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move sparse solvers from unsupported/ to main Eigen/ and remove the "not stable yet" warning

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Gael Guennebaud
2011-11-12 14:11:27 +01:00
parent dcb66d6b40
commit 53fa851724
62 changed files with 206 additions and 1336 deletions
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test/sparse_solver.h Normal file
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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2011 Gael Guennebaud <g.gael@free.fr>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#include "sparse.h"
#include <Eigen/SparseCore>
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;
DenseRhs refX = dA.lu().solve(db);
Rhs x(b.rows(), b.cols());
Rhs oldb = b;
solver.compute(A);
if (solver.info() != Success)
{
std::cerr << "sparse solver testing: factorization failed (check_sparse_solving)\n";
exit(0);
return;
}
x = solver.solve(b);
if (solver.info() != Success)
{
std::cerr << "sparse SPD: solving failed\n";
return;
}
VERIFY(oldb.isApprox(b) && "sparse SPD: the rhs should not be modified!");
VERIFY(x.isApprox(refX,test_precision<Scalar>()));
}
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;
typedef typename Mat::RealScalar RealScalar;
solver.compute(A);
if (solver.info() != Success)
{
std::cerr << "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>
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./(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);
halfA.template selfadjointView<Solver::UpLo>().rankUpdate(M);
return size;
}
template<typename Solver> void check_sparse_spd_solving(Solver& solver)
{
typedef typename Solver::MatrixType Mat;
typedef typename Mat::Scalar Scalar;
typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
typedef Matrix<Scalar,Dynamic,1> DenseVector;
// generate the problem
Mat A, halfA;
DenseMatrix dA;
int size = generate_sparse_spd_problem(solver, A, halfA, dA);
// generate the right hand sides
int rhsCols = internal::random<int>(1,16);
double density = (std::max)(8./(size*rhsCols), 0.1);
Mat B(size,rhsCols);
DenseVector b = DenseVector::Random(size);
DenseMatrix dB(size,rhsCols);
initSparse<Scalar>(density, dB, B);
check_sparse_solving(solver, A, b, dA, b);
check_sparse_solving(solver, halfA, b, dA, b);
check_sparse_solving(solver, A, dB, dA, dB);
check_sparse_solving(solver, halfA, dB, dA, dB);
check_sparse_solving(solver, A, B, dA, dB);
check_sparse_solving(solver, halfA, B, dA, dB);
}
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);
check_sparse_determinant(solver, A, dA);
check_sparse_determinant(solver, halfA, dA );
}
template<typename Solver, typename DenseMat>
int generate_sparse_square_problem(Solver&, typename Solver::MatrixType& A, 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./(size*size), 0.01);
A.resize(size,size);
dA.resize(size,size);
initSparse<Scalar>(density, dA, A, ForceNonZeroDiag);
return size;
}
template<typename Solver> void check_sparse_square_solving(Solver& solver)
{
typedef typename Solver::MatrixType Mat;
typedef typename Mat::Scalar Scalar;
typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
typedef Matrix<Scalar,Dynamic,1> DenseVector;
int rhsCols = internal::random<int>(1,16);
Mat A;
DenseMatrix dA;
int size = generate_sparse_square_problem(solver, A, dA);
DenseVector b = DenseVector::Random(size);
DenseMatrix dB = DenseMatrix::Random(size,rhsCols);
check_sparse_solving(solver, A, b, dA, b);
check_sparse_solving(solver, A, dB, dA, dB);
}
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;
// generate the problem
Mat A;
DenseMatrix dA;
generate_sparse_square_problem(solver, A, dA, 30);
check_sparse_determinant(solver, A, dA);
}