mirror of
https://gitlab.com/libeigen/eigen.git
synced 2025-04-16 22:59:39 +08:00
770 lines
28 KiB
C++
770 lines
28 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
|
|
// for linear algebra.
|
|
//
|
|
// Copyright (C) 2011 Gael Guennebaud <g.gael@free.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 "sparse.h"
|
|
#include <Eigen/SparseCore>
|
|
#include <Eigen/SparseLU>
|
|
#include <sstream>
|
|
|
|
template <typename Solver, typename Rhs, typename Guess, typename Result>
|
|
void solve_with_guess(IterativeSolverBase<Solver>& solver, const MatrixBase<Rhs>& b, const Guess& g, Result& x) {
|
|
if (internal::random<bool>()) {
|
|
// With a temporary through evaluator<SolveWithGuess>
|
|
x = solver.derived().solveWithGuess(b, g) + Result::Zero(x.rows(), x.cols());
|
|
} else {
|
|
// direct evaluation within x through Assignment<Result,SolveWithGuess>
|
|
x = solver.derived().solveWithGuess(b.derived(), g);
|
|
}
|
|
}
|
|
|
|
template <typename Solver, typename Rhs, typename Guess, typename Result>
|
|
void solve_with_guess(SparseSolverBase<Solver>& solver, const MatrixBase<Rhs>& b, const Guess&, Result& x) {
|
|
if (internal::random<bool>())
|
|
x = solver.derived().solve(b) + Result::Zero(x.rows(), x.cols());
|
|
else
|
|
x = solver.derived().solve(b);
|
|
}
|
|
|
|
template <typename Solver, typename Rhs, typename Guess, typename Result>
|
|
void solve_with_guess(SparseSolverBase<Solver>& solver, const SparseMatrixBase<Rhs>& b, const Guess&, Result& x) {
|
|
x = solver.derived().solve(b);
|
|
}
|
|
|
|
template <typename Solver, typename Rhs, typename DenseMat, typename DenseRhs>
|
|
void check_sparse_solving(Solver& solver, const typename Solver::MatrixType& A, const Rhs& b, const DenseMat& dA,
|
|
const DenseRhs& db) {
|
|
typedef typename Solver::MatrixType Mat;
|
|
typedef typename Mat::Scalar Scalar;
|
|
typedef typename Mat::StorageIndex StorageIndex;
|
|
|
|
DenseRhs refX = dA.householderQr().solve(db);
|
|
{
|
|
Rhs x(A.cols(), b.cols());
|
|
Rhs oldb = b;
|
|
|
|
solver.compute(A);
|
|
if (solver.info() != Success) {
|
|
std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n";
|
|
VERIFY(solver.info() == Success);
|
|
}
|
|
x = solver.solve(b);
|
|
if (solver.info() != Success) {
|
|
std::cerr << "WARNING: sparse solver testing: solving failed (" << typeid(Solver).name() << ")\n";
|
|
// dump call stack:
|
|
g_test_level++;
|
|
VERIFY(solver.info() == Success);
|
|
g_test_level--;
|
|
return;
|
|
}
|
|
VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
|
|
VERIFY(x.isApprox(refX, test_precision<Scalar>()));
|
|
|
|
x.setZero();
|
|
solve_with_guess(solver, b, x, x);
|
|
VERIFY(solver.info() == Success && "solving failed when using solve_with_guess API");
|
|
VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
|
|
VERIFY(x.isApprox(refX, test_precision<Scalar>()));
|
|
|
|
x.setZero();
|
|
// test the analyze/factorize API
|
|
solver.analyzePattern(A);
|
|
solver.factorize(A);
|
|
VERIFY(solver.info() == Success && "factorization failed when using analyzePattern/factorize API");
|
|
x = solver.solve(b);
|
|
VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API");
|
|
VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
|
|
VERIFY(x.isApprox(refX, test_precision<Scalar>()));
|
|
|
|
x.setZero();
|
|
// test with Map
|
|
Map<SparseMatrix<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()));
|
|
solver.compute(Am);
|
|
VERIFY(solver.info() == Success && "factorization failed when using Map");
|
|
DenseRhs dx(refX);
|
|
dx.setZero();
|
|
Map<DenseRhs> xm(dx.data(), dx.rows(), dx.cols());
|
|
Map<const DenseRhs> bm(db.data(), db.rows(), db.cols());
|
|
xm = solver.solve(bm);
|
|
VERIFY(solver.info() == Success && "solving failed when using Map");
|
|
VERIFY(oldb.isApprox(bm) && "sparse solver testing: the rhs should not be modified!");
|
|
VERIFY(xm.isApprox(refX, test_precision<Scalar>()));
|
|
|
|
// Test with a Map and non-unit stride.
|
|
Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic> out(2 * xm.rows(), 2 * xm.cols());
|
|
out.setZero();
|
|
Eigen::Map<DenseRhs, 0, Stride<Eigen::Dynamic, 2>> outm(out.data(), xm.rows(), xm.cols(),
|
|
Stride<Eigen::Dynamic, 2>(2 * xm.rows(), 2));
|
|
outm = solver.solve(bm);
|
|
VERIFY(outm.isApprox(refX, test_precision<Scalar>()));
|
|
}
|
|
|
|
// if not too large, do some extra check:
|
|
if (A.rows() < 2000) {
|
|
// test initialization ctor
|
|
{
|
|
Rhs x(b.rows(), b.cols());
|
|
Solver solver2(A);
|
|
VERIFY(solver2.info() == Success);
|
|
x = solver2.solve(b);
|
|
VERIFY(x.isApprox(refX, test_precision<Scalar>()));
|
|
}
|
|
|
|
// test dense Block as the result and rhs:
|
|
{
|
|
DenseRhs x(refX.rows(), refX.cols());
|
|
DenseRhs oldb(db);
|
|
x.setZero();
|
|
x.block(0, 0, x.rows(), x.cols()) = solver.solve(db.block(0, 0, db.rows(), db.cols()));
|
|
VERIFY(oldb.isApprox(db) && "sparse solver testing: the rhs should not be modified!");
|
|
VERIFY(x.isApprox(refX, test_precision<Scalar>()));
|
|
}
|
|
|
|
// test uncompressed inputs
|
|
{
|
|
Mat A2 = A;
|
|
A2.reserve((ArrayXf::Random(A.outerSize()) + 2).template cast<typename Mat::StorageIndex>().eval());
|
|
solver.compute(A2);
|
|
Rhs x = solver.solve(b);
|
|
VERIFY(x.isApprox(refX, test_precision<Scalar>()));
|
|
}
|
|
|
|
// test expression as input
|
|
{
|
|
solver.compute(0.5 * (A + A));
|
|
Rhs x = solver.solve(b);
|
|
VERIFY(x.isApprox(refX, test_precision<Scalar>()));
|
|
|
|
Solver solver2(0.5 * (A + A));
|
|
Rhs x2 = solver2.solve(b);
|
|
VERIFY(x2.isApprox(refX, test_precision<Scalar>()));
|
|
}
|
|
}
|
|
}
|
|
|
|
// specialization of generic check_sparse_solving for SuperLU in order to also test adjoint and transpose solves
|
|
template <typename Scalar, typename Rhs, typename DenseMat, typename DenseRhs>
|
|
void check_sparse_solving(Eigen::SparseLU<Eigen::SparseMatrix<Scalar>>& solver,
|
|
const typename Eigen::SparseMatrix<Scalar>& A, const Rhs& b, const DenseMat& dA,
|
|
const DenseRhs& db) {
|
|
typedef typename Eigen::SparseMatrix<Scalar> Mat;
|
|
typedef typename Mat::StorageIndex StorageIndex;
|
|
typedef typename Eigen::SparseLU<Eigen::SparseMatrix<Scalar>> Solver;
|
|
|
|
// reference solutions computed by dense QR solver
|
|
DenseRhs refX1 = dA.householderQr().solve(db); // solution of A x = db
|
|
DenseRhs refX2 = dA.transpose().householderQr().solve(db); // solution of A^T * x = db (use transposed matrix A^T)
|
|
DenseRhs refX3 = dA.adjoint().householderQr().solve(db); // solution of A^* * x = db (use adjoint matrix A^*)
|
|
|
|
{
|
|
Rhs x1(A.cols(), b.cols());
|
|
Rhs x2(A.cols(), b.cols());
|
|
Rhs x3(A.cols(), b.cols());
|
|
Rhs oldb = b;
|
|
|
|
solver.compute(A);
|
|
if (solver.info() != Success) {
|
|
std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n";
|
|
VERIFY(solver.info() == Success);
|
|
}
|
|
x1 = solver.solve(b);
|
|
if (solver.info() != Success) {
|
|
std::cerr << "WARNING | sparse solver testing: solving failed (" << typeid(Solver).name() << ")\n";
|
|
return;
|
|
}
|
|
VERIFY(oldb.isApprox(b, 0.0) && "sparse solver testing: the rhs should not be modified!");
|
|
VERIFY(x1.isApprox(refX1, test_precision<Scalar>()));
|
|
|
|
// test solve with transposed
|
|
x2 = solver.transpose().solve(b);
|
|
VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
|
|
VERIFY(x2.isApprox(refX2, test_precision<Scalar>()));
|
|
|
|
// test solve with adjoint
|
|
// solver.template _solve_impl_transposed<true>(b, x3);
|
|
x3 = solver.adjoint().solve(b);
|
|
VERIFY(oldb.isApprox(b, 0.0) && "sparse solver testing: the rhs should not be modified!");
|
|
VERIFY(x3.isApprox(refX3, test_precision<Scalar>()));
|
|
|
|
x1.setZero();
|
|
solve_with_guess(solver, b, x1, x1);
|
|
VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API");
|
|
VERIFY(oldb.isApprox(b, 0.0) && "sparse solver testing: the rhs should not be modified!");
|
|
VERIFY(x1.isApprox(refX1, test_precision<Scalar>()));
|
|
|
|
x1.setZero();
|
|
x2.setZero();
|
|
x3.setZero();
|
|
// test the analyze/factorize API
|
|
solver.analyzePattern(A);
|
|
solver.factorize(A);
|
|
VERIFY(solver.info() == Success && "factorization failed when using analyzePattern/factorize API");
|
|
x1 = solver.solve(b);
|
|
x2 = solver.transpose().solve(b);
|
|
x3 = solver.adjoint().solve(b);
|
|
|
|
VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API");
|
|
VERIFY(oldb.isApprox(b, 0.0) && "sparse solver testing: the rhs should not be modified!");
|
|
VERIFY(x1.isApprox(refX1, test_precision<Scalar>()));
|
|
VERIFY(x2.isApprox(refX2, test_precision<Scalar>()));
|
|
VERIFY(x3.isApprox(refX3, test_precision<Scalar>()));
|
|
|
|
x1.setZero();
|
|
// test with Map
|
|
Map<SparseMatrix<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()));
|
|
solver.compute(Am);
|
|
VERIFY(solver.info() == Success && "factorization failed when using Map");
|
|
DenseRhs dx(refX1);
|
|
dx.setZero();
|
|
Map<DenseRhs> xm(dx.data(), dx.rows(), dx.cols());
|
|
Map<const DenseRhs> bm(db.data(), db.rows(), db.cols());
|
|
xm = solver.solve(bm);
|
|
VERIFY(solver.info() == Success && "solving failed when using Map");
|
|
VERIFY(oldb.isApprox(bm, 0.0) && "sparse solver testing: the rhs should not be modified!");
|
|
VERIFY(xm.isApprox(refX1, test_precision<Scalar>()));
|
|
}
|
|
|
|
// if not too large, do some extra check:
|
|
if (A.rows() < 2000) {
|
|
// test initialization ctor
|
|
{
|
|
Rhs x(b.rows(), b.cols());
|
|
Solver solver2(A);
|
|
VERIFY(solver2.info() == Success);
|
|
x = solver2.solve(b);
|
|
VERIFY(x.isApprox(refX1, test_precision<Scalar>()));
|
|
}
|
|
|
|
// test dense Block as the result and rhs:
|
|
{
|
|
DenseRhs x(refX1.rows(), refX1.cols());
|
|
DenseRhs oldb(db);
|
|
x.setZero();
|
|
x.block(0, 0, x.rows(), x.cols()) = solver.solve(db.block(0, 0, db.rows(), db.cols()));
|
|
VERIFY(oldb.isApprox(db, 0.0) && "sparse solver testing: the rhs should not be modified!");
|
|
VERIFY(x.isApprox(refX1, test_precision<Scalar>()));
|
|
}
|
|
|
|
// test uncompressed inputs
|
|
{
|
|
Mat A2 = A;
|
|
A2.reserve((ArrayXf::Random(A.outerSize()) + 2).template cast<typename Mat::StorageIndex>().eval());
|
|
solver.compute(A2);
|
|
Rhs x = solver.solve(b);
|
|
VERIFY(x.isApprox(refX1, test_precision<Scalar>()));
|
|
}
|
|
|
|
// test expression as input
|
|
{
|
|
solver.compute(0.5 * (A + A));
|
|
Rhs x = solver.solve(b);
|
|
VERIFY(x.isApprox(refX1, test_precision<Scalar>()));
|
|
|
|
Solver solver2(0.5 * (A + A));
|
|
Rhs x2 = solver2.solve(b);
|
|
VERIFY(x2.isApprox(refX1, test_precision<Scalar>()));
|
|
}
|
|
}
|
|
}
|
|
|
|
template <typename Solver, typename Rhs>
|
|
void check_sparse_solving_real_cases(Solver& solver, const typename Solver::MatrixType& A, const Rhs& b,
|
|
const typename Solver::MatrixType& fullA, const Rhs& refX) {
|
|
typedef typename Solver::MatrixType Mat;
|
|
typedef typename Mat::Scalar Scalar;
|
|
typedef typename Mat::RealScalar RealScalar;
|
|
|
|
Rhs x(A.cols(), b.cols());
|
|
|
|
solver.compute(A);
|
|
if (solver.info() != Success) {
|
|
std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n";
|
|
VERIFY(solver.info() == Success);
|
|
}
|
|
x = solver.solve(b);
|
|
|
|
if (solver.info() != Success) {
|
|
std::cerr << "WARNING | sparse solver testing, solving failed (" << typeid(Solver).name() << ")\n";
|
|
return;
|
|
}
|
|
|
|
RealScalar res_error = (fullA * x - b).norm() / b.norm();
|
|
VERIFY((res_error <= test_precision<Scalar>()) && "sparse solver failed without noticing it");
|
|
|
|
if (refX.size() != 0 && (refX - x).norm() / refX.norm() > test_precision<Scalar>()) {
|
|
std::cerr << "WARNING | found solution is different from the provided reference one\n";
|
|
}
|
|
}
|
|
template <typename Solver, typename DenseMat>
|
|
void check_sparse_determinant(Solver& solver, const typename Solver::MatrixType& A, const DenseMat& dA) {
|
|
typedef typename Solver::MatrixType Mat;
|
|
typedef typename Mat::Scalar Scalar;
|
|
|
|
solver.compute(A);
|
|
if (solver.info() != Success) {
|
|
std::cerr << "WARNING | sparse solver testing: factorization failed (check_sparse_determinant)\n";
|
|
return;
|
|
}
|
|
|
|
Scalar refDet = dA.determinant();
|
|
VERIFY_IS_APPROX(refDet, solver.determinant());
|
|
}
|
|
template <typename Solver, typename DenseMat>
|
|
void check_sparse_abs_determinant(Solver& solver, const typename Solver::MatrixType& A, const DenseMat& dA) {
|
|
using std::abs;
|
|
typedef typename Solver::MatrixType Mat;
|
|
typedef typename Mat::Scalar Scalar;
|
|
|
|
solver.compute(A);
|
|
if (solver.info() != Success) {
|
|
std::cerr << "WARNING | sparse solver testing: factorization failed (check_sparse_abs_determinant)\n";
|
|
return;
|
|
}
|
|
|
|
Scalar refDet = abs(dA.determinant());
|
|
VERIFY_IS_APPROX(refDet, solver.absDeterminant());
|
|
}
|
|
|
|
template <typename Solver, typename DenseMat>
|
|
int generate_sparse_spd_problem(Solver&, typename Solver::MatrixType& A, typename Solver::MatrixType& halfA,
|
|
DenseMat& dA, int maxSize = 300) {
|
|
typedef typename Solver::MatrixType Mat;
|
|
typedef typename Mat::Scalar Scalar;
|
|
typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
|
|
|
|
int size = internal::random<int>(1, maxSize);
|
|
double density = (std::max)(8. / static_cast<double>(size * size), 0.01);
|
|
|
|
Mat M(size, size);
|
|
DenseMatrix dM(size, size);
|
|
|
|
initSparse<Scalar>(density, dM, M, ForceNonZeroDiag);
|
|
|
|
A = M * M.adjoint();
|
|
dA = dM * dM.adjoint();
|
|
|
|
halfA.resize(size, size);
|
|
if (Solver::UpLo == (Lower | Upper))
|
|
halfA = A;
|
|
else
|
|
halfA.template selfadjointView<Solver::UpLo>().rankUpdate(M);
|
|
|
|
return size;
|
|
}
|
|
|
|
#ifdef TEST_REAL_CASES
|
|
template <typename Scalar>
|
|
inline std::string get_matrixfolder() {
|
|
std::string mat_folder = TEST_REAL_CASES;
|
|
if (internal::is_same<Scalar, std::complex<float>>::value || internal::is_same<Scalar, std::complex<double>>::value)
|
|
mat_folder = mat_folder + static_cast<std::string>("/complex/");
|
|
else
|
|
mat_folder = mat_folder + static_cast<std::string>("/real/");
|
|
return mat_folder;
|
|
}
|
|
std::string sym_to_string(int sym) {
|
|
if (sym == Symmetric) return "Symmetric ";
|
|
if (sym == SPD) return "SPD ";
|
|
return "";
|
|
}
|
|
template <typename Derived>
|
|
std::string solver_stats(const IterativeSolverBase<Derived>& solver) {
|
|
std::stringstream ss;
|
|
ss << solver.iterations() << " iters, error: " << solver.error();
|
|
return ss.str();
|
|
}
|
|
template <typename Derived>
|
|
std::string solver_stats(const SparseSolverBase<Derived>& /*solver*/) {
|
|
return "";
|
|
}
|
|
#endif
|
|
|
|
template <typename Solver>
|
|
void check_sparse_spd_solving(Solver& solver, int maxSize = (std::min)(300, EIGEN_TEST_MAX_SIZE),
|
|
int maxRealWorldSize = 100000) {
|
|
typedef typename Solver::MatrixType Mat;
|
|
typedef typename Mat::Scalar Scalar;
|
|
typedef typename Mat::StorageIndex StorageIndex;
|
|
typedef SparseMatrix<Scalar, ColMajor, StorageIndex> SpMat;
|
|
typedef SparseVector<Scalar, 0, StorageIndex> SpVec;
|
|
typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
|
|
typedef Matrix<Scalar, Dynamic, 1> DenseVector;
|
|
|
|
// generate the problem
|
|
Mat A, halfA;
|
|
DenseMatrix dA;
|
|
for (int i = 0; i < g_repeat; i++) {
|
|
int size = generate_sparse_spd_problem(solver, A, halfA, dA, maxSize);
|
|
|
|
// generate the right hand sides
|
|
int rhsCols = internal::random<int>(1, 16);
|
|
double density = (std::max)(8. / static_cast<double>(size * rhsCols), 0.1);
|
|
SpMat B(size, rhsCols);
|
|
DenseVector b = DenseVector::Random(size);
|
|
DenseMatrix dB(size, rhsCols);
|
|
initSparse<Scalar>(density, dB, B, ForceNonZeroDiag);
|
|
SpVec c = B.col(0);
|
|
DenseVector dc = dB.col(0);
|
|
|
|
CALL_SUBTEST(check_sparse_solving(solver, A, b, dA, b));
|
|
CALL_SUBTEST(check_sparse_solving(solver, halfA, b, dA, b));
|
|
CALL_SUBTEST(check_sparse_solving(solver, A, dB, dA, dB));
|
|
CALL_SUBTEST(check_sparse_solving(solver, halfA, dB, dA, dB));
|
|
CALL_SUBTEST(check_sparse_solving(solver, A, B, dA, dB));
|
|
CALL_SUBTEST(check_sparse_solving(solver, halfA, B, dA, dB));
|
|
CALL_SUBTEST(check_sparse_solving(solver, A, c, dA, dc));
|
|
CALL_SUBTEST(check_sparse_solving(solver, halfA, c, dA, dc));
|
|
|
|
// check only once
|
|
if (i == 0) {
|
|
b = DenseVector::Zero(size);
|
|
check_sparse_solving(solver, A, b, dA, b);
|
|
}
|
|
}
|
|
|
|
// First, get the folder
|
|
#ifdef TEST_REAL_CASES
|
|
// Test real problems with double precision only
|
|
if (internal::is_same<typename NumTraits<Scalar>::Real, double>::value) {
|
|
std::string mat_folder = get_matrixfolder<Scalar>();
|
|
MatrixMarketIterator<Scalar> it(mat_folder);
|
|
for (; it; ++it) {
|
|
if (it.sym() == SPD) {
|
|
A = it.matrix();
|
|
if (A.diagonal().size() <= maxRealWorldSize) {
|
|
DenseVector b = it.rhs();
|
|
DenseVector refX = it.refX();
|
|
PermutationMatrix<Dynamic, Dynamic, StorageIndex> pnull;
|
|
halfA.resize(A.rows(), A.cols());
|
|
if (Solver::UpLo == (Lower | Upper))
|
|
halfA = A;
|
|
else
|
|
halfA.template selfadjointView<Solver::UpLo>() = A.template triangularView<Eigen::Lower>().twistedBy(pnull);
|
|
|
|
std::cout << "INFO | Testing " << sym_to_string(it.sym()) << "sparse problem " << it.matname() << " ("
|
|
<< A.rows() << "x" << A.cols() << ") using " << typeid(Solver).name() << "..." << std::endl;
|
|
CALL_SUBTEST(check_sparse_solving_real_cases(solver, A, b, A, refX));
|
|
std::string stats = solver_stats(solver);
|
|
if (stats.size() > 0) std::cout << "INFO | " << stats << std::endl;
|
|
CALL_SUBTEST(check_sparse_solving_real_cases(solver, halfA, b, A, refX));
|
|
} else {
|
|
std::cout << "INFO | Skip sparse problem \"" << it.matname() << "\" (too large)" << std::endl;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
#else
|
|
EIGEN_UNUSED_VARIABLE(maxRealWorldSize);
|
|
#endif
|
|
}
|
|
|
|
template <typename Solver>
|
|
void check_sparse_spd_determinant(Solver& solver) {
|
|
typedef typename Solver::MatrixType Mat;
|
|
typedef typename Mat::Scalar Scalar;
|
|
typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
|
|
|
|
// generate the problem
|
|
Mat A, halfA;
|
|
DenseMatrix dA;
|
|
generate_sparse_spd_problem(solver, A, halfA, dA, 30);
|
|
|
|
for (int i = 0; i < g_repeat; i++) {
|
|
check_sparse_determinant(solver, A, dA);
|
|
check_sparse_determinant(solver, halfA, dA);
|
|
}
|
|
}
|
|
|
|
template <typename Solver, typename DenseMat>
|
|
int generate_sparse_nonhermitian_problem(Solver&, typename Solver::MatrixType& A, typename Solver::MatrixType& halfA,
|
|
DenseMat& dA, int maxSize = 300) {
|
|
typedef typename Solver::MatrixType Mat;
|
|
typedef typename Mat::Scalar Scalar;
|
|
typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
|
|
|
|
int size = internal::random<int>(1, maxSize);
|
|
double density = (std::max)(8. / static_cast<double>(size * size), 0.01);
|
|
|
|
Mat M(size, size);
|
|
DenseMatrix dM(size, size);
|
|
|
|
initSparse<Scalar>(density, dM, M, ForceNonZeroDiag);
|
|
|
|
A = M * M.transpose();
|
|
dA = dM * dM.transpose();
|
|
|
|
halfA.resize(size, size);
|
|
if (Solver::UpLo == (Lower | Upper))
|
|
halfA = A;
|
|
else
|
|
halfA = A.template triangularView<Solver::UpLo>();
|
|
|
|
return size;
|
|
}
|
|
|
|
template <typename Solver>
|
|
void check_sparse_nonhermitian_solving(Solver& solver, int maxSize = (std::min)(300, EIGEN_TEST_MAX_SIZE),
|
|
int maxRealWorldSize = 100000) {
|
|
typedef typename Solver::MatrixType Mat;
|
|
typedef typename Mat::Scalar Scalar;
|
|
typedef typename Mat::StorageIndex StorageIndex;
|
|
typedef SparseMatrix<Scalar, ColMajor, StorageIndex> SpMat;
|
|
typedef SparseVector<Scalar, 0, StorageIndex> SpVec;
|
|
typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
|
|
typedef Matrix<Scalar, Dynamic, 1> DenseVector;
|
|
|
|
// generate the problem
|
|
Mat A, halfA;
|
|
DenseMatrix dA;
|
|
for (int i = 0; i < g_repeat; i++) {
|
|
int size = generate_sparse_nonhermitian_problem(solver, A, halfA, dA, maxSize);
|
|
|
|
// generate the right hand sides
|
|
int rhsCols = internal::random<int>(1, 16);
|
|
double density = (std::max)(8. / static_cast<double>(size * rhsCols), 0.1);
|
|
SpMat B(size, rhsCols);
|
|
DenseVector b = DenseVector::Random(size);
|
|
DenseMatrix dB(size, rhsCols);
|
|
initSparse<Scalar>(density, dB, B, ForceNonZeroDiag);
|
|
SpVec c = B.col(0);
|
|
DenseVector dc = dB.col(0);
|
|
|
|
CALL_SUBTEST(check_sparse_solving(solver, A, b, dA, b));
|
|
CALL_SUBTEST(check_sparse_solving(solver, halfA, b, dA, b));
|
|
CALL_SUBTEST(check_sparse_solving(solver, A, dB, dA, dB));
|
|
CALL_SUBTEST(check_sparse_solving(solver, halfA, dB, dA, dB));
|
|
CALL_SUBTEST(check_sparse_solving(solver, A, B, dA, dB));
|
|
CALL_SUBTEST(check_sparse_solving(solver, halfA, B, dA, dB));
|
|
CALL_SUBTEST(check_sparse_solving(solver, A, c, dA, dc));
|
|
CALL_SUBTEST(check_sparse_solving(solver, halfA, c, dA, dc));
|
|
|
|
// check only once
|
|
if (i == 0) {
|
|
b = DenseVector::Zero(size);
|
|
check_sparse_solving(solver, A, b, dA, b);
|
|
}
|
|
}
|
|
|
|
EIGEN_UNUSED_VARIABLE(maxRealWorldSize);
|
|
}
|
|
|
|
template <typename Solver>
|
|
void check_sparse_nonhermitian_determinant(Solver& solver) {
|
|
typedef typename Solver::MatrixType Mat;
|
|
typedef typename Mat::Scalar Scalar;
|
|
typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
|
|
|
|
// generate the problem
|
|
Mat A, halfA;
|
|
DenseMatrix dA;
|
|
generate_sparse_nonhermitian_problem(solver, A, halfA, dA, 30);
|
|
|
|
for (int i = 0; i < g_repeat; i++) {
|
|
check_sparse_determinant(solver, A, dA);
|
|
check_sparse_determinant(solver, halfA, dA);
|
|
}
|
|
}
|
|
|
|
template <typename Solver>
|
|
void check_sparse_zero_matrix(Solver& solver) {
|
|
typedef typename Solver::MatrixType Mat;
|
|
|
|
Mat A(1, 1);
|
|
solver.compute(A);
|
|
VERIFY_IS_EQUAL(solver.info(), NumericalIssue);
|
|
}
|
|
|
|
template <typename Solver, typename DenseMat>
|
|
Index generate_sparse_square_problem(Solver&, typename Solver::MatrixType& A, DenseMat& dA, int maxSize = 300,
|
|
int options = ForceNonZeroDiag) {
|
|
typedef typename Solver::MatrixType Mat;
|
|
typedef typename Mat::Scalar Scalar;
|
|
|
|
Index size = internal::random<int>(1, maxSize);
|
|
double density = (std::max)(8. / static_cast<double>(size * size), 0.01);
|
|
|
|
A.resize(size, size);
|
|
dA.resize(size, size);
|
|
|
|
initSparse<Scalar>(density, dA, A, options);
|
|
|
|
return size;
|
|
}
|
|
|
|
struct prune_column {
|
|
Index m_col;
|
|
prune_column(Index col) : m_col(col) {}
|
|
template <class Scalar>
|
|
bool operator()(Index, Index col, const Scalar&) const {
|
|
return col != m_col;
|
|
}
|
|
};
|
|
|
|
template <typename Solver>
|
|
void check_sparse_square_solving(Solver& solver, int maxSize = 300, int maxRealWorldSize = 100000,
|
|
bool checkDeficient = false) {
|
|
typedef typename Solver::MatrixType Mat;
|
|
typedef typename Mat::Scalar Scalar;
|
|
typedef SparseMatrix<Scalar, ColMajor, typename Mat::StorageIndex> SpMat;
|
|
typedef SparseVector<Scalar, 0, typename Mat::StorageIndex> SpVec;
|
|
typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
|
|
typedef Matrix<Scalar, Dynamic, 1> DenseVector;
|
|
|
|
int rhsCols = internal::random<int>(1, 16);
|
|
|
|
Mat A;
|
|
DenseMatrix dA;
|
|
for (int i = 0; i < g_repeat; i++) {
|
|
Index size = generate_sparse_square_problem(solver, A, dA, maxSize);
|
|
|
|
A.makeCompressed();
|
|
DenseVector b = DenseVector::Random(size);
|
|
DenseMatrix dB(size, rhsCols);
|
|
SpMat B(size, rhsCols);
|
|
double density = (std::max)(8. / double(size * rhsCols), 0.1);
|
|
initSparse<Scalar>(density, dB, B, ForceNonZeroDiag);
|
|
B.makeCompressed();
|
|
SpVec c = B.col(0);
|
|
DenseVector dc = dB.col(0);
|
|
CALL_SUBTEST(check_sparse_solving(solver, A, b, dA, b));
|
|
CALL_SUBTEST(check_sparse_solving(solver, A, dB, dA, dB));
|
|
CALL_SUBTEST(check_sparse_solving(solver, A, B, dA, dB));
|
|
CALL_SUBTEST(check_sparse_solving(solver, A, c, dA, dc));
|
|
|
|
// check only once
|
|
if (i == 0) {
|
|
CALL_SUBTEST(b = DenseVector::Zero(size); check_sparse_solving(solver, A, b, dA, b));
|
|
}
|
|
// regression test for Bug 792 (structurally rank deficient matrices):
|
|
if (checkDeficient && size > 1) {
|
|
Index col = internal::random<int>(0, int(size - 1));
|
|
A.prune(prune_column(col));
|
|
solver.compute(A);
|
|
VERIFY_IS_EQUAL(solver.info(), NumericalIssue);
|
|
}
|
|
}
|
|
|
|
// First, get the folder
|
|
#ifdef TEST_REAL_CASES
|
|
// Test real problems with double precision only
|
|
if (internal::is_same<typename NumTraits<Scalar>::Real, double>::value) {
|
|
std::string mat_folder = get_matrixfolder<Scalar>();
|
|
MatrixMarketIterator<Scalar> it(mat_folder);
|
|
for (; it; ++it) {
|
|
A = it.matrix();
|
|
if (A.diagonal().size() <= maxRealWorldSize) {
|
|
DenseVector b = it.rhs();
|
|
DenseVector refX = it.refX();
|
|
std::cout << "INFO | Testing " << sym_to_string(it.sym()) << "sparse problem " << it.matname() << " ("
|
|
<< A.rows() << "x" << A.cols() << ") using " << typeid(Solver).name() << "..." << std::endl;
|
|
CALL_SUBTEST(check_sparse_solving_real_cases(solver, A, b, A, refX));
|
|
std::string stats = solver_stats(solver);
|
|
if (stats.size() > 0) std::cout << "INFO | " << stats << std::endl;
|
|
} else {
|
|
std::cout << "INFO | SKIP sparse problem \"" << it.matname() << "\" (too large)" << std::endl;
|
|
}
|
|
}
|
|
}
|
|
#else
|
|
EIGEN_UNUSED_VARIABLE(maxRealWorldSize);
|
|
#endif
|
|
}
|
|
|
|
template <typename Solver>
|
|
void check_sparse_square_determinant(Solver& solver) {
|
|
typedef typename Solver::MatrixType Mat;
|
|
typedef typename Mat::Scalar Scalar;
|
|
typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
|
|
|
|
for (int i = 0; i < g_repeat; i++) {
|
|
// generate the problem
|
|
Mat A;
|
|
DenseMatrix dA;
|
|
|
|
int size = internal::random<int>(1, 30);
|
|
dA.setRandom(size, size);
|
|
|
|
dA = (dA.array().abs() < 0.3).select(0, dA);
|
|
dA.diagonal() = (dA.diagonal().array() == 0).select(1, dA.diagonal());
|
|
A = dA.sparseView();
|
|
A.makeCompressed();
|
|
|
|
check_sparse_determinant(solver, A, dA);
|
|
}
|
|
}
|
|
|
|
template <typename Solver>
|
|
void check_sparse_square_abs_determinant(Solver& solver) {
|
|
typedef typename Solver::MatrixType Mat;
|
|
typedef typename Mat::Scalar Scalar;
|
|
typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
|
|
|
|
for (int i = 0; i < g_repeat; i++) {
|
|
// generate the problem
|
|
Mat A;
|
|
DenseMatrix dA;
|
|
generate_sparse_square_problem(solver, A, dA, 30);
|
|
A.makeCompressed();
|
|
check_sparse_abs_determinant(solver, A, dA);
|
|
}
|
|
}
|
|
|
|
template <typename Solver, typename DenseMat>
|
|
void generate_sparse_leastsquare_problem(Solver&, typename Solver::MatrixType& A, DenseMat& dA, int maxSize = 300,
|
|
int options = ForceNonZeroDiag) {
|
|
typedef typename Solver::MatrixType Mat;
|
|
typedef typename Mat::Scalar Scalar;
|
|
|
|
int rows = internal::random<int>(1, maxSize);
|
|
int cols = internal::random<int>(1, rows);
|
|
double density = (std::max)(8. / (rows * cols), 0.01);
|
|
|
|
A.resize(rows, cols);
|
|
dA.resize(rows, cols);
|
|
|
|
initSparse<Scalar>(density, dA, A, options);
|
|
}
|
|
|
|
template <typename Solver>
|
|
void check_sparse_leastsquare_solving(Solver& solver) {
|
|
typedef typename Solver::MatrixType Mat;
|
|
typedef typename Mat::Scalar Scalar;
|
|
typedef SparseMatrix<Scalar, ColMajor, typename Mat::StorageIndex> SpMat;
|
|
typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
|
|
typedef Matrix<Scalar, Dynamic, 1> DenseVector;
|
|
|
|
int rhsCols = internal::random<int>(1, 16);
|
|
|
|
Mat A;
|
|
DenseMatrix dA;
|
|
for (int i = 0; i < g_repeat; i++) {
|
|
generate_sparse_leastsquare_problem(solver, A, dA);
|
|
|
|
A.makeCompressed();
|
|
DenseVector b = DenseVector::Random(A.rows());
|
|
DenseMatrix dB(A.rows(), rhsCols);
|
|
SpMat B(A.rows(), rhsCols);
|
|
double density = (std::max)(8. / (A.rows() * rhsCols), 0.1);
|
|
initSparse<Scalar>(density, dB, B, ForceNonZeroDiag);
|
|
B.makeCompressed();
|
|
check_sparse_solving(solver, A, b, dA, b);
|
|
check_sparse_solving(solver, A, dB, dA, dB);
|
|
check_sparse_solving(solver, A, B, dA, dB);
|
|
|
|
// check only once
|
|
if (i == 0) {
|
|
b = DenseVector::Zero(A.rows());
|
|
check_sparse_solving(solver, A, b, dA, b);
|
|
}
|
|
}
|
|
}
|