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

unsupported/test/CMakeLists.txt

@@ -2,46 +2,6 @@
 include_directories(../../test ../../unsupported ../../Eigen 
                     ${CMAKE_CURRENT_BINARY_DIR}/../../test)
 
-set(SPARSE_LIBS "")
-
-# configure blas/lapack (use Eigen's by default)
-set(BLAS_FOUND TRUE)
-set(LAPACK_FOUND TRUE)
-set(BLAS_LIBRARIES eigen_blas)
-set(LAPACK_LIBRARIES eigen_lapack)
-
-find_package(Cholmod)
-if(CHOLMOD_FOUND AND BLAS_FOUND AND LAPACK_FOUND)
-  add_definitions("-DEIGEN_CHOLMOD_SUPPORT")
-  include_directories(${CHOLMOD_INCLUDES})
-  set(SPARSE_LIBS ${SPARSE_LIBS} ${CHOLMOD_LIBRARIES} ${BLAS_LIBRARIES} ${LAPACK_LIBRARIES})
-  ei_add_property(EIGEN_TESTED_BACKENDS "Cholmod, ")
-else()
-  ei_add_property(EIGEN_MISSING_BACKENDS "Cholmod, ")
-endif()
-
-find_package(Umfpack)
-if(UMFPACK_FOUND AND BLAS_FOUND)
-  add_definitions("-DEIGEN_UMFPACK_SUPPORT")
-  include_directories(${UMFPACK_INCLUDES})
-  set(SPARSE_LIBS ${SPARSE_LIBS} ${UMFPACK_LIBRARIES} ${BLAS_LIBRARIES})
-  set(UMFPACK_ALL_LIBS ${UMFPACK_LIBRARIES} ${BLAS_LIBRARIES})
-  ei_add_property(EIGEN_TESTED_BACKENDS "UmfPack, ")
-else()
-  ei_add_property(EIGEN_MISSING_BACKENDS "UmfPack, ")
-endif()
-
-find_package(SuperLU)
-if(SUPERLU_FOUND AND BLAS_FOUND)
-  add_definitions("-DEIGEN_SUPERLU_SUPPORT")
-  include_directories(${SUPERLU_INCLUDES})
-  set(SPARSE_LIBS ${SPARSE_LIBS} ${SUPERLU_LIBRARIES} ${BLAS_LIBRARIES})
-  set(SUPERLU_ALL_LIBS ${SUPERLU_LIBRARIES} ${BLAS_LIBRARIES})
-  ei_add_property(EIGEN_TESTED_BACKENDS  "SuperLU, ")
-else()
-  ei_add_property(EIGEN_MISSING_BACKENDS  "SuperLU, ")
-endif()
-
 find_package(GoogleHash)
 if(GOOGLEHASH_FOUND)
   add_definitions("-DEIGEN_GOOGLEHASH_SUPPORT")
@@ -88,22 +48,6 @@ else()
   ei_add_property(EIGEN_MISSING_BACKENDS "MPFR C++, ")
 endif()
 
-ei_add_test(sparse_llt  "" "${SPARSE_LIBS}")
-ei_add_test(sparse_ldlt "" "${SPARSE_LIBS}")
-ei_add_test(sparse_lu_legacy   "" "${SPARSE_LIBS}")
-
-ei_add_test(simplicial_cholesky)
-ei_add_test(conjugate_gradient)
-ei_add_test(bicgstab)
-
-if(UMFPACK_FOUND)
-  ei_add_test(umfpack_support   "" "${UMFPACK_ALL_LIBS}")
-endif()
-
-if(SUPERLU_FOUND)
-  ei_add_test(superlu_support   "" "${SUPERLU_ALL_LIBS}")
-endif()
-
 ei_add_test(sparse_extra   "" "")
 
 find_package(FFTW)
@@ -150,4 +94,3 @@ endif(GSL_FOUND)
 ei_add_test(polynomialsolver " " "${GSL_LIBRARIES}" )
 ei_add_test(polynomialutils)
 ei_add_test(kronecker_product)
-ei_add_test(cg)

unsupported/test/bicgstab.cpp

@@ -1,45 +0,0 @@
-// 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_solver.h"
-#include <Eigen/IterativeSolvers>
-
-template<typename T> void test_bicgstab_T()
-{
-  BiCGSTAB<SparseMatrix<T>, DiagonalPreconditioner<T> > bicgstab_colmajor_diag;
-  BiCGSTAB<SparseMatrix<T>, IdentityPreconditioner    > bicgstab_colmajor_I;
-  BiCGSTAB<SparseMatrix<T>, IncompleteLU<T> > bicgstab_colmajor_ilu;
-
-  CALL_SUBTEST( check_sparse_square_solving(bicgstab_colmajor_diag)  );
-  CALL_SUBTEST( check_sparse_square_solving(bicgstab_colmajor_I)     );
-  CALL_SUBTEST( check_sparse_square_solving(bicgstab_colmajor_ilu)     );
-}
-
-void test_bicgstab()
-{
-  for(int i = 0; i < g_repeat; i++) {
-    CALL_SUBTEST_1(test_bicgstab_T<double>());
-    //CALL_SUBTEST_2(test_bicgstab_T<std::complex<double> >());
-  }
-}

unsupported/test/conjugate_gradient.cpp

@@ -1,47 +0,0 @@
-// 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_solver.h"
-#include <Eigen/IterativeSolvers>
-
-template<typename T> void test_conjugate_gradient_T()
-{
-  ConjugateGradient<SparseMatrix<T>, Lower> cg_colmajor_lower_diag;
-  ConjugateGradient<SparseMatrix<T>, Upper> cg_colmajor_upper_diag;
-  ConjugateGradient<SparseMatrix<T>, Lower, IdentityPreconditioner> cg_colmajor_lower_I;
-  ConjugateGradient<SparseMatrix<T>, Upper, IdentityPreconditioner> cg_colmajor_upper_I;
-
-  CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_lower_diag)  );
-  CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_upper_diag)  );
-  CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_lower_I)     );
-  CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_upper_I)     );
-}
-
-void test_conjugate_gradient()
-{
-  for(int i = 0; i < g_repeat; i++) {
-    CALL_SUBTEST_1(test_conjugate_gradient_T<double>());
-    CALL_SUBTEST_2(test_conjugate_gradient_T<std::complex<double> >());
-  }
-}

unsupported/test/simplicial_cholesky.cpp

@@ -1,57 +0,0 @@
-// 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_solver.h"
-
-template<typename T> void test_simplicial_cholesky_T()
-{
-  SimplicialCholesky<SparseMatrix<T>, Lower> chol_colmajor_lower;
-  SimplicialCholesky<SparseMatrix<T>, Upper> chol_colmajor_upper;
-  SimplicialLLt<SparseMatrix<T>, Lower> llt_colmajor_lower;
-  SimplicialLDLt<SparseMatrix<T>, Upper> llt_colmajor_upper;
-  SimplicialLDLt<SparseMatrix<T>, Lower> ldlt_colmajor_lower;
-  SimplicialLDLt<SparseMatrix<T>, Upper> ldlt_colmajor_upper;
-
-  check_sparse_spd_solving(chol_colmajor_lower);
-  check_sparse_spd_solving(chol_colmajor_upper);
-  check_sparse_spd_solving(llt_colmajor_lower);
-  check_sparse_spd_solving(llt_colmajor_upper);
-  check_sparse_spd_solving(ldlt_colmajor_lower);
-  check_sparse_spd_solving(ldlt_colmajor_upper);
-  
-  check_sparse_spd_determinant(chol_colmajor_lower);
-  check_sparse_spd_determinant(chol_colmajor_upper);
-  check_sparse_spd_determinant(llt_colmajor_lower);
-  check_sparse_spd_determinant(llt_colmajor_upper);
-  check_sparse_spd_determinant(ldlt_colmajor_lower);
-  check_sparse_spd_determinant(ldlt_colmajor_upper);
-}
-
-void test_simplicial_cholesky()
-{
-  for(int i = 0; i < g_repeat; i++) {
-    CALL_SUBTEST_1(test_simplicial_cholesky_T<double>());
-    CALL_SUBTEST_2(test_simplicial_cholesky_T<std::complex<double> >());
-  }
-}

unsupported/test/sparse_solver.h

@@ -1,193 +0,0 @@
-// 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/SparseExtra>
-
-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 SPD: 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 SPD: 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);
-}

unsupported/test/superlu_support.cpp

@@ -1,41 +0,0 @@
-// 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_solver.h"
-
-#ifdef EIGEN_SUPERLU_SUPPORT
-#include <Eigen/SuperLUSupport>
-#endif
-
-void test_superlu_support()
-{
-  for(int i = 0; i < g_repeat; i++) {
-    SuperLU<SparseMatrix<double> > superlu_double_colmajor;
-    SuperLU<SparseMatrix<std::complex<double> > > superlu_cplxdouble_colmajor;
-    CALL_SUBTEST_1( check_sparse_square_solving(superlu_double_colmajor)      );
-    CALL_SUBTEST_2( check_sparse_square_solving(superlu_cplxdouble_colmajor)  );
-    CALL_SUBTEST_1( check_sparse_square_determinant(superlu_double_colmajor)      );
-    CALL_SUBTEST_2( check_sparse_square_determinant(superlu_cplxdouble_colmajor)  );
-  }
-}

unsupported/test/umfpack_support.cpp

@@ -1,41 +0,0 @@
-// 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_solver.h"
-
-#ifdef EIGEN_UMFPACK_SUPPORT
-#include <Eigen/UmfPackSupport>
-#endif
-
-void test_umfpack_support()
-{
-  for(int i = 0; i < g_repeat; i++) {
-    UmfPackLU<SparseMatrix<double> > umfpack_double_colmajor;
-    UmfPackLU<SparseMatrix<std::complex<double> > > umfpack_cplxdouble_colmajor;
-    CALL_SUBTEST_1(check_sparse_square_solving(umfpack_double_colmajor));
-    CALL_SUBTEST_2(check_sparse_square_solving(umfpack_cplxdouble_colmajor));
-    CALL_SUBTEST_1(check_sparse_square_determinant(umfpack_double_colmajor));
-    CALL_SUBTEST_2(check_sparse_square_determinant(umfpack_cplxdouble_colmajor));
-  }
-}