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- // This file is part of Eigen, a lightweight C++ template library
- // for linear algebra.
- //
- // Copyright (C) 2008-2010 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/.
- #include "sparse.h"
- template<typename Scalar> void
- initSPD(double density,
- Matrix<Scalar,Dynamic,Dynamic>& refMat,
- SparseMatrix<Scalar>& sparseMat)
- {
- Matrix<Scalar,Dynamic,Dynamic> aux(refMat.rows(),refMat.cols());
- initSparse(density,refMat,sparseMat);
- refMat = refMat * refMat.adjoint();
- for (int k=0; k<2; ++k)
- {
- initSparse(density,aux,sparseMat,ForceNonZeroDiag);
- refMat += aux * aux.adjoint();
- }
- sparseMat.setZero();
- for (int j=0 ; j<sparseMat.cols(); ++j)
- for (int i=j ; i<sparseMat.rows(); ++i)
- if (refMat(i,j)!=Scalar(0))
- sparseMat.insert(i,j) = refMat(i,j);
- sparseMat.finalize();
- }
- template<typename Scalar> void sparse_solvers(int rows, int cols)
- {
- double density = (std::max)(8./(rows*cols), 0.01);
- typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
- typedef Matrix<Scalar,Dynamic,1> DenseVector;
- // Scalar eps = 1e-6;
- DenseVector vec1 = DenseVector::Random(rows);
- std::vector<Vector2i> zeroCoords;
- std::vector<Vector2i> nonzeroCoords;
- // test triangular solver
- {
- DenseVector vec2 = vec1, vec3 = vec1;
- SparseMatrix<Scalar> m2(rows, cols);
- DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols);
- // lower - dense
- initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
- VERIFY_IS_APPROX(refMat2.template triangularView<Lower>().solve(vec2),
- m2.template triangularView<Lower>().solve(vec3));
- // upper - dense
- initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords);
- VERIFY_IS_APPROX(refMat2.template triangularView<Upper>().solve(vec2),
- m2.template triangularView<Upper>().solve(vec3));
- VERIFY_IS_APPROX(refMat2.conjugate().template triangularView<Upper>().solve(vec2),
- m2.conjugate().template triangularView<Upper>().solve(vec3));
- {
- SparseMatrix<Scalar> cm2(m2);
- //Index rows, Index cols, Index nnz, Index* outerIndexPtr, Index* innerIndexPtr, Scalar* valuePtr
- MappedSparseMatrix<Scalar> mm2(rows, cols, cm2.nonZeros(), cm2.outerIndexPtr(), cm2.innerIndexPtr(), cm2.valuePtr());
- VERIFY_IS_APPROX(refMat2.conjugate().template triangularView<Upper>().solve(vec2),
- mm2.conjugate().template triangularView<Upper>().solve(vec3));
- }
- // lower - transpose
- initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
- VERIFY_IS_APPROX(refMat2.transpose().template triangularView<Upper>().solve(vec2),
- m2.transpose().template triangularView<Upper>().solve(vec3));
- // upper - transpose
- initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords);
- VERIFY_IS_APPROX(refMat2.transpose().template triangularView<Lower>().solve(vec2),
- m2.transpose().template triangularView<Lower>().solve(vec3));
- SparseMatrix<Scalar> matB(rows, rows);
- DenseMatrix refMatB = DenseMatrix::Zero(rows, rows);
- // lower - sparse
- initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular);
- initSparse<Scalar>(density, refMatB, matB);
- refMat2.template triangularView<Lower>().solveInPlace(refMatB);
- m2.template triangularView<Lower>().solveInPlace(matB);
- VERIFY_IS_APPROX(matB.toDense(), refMatB);
- // upper - sparse
- initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular);
- initSparse<Scalar>(density, refMatB, matB);
- refMat2.template triangularView<Upper>().solveInPlace(refMatB);
- m2.template triangularView<Upper>().solveInPlace(matB);
- VERIFY_IS_APPROX(matB, refMatB);
- // test deprecated API
- initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
- VERIFY_IS_APPROX(refMat2.template triangularView<Lower>().solve(vec2),
- m2.template triangularView<Lower>().solve(vec3));
- // test empty triangular matrix
- {
- m2.resize(0,0);
- refMatB.resize(0,refMatB.cols());
- DenseMatrix res = m2.template triangularView<Lower>().solve(refMatB);
- VERIFY_IS_EQUAL(res.rows(),0);
- VERIFY_IS_EQUAL(res.cols(),refMatB.cols());
- res = refMatB;
- m2.template triangularView<Lower>().solveInPlace(res);
- VERIFY_IS_EQUAL(res.rows(),0);
- VERIFY_IS_EQUAL(res.cols(),refMatB.cols());
- }
- }
- }
- EIGEN_DECLARE_TEST(sparse_solvers)
- {
- for(int i = 0; i < g_repeat; i++) {
- CALL_SUBTEST_1(sparse_solvers<double>(8, 8) );
- int s = internal::random<int>(1,300);
- CALL_SUBTEST_2(sparse_solvers<std::complex<double> >(s,s) );
- CALL_SUBTEST_1(sparse_solvers<double>(s,s) );
- }
- }
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