoint>()*b, refX=refS*b);
VERIFY_IS_APPROX(x=mS.template marked<SelfAdjoint>()*b, refX=refS*b);
}
}
void test_sparse_product()
{
for(int i = 0; i < g_repeat; i++) {
CALL_SUBTEST( sparse_product(SparseMatrix<double>(8, 8)) );
CALL_SUBTEST( sparse_product(SparseMatrix<std::complex<double> >(16, 16)) );
CALL_SUBTEST( sparse_product(SparseMatrix<double>(33, 33)) );
CALL_SUBTEST( sparse_product(DynamicSparseMatrix<double>(8, 8)) );
}
}
|