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Improve unit testing of real-word sparse problem (fix some shortcommings, use VERIFY, etc.)
This commit is contained in:
Gael Guennebaud
parent
b685660b22
commit
98a8d43457
@ -9,6 +9,7 @@
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#include "sparse.h"
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#include <Eigen/SparseCore>
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#include <sstream>
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template<typename Solver, typename Rhs, typename DenseMat, typename DenseRhs>
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void check_sparse_solving(Solver& solver, const typename Solver::MatrixType& A, const Rhs& b, const DenseMat& dA, const DenseRhs& db)
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@ -25,14 +26,13 @@ void check_sparse_solving(Solver& solver, const typename Solver::MatrixType& A,
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solver.compute(A);
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if (solver.info() != Success)
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{
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std::cerr << "sparse solver testing: factorization failed (check_sparse_solving)\n";
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exit(0);
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return;
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std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n";
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VERIFY(solver.info() == Success);
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}
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x = solver.solve(b);
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if (solver.info() != Success)
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{
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std::cerr << "sparse solver testing: solving failed (" << typeid(Solver).name() << ")\n";
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std::cerr << "WARNING | sparse solver testing: solving failed (" << typeid(Solver).name() << ")\n";
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return;
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}
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VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
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@ -42,43 +42,23 @@ void check_sparse_solving(Solver& solver, const typename Solver::MatrixType& A,
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// test the analyze/factorize API
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solver.analyzePattern(A);
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solver.factorize(A);
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if (solver.info() != Success)
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{
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std::cerr << "sparse solver testing: factorization failed (check_sparse_solving)\n";
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exit(0);
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return;
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}
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VERIFY(solver.info() == Success && "factorization failed when using analyzePattern/factorize API");
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x = solver.solve(b);
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if (solver.info() != Success)
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{
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std::cerr << "sparse solver testing: solving failed\n";
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return;
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}
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VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API");
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VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
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VERIFY(x.isApprox(refX,test_precision<Scalar>()));
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x.setZero();
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// test with Map
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MappedSparseMatrix<Scalar,Mat::Options,StorageIndex> Am(A.rows(), A.cols(), A.nonZeros(), const_cast<StorageIndex*>(A.outerIndexPtr()), const_cast<StorageIndex*>(A.innerIndexPtr()), const_cast<Scalar*>(A.valuePtr()));
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solver.compute(Am);
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if (solver.info() != Success)
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{
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std::cerr << "sparse solver testing: factorization failed (check_sparse_solving)\n";
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exit(0);
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return;
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}
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VERIFY(solver.info() == Success && "factorization failed when using Map");
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DenseRhs dx(refX);
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dx.setZero();
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Map<DenseRhs> xm(dx.data(), dx.rows(), dx.cols());
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Map<const DenseRhs> bm(db.data(), db.rows(), db.cols());
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xm = solver.solve(bm);
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if (solver.info() != Success)
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{
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std::cerr << "sparse solver testing: solving with a Map failed\n";
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exit(0);
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return;
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}
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VERIFY(solver.info() == Success && "solving failed when using Map");
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VERIFY(oldb.isApprox(bm) && "sparse solver testing: the rhs should not be modified!");
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VERIFY(xm.isApprox(refX,test_precision<Scalar>()));
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}
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@ -113,41 +93,35 @@ void check_sparse_solving(Solver& solver, const typename Solver::MatrixType& A,
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}
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template<typename Solver, typename Rhs>
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void check_sparse_solving_real_cases(Solver& solver, const typename Solver::MatrixType& A, const Rhs& b, const Rhs& refX)
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void check_sparse_solving_real_cases(Solver& solver, const typename Solver::MatrixType& A, const Rhs& b, const typename Solver::MatrixType& fullA, const Rhs& refX)
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{
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typedef typename Solver::MatrixType Mat;
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typedef typename Mat::Scalar Scalar;
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typedef typename Mat::RealScalar RealScalar;
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Rhs x(A.cols(), b.cols());
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solver.compute(A);
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if (solver.info() != Success)
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{
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std::cerr << "sparse solver testing: factorization failed (check_sparse_solving_real_cases)\n";
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exit(0);
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return;
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std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n";
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VERIFY(solver.info() == Success);
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}
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x = solver.solve(b);
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if (solver.info() != Success)
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{
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std::cerr << "sparse solver testing: solving failed\n";
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std::cerr << "WARNING | sparse solver testing, solving failed (" << typeid(Solver).name() << ")\n";
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return;
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}
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RealScalar res_error;
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// Compute the norm of the relative error
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if(refX.size() != 0)
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res_error = (refX - x).norm()/refX.norm();
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else
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{
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// Compute the relative residual norm
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res_error = (b - A * x).norm()/b.norm();
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}
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if (res_error > test_precision<Scalar>() ){
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std::cerr << "Test " << g_test_stack.back() << " failed in " EI_PP_MAKE_STRING(__FILE__)
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<< " (" << EI_PP_MAKE_STRING(__LINE__) << ")" << std::endl << std::endl;
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abort();
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RealScalar res_error = (fullA*x-b).norm()/b.norm();
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VERIFY( (res_error <= test_precision<Scalar>() ) && "sparse solver failed without noticing it");
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if(refX.size() != 0 && (refX - x).norm()/refX.norm() > test_precision<Scalar>())
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{
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std::cerr << "WARNING | found solution is different from the provided reference one\n";
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}
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}
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@ -160,7 +134,7 @@ void check_sparse_determinant(Solver& solver, const typename Solver::MatrixType&
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solver.compute(A);
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if (solver.info() != Success)
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{
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std::cerr << "sparse solver testing: factorization failed (check_sparse_determinant)\n";
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std::cerr << "WARNING | sparse solver testing: factorization failed (check_sparse_determinant)\n";
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return;
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}
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@ -177,7 +151,7 @@ void check_sparse_abs_determinant(Solver& solver, const typename Solver::MatrixT
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solver.compute(A);
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if (solver.info() != Success)
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{
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std::cerr << "sparse solver testing: factorization failed (check_sparse_abs_determinant)\n";
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std::cerr << "WARNING | sparse solver testing: factorization failed (check_sparse_abs_determinant)\n";
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return;
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}
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@ -224,13 +198,32 @@ inline std::string get_matrixfolder()
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mat_folder = mat_folder + static_cast<std::string>("/real/");
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return mat_folder;
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}
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std::string sym_to_string(int sym)
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{
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if(sym==Symmetric) return "Symmetric ";
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if(sym==SPD) return "SPD ";
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return "";
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}
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template<typename Derived>
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std::string solver_stats(const IterativeSolverBase<Derived> &solver)
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{
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std::stringstream ss;
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ss << solver.iterations() << " iters, error: " << solver.error();
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return ss.str();
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}
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template<typename Derived>
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std::string solver_stats(const SparseSolverBase<Derived> &/*solver*/)
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{
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return "";
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}
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#endif
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template<typename Solver> void check_sparse_spd_solving(Solver& solver)
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{
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typedef typename Solver::MatrixType Mat;
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typedef typename Mat::Scalar Scalar;
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typedef SparseMatrix<Scalar,ColMajor, typename Mat::StorageIndex> SpMat;
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typedef typename Mat::StorageIndex StorageIndex;
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typedef SparseMatrix<Scalar,ColMajor, StorageIndex> SpMat;
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typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
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typedef Matrix<Scalar,Dynamic,1> DenseVector;
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@ -248,12 +241,12 @@ template<typename Solver> void check_sparse_spd_solving(Solver& solver)
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DenseMatrix dB(size,rhsCols);
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initSparse<Scalar>(density, dB, B, ForceNonZeroDiag);
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check_sparse_solving(solver, A, b, dA, b);
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check_sparse_solving(solver, halfA, b, dA, b);
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check_sparse_solving(solver, A, dB, dA, dB);
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check_sparse_solving(solver, halfA, dB, dA, dB);
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check_sparse_solving(solver, A, B, dA, dB);
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check_sparse_solving(solver, halfA, B, dA, dB);
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CALL_SUBTEST( check_sparse_solving(solver, A, b, dA, b) );
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CALL_SUBTEST( check_sparse_solving(solver, halfA, b, dA, b) );
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CALL_SUBTEST( check_sparse_solving(solver, A, dB, dA, dB) );
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CALL_SUBTEST( check_sparse_solving(solver, halfA, dB, dA, dB) );
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CALL_SUBTEST( check_sparse_solving(solver, A, B, dA, dB) );
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CALL_SUBTEST( check_sparse_solving(solver, halfA, B, dA, dB) );
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// check only once
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if(i==0)
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@ -264,23 +257,31 @@ template<typename Solver> void check_sparse_spd_solving(Solver& solver)
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}
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// First, get the folder
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#ifdef TEST_REAL_CASES
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if (internal::is_same<Scalar, float>::value
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|| internal::is_same<Scalar, std::complex<float> >::value)
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return ;
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std::string mat_folder = get_matrixfolder<Scalar>();
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MatrixMarketIterator<Scalar> it(mat_folder);
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for (; it; ++it)
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#ifdef TEST_REAL_CASES
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// Test real problems with double precision only
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if (internal::is_same<typename NumTraits<Scalar>::Real, double>::value)
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{
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if (it.sym() == SPD){
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Mat halfA;
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PermutationMatrix<Dynamic, Dynamic, Index> pnull;
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halfA.template selfadjointView<Solver::UpLo>() = it.matrix().template triangularView<Eigen::Lower>().twistedBy(pnull);
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std::cout<< " ==== SOLVING WITH MATRIX " << it.matname() << " ==== \n";
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check_sparse_solving_real_cases(solver, it.matrix(), it.rhs(), it.refX());
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check_sparse_solving_real_cases(solver, halfA, it.rhs(), it.refX());
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std::string mat_folder = get_matrixfolder<Scalar>();
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MatrixMarketIterator<Scalar> it(mat_folder);
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for (; it; ++it)
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{
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if (it.sym() == SPD){
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A = it.matrix();
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Mat halfA;
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DenseVector b = it.rhs();
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DenseVector refX = it.refX();
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PermutationMatrix<Dynamic, Dynamic, StorageIndex> pnull;
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if(Solver::UpLo == (Lower|Upper))
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halfA = A;
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else
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halfA.template selfadjointView<Solver::UpLo>() = A.template triangularView<Eigen::Lower>().twistedBy(pnull);
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std::cout << "INFO | Testing " << sym_to_string(it.sym()) << "sparse problem " << it.matname()
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<< " (" << A.rows() << "x" << A.cols() << ") using " << typeid(Solver).name() << "..." << std::endl;
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CALL_SUBTEST( check_sparse_solving_real_cases(solver, A, b, A, refX) );
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std::cout << "INFO | " << solver_stats(solver) << std::endl;
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CALL_SUBTEST( check_sparse_solving_real_cases(solver, halfA, b, A, refX) );
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}
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}
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}
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#endif
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@ -342,9 +343,9 @@ template<typename Solver> void check_sparse_square_solving(Solver& solver)
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double density = (std::max)(8./(size*rhsCols), 0.1);
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initSparse<Scalar>(density, dB, B, ForceNonZeroDiag);
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B.makeCompressed();
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check_sparse_solving(solver, A, b, dA, b);
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check_sparse_solving(solver, A, dB, dA, dB);
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check_sparse_solving(solver, A, B, dA, dB);
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CALL_SUBTEST(check_sparse_solving(solver, A, b, dA, b));
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CALL_SUBTEST(check_sparse_solving(solver, A, dB, dA, dB));
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CALL_SUBTEST(check_sparse_solving(solver, A, B, dA, dB));
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// check only once
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if(i==0)
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@ -356,16 +357,21 @@ template<typename Solver> void check_sparse_square_solving(Solver& solver)
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// First, get the folder
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#ifdef TEST_REAL_CASES
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if (internal::is_same<Scalar, float>::value
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|| internal::is_same<Scalar, std::complex<float> >::value)
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return ;
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std::string mat_folder = get_matrixfolder<Scalar>();
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MatrixMarketIterator<Scalar> it(mat_folder);
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for (; it; ++it)
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// Test real problems with double precision only
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if (internal::is_same<typename NumTraits<Scalar>::Real, double>::value)
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{
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std::cout<< " ==== SOLVING WITH MATRIX " << it.matname() << " ==== \n";
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check_sparse_solving_real_cases(solver, it.matrix(), it.rhs(), it.refX());
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std::string mat_folder = get_matrixfolder<Scalar>();
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MatrixMarketIterator<Scalar> it(mat_folder);
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for (; it; ++it)
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{
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A = it.matrix();
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DenseVector b = it.rhs();
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DenseVector refX = it.refX();
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std::cout << "INFO | Testing " << sym_to_string(it.sym()) << "sparse problem " << it.matname()
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<< " (" << A.rows() << "x" << A.cols() << ") using " << typeid(Solver).name() << "..." << std::endl;
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CALL_SUBTEST(check_sparse_solving_real_cases(solver, A, b, A, refX));
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std::cout << "INFO | " << solver_stats(solver) << std::endl;
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}
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}
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#endif
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