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93 lines
3.0 KiB
C++
93 lines
3.0 KiB
C++
// 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) 2011 Gael Guennebaud <g.gael@free.fr>
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//
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// Eigen is free software; you can redistribute it and/or
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// modify it under the terms of the GNU Lesser General Public
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// License as published by the Free Software Foundation; either
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// version 3 of the License, or (at your option) any later version.
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//
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// Alternatively, you can redistribute it and/or
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// modify it under the terms of the GNU General Public License as
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// published by the Free Software Foundation; either version 2 of
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// the License, or (at your option) any later version.
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//
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// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
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// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
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// GNU General Public License for more details.
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//
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// You should have received a copy of the GNU Lesser General Public
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// License and a copy of the GNU General Public License along with
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// Eigen. If not, see <http://www.gnu.org/licenses/>.
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#include "sparse.h"
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#include <Eigen/SparseExtra>
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template<typename LLtSolver, typename Rhs, typename DenseMat, typename DenseRhs>
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void check_sllt(LLtSolver& llt, const typename LLtSolver::MatrixType& A, const Rhs& b, const DenseMat& dA, const DenseRhs& db)
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{
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typedef typename LLtSolver::MatrixType Mat;
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typedef typename Mat::Scalar Scalar;
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DenseRhs refX = dA.ldlt().solve(db);
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//Scalar refDet = dA.determinant();
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Rhs x(b.rows(), b.cols());
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Rhs oldb = b;
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llt.compute(A);
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if (llt.info() != Success)
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{
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std::cerr << "sparse LLt: factorization failed\n";
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return;
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}
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x = llt.solve(b);
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if (llt.info() != Success)
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{
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std::cerr << "sparse LLt: solving failed\n";
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return;
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}
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VERIFY(oldb.isApprox(b) && "sparse LLt: the rhs should not be modified!");
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VERIFY(refX.isApprox(x,test_precision<Scalar>()));
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if(A.cols()<30)
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{
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//std::cout << refDet << " == " << lu.determinant() << "\n";
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//VERIFY_IS_APPROX(refDet,llt.determinant());
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}
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}
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template<typename LLtSolver> void sparse_llt(LLtSolver& llt)
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{
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typedef typename LLtSolver::MatrixType Mat;
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typedef typename Mat::Scalar Scalar;
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typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
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typedef Matrix<Scalar,Dynamic,1> DenseVector;
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std::vector<Vector2i> zeroCoords;
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std::vector<Vector2i> nonzeroCoords;
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int size = internal::random<int>(1,300);
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double density = (std::max)(8./(size*size), 0.01);
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//int rhsSize = internal::random<int>(1,10);
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Mat m2(size, size);
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DenseMatrix refMat2(size, size);
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DenseVector b = DenseVector::Random(size);
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DenseVector refX(size), x(size);
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initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag, &zeroCoords, &nonzeroCoords);
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Mat m3 = m2 * m2.adjoint(), m3_half(size,size);
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DenseMatrix refMat3 = refMat2 * refMat2.adjoint();
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m3_half.template selfadjointView<LLtSolver::UpLo>().rankUpdate(m2,0);
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check_sllt(llt, m3, b, refMat3, b);
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check_sllt(llt, m3_half, b, refMat3, b);
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}
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