eigen/test/boostmultiprec.cpp

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2016 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/.

#include <sstream>

#ifdef EIGEN_TEST_MAX_SIZE
#undef EIGEN_TEST_MAX_SIZE
#endif

#define EIGEN_TEST_MAX_SIZE 50

#ifdef EIGEN_TEST_PART_1
#include "cholesky.cpp"
#endif

#ifdef EIGEN_TEST_PART_2
#include "lu.cpp"
#endif

#ifdef EIGEN_TEST_PART_3
#include "qr.cpp"
#endif

#ifdef EIGEN_TEST_PART_4
#include "qr_colpivoting.cpp"
#endif

#ifdef EIGEN_TEST_PART_5
#include "qr_fullpivoting.cpp"
#endif

#ifdef EIGEN_TEST_PART_6
#include "eigensolver_selfadjoint.cpp"
#endif

#ifdef EIGEN_TEST_PART_7
#include "eigensolver_generic.cpp"
#endif

#ifdef EIGEN_TEST_PART_8
#include "eigensolver_generalized_real.cpp"
#endif

#ifdef EIGEN_TEST_PART_9
#include "jacobisvd.cpp"
#endif

#ifdef EIGEN_TEST_PART_10
#include "bdcsvd.cpp"
#endif

#ifdef EIGEN_TEST_PART_11
#include "simplicial_cholesky.cpp"
#endif

#include <Eigen/Dense>

#undef min
#undef max
#undef isnan
#undef isinf
#undef isfinite
#undef I

#include <boost/serialization/nvp.hpp>
#include <boost/multiprecision/cpp_dec_float.hpp>
#include <boost/multiprecision/number.hpp>
#include <boost/math/special_functions.hpp>
#include <boost/math/complex.hpp>

typedef boost::multiprecision::number<boost::multiprecision::cpp_dec_float<100>, boost::multiprecision::et_on> Real;

namespace Eigen {
template <>
struct NumTraits<Real> : GenericNumTraits<Real> {
  static inline Real dummy_precision() { return 1e-50; }
};

template <typename T1, typename T2, typename T3, typename T4, typename T5>
struct NumTraits<boost::multiprecision::detail::expression<T1, T2, T3, T4, T5> > : NumTraits<Real> {};

template <>
Real test_precision<Real>() {
  return 1e-50;
}

// needed in C++93 mode where number does not support explicit cast.
namespace internal {
template <typename NewType>
struct cast_impl<Real, NewType> {
  static inline NewType run(const Real& x) { return x.template convert_to<NewType>(); }
};

template <>
struct cast_impl<Real, std::complex<Real> > {
  static inline std::complex<Real> run(const Real& x) { return std::complex<Real>(x); }
};
}  // namespace internal
}  // namespace Eigen

namespace boost {
namespace multiprecision {
// to make ADL works as expected:
using boost::math::copysign;
using boost::math::hypot;
using boost::math::isfinite;
using boost::math::isinf;
using boost::math::isnan;

// The following is needed for std::complex<Real>:
Real fabs(const Real& a) { return abs EIGEN_NOT_A_MACRO(a); }
Real fmax(const Real& a, const Real& b) {
  using std::max;
  return max(a, b);
}

// some specialization for the unit tests:
inline bool test_isMuchSmallerThan(const Real& a, const Real& b) {
  return internal::isMuchSmallerThan(a, b, test_precision<Real>());
}

inline bool test_isApprox(const Real& a, const Real& b) { return internal::isApprox(a, b, test_precision<Real>()); }

inline bool test_isApproxOrLessThan(const Real& a, const Real& b) {
  return internal::isApproxOrLessThan(a, b, test_precision<Real>());
}

Real get_test_precision(const Real&) { return test_precision<Real>(); }

Real test_relative_error(const Real& a, const Real& b) {
  using Eigen::numext::abs2;
  return sqrt(abs2<Real>(a - b) / Eigen::numext::mini<Real>(abs2(a), abs2(b)));
}
}  // namespace multiprecision
}  // namespace boost

namespace Eigen {}

EIGEN_DECLARE_TEST(boostmultiprec) {
  typedef Matrix<Real, Dynamic, Dynamic> Mat;
  typedef Matrix<std::complex<Real>, Dynamic, Dynamic> MatC;

  std::cout << "NumTraits<Real>::epsilon()         = " << NumTraits<Real>::epsilon() << std::endl;
  std::cout << "NumTraits<Real>::dummy_precision() = " << NumTraits<Real>::dummy_precision() << std::endl;
  std::cout << "NumTraits<Real>::lowest()          = " << NumTraits<Real>::lowest() << std::endl;
  std::cout << "NumTraits<Real>::highest()         = " << NumTraits<Real>::highest() << std::endl;
  std::cout << "NumTraits<Real>::digits10()        = " << NumTraits<Real>::digits10() << std::endl;
  std::cout << "NumTraits<Real>::max_digits10()    = " << NumTraits<Real>::max_digits10() << std::endl;

  // check stream output
  {
    Mat A(10, 10);
    A.setRandom();
    std::stringstream ss;
    ss << A;
  }
  {
    MatC A(10, 10);
    A.setRandom();
    std::stringstream ss;
    ss << A;
  }

  for (int i = 0; i < g_repeat; i++) {
    int s = internal::random<int>(1, EIGEN_TEST_MAX_SIZE);

    CALL_SUBTEST_1(cholesky(Mat(s, s)));

    CALL_SUBTEST_2(lu_non_invertible<Mat>());
    CALL_SUBTEST_2(lu_invertible<Mat>());
    CALL_SUBTEST_2(lu_non_invertible<MatC>());
    CALL_SUBTEST_2(lu_invertible<MatC>());

    CALL_SUBTEST_3(
        qr(Mat(internal::random<int>(1, EIGEN_TEST_MAX_SIZE), internal::random<int>(1, EIGEN_TEST_MAX_SIZE))));
    CALL_SUBTEST_3(qr_invertible<Mat>());

    CALL_SUBTEST_4(qr<Mat>());
    CALL_SUBTEST_4(cod<Mat>());
    CALL_SUBTEST_4(qr_invertible<Mat>());

    CALL_SUBTEST_5(qr<Mat>());
    CALL_SUBTEST_5(qr_invertible<Mat>());

    CALL_SUBTEST_6(selfadjointeigensolver(Mat(s, s)));

    CALL_SUBTEST_7(eigensolver(Mat(s, s)));

    CALL_SUBTEST_8(generalized_eigensolver_real(Mat(s, s)));

    TEST_SET_BUT_UNUSED_VARIABLE(s)
  }

  CALL_SUBTEST_9(
      (jacobisvd_thin_options(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)))));
  CALL_SUBTEST_9(
      (jacobisvd_full_options(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)))));
  CALL_SUBTEST_10((bdcsvd_thin_options(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)))));
  CALL_SUBTEST_10((bdcsvd_full_options(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)))));

  CALL_SUBTEST_11((test_simplicial_cholesky_T<Real, int, ColMajor>()));
}