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- #include <mpreal.h> // Must be included before main.h.
- #include "main.h"
- #include <Eigen/MPRealSupport>
- #include <Eigen/LU>
- #include <Eigen/Eigenvalues>
- #include <sstream>
- using namespace mpfr;
- using namespace Eigen;
- EIGEN_DECLARE_TEST(mpreal_support)
- {
- // set precision to 256 bits (double has only 53 bits)
- mpreal::set_default_prec(256);
- typedef Matrix<mpreal,Eigen::Dynamic,Eigen::Dynamic> MatrixXmp;
- typedef Matrix<std::complex<mpreal>,Eigen::Dynamic,Eigen::Dynamic> MatrixXcmp;
- std::cerr << "epsilon = " << NumTraits<mpreal>::epsilon() << "\n";
- std::cerr << "dummy_precision = " << NumTraits<mpreal>::dummy_precision() << "\n";
- std::cerr << "highest = " << NumTraits<mpreal>::highest() << "\n";
- std::cerr << "lowest = " << NumTraits<mpreal>::lowest() << "\n";
- std::cerr << "digits10 = " << NumTraits<mpreal>::digits10() << "\n";
- for(int i = 0; i < g_repeat; i++) {
- int s = Eigen::internal::random<int>(1,100);
- MatrixXmp A = MatrixXmp::Random(s,s);
- MatrixXmp B = MatrixXmp::Random(s,s);
- MatrixXmp S = A.adjoint() * A;
- MatrixXmp X;
- MatrixXcmp Ac = MatrixXcmp::Random(s,s);
- MatrixXcmp Bc = MatrixXcmp::Random(s,s);
- MatrixXcmp Sc = Ac.adjoint() * Ac;
- MatrixXcmp Xc;
-
- // Basic stuffs
- VERIFY_IS_APPROX(A.real(), A);
- VERIFY(Eigen::internal::isApprox(A.array().abs2().sum(), A.squaredNorm()));
- VERIFY_IS_APPROX(A.array().exp(), exp(A.array()));
- VERIFY_IS_APPROX(A.array().abs2().sqrt(), A.array().abs());
- VERIFY_IS_APPROX(A.array().sin(), sin(A.array()));
- VERIFY_IS_APPROX(A.array().cos(), cos(A.array()));
- // Cholesky
- X = S.selfadjointView<Lower>().llt().solve(B);
- VERIFY_IS_APPROX((S.selfadjointView<Lower>()*X).eval(),B);
- Xc = Sc.selfadjointView<Lower>().llt().solve(Bc);
- VERIFY_IS_APPROX((Sc.selfadjointView<Lower>()*Xc).eval(),Bc);
-
- // partial LU
- X = A.lu().solve(B);
- VERIFY_IS_APPROX((A*X).eval(),B);
- // symmetric eigenvalues
- SelfAdjointEigenSolver<MatrixXmp> eig(S);
- VERIFY_IS_EQUAL(eig.info(), Success);
- VERIFY( (S.selfadjointView<Lower>() * eig.eigenvectors()).isApprox(eig.eigenvectors() * eig.eigenvalues().asDiagonal(), NumTraits<mpreal>::dummy_precision()*1e3) );
- }
-
- {
- MatrixXmp A(8,3); A.setRandom();
- // test output (interesting things happen in this code)
- std::stringstream stream;
- stream << A;
- }
- }
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