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Add a unit test for IncompleteCholesky

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Gael Guennebaud 2015-08-04 16:14:06 +02:00
parent 506964fc29
commit 9a4713e505
2 changed files with 36 additions and 0 deletions
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1
unsupported/test/CMakeLists.txt
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@ -90,6 +90,7 @@ endif()
ei_add_test(polynomialsolver) ei_add_test(polynomialsolver)
ei_add_test(polynomialutils) ei_add_test(polynomialutils)
ei_add_test(splines) ei_add_test(splines)
ei_add_test(incomplete_cholesky)
ei_add_test(gmres) ei_add_test(gmres)
ei_add_test(minres) ei_add_test(minres)
ei_add_test(levenberg_marquardt) ei_add_test(levenberg_marquardt)

35
unsupported/test/incomplete_cholesky.cpp Normal file
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@ -0,0 +1,35 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2015 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// #define EIGEN_DONT_VECTORIZE
// #define EIGEN_MAX_ALIGN_BYTES 0
#include "sparse_solver.h"
#include <Eigen/IterativeLinearSolvers>
#include <unsupported/Eigen/IterativeSolvers>
template<typename T, typename I> void test_incomplete_cholesky_T()
{
typedef SparseMatrix<T,0,I> SparseMatrixType;
ConjugateGradient<SparseMatrixType, Lower, IncompleteCholesky<T, Lower, AMDOrdering<I> > > cg_illt_lower_amd;
ConjugateGradient<SparseMatrixType, Lower, IncompleteCholesky<T, Lower, NaturalOrdering<I> > > cg_illt_lower_nat;
ConjugateGradient<SparseMatrixType, Upper, IncompleteCholesky<T, Upper, AMDOrdering<I> > > cg_illt_upper_amd;
ConjugateGradient<SparseMatrixType, Upper, IncompleteCholesky<T, Upper, AMDOrdering<I> > > cg_illt_upper_nat;
CALL_SUBTEST( check_sparse_spd_solving(cg_illt_lower_amd) );
CALL_SUBTEST( check_sparse_spd_solving(cg_illt_lower_nat) );
CALL_SUBTEST( check_sparse_spd_solving(cg_illt_upper_amd) );
CALL_SUBTEST( check_sparse_spd_solving(cg_illt_upper_nat) );
}
void test_incomplete_cholesky()
{
CALL_SUBTEST_1(( test_incomplete_cholesky_T<double,int>() ));
CALL_SUBTEST_2(( test_incomplete_cholesky_T<std::complex<double>, int>() ));
CALL_SUBTEST_3(( test_incomplete_cholesky_T<double,long int>() ));
}