1*bf2c3715SXin Li // This file is part of Eigen, a lightweight C++ template library
2*bf2c3715SXin Li // for linear algebra.
3*bf2c3715SXin Li //
4*bf2c3715SXin Li // Copyright (C) 2008-2010 Gael Guennebaud <[email protected]>
5*bf2c3715SXin Li //
6*bf2c3715SXin Li // This Source Code Form is subject to the terms of the Mozilla
7*bf2c3715SXin Li // Public License v. 2.0. If a copy of the MPL was not distributed
8*bf2c3715SXin Li // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9*bf2c3715SXin Li
10*bf2c3715SXin Li #include "sparse.h"
11*bf2c3715SXin Li
12*bf2c3715SXin Li template<typename Scalar> void
initSPD(double density,Matrix<Scalar,Dynamic,Dynamic> & refMat,SparseMatrix<Scalar> & sparseMat)13*bf2c3715SXin Li initSPD(double density,
14*bf2c3715SXin Li Matrix<Scalar,Dynamic,Dynamic>& refMat,
15*bf2c3715SXin Li SparseMatrix<Scalar>& sparseMat)
16*bf2c3715SXin Li {
17*bf2c3715SXin Li Matrix<Scalar,Dynamic,Dynamic> aux(refMat.rows(),refMat.cols());
18*bf2c3715SXin Li initSparse(density,refMat,sparseMat);
19*bf2c3715SXin Li refMat = refMat * refMat.adjoint();
20*bf2c3715SXin Li for (int k=0; k<2; ++k)
21*bf2c3715SXin Li {
22*bf2c3715SXin Li initSparse(density,aux,sparseMat,ForceNonZeroDiag);
23*bf2c3715SXin Li refMat += aux * aux.adjoint();
24*bf2c3715SXin Li }
25*bf2c3715SXin Li sparseMat.setZero();
26*bf2c3715SXin Li for (int j=0 ; j<sparseMat.cols(); ++j)
27*bf2c3715SXin Li for (int i=j ; i<sparseMat.rows(); ++i)
28*bf2c3715SXin Li if (refMat(i,j)!=Scalar(0))
29*bf2c3715SXin Li sparseMat.insert(i,j) = refMat(i,j);
30*bf2c3715SXin Li sparseMat.finalize();
31*bf2c3715SXin Li }
32*bf2c3715SXin Li
sparse_solvers(int rows,int cols)33*bf2c3715SXin Li template<typename Scalar> void sparse_solvers(int rows, int cols)
34*bf2c3715SXin Li {
35*bf2c3715SXin Li double density = (std::max)(8./(rows*cols), 0.01);
36*bf2c3715SXin Li typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
37*bf2c3715SXin Li typedef Matrix<Scalar,Dynamic,1> DenseVector;
38*bf2c3715SXin Li // Scalar eps = 1e-6;
39*bf2c3715SXin Li
40*bf2c3715SXin Li DenseVector vec1 = DenseVector::Random(rows);
41*bf2c3715SXin Li
42*bf2c3715SXin Li std::vector<Vector2i> zeroCoords;
43*bf2c3715SXin Li std::vector<Vector2i> nonzeroCoords;
44*bf2c3715SXin Li
45*bf2c3715SXin Li // test triangular solver
46*bf2c3715SXin Li {
47*bf2c3715SXin Li DenseVector vec2 = vec1, vec3 = vec1;
48*bf2c3715SXin Li SparseMatrix<Scalar> m2(rows, cols);
49*bf2c3715SXin Li DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols);
50*bf2c3715SXin Li
51*bf2c3715SXin Li // lower - dense
52*bf2c3715SXin Li initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
53*bf2c3715SXin Li VERIFY_IS_APPROX(refMat2.template triangularView<Lower>().solve(vec2),
54*bf2c3715SXin Li m2.template triangularView<Lower>().solve(vec3));
55*bf2c3715SXin Li
56*bf2c3715SXin Li // upper - dense
57*bf2c3715SXin Li initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords);
58*bf2c3715SXin Li VERIFY_IS_APPROX(refMat2.template triangularView<Upper>().solve(vec2),
59*bf2c3715SXin Li m2.template triangularView<Upper>().solve(vec3));
60*bf2c3715SXin Li VERIFY_IS_APPROX(refMat2.conjugate().template triangularView<Upper>().solve(vec2),
61*bf2c3715SXin Li m2.conjugate().template triangularView<Upper>().solve(vec3));
62*bf2c3715SXin Li {
63*bf2c3715SXin Li SparseMatrix<Scalar> cm2(m2);
64*bf2c3715SXin Li //Index rows, Index cols, Index nnz, Index* outerIndexPtr, Index* innerIndexPtr, Scalar* valuePtr
65*bf2c3715SXin Li MappedSparseMatrix<Scalar> mm2(rows, cols, cm2.nonZeros(), cm2.outerIndexPtr(), cm2.innerIndexPtr(), cm2.valuePtr());
66*bf2c3715SXin Li VERIFY_IS_APPROX(refMat2.conjugate().template triangularView<Upper>().solve(vec2),
67*bf2c3715SXin Li mm2.conjugate().template triangularView<Upper>().solve(vec3));
68*bf2c3715SXin Li }
69*bf2c3715SXin Li
70*bf2c3715SXin Li // lower - transpose
71*bf2c3715SXin Li initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
72*bf2c3715SXin Li VERIFY_IS_APPROX(refMat2.transpose().template triangularView<Upper>().solve(vec2),
73*bf2c3715SXin Li m2.transpose().template triangularView<Upper>().solve(vec3));
74*bf2c3715SXin Li
75*bf2c3715SXin Li // upper - transpose
76*bf2c3715SXin Li initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords);
77*bf2c3715SXin Li VERIFY_IS_APPROX(refMat2.transpose().template triangularView<Lower>().solve(vec2),
78*bf2c3715SXin Li m2.transpose().template triangularView<Lower>().solve(vec3));
79*bf2c3715SXin Li
80*bf2c3715SXin Li SparseMatrix<Scalar> matB(rows, rows);
81*bf2c3715SXin Li DenseMatrix refMatB = DenseMatrix::Zero(rows, rows);
82*bf2c3715SXin Li
83*bf2c3715SXin Li // lower - sparse
84*bf2c3715SXin Li initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular);
85*bf2c3715SXin Li initSparse<Scalar>(density, refMatB, matB);
86*bf2c3715SXin Li refMat2.template triangularView<Lower>().solveInPlace(refMatB);
87*bf2c3715SXin Li m2.template triangularView<Lower>().solveInPlace(matB);
88*bf2c3715SXin Li VERIFY_IS_APPROX(matB.toDense(), refMatB);
89*bf2c3715SXin Li
90*bf2c3715SXin Li // upper - sparse
91*bf2c3715SXin Li initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular);
92*bf2c3715SXin Li initSparse<Scalar>(density, refMatB, matB);
93*bf2c3715SXin Li refMat2.template triangularView<Upper>().solveInPlace(refMatB);
94*bf2c3715SXin Li m2.template triangularView<Upper>().solveInPlace(matB);
95*bf2c3715SXin Li VERIFY_IS_APPROX(matB, refMatB);
96*bf2c3715SXin Li
97*bf2c3715SXin Li // test deprecated API
98*bf2c3715SXin Li initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
99*bf2c3715SXin Li VERIFY_IS_APPROX(refMat2.template triangularView<Lower>().solve(vec2),
100*bf2c3715SXin Li m2.template triangularView<Lower>().solve(vec3));
101*bf2c3715SXin Li
102*bf2c3715SXin Li // test empty triangular matrix
103*bf2c3715SXin Li {
104*bf2c3715SXin Li m2.resize(0,0);
105*bf2c3715SXin Li refMatB.resize(0,refMatB.cols());
106*bf2c3715SXin Li DenseMatrix res = m2.template triangularView<Lower>().solve(refMatB);
107*bf2c3715SXin Li VERIFY_IS_EQUAL(res.rows(),0);
108*bf2c3715SXin Li VERIFY_IS_EQUAL(res.cols(),refMatB.cols());
109*bf2c3715SXin Li res = refMatB;
110*bf2c3715SXin Li m2.template triangularView<Lower>().solveInPlace(res);
111*bf2c3715SXin Li VERIFY_IS_EQUAL(res.rows(),0);
112*bf2c3715SXin Li VERIFY_IS_EQUAL(res.cols(),refMatB.cols());
113*bf2c3715SXin Li }
114*bf2c3715SXin Li }
115*bf2c3715SXin Li }
116*bf2c3715SXin Li
EIGEN_DECLARE_TEST(sparse_solvers)117*bf2c3715SXin Li EIGEN_DECLARE_TEST(sparse_solvers)
118*bf2c3715SXin Li {
119*bf2c3715SXin Li for(int i = 0; i < g_repeat; i++) {
120*bf2c3715SXin Li CALL_SUBTEST_1(sparse_solvers<double>(8, 8) );
121*bf2c3715SXin Li int s = internal::random<int>(1,300);
122*bf2c3715SXin Li CALL_SUBTEST_2(sparse_solvers<std::complex<double> >(s,s) );
123*bf2c3715SXin Li CALL_SUBTEST_1(sparse_solvers<double>(s,s) );
124*bf2c3715SXin Li }
125*bf2c3715SXin Li }
126