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Sparse: fix long int as index type in simplicial cholesky and other decompositions
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@ -116,21 +116,21 @@ template<typename MatrixType, unsigned int UpLo> class SparseSelfAdjointView
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SparseSelfAdjointView& rankUpdate(const SparseMatrixBase<DerivedU>& u, Scalar alpha = Scalar(1));
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/** \internal triggered by sparse_matrix = SparseSelfadjointView; */
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template<typename DestScalar> void evalTo(SparseMatrix<DestScalar>& _dest) const
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template<typename DestScalar> void evalTo(SparseMatrix<DestScalar,ColMajor,Index>& _dest) const
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{
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internal::permute_symm_to_fullsymm<UpLo>(m_matrix, _dest);
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}
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template<typename DestScalar> void evalTo(DynamicSparseMatrix<DestScalar>& _dest) const
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template<typename DestScalar> void evalTo(DynamicSparseMatrix<DestScalar,ColMajor,Index>& _dest) const
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{
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// TODO directly evaluate into _dest;
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SparseMatrix<DestScalar> tmp(_dest.rows(),_dest.cols());
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SparseMatrix<DestScalar,ColMajor,Index> tmp(_dest.rows(),_dest.cols());
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internal::permute_symm_to_fullsymm<UpLo>(m_matrix, tmp);
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_dest = tmp;
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}
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/** \returns an expression of P^-1 H P */
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SparseSymmetricPermutationProduct<_MatrixTypeNested,UpLo> twistedBy(const PermutationMatrix<Dynamic>& perm) const
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SparseSymmetricPermutationProduct<_MatrixTypeNested,UpLo> twistedBy(const PermutationMatrix<Dynamic,Dynamic,Index>& perm) const
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{
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return SparseSymmetricPermutationProduct<_MatrixTypeNested,UpLo>(m_matrix, perm);
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}
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@ -419,10 +419,12 @@ template<typename MatrixType,int UpLo>
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class SparseSymmetricPermutationProduct
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: public EigenBase<SparseSymmetricPermutationProduct<MatrixType,UpLo> >
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{
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typedef PermutationMatrix<Dynamic> Perm;
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public:
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typedef typename MatrixType::Scalar Scalar;
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typedef typename MatrixType::Index Index;
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protected:
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typedef PermutationMatrix<Dynamic,Dynamic,Index> Perm;
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public:
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typedef Matrix<Index,Dynamic,1> VectorI;
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typedef typename MatrixType::Nested MatrixTypeNested;
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typedef typename internal::remove_all<MatrixTypeNested>::type _MatrixTypeNested;
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@ -58,15 +58,15 @@ enum {
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* \param zeroCoords and nonzeroCoords allows to get the coordinate lists of the non zero,
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* and zero coefficients respectively.
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*/
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template<typename Scalar,int Opt1,int Opt2> void
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template<typename Scalar,int Opt1,int Opt2,typename Index> void
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initSparse(double density,
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Matrix<Scalar,Dynamic,Dynamic,Opt1>& refMat,
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SparseMatrix<Scalar,Opt2>& sparseMat,
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SparseMatrix<Scalar,Opt2,Index>& sparseMat,
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int flags = 0,
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std::vector<Vector2i>* zeroCoords = 0,
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std::vector<Vector2i>* nonzeroCoords = 0)
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{
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enum { IsRowMajor = SparseMatrix<Scalar,Opt2>::IsRowMajor };
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enum { IsRowMajor = SparseMatrix<Scalar,Opt2,Index>::IsRowMajor };
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sparseMat.setZero();
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sparseMat.reserve(int(refMat.rows()*refMat.cols()*density));
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@ -108,15 +108,15 @@ initSparse(double density,
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sparseMat.finalize();
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}
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template<typename Scalar,int Opt1,int Opt2> void
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template<typename Scalar,int Opt1,int Opt2,typename Index> void
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initSparse(double density,
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Matrix<Scalar,Dynamic,Dynamic, Opt1>& refMat,
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DynamicSparseMatrix<Scalar, Opt2>& sparseMat,
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DynamicSparseMatrix<Scalar, Opt2, Index>& sparseMat,
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int flags = 0,
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std::vector<Vector2i>* zeroCoords = 0,
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std::vector<Vector2i>* nonzeroCoords = 0)
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{
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enum { IsRowMajor = DynamicSparseMatrix<Scalar,Opt2>::IsRowMajor };
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enum { IsRowMajor = DynamicSparseMatrix<Scalar,Opt2,Index>::IsRowMajor };
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sparseMat.setZero();
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sparseMat.reserve(int(refMat.rows()*refMat.cols()*density));
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for(int j=0; j<sparseMat.outerSize(); j++)
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@ -103,7 +103,7 @@ Index cs_tdfs(Index j, Index k, Index *head, const Index *next, Index *post, Ind
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* The input matrix \a C must be a selfadjoint compressed column major SparseMatrix object. Both the upper and lower parts have to be stored, but the diagonal entries are optional.
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* On exit the values of C are destroyed */
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template<typename Scalar, typename Index>
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void minimum_degree_ordering(SparseMatrix<Scalar,ColMajor,Index>& C, PermutationMatrix<Dynamic>& perm)
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void minimum_degree_ordering(SparseMatrix<Scalar,ColMajor,Index>& C, PermutationMatrix<Dynamic,Dynamic,Index>& perm)
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{
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typedef SparseMatrix<Scalar,ColMajor,Index> CCS;
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@ -151,7 +151,7 @@ void minimum_degree_ordering(SparseMatrix<Scalar,ColMajor,Index>& C, Permutation
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elen[i] = 0; // Ek of node i is empty
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degree[i] = len[i]; // degree of node i
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}
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mark = cs_wclear (0, 0, w, n); /* clear w */
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mark = cs_wclear<Index>(0, 0, w, n); /* clear w */
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elen[n] = -2; /* n is a dead element */
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Cp[n] = -1; /* n is a root of assembly tree */
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w[n] = 0; /* n is a dead element */
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@ -266,7 +266,7 @@ void minimum_degree_ordering(SparseMatrix<Scalar,ColMajor,Index>& C, Permutation
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elen[k] = -2; /* k is now an element */
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/* --- Find set differences ----------------------------------------- */
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mark = cs_wclear (mark, lemax, w, n); /* clear w if necessary */
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mark = cs_wclear<Index>(mark, lemax, w, n); /* clear w if necessary */
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for(pk = pk1; pk < pk2; pk++) /* scan 1: find |Le\Lk| */
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{
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i = Ci[pk];
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@ -349,7 +349,7 @@ void minimum_degree_ordering(SparseMatrix<Scalar,ColMajor,Index>& C, Permutation
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} /* scan2 is done */
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degree[k] = dk; /* finalize |Lk| */
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lemax = std::max<Index>(lemax, dk);
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mark = cs_wclear (mark+lemax, lemax, w, n); /* clear w */
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mark = cs_wclear<Index>(mark+lemax, lemax, w, n); /* clear w */
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/* --- Supernode detection ------------------------------------------ */
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for(pk = pk1; pk < pk2; pk++)
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@ -435,7 +435,7 @@ void minimum_degree_ordering(SparseMatrix<Scalar,ColMajor,Index>& C, Permutation
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}
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for(k = 0, i = 0; i <= n; i++) /* postorder the assembly tree */
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{
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if(Cp[i] == -1) k = cs_tdfs (i, k, head, next, perm.indices().data(), w);
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if(Cp[i] == -1) k = cs_tdfs<Index>(i, k, head, next, perm.indices().data(), w);
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}
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perm.indices().conservativeResize(n);
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@ -193,12 +193,12 @@ class SimplicialCholesky
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/** \returns the permutation P
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* \sa permutationPinv() */
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const PermutationMatrix<Dynamic>& permutationP() const
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const PermutationMatrix<Dynamic,Dynamic,Index>& permutationP() const
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{ return m_P; }
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/** \returns the inverse P^-1 of the permutation P
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* \sa permutationP() */
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const PermutationMatrix<Dynamic>& permutationPinv() const
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const PermutationMatrix<Dynamic,Dynamic,Index>& permutationPinv() const
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{ return m_Pinv; }
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#ifndef EIGEN_PARSED_BY_DOXYGEN
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@ -282,8 +282,8 @@ class SimplicialCholesky
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VectorType m_diag; // the diagonal coefficients in case of a LDLt decomposition
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VectorXi m_parent; // elimination tree
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VectorXi m_nonZerosPerCol;
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PermutationMatrix<Dynamic> m_P; // the permutation
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PermutationMatrix<Dynamic> m_Pinv; // the inverse permutation
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PermutationMatrix<Dynamic,Dynamic,Index> m_P; // the permutation
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PermutationMatrix<Dynamic,Dynamic,Index> m_Pinv; // the inverse permutation
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};
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template<typename _MatrixType, int _UpLo>
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@ -90,10 +90,9 @@ class SparseLDLT
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};
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public:
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typedef SparseMatrix<Scalar> CholMatrixType;
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typedef _MatrixType MatrixType;
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typedef typename MatrixType::Index Index;
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typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType;
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/** Creates a dummy LDLT factorization object with flags \a flags. */
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SparseLDLT(int flags = 0)
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@ -187,8 +186,8 @@ class SparseLDLT
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VectorXi m_parent; // elimination tree
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VectorXi m_nonZerosPerCol;
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// VectorXi m_w; // workspace
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PermutationMatrix<Dynamic> m_P;
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PermutationMatrix<Dynamic> m_Pinv;
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PermutationMatrix<Dynamic,Dynamic,Index> m_P;
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PermutationMatrix<Dynamic,Dynamic,Index> m_Pinv;
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RealScalar m_precision;
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int m_flags;
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mutable int m_status;
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@ -257,7 +256,7 @@ void SparseLDLT<_MatrixType,Backend>::_symbolic(const _MatrixType& a)
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if(P)
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{
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m_P.indices() = VectorXi::Map(P,size);
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m_P.indices() = Map<const Matrix<Index,Dynamic,1> >(P,size);
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m_Pinv = m_P.inverse();
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Pinv = m_Pinv.indices().data();
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}
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@ -29,15 +29,16 @@
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#include <Eigen/CholmodSupport>
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#endif
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template<typename Scalar> void sparse_ldlt(int rows, int cols)
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template<typename Scalar,typename Index> void sparse_ldlt(int rows, int cols)
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{
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static bool odd = true;
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odd = !odd;
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double density = std::max(8./(rows*cols), 0.01);
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typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
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typedef Matrix<Scalar,Dynamic,1> DenseVector;
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SparseMatrix<Scalar> m2(rows, cols);
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typedef SparseMatrix<Scalar,ColMajor,Index> SparseMatrixType;
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SparseMatrixType m2(rows, cols);
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DenseMatrix refMat2(rows, cols);
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DenseVector b = DenseVector::Random(cols);
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@ -45,11 +46,11 @@ template<typename Scalar> void sparse_ldlt(int rows, int cols)
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initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, 0, 0);
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SparseMatrix<Scalar> m3 = m2 * m2.adjoint(), m3_lo(rows,rows), m3_up(rows,rows);
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SparseMatrixType m3 = m2 * m2.adjoint(), m3_lo(rows,rows), m3_up(rows,rows);
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DenseMatrix refMat3 = refMat2 * refMat2.adjoint();
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refX = refMat3.template selfadjointView<Upper>().ldlt().solve(b);
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typedef SparseMatrix<Scalar,Upper|SelfAdjoint> SparseSelfAdjointMatrix;
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typedef SparseMatrix<Scalar,Upper|SelfAdjoint,Index> SparseSelfAdjointMatrix;
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x = b;
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SparseLDLT<SparseSelfAdjointMatrix> ldlt(m3);
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if (ldlt.succeeded())
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@ -84,7 +85,7 @@ template<typename Scalar> void sparse_ldlt(int rows, int cols)
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// new API
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{
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SparseMatrix<Scalar> m2(rows, cols);
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SparseMatrixType m2(rows, cols);
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DenseMatrix refMat2(rows, cols);
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DenseVector b = DenseVector::Random(cols);
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@ -98,7 +99,7 @@ template<typename Scalar> void sparse_ldlt(int rows, int cols)
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m2.coeffRef(i,i) = refMat2(i,i) = internal::abs(internal::real(refMat2(i,i)));
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SparseMatrix<Scalar> m3 = m2 * m2.adjoint(), m3_lo(rows,rows), m3_up(rows,rows);
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SparseMatrixType m3 = m2 * m2.adjoint(), m3_lo(rows,rows), m3_up(rows,rows);
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DenseMatrix refMat3 = refMat2 * refMat2.adjoint();
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m3_lo.template selfadjointView<Lower>().rankUpdate(m2,0);
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@ -107,40 +108,40 @@ template<typename Scalar> void sparse_ldlt(int rows, int cols)
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// with a single vector as the rhs
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ref_x = refMat3.template selfadjointView<Lower>().llt().solve(b);
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x = SimplicialCholesky<SparseMatrix<Scalar>, Lower>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(b);
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x = SimplicialCholesky<SparseMatrixType, Lower>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, lower, single dense rhs");
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x = SimplicialCholesky<SparseMatrix<Scalar>, Upper>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(b);
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x = SimplicialCholesky<SparseMatrixType, Upper>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, upper, single dense rhs");
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x = SimplicialCholesky<SparseMatrix<Scalar>, Lower>(m3_lo).solve(b);
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x = SimplicialCholesky<SparseMatrixType, Lower>(m3_lo).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, lower only, single dense rhs");
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x = SimplicialCholesky<SparseMatrix<Scalar>, Upper>(m3_up).solve(b);
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x = SimplicialCholesky<SparseMatrixType, Upper>(m3_up).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, upper only, single dense rhs");
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// with multiple rhs
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ref_X = refMat3.template selfadjointView<Lower>().llt().solve(B);
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X = SimplicialCholesky<SparseMatrix<Scalar>, Lower>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(B);
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X = SimplicialCholesky<SparseMatrixType, Lower>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(B);
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VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, lower, multiple dense rhs");
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X = SimplicialCholesky<SparseMatrix<Scalar>, Upper>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(B);
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X = SimplicialCholesky<SparseMatrixType, Upper>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(B);
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VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, upper, multiple dense rhs");
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// with a sparse rhs
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// SparseMatrix<Scalar> spB(rows,cols), spX(rows,cols);
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// SparseMatrixType spB(rows,cols), spX(rows,cols);
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// B.diagonal().array() += 1;
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// spB = B.sparseView(0.5,1);
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//
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// ref_X = refMat3.template selfadjointView<Lower>().llt().solve(DenseMatrix(spB));
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//
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// spX = SimplicialCholesky<SparseMatrix<Scalar>, Lower>(m3).solve(spB);
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// spX = SimplicialCholesky<SparseMatrixType, Lower>(m3).solve(spB);
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// VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: cholmod solve, multiple sparse rhs");
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//
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// spX = SimplicialCholesky<SparseMatrix<Scalar>, Upper>(m3).solve(spB);
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// spX = SimplicialCholesky<SparseMatrixType, Upper>(m3).solve(spB);
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// VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: cholmod solve, multiple sparse rhs");
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}
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@ -167,9 +168,10 @@ template<typename Scalar> void sparse_ldlt(int rows, int cols)
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void test_sparse_ldlt()
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{
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for(int i = 0; i < g_repeat; i++) {
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CALL_SUBTEST_1(sparse_ldlt<double>(8, 8) );
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CALL_SUBTEST_1( (sparse_ldlt<double,int>(8, 8)) );
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CALL_SUBTEST_1( (sparse_ldlt<double,long int>(8, 8)) );
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int s = internal::random<int>(1,300);
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CALL_SUBTEST_2(sparse_ldlt<std::complex<double> >(s,s) );
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CALL_SUBTEST_1(sparse_ldlt<double>(s,s) );
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CALL_SUBTEST_2( (sparse_ldlt<std::complex<double>,int>(s,s)) );
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CALL_SUBTEST_1( (sparse_ldlt<double,int>(s,s)) );
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}
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}
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@ -29,14 +29,15 @@
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#include <Eigen/CholmodSupport>
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#endif
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template<typename Scalar> void sparse_llt(int rows, int cols)
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template<typename Scalar,typename Index> void sparse_llt(int rows, int cols)
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{
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double density = std::max(8./(rows*cols), 0.01);
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typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
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typedef Matrix<Scalar,Dynamic,1> DenseVector;
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typedef SparseMatrix<Scalar,ColMajor,Index> SparseMatrixType;
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// TODO fix the issue with complex (see SparseLLT::solveInPlace)
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SparseMatrix<Scalar> m2(rows, cols);
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SparseMatrixType m2(rows, cols);
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DenseMatrix refMat2(rows, cols);
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DenseVector b = DenseVector::Random(cols);
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@ -53,7 +54,7 @@ template<typename Scalar> void sparse_llt(int rows, int cols)
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if (!NumTraits<Scalar>::IsComplex)
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{
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x = b;
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SparseLLT<SparseMatrix<Scalar> > (m2).solveInPlace(x);
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SparseLLT<SparseMatrixType > (m2).solveInPlace(x);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: default");
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}
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@ -61,23 +62,23 @@ template<typename Scalar> void sparse_llt(int rows, int cols)
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// legacy API
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{
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// Cholmod, as configured in CholmodSupport.h, only supports self-adjoint matrices
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SparseMatrix<Scalar> m3 = m2.adjoint()*m2;
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SparseMatrixType m3 = m2.adjoint()*m2;
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DenseMatrix refMat3 = refMat2.adjoint()*refMat2;
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ref_x = refMat3.template selfadjointView<Lower>().llt().solve(b);
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x = b;
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SparseLLT<SparseMatrix<Scalar>, Cholmod>(m3).solveInPlace(x);
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SparseLLT<SparseMatrixType, Cholmod>(m3).solveInPlace(x);
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VERIFY((m3*x).isApprox(b,test_precision<Scalar>()) && "LLT legacy: cholmod solveInPlace");
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x = SparseLLT<SparseMatrix<Scalar>, Cholmod>(m3).solve(b);
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x = SparseLLT<SparseMatrixType, Cholmod>(m3).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT legacy: cholmod solve");
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}
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// new API
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{
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// Cholmod, as configured in CholmodSupport.h, only supports self-adjoint matrices
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SparseMatrix<Scalar> m3 = m2 * m2.adjoint(), m3_lo(rows,rows), m3_up(rows,rows);
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SparseMatrixType m3 = m2 * m2.adjoint(), m3_lo(rows,rows), m3_up(rows,rows);
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DenseMatrix refMat3 = refMat2 * refMat2.adjoint();
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m3_lo.template selfadjointView<Lower>().rankUpdate(m2,0);
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@ -86,16 +87,16 @@ template<typename Scalar> void sparse_llt(int rows, int cols)
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// with a single vector as the rhs
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ref_x = refMat3.template selfadjointView<Lower>().llt().solve(b);
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x = CholmodDecomposition<SparseMatrix<Scalar>, Lower>(m3).solve(b);
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x = CholmodDecomposition<SparseMatrixType, Lower>(m3).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve, single dense rhs");
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x = CholmodDecomposition<SparseMatrix<Scalar>, Upper>(m3).solve(b);
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x = CholmodDecomposition<SparseMatrixType, Upper>(m3).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve, single dense rhs");
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x = CholmodDecomposition<SparseMatrix<Scalar>, Lower>(m3_lo).solve(b);
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x = CholmodDecomposition<SparseMatrixType, Lower>(m3_lo).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve, single dense rhs");
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x = CholmodDecomposition<SparseMatrix<Scalar>, Upper>(m3_up).solve(b);
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x = CholmodDecomposition<SparseMatrixType, Upper>(m3_up).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve, single dense rhs");
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@ -104,25 +105,25 @@ template<typename Scalar> void sparse_llt(int rows, int cols)
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|
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#ifndef EIGEN_DEFAULT_TO_ROW_MAJOR
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// TODO make sure the API is properly documented about this fact
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X = CholmodDecomposition<SparseMatrix<Scalar>, Lower>(m3).solve(B);
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X = CholmodDecomposition<SparseMatrixType, Lower>(m3).solve(B);
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VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "LLT: cholmod solve, multiple dense rhs");
|
||||
|
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X = CholmodDecomposition<SparseMatrix<Scalar>, Upper>(m3).solve(B);
|
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X = CholmodDecomposition<SparseMatrixType, Upper>(m3).solve(B);
|
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VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "LLT: cholmod solve, multiple dense rhs");
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#endif
|
||||
|
||||
|
||||
// with a sparse rhs
|
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SparseMatrix<Scalar> spB(rows,cols), spX(rows,cols);
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||||
SparseMatrixType spB(rows,cols), spX(rows,cols);
|
||||
B.diagonal().array() += 1;
|
||||
spB = B.sparseView(0.5,1);
|
||||
|
||||
ref_X = refMat3.template selfadjointView<Lower>().llt().solve(DenseMatrix(spB));
|
||||
|
||||
spX = CholmodDecomposition<SparseMatrix<Scalar>, Lower>(m3).solve(spB);
|
||||
spX = CholmodDecomposition<SparseMatrixType, Lower>(m3).solve(spB);
|
||||
VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: cholmod solve, multiple sparse rhs");
|
||||
|
||||
spX = CholmodDecomposition<SparseMatrix<Scalar>, Upper>(m3).solve(spB);
|
||||
spX = CholmodDecomposition<SparseMatrixType, Upper>(m3).solve(spB);
|
||||
VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: cholmod solve, multiple sparse rhs");
|
||||
}
|
||||
#endif
|
||||
@ -132,9 +133,10 @@ template<typename Scalar> void sparse_llt(int rows, int cols)
|
||||
void test_sparse_llt()
|
||||
{
|
||||
for(int i = 0; i < g_repeat; i++) {
|
||||
CALL_SUBTEST_1(sparse_llt<double>(8, 8) );
|
||||
CALL_SUBTEST_1( (sparse_llt<double,int>(8, 8)) );
|
||||
int s = internal::random<int>(1,300);
|
||||
CALL_SUBTEST_2(sparse_llt<std::complex<double> >(s,s) );
|
||||
CALL_SUBTEST_1(sparse_llt<double>(s,s) );
|
||||
CALL_SUBTEST_2( (sparse_llt<std::complex<double>,int>(s,s)) );
|
||||
CALL_SUBTEST_1( (sparse_llt<double,int>(s,s)) );
|
||||
CALL_SUBTEST_1( (sparse_llt<double,long int>(s,s)) );
|
||||
}
|
||||
}
|
||||
|
Loading…
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Reference in New Issue
Block a user