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- // This file is part of Eigen, a lightweight C++ template library
- // for linear algebra.
- //
- // Copyright (C) 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/.
- #include <sstream>
- #ifdef EIGEN_TEST_MAX_SIZE
- #undef EIGEN_TEST_MAX_SIZE
- #endif
- #define EIGEN_TEST_MAX_SIZE 50
- #ifdef EIGEN_TEST_PART_1
- #include "cholesky.cpp"
- #endif
- #ifdef EIGEN_TEST_PART_2
- #include "lu.cpp"
- #endif
- #ifdef EIGEN_TEST_PART_3
- #include "qr.cpp"
- #endif
- #ifdef EIGEN_TEST_PART_4
- #include "qr_colpivoting.cpp"
- #endif
- #ifdef EIGEN_TEST_PART_5
- #include "qr_fullpivoting.cpp"
- #endif
- #ifdef EIGEN_TEST_PART_6
- #include "eigensolver_selfadjoint.cpp"
- #endif
- #ifdef EIGEN_TEST_PART_7
- #include "eigensolver_generic.cpp"
- #endif
- #ifdef EIGEN_TEST_PART_8
- #include "eigensolver_generalized_real.cpp"
- #endif
- #ifdef EIGEN_TEST_PART_9
- #include "jacobisvd.cpp"
- #endif
- #ifdef EIGEN_TEST_PART_10
- #include "bdcsvd.cpp"
- #endif
- #ifdef EIGEN_TEST_PART_11
- #include "simplicial_cholesky.cpp"
- #endif
- #include <Eigen/Dense>
- #undef min
- #undef max
- #undef isnan
- #undef isinf
- #undef isfinite
- #undef I
- #include <boost/serialization/nvp.hpp>
- #include <boost/multiprecision/cpp_dec_float.hpp>
- #include <boost/multiprecision/number.hpp>
- #include <boost/math/special_functions.hpp>
- #include <boost/math/complex.hpp>
- namespace mp = boost::multiprecision;
- typedef mp::number<mp::cpp_dec_float<100>, mp::et_on> Real;
- namespace Eigen {
- template<> struct NumTraits<Real> : GenericNumTraits<Real> {
- static inline Real dummy_precision() { return 1e-50; }
- };
- template<typename T1,typename T2,typename T3,typename T4,typename T5>
- struct NumTraits<boost::multiprecision::detail::expression<T1,T2,T3,T4,T5> > : NumTraits<Real> {};
- template<>
- Real test_precision<Real>() { return 1e-50; }
- // needed in C++93 mode where number does not support explicit cast.
- namespace internal {
- template<typename NewType>
- struct cast_impl<Real,NewType> {
- static inline NewType run(const Real& x) {
- return x.template convert_to<NewType>();
- }
- };
- template<>
- struct cast_impl<Real,std::complex<Real> > {
- static inline std::complex<Real> run(const Real& x) {
- return std::complex<Real>(x);
- }
- };
- }
- }
- namespace boost {
- namespace multiprecision {
- // to make ADL works as expected:
- using boost::math::isfinite;
- using boost::math::isnan;
- using boost::math::isinf;
- using boost::math::copysign;
- using boost::math::hypot;
- // The following is needed for std::complex<Real>:
- Real fabs(const Real& a) { return abs EIGEN_NOT_A_MACRO (a); }
- Real fmax(const Real& a, const Real& b) { using std::max; return max(a,b); }
- // some specialization for the unit tests:
- inline bool test_isMuchSmallerThan(const Real& a, const Real& b) {
- return internal::isMuchSmallerThan(a, b, test_precision<Real>());
- }
- inline bool test_isApprox(const Real& a, const Real& b) {
- return internal::isApprox(a, b, test_precision<Real>());
- }
- inline bool test_isApproxOrLessThan(const Real& a, const Real& b) {
- return internal::isApproxOrLessThan(a, b, test_precision<Real>());
- }
- Real get_test_precision(const Real&) {
- return test_precision<Real>();
- }
- Real test_relative_error(const Real &a, const Real &b) {
- using Eigen::numext::abs2;
- return sqrt(abs2<Real>(a-b)/Eigen::numext::mini<Real>(abs2(a),abs2(b)));
- }
- }
- }
- namespace Eigen {
- }
- EIGEN_DECLARE_TEST(boostmultiprec)
- {
- typedef Matrix<Real,Dynamic,Dynamic> Mat;
- typedef Matrix<std::complex<Real>,Dynamic,Dynamic> MatC;
- std::cout << "NumTraits<Real>::epsilon() = " << NumTraits<Real>::epsilon() << std::endl;
- std::cout << "NumTraits<Real>::dummy_precision() = " << NumTraits<Real>::dummy_precision() << std::endl;
- std::cout << "NumTraits<Real>::lowest() = " << NumTraits<Real>::lowest() << std::endl;
- std::cout << "NumTraits<Real>::highest() = " << NumTraits<Real>::highest() << std::endl;
- std::cout << "NumTraits<Real>::digits10() = " << NumTraits<Real>::digits10() << std::endl;
- // check stream output
- {
- Mat A(10,10);
- A.setRandom();
- std::stringstream ss;
- ss << A;
- }
- {
- MatC A(10,10);
- A.setRandom();
- std::stringstream ss;
- ss << A;
- }
- for(int i = 0; i < g_repeat; i++) {
- int s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE);
- CALL_SUBTEST_1( cholesky(Mat(s,s)) );
- CALL_SUBTEST_2( lu_non_invertible<Mat>() );
- CALL_SUBTEST_2( lu_invertible<Mat>() );
- CALL_SUBTEST_2( lu_non_invertible<MatC>() );
- CALL_SUBTEST_2( lu_invertible<MatC>() );
- CALL_SUBTEST_3( qr(Mat(internal::random<int>(1,EIGEN_TEST_MAX_SIZE),internal::random<int>(1,EIGEN_TEST_MAX_SIZE))) );
- CALL_SUBTEST_3( qr_invertible<Mat>() );
- CALL_SUBTEST_4( qr<Mat>() );
- CALL_SUBTEST_4( cod<Mat>() );
- CALL_SUBTEST_4( qr_invertible<Mat>() );
- CALL_SUBTEST_5( qr<Mat>() );
- CALL_SUBTEST_5( qr_invertible<Mat>() );
- CALL_SUBTEST_6( selfadjointeigensolver(Mat(s,s)) );
- CALL_SUBTEST_7( eigensolver(Mat(s,s)) );
- CALL_SUBTEST_8( generalized_eigensolver_real(Mat(s,s)) );
- TEST_SET_BUT_UNUSED_VARIABLE(s)
- }
- CALL_SUBTEST_9(( jacobisvd(Mat(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) ));
- CALL_SUBTEST_10(( bdcsvd(Mat(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) ));
- CALL_SUBTEST_11(( test_simplicial_cholesky_T<Real,int,ColMajor>() ));
- }
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