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- // This file is part of Eigen, a lightweight C++ template library
- // for linear algebra.
- //
- // Copyright (C) 2011 Gael Guennebaud <g.gael@free.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"
- #include <Eigen/SparseCore>
- #include <Eigen/SparseLU>
- #include <sstream>
- template<typename Solver, typename Rhs, typename Guess,typename Result>
- void solve_with_guess(IterativeSolverBase<Solver>& solver, const MatrixBase<Rhs>& b, const Guess& g, Result &x) {
- if(internal::random<bool>())
- {
- // With a temporary through evaluator<SolveWithGuess>
- x = solver.derived().solveWithGuess(b,g) + Result::Zero(x.rows(), x.cols());
- }
- else
- {
- // direct evaluation within x through Assignment<Result,SolveWithGuess>
- x = solver.derived().solveWithGuess(b.derived(),g);
- }
- }
- template<typename Solver, typename Rhs, typename Guess,typename Result>
- void solve_with_guess(SparseSolverBase<Solver>& solver, const MatrixBase<Rhs>& b, const Guess& , Result& x) {
- if(internal::random<bool>())
- x = solver.derived().solve(b) + Result::Zero(x.rows(), x.cols());
- else
- x = solver.derived().solve(b);
- }
- template<typename Solver, typename Rhs, typename Guess,typename Result>
- void solve_with_guess(SparseSolverBase<Solver>& solver, const SparseMatrixBase<Rhs>& b, const Guess& , Result& x) {
- x = solver.derived().solve(b);
- }
- template<typename Solver, typename Rhs, typename DenseMat, typename DenseRhs>
- void check_sparse_solving(Solver& solver, const typename Solver::MatrixType& A, const Rhs& b, const DenseMat& dA, const DenseRhs& db)
- {
- typedef typename Solver::MatrixType Mat;
- typedef typename Mat::Scalar Scalar;
- typedef typename Mat::StorageIndex StorageIndex;
- DenseRhs refX = dA.householderQr().solve(db);
- {
- Rhs x(A.cols(), b.cols());
- Rhs oldb = b;
- solver.compute(A);
- if (solver.info() != Success)
- {
- std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n";
- VERIFY(solver.info() == Success);
- }
- x = solver.solve(b);
- if (solver.info() != Success)
- {
- std::cerr << "WARNING: sparse solver testing: solving failed (" << typeid(Solver).name() << ")\n";
- // dump call stack:
- g_test_level++;
- VERIFY(solver.info() == Success);
- g_test_level--;
- return;
- }
- VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
- VERIFY(x.isApprox(refX,test_precision<Scalar>()));
- x.setZero();
- solve_with_guess(solver, b, x, x);
- VERIFY(solver.info() == Success && "solving failed when using solve_with_guess API");
- VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
- VERIFY(x.isApprox(refX,test_precision<Scalar>()));
-
- x.setZero();
- // test the analyze/factorize API
- solver.analyzePattern(A);
- solver.factorize(A);
- VERIFY(solver.info() == Success && "factorization failed when using analyzePattern/factorize API");
- x = solver.solve(b);
- VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API");
- VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
- VERIFY(x.isApprox(refX,test_precision<Scalar>()));
-
- x.setZero();
- // test with Map
- MappedSparseMatrix<Scalar,Mat::Options,StorageIndex> Am(A.rows(), A.cols(), A.nonZeros(), const_cast<StorageIndex*>(A.outerIndexPtr()), const_cast<StorageIndex*>(A.innerIndexPtr()), const_cast<Scalar*>(A.valuePtr()));
- solver.compute(Am);
- VERIFY(solver.info() == Success && "factorization failed when using Map");
- DenseRhs dx(refX);
- dx.setZero();
- Map<DenseRhs> xm(dx.data(), dx.rows(), dx.cols());
- Map<const DenseRhs> bm(db.data(), db.rows(), db.cols());
- xm = solver.solve(bm);
- VERIFY(solver.info() == Success && "solving failed when using Map");
- VERIFY(oldb.isApprox(bm) && "sparse solver testing: the rhs should not be modified!");
- VERIFY(xm.isApprox(refX,test_precision<Scalar>()));
- }
-
- // if not too large, do some extra check:
- if(A.rows()<2000)
- {
- // test initialization ctor
- {
- Rhs x(b.rows(), b.cols());
- Solver solver2(A);
- VERIFY(solver2.info() == Success);
- x = solver2.solve(b);
- VERIFY(x.isApprox(refX,test_precision<Scalar>()));
- }
- // test dense Block as the result and rhs:
- {
- DenseRhs x(refX.rows(), refX.cols());
- DenseRhs oldb(db);
- x.setZero();
- x.block(0,0,x.rows(),x.cols()) = solver.solve(db.block(0,0,db.rows(),db.cols()));
- VERIFY(oldb.isApprox(db) && "sparse solver testing: the rhs should not be modified!");
- VERIFY(x.isApprox(refX,test_precision<Scalar>()));
- }
- // test uncompressed inputs
- {
- Mat A2 = A;
- A2.reserve((ArrayXf::Random(A.outerSize())+2).template cast<typename Mat::StorageIndex>().eval());
- solver.compute(A2);
- Rhs x = solver.solve(b);
- VERIFY(x.isApprox(refX,test_precision<Scalar>()));
- }
- // test expression as input
- {
- solver.compute(0.5*(A+A));
- Rhs x = solver.solve(b);
- VERIFY(x.isApprox(refX,test_precision<Scalar>()));
- Solver solver2(0.5*(A+A));
- Rhs x2 = solver2.solve(b);
- VERIFY(x2.isApprox(refX,test_precision<Scalar>()));
- }
- }
- }
- // specialization of generic check_sparse_solving for SuperLU in order to also test adjoint and transpose solves
- template<typename Scalar, typename Rhs, typename DenseMat, typename DenseRhs>
- void check_sparse_solving(Eigen::SparseLU<Eigen::SparseMatrix<Scalar> >& solver, const typename Eigen::SparseMatrix<Scalar>& A, const Rhs& b, const DenseMat& dA, const DenseRhs& db)
- {
- typedef typename Eigen::SparseMatrix<Scalar> Mat;
- typedef typename Mat::StorageIndex StorageIndex;
- typedef typename Eigen::SparseLU<Eigen::SparseMatrix<Scalar> > Solver;
- // reference solutions computed by dense QR solver
- DenseRhs refX1 = dA.householderQr().solve(db); // solution of A x = db
- DenseRhs refX2 = dA.transpose().householderQr().solve(db); // solution of A^T * x = db (use transposed matrix A^T)
- DenseRhs refX3 = dA.adjoint().householderQr().solve(db); // solution of A^* * x = db (use adjoint matrix A^*)
- {
- Rhs x1(A.cols(), b.cols());
- Rhs x2(A.cols(), b.cols());
- Rhs x3(A.cols(), b.cols());
- Rhs oldb = b;
- solver.compute(A);
- if (solver.info() != Success)
- {
- std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n";
- VERIFY(solver.info() == Success);
- }
- x1 = solver.solve(b);
- if (solver.info() != Success)
- {
- std::cerr << "WARNING | sparse solver testing: solving failed (" << typeid(Solver).name() << ")\n";
- return;
- }
- VERIFY(oldb.isApprox(b,0.0) && "sparse solver testing: the rhs should not be modified!");
- VERIFY(x1.isApprox(refX1,test_precision<Scalar>()));
- // test solve with transposed
- x2 = solver.transpose().solve(b);
- VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
- VERIFY(x2.isApprox(refX2,test_precision<Scalar>()));
- // test solve with adjoint
- //solver.template _solve_impl_transposed<true>(b, x3);
- x3 = solver.adjoint().solve(b);
- VERIFY(oldb.isApprox(b,0.0) && "sparse solver testing: the rhs should not be modified!");
- VERIFY(x3.isApprox(refX3,test_precision<Scalar>()));
- x1.setZero();
- solve_with_guess(solver, b, x1, x1);
- VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API");
- VERIFY(oldb.isApprox(b,0.0) && "sparse solver testing: the rhs should not be modified!");
- VERIFY(x1.isApprox(refX1,test_precision<Scalar>()));
- x1.setZero();
- x2.setZero();
- x3.setZero();
- // test the analyze/factorize API
- solver.analyzePattern(A);
- solver.factorize(A);
- VERIFY(solver.info() == Success && "factorization failed when using analyzePattern/factorize API");
- x1 = solver.solve(b);
- x2 = solver.transpose().solve(b);
- x3 = solver.adjoint().solve(b);
- VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API");
- VERIFY(oldb.isApprox(b,0.0) && "sparse solver testing: the rhs should not be modified!");
- VERIFY(x1.isApprox(refX1,test_precision<Scalar>()));
- VERIFY(x2.isApprox(refX2,test_precision<Scalar>()));
- VERIFY(x3.isApprox(refX3,test_precision<Scalar>()));
- x1.setZero();
- // test with Map
- MappedSparseMatrix<Scalar,Mat::Options,StorageIndex> Am(A.rows(), A.cols(), A.nonZeros(), const_cast<StorageIndex*>(A.outerIndexPtr()), const_cast<StorageIndex*>(A.innerIndexPtr()), const_cast<Scalar*>(A.valuePtr()));
- solver.compute(Am);
- VERIFY(solver.info() == Success && "factorization failed when using Map");
- DenseRhs dx(refX1);
- dx.setZero();
- Map<DenseRhs> xm(dx.data(), dx.rows(), dx.cols());
- Map<const DenseRhs> bm(db.data(), db.rows(), db.cols());
- xm = solver.solve(bm);
- VERIFY(solver.info() == Success && "solving failed when using Map");
- VERIFY(oldb.isApprox(bm,0.0) && "sparse solver testing: the rhs should not be modified!");
- VERIFY(xm.isApprox(refX1,test_precision<Scalar>()));
- }
- // if not too large, do some extra check:
- if(A.rows()<2000)
- {
- // test initialization ctor
- {
- Rhs x(b.rows(), b.cols());
- Solver solver2(A);
- VERIFY(solver2.info() == Success);
- x = solver2.solve(b);
- VERIFY(x.isApprox(refX1,test_precision<Scalar>()));
- }
- // test dense Block as the result and rhs:
- {
- DenseRhs x(refX1.rows(), refX1.cols());
- DenseRhs oldb(db);
- x.setZero();
- x.block(0,0,x.rows(),x.cols()) = solver.solve(db.block(0,0,db.rows(),db.cols()));
- VERIFY(oldb.isApprox(db,0.0) && "sparse solver testing: the rhs should not be modified!");
- VERIFY(x.isApprox(refX1,test_precision<Scalar>()));
- }
- // test uncompressed inputs
- {
- Mat A2 = A;
- A2.reserve((ArrayXf::Random(A.outerSize())+2).template cast<typename Mat::StorageIndex>().eval());
- solver.compute(A2);
- Rhs x = solver.solve(b);
- VERIFY(x.isApprox(refX1,test_precision<Scalar>()));
- }
- // test expression as input
- {
- solver.compute(0.5*(A+A));
- Rhs x = solver.solve(b);
- VERIFY(x.isApprox(refX1,test_precision<Scalar>()));
- Solver solver2(0.5*(A+A));
- Rhs x2 = solver2.solve(b);
- VERIFY(x2.isApprox(refX1,test_precision<Scalar>()));
- }
- }
- }
- template<typename Solver, typename Rhs>
- void check_sparse_solving_real_cases(Solver& solver, const typename Solver::MatrixType& A, const Rhs& b, const typename Solver::MatrixType& fullA, const Rhs& refX)
- {
- typedef typename Solver::MatrixType Mat;
- typedef typename Mat::Scalar Scalar;
- typedef typename Mat::RealScalar RealScalar;
-
- Rhs x(A.cols(), b.cols());
- solver.compute(A);
- if (solver.info() != Success)
- {
- std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n";
- VERIFY(solver.info() == Success);
- }
- x = solver.solve(b);
-
- if (solver.info() != Success)
- {
- std::cerr << "WARNING | sparse solver testing, solving failed (" << typeid(Solver).name() << ")\n";
- return;
- }
-
- RealScalar res_error = (fullA*x-b).norm()/b.norm();
- VERIFY( (res_error <= test_precision<Scalar>() ) && "sparse solver failed without noticing it");
-
- if(refX.size() != 0 && (refX - x).norm()/refX.norm() > test_precision<Scalar>())
- {
- std::cerr << "WARNING | found solution is different from the provided reference one\n";
- }
-
- }
- template<typename Solver, typename DenseMat>
- void check_sparse_determinant(Solver& solver, const typename Solver::MatrixType& A, const DenseMat& dA)
- {
- typedef typename Solver::MatrixType Mat;
- typedef typename Mat::Scalar Scalar;
-
- solver.compute(A);
- if (solver.info() != Success)
- {
- std::cerr << "WARNING | sparse solver testing: factorization failed (check_sparse_determinant)\n";
- return;
- }
- Scalar refDet = dA.determinant();
- VERIFY_IS_APPROX(refDet,solver.determinant());
- }
- template<typename Solver, typename DenseMat>
- void check_sparse_abs_determinant(Solver& solver, const typename Solver::MatrixType& A, const DenseMat& dA)
- {
- using std::abs;
- typedef typename Solver::MatrixType Mat;
- typedef typename Mat::Scalar Scalar;
-
- solver.compute(A);
- if (solver.info() != Success)
- {
- std::cerr << "WARNING | sparse solver testing: factorization failed (check_sparse_abs_determinant)\n";
- return;
- }
- Scalar refDet = abs(dA.determinant());
- VERIFY_IS_APPROX(refDet,solver.absDeterminant());
- }
- template<typename Solver, typename DenseMat>
- int generate_sparse_spd_problem(Solver& , typename Solver::MatrixType& A, typename Solver::MatrixType& halfA, DenseMat& dA, int maxSize = 300)
- {
- typedef typename Solver::MatrixType Mat;
- typedef typename Mat::Scalar Scalar;
- typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
- int size = internal::random<int>(1,maxSize);
- double density = (std::max)(8./(size*size), 0.01);
- Mat M(size, size);
- DenseMatrix dM(size, size);
- initSparse<Scalar>(density, dM, M, ForceNonZeroDiag);
- A = M * M.adjoint();
- dA = dM * dM.adjoint();
-
- halfA.resize(size,size);
- if(Solver::UpLo==(Lower|Upper))
- halfA = A;
- else
- halfA.template selfadjointView<Solver::UpLo>().rankUpdate(M);
-
- return size;
- }
- #ifdef TEST_REAL_CASES
- template<typename Scalar>
- inline std::string get_matrixfolder()
- {
- std::string mat_folder = TEST_REAL_CASES;
- if( internal::is_same<Scalar, std::complex<float> >::value || internal::is_same<Scalar, std::complex<double> >::value )
- mat_folder = mat_folder + static_cast<std::string>("/complex/");
- else
- mat_folder = mat_folder + static_cast<std::string>("/real/");
- return mat_folder;
- }
- std::string sym_to_string(int sym)
- {
- if(sym==Symmetric) return "Symmetric ";
- if(sym==SPD) return "SPD ";
- return "";
- }
- template<typename Derived>
- std::string solver_stats(const IterativeSolverBase<Derived> &solver)
- {
- std::stringstream ss;
- ss << solver.iterations() << " iters, error: " << solver.error();
- return ss.str();
- }
- template<typename Derived>
- std::string solver_stats(const SparseSolverBase<Derived> &/*solver*/)
- {
- return "";
- }
- #endif
- template<typename Solver> void check_sparse_spd_solving(Solver& solver, int maxSize = (std::min)(300,EIGEN_TEST_MAX_SIZE), int maxRealWorldSize = 100000)
- {
- typedef typename Solver::MatrixType Mat;
- typedef typename Mat::Scalar Scalar;
- typedef typename Mat::StorageIndex StorageIndex;
- typedef SparseMatrix<Scalar,ColMajor, StorageIndex> SpMat;
- typedef SparseVector<Scalar, 0, StorageIndex> SpVec;
- typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
- typedef Matrix<Scalar,Dynamic,1> DenseVector;
- // generate the problem
- Mat A, halfA;
- DenseMatrix dA;
- for (int i = 0; i < g_repeat; i++) {
- int size = generate_sparse_spd_problem(solver, A, halfA, dA, maxSize);
- // generate the right hand sides
- int rhsCols = internal::random<int>(1,16);
- double density = (std::max)(8./(size*rhsCols), 0.1);
- SpMat B(size,rhsCols);
- DenseVector b = DenseVector::Random(size);
- DenseMatrix dB(size,rhsCols);
- initSparse<Scalar>(density, dB, B, ForceNonZeroDiag);
- SpVec c = B.col(0);
- DenseVector dc = dB.col(0);
-
- CALL_SUBTEST( check_sparse_solving(solver, A, b, dA, b) );
- CALL_SUBTEST( check_sparse_solving(solver, halfA, b, dA, b) );
- CALL_SUBTEST( check_sparse_solving(solver, A, dB, dA, dB) );
- CALL_SUBTEST( check_sparse_solving(solver, halfA, dB, dA, dB) );
- CALL_SUBTEST( check_sparse_solving(solver, A, B, dA, dB) );
- CALL_SUBTEST( check_sparse_solving(solver, halfA, B, dA, dB) );
- CALL_SUBTEST( check_sparse_solving(solver, A, c, dA, dc) );
- CALL_SUBTEST( check_sparse_solving(solver, halfA, c, dA, dc) );
-
- // check only once
- if(i==0)
- {
- b = DenseVector::Zero(size);
- check_sparse_solving(solver, A, b, dA, b);
- }
- }
-
- // First, get the folder
- #ifdef TEST_REAL_CASES
- // Test real problems with double precision only
- if (internal::is_same<typename NumTraits<Scalar>::Real, double>::value)
- {
- std::string mat_folder = get_matrixfolder<Scalar>();
- MatrixMarketIterator<Scalar> it(mat_folder);
- for (; it; ++it)
- {
- if (it.sym() == SPD){
- A = it.matrix();
- if(A.diagonal().size() <= maxRealWorldSize)
- {
- DenseVector b = it.rhs();
- DenseVector refX = it.refX();
- PermutationMatrix<Dynamic, Dynamic, StorageIndex> pnull;
- halfA.resize(A.rows(), A.cols());
- if(Solver::UpLo == (Lower|Upper))
- halfA = A;
- else
- halfA.template selfadjointView<Solver::UpLo>() = A.template triangularView<Eigen::Lower>().twistedBy(pnull);
-
- std::cout << "INFO | Testing " << sym_to_string(it.sym()) << "sparse problem " << it.matname()
- << " (" << A.rows() << "x" << A.cols() << ") using " << typeid(Solver).name() << "..." << std::endl;
- CALL_SUBTEST( check_sparse_solving_real_cases(solver, A, b, A, refX) );
- std::string stats = solver_stats(solver);
- if(stats.size()>0)
- std::cout << "INFO | " << stats << std::endl;
- CALL_SUBTEST( check_sparse_solving_real_cases(solver, halfA, b, A, refX) );
- }
- else
- {
- std::cout << "INFO | Skip sparse problem \"" << it.matname() << "\" (too large)" << std::endl;
- }
- }
- }
- }
- #else
- EIGEN_UNUSED_VARIABLE(maxRealWorldSize);
- #endif
- }
- template<typename Solver> void check_sparse_spd_determinant(Solver& solver)
- {
- typedef typename Solver::MatrixType Mat;
- typedef typename Mat::Scalar Scalar;
- typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
- // generate the problem
- Mat A, halfA;
- DenseMatrix dA;
- generate_sparse_spd_problem(solver, A, halfA, dA, 30);
-
- for (int i = 0; i < g_repeat; i++) {
- check_sparse_determinant(solver, A, dA);
- check_sparse_determinant(solver, halfA, dA );
- }
- }
- template<typename Solver, typename DenseMat>
- Index generate_sparse_square_problem(Solver&, typename Solver::MatrixType& A, DenseMat& dA, int maxSize = 300, int options = ForceNonZeroDiag)
- {
- typedef typename Solver::MatrixType Mat;
- typedef typename Mat::Scalar Scalar;
- Index size = internal::random<int>(1,maxSize);
- double density = (std::max)(8./(size*size), 0.01);
-
- A.resize(size,size);
- dA.resize(size,size);
- initSparse<Scalar>(density, dA, A, options);
-
- return size;
- }
- struct prune_column {
- Index m_col;
- prune_column(Index col) : m_col(col) {}
- template<class Scalar>
- bool operator()(Index, Index col, const Scalar&) const {
- return col != m_col;
- }
- };
- template<typename Solver> void check_sparse_square_solving(Solver& solver, int maxSize = 300, int maxRealWorldSize = 100000, bool checkDeficient = false)
- {
- typedef typename Solver::MatrixType Mat;
- typedef typename Mat::Scalar Scalar;
- typedef SparseMatrix<Scalar,ColMajor, typename Mat::StorageIndex> SpMat;
- typedef SparseVector<Scalar, 0, typename Mat::StorageIndex> SpVec;
- typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
- typedef Matrix<Scalar,Dynamic,1> DenseVector;
- int rhsCols = internal::random<int>(1,16);
- Mat A;
- DenseMatrix dA;
- for (int i = 0; i < g_repeat; i++) {
- Index size = generate_sparse_square_problem(solver, A, dA, maxSize);
- A.makeCompressed();
- DenseVector b = DenseVector::Random(size);
- DenseMatrix dB(size,rhsCols);
- SpMat B(size,rhsCols);
- double density = (std::max)(8./(size*rhsCols), 0.1);
- initSparse<Scalar>(density, dB, B, ForceNonZeroDiag);
- B.makeCompressed();
- SpVec c = B.col(0);
- DenseVector dc = dB.col(0);
- CALL_SUBTEST(check_sparse_solving(solver, A, b, dA, b));
- CALL_SUBTEST(check_sparse_solving(solver, A, dB, dA, dB));
- CALL_SUBTEST(check_sparse_solving(solver, A, B, dA, dB));
- CALL_SUBTEST(check_sparse_solving(solver, A, c, dA, dc));
-
- // check only once
- if(i==0)
- {
- CALL_SUBTEST(b = DenseVector::Zero(size); check_sparse_solving(solver, A, b, dA, b));
- }
- // regression test for Bug 792 (structurally rank deficient matrices):
- if(checkDeficient && size>1) {
- Index col = internal::random<int>(0,int(size-1));
- A.prune(prune_column(col));
- solver.compute(A);
- VERIFY_IS_EQUAL(solver.info(), NumericalIssue);
- }
- }
-
- // First, get the folder
- #ifdef TEST_REAL_CASES
- // Test real problems with double precision only
- if (internal::is_same<typename NumTraits<Scalar>::Real, double>::value)
- {
- std::string mat_folder = get_matrixfolder<Scalar>();
- MatrixMarketIterator<Scalar> it(mat_folder);
- for (; it; ++it)
- {
- A = it.matrix();
- if(A.diagonal().size() <= maxRealWorldSize)
- {
- DenseVector b = it.rhs();
- DenseVector refX = it.refX();
- std::cout << "INFO | Testing " << sym_to_string(it.sym()) << "sparse problem " << it.matname()
- << " (" << A.rows() << "x" << A.cols() << ") using " << typeid(Solver).name() << "..." << std::endl;
- CALL_SUBTEST(check_sparse_solving_real_cases(solver, A, b, A, refX));
- std::string stats = solver_stats(solver);
- if(stats.size()>0)
- std::cout << "INFO | " << stats << std::endl;
- }
- else
- {
- std::cout << "INFO | SKIP sparse problem \"" << it.matname() << "\" (too large)" << std::endl;
- }
- }
- }
- #else
- EIGEN_UNUSED_VARIABLE(maxRealWorldSize);
- #endif
- }
- template<typename Solver> void check_sparse_square_determinant(Solver& solver)
- {
- typedef typename Solver::MatrixType Mat;
- typedef typename Mat::Scalar Scalar;
- typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
-
- for (int i = 0; i < g_repeat; i++) {
- // generate the problem
- Mat A;
- DenseMatrix dA;
-
- int size = internal::random<int>(1,30);
- dA.setRandom(size,size);
-
- dA = (dA.array().abs()<0.3).select(0,dA);
- dA.diagonal() = (dA.diagonal().array()==0).select(1,dA.diagonal());
- A = dA.sparseView();
- A.makeCompressed();
-
- check_sparse_determinant(solver, A, dA);
- }
- }
- template<typename Solver> void check_sparse_square_abs_determinant(Solver& solver)
- {
- typedef typename Solver::MatrixType Mat;
- typedef typename Mat::Scalar Scalar;
- typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
- for (int i = 0; i < g_repeat; i++) {
- // generate the problem
- Mat A;
- DenseMatrix dA;
- generate_sparse_square_problem(solver, A, dA, 30);
- A.makeCompressed();
- check_sparse_abs_determinant(solver, A, dA);
- }
- }
- template<typename Solver, typename DenseMat>
- void generate_sparse_leastsquare_problem(Solver&, typename Solver::MatrixType& A, DenseMat& dA, int maxSize = 300, int options = ForceNonZeroDiag)
- {
- typedef typename Solver::MatrixType Mat;
- typedef typename Mat::Scalar Scalar;
- int rows = internal::random<int>(1,maxSize);
- int cols = internal::random<int>(1,rows);
- double density = (std::max)(8./(rows*cols), 0.01);
-
- A.resize(rows,cols);
- dA.resize(rows,cols);
- initSparse<Scalar>(density, dA, A, options);
- }
- template<typename Solver> void check_sparse_leastsquare_solving(Solver& solver)
- {
- typedef typename Solver::MatrixType Mat;
- typedef typename Mat::Scalar Scalar;
- typedef SparseMatrix<Scalar,ColMajor, typename Mat::StorageIndex> SpMat;
- typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
- typedef Matrix<Scalar,Dynamic,1> DenseVector;
- int rhsCols = internal::random<int>(1,16);
- Mat A;
- DenseMatrix dA;
- for (int i = 0; i < g_repeat; i++) {
- generate_sparse_leastsquare_problem(solver, A, dA);
- A.makeCompressed();
- DenseVector b = DenseVector::Random(A.rows());
- DenseMatrix dB(A.rows(),rhsCols);
- SpMat B(A.rows(),rhsCols);
- double density = (std::max)(8./(A.rows()*rhsCols), 0.1);
- initSparse<Scalar>(density, dB, B, ForceNonZeroDiag);
- B.makeCompressed();
- check_sparse_solving(solver, A, b, dA, b);
- check_sparse_solving(solver, A, dB, dA, dB);
- check_sparse_solving(solver, A, B, dA, dB);
-
- // check only once
- if(i==0)
- {
- b = DenseVector::Zero(A.rows());
- check_sparse_solving(solver, A, b, dA, b);
- }
- }
- }
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