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Add a unit test to stress our solvers with Boost.Multiprecision
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@ -327,6 +327,16 @@ if(EIGEN_TEST_EIGEN2)
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message(WARNING "The Eigen2 test suite has been removed")
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message(WARNING "The Eigen2 test suite has been removed")
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endif()
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endif()
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# boost MP unit test
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find_package(Boost)
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if(Boost_FOUND)
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include_directories(${Boost_INCLUDE_DIRS})
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ei_add_test(boostmultiprec "" "${Boost_LIBRARIES}")
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ei_add_property(EIGEN_TESTED_BACKENDS "Boost.Multiprecision, ")
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else()
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ei_add_property(EIGEN_MISSING_BACKENDS "Boost.Multiprecision, ")
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endif()
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# CUDA unit tests
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# CUDA unit tests
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option(EIGEN_TEST_CUDA "Enable CUDA support in unit tests" OFF)
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option(EIGEN_TEST_CUDA "Enable CUDA support in unit tests" OFF)
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137
test/boostmultiprec.cpp
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137
test/boostmultiprec.cpp
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@ -0,0 +1,137 @@
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2016 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifdef EIGEN_TEST_MAX_SIZE
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#undef EIGEN_TEST_MAX_SIZE
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#endif
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#define EIGEN_TEST_MAX_SIZE 50
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#ifdef EIGEN_TEST_PART_1
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#include "cholesky.cpp"
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#endif
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#ifdef EIGEN_TEST_PART_2
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#include "lu.cpp"
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#endif
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#ifdef EIGEN_TEST_PART_3
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#include "qr.cpp"
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#endif
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#ifdef EIGEN_TEST_PART_4
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#include "qr_colpivoting.cpp"
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#endif
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#ifdef EIGEN_TEST_PART_5
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#include "qr_fullpivoting.cpp"
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#endif
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#ifdef EIGEN_TEST_PART_6
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#include "eigensolver_selfadjoint.cpp"
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#endif
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#ifdef EIGEN_TEST_PART_7
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#include "jacobisvd.cpp"
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#endif
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#ifdef EIGEN_TEST_PART_8
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#include "bdcsvd.cpp"
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#endif
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#include <Eigen/Dense>
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#undef min
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#undef max
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#undef isnan
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#undef isinf
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#undef isfinite
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#include <boost/multiprecision/cpp_dec_float.hpp>
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#include <boost/multiprecision/number.hpp>
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namespace mp = boost::multiprecision;
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typedef mp::number<mp::cpp_dec_float<100>, mp::et_off> Real;
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namespace Eigen {
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template<> struct NumTraits<Real> : GenericNumTraits<Real> {
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static inline Real dummy_precision() { return 1e-50; }
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};
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template<>
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Real test_precision<Real>() { return 1e-50; }
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}
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namespace boost {
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namespace multiprecision {
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// to make ADL works as expected:
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using boost::math::isfinite;
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// some specialization for the unit tests:
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inline bool test_isMuchSmallerThan(const Real& a, const Real& b) {
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return internal::isMuchSmallerThan(a, b, test_precision<Real>());
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}
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inline bool test_isApprox(const Real& a, const Real& b) {
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return internal::isApprox(a, b, test_precision<Real>());
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}
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inline bool test_isApproxOrLessThan(const Real& a, const Real& b)
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{ return internal::isApproxOrLessThan(a, b, test_precision<Real>()); }
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Real get_test_precision(const Real*) {
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return test_precision<Real>();
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}
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Real test_relative_error(const Real &a, const Real &b) {
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return Eigen::numext::sqrt(Real(Eigen::numext::abs2(a-b))/Real((Eigen::numext::mini)(Eigen::numext::abs2(a),Eigen::numext::abs2(b))));
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}
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}
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}
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namespace Eigen {
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}
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void test_boostmultiprec()
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{
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typedef Matrix<Real,Dynamic,Dynamic> Mat;
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std::cout << "NumTraits<Real>::epsilon() = " << NumTraits<Real>::epsilon() << std::endl;
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std::cout << "NumTraits<Real>::dummy_precision() = " << NumTraits<Real>::dummy_precision() << std::endl;
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std::cout << "NumTraits<Real>::lowest() = " << NumTraits<Real>::lowest() << std::endl;
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std::cout << "NumTraits<Real>::highest() = " << NumTraits<Real>::highest() << std::endl;
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for(int i = 0; i < g_repeat; i++) {
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int s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE);
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CALL_SUBTEST_1( cholesky(Mat(s,s)) );
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CALL_SUBTEST_2( lu_non_invertible<Mat>() );
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CALL_SUBTEST_2( lu_invertible<Mat>() );
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CALL_SUBTEST_3( qr(Mat(internal::random<int>(1,EIGEN_TEST_MAX_SIZE),internal::random<int>(1,EIGEN_TEST_MAX_SIZE))) );
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CALL_SUBTEST_3( qr_invertible<Mat>() );
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CALL_SUBTEST_4( qr<Mat>() );
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CALL_SUBTEST_4( cod<Mat>() );
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CALL_SUBTEST_4( qr_invertible<Mat>() );
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CALL_SUBTEST_5( qr<Mat>() );
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CALL_SUBTEST_5( qr_invertible<Mat>() );
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CALL_SUBTEST_6( selfadjointeigensolver(Mat(s,s)) );
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TEST_SET_BUT_UNUSED_VARIABLE(s)
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}
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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))) ));
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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))) ));
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}
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