1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2015-2016 Gael Guennebaud <[email protected]>
5 //
6 // This Source Code Form is subject to the terms of the Mozilla
7 // Public License v. 2.0. If a copy of the MPL was not distributed
8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9 // #define EIGEN_DONT_VECTORIZE
10 // #define EIGEN_MAX_ALIGN_BYTES 0
11 #include "sparse_solver.h"
12 #include <Eigen/IterativeLinearSolvers>
13 #include <unsupported/Eigen/IterativeSolvers>
14
test_incomplete_cholesky_T()15 template<typename T, typename I_> void test_incomplete_cholesky_T()
16 {
17 typedef SparseMatrix<T,0,I_> SparseMatrixType;
18 ConjugateGradient<SparseMatrixType, Lower, IncompleteCholesky<T, Lower, AMDOrdering<I_> > > cg_illt_lower_amd;
19 ConjugateGradient<SparseMatrixType, Lower, IncompleteCholesky<T, Lower, NaturalOrdering<I_> > > cg_illt_lower_nat;
20 ConjugateGradient<SparseMatrixType, Upper, IncompleteCholesky<T, Upper, AMDOrdering<I_> > > cg_illt_upper_amd;
21 ConjugateGradient<SparseMatrixType, Upper, IncompleteCholesky<T, Upper, NaturalOrdering<I_> > > cg_illt_upper_nat;
22 ConjugateGradient<SparseMatrixType, Upper|Lower, IncompleteCholesky<T, Lower, AMDOrdering<I_> > > cg_illt_uplo_amd;
23
24
25 CALL_SUBTEST( check_sparse_spd_solving(cg_illt_lower_amd) );
26 CALL_SUBTEST( check_sparse_spd_solving(cg_illt_lower_nat) );
27 CALL_SUBTEST( check_sparse_spd_solving(cg_illt_upper_amd) );
28 CALL_SUBTEST( check_sparse_spd_solving(cg_illt_upper_nat) );
29 CALL_SUBTEST( check_sparse_spd_solving(cg_illt_uplo_amd) );
30 }
31
32 template<int>
bug1150()33 void bug1150()
34 {
35 // regression for bug 1150
36 for(int N = 1; N<20; ++N)
37 {
38 Eigen::MatrixXd b( N, N );
39 b.setOnes();
40
41 Eigen::SparseMatrix<double> m( N, N );
42 m.reserve(Eigen::VectorXi::Constant(N,4));
43 for( int i = 0; i < N; ++i )
44 {
45 m.insert( i, i ) = 1;
46 m.coeffRef( i, i / 2 ) = 2;
47 m.coeffRef( i, i / 3 ) = 2;
48 m.coeffRef( i, i / 4 ) = 2;
49 }
50
51 Eigen::SparseMatrix<double> A;
52 A = m * m.transpose();
53
54 Eigen::ConjugateGradient<Eigen::SparseMatrix<double>,
55 Eigen::Lower | Eigen::Upper,
56 Eigen::IncompleteCholesky<double> > solver( A );
57 VERIFY(solver.preconditioner().info() == Eigen::Success);
58 VERIFY(solver.info() == Eigen::Success);
59 }
60 }
61
EIGEN_DECLARE_TEST(incomplete_cholesky)62 EIGEN_DECLARE_TEST(incomplete_cholesky)
63 {
64 CALL_SUBTEST_1(( test_incomplete_cholesky_T<double,int>() ));
65 CALL_SUBTEST_2(( test_incomplete_cholesky_T<std::complex<double>, int>() ));
66 CALL_SUBTEST_3(( test_incomplete_cholesky_T<double,long int>() ));
67
68 CALL_SUBTEST_1(( bug1150<0>() ));
69 }
70