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Extend boost.multiprec unit test with ET on, complexes, and general/generalized eigenvalue solvers.

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This commit is contained in:
Gael Guennebaud 2016-07-25 12:36:22 +02:00
parent 1b2049fbda
commit 4184a3e544
1 changed files with 47 additions and 9 deletions
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56
test/boostmultiprec.cpp
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@ -40,10 +40,18 @@
#endif
#ifdef EIGEN_TEST_PART_7
#include "jacobisvd.cpp"
#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
@ -57,9 +65,11 @@
#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_off> Real; // swith to et_on for testing with expression templates
typedef mp::number<mp::cpp_dec_float<100>, mp::et_on> Real;
namespace Eigen {
template<> struct NumTraits<Real> : GenericNumTraits<Real> {
@ -75,13 +85,18 @@ namespace Eigen {
// 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)
{
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);
}
};
}
}
@ -89,6 +104,14 @@ 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) {
@ -108,7 +131,8 @@ namespace multiprecision {
}
Real test_relative_error(const Real &a, const Real &b) {
return Eigen::numext::sqrt(Real(Eigen::numext::abs2(a-b))/Real((Eigen::numext::mini)(Eigen::numext::abs2(a),Eigen::numext::abs2(b))));
using Eigen::numext::abs2;
return sqrt(abs2<Real>(a-b)/Eigen::numext::mini<Real>(abs2(a),abs2(b)));
}
}
}
@ -120,11 +144,13 @@ namespace Eigen {
void 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;
// chekc stream output
{
@ -133,6 +159,12 @@ void test_boostmultiprec()
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);
@ -141,6 +173,8 @@ void test_boostmultiprec()
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>() );
@ -154,10 +188,14 @@ void test_boostmultiprec()
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_7(( 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_8(( 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_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))) ));
}