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sparse module: new API proposal for triangular solves and experimental

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solver support with a sparse matrix as the rhs.
This commit is contained in:
Gael Guennebaud
2009-04-05 16:30:10 +00:00
parent 5a628567b0
commit 5b1d0cebc5
13 changed files with 335 additions and 64 deletions
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6
test/sparse_product.cpp
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@@ -40,6 +40,7 @@ template<typename SparseMatrixType> void sparse_product(const SparseMatrixType&
DenseMatrix refMat2 = DenseMatrix::Zero(rows, rows);
DenseMatrix refMat3 = DenseMatrix::Zero(rows, rows);
DenseMatrix refMat4 = DenseMatrix::Zero(rows, rows);
DenseMatrix refMat5 = DenseMatrix::Random(rows, rows);
DenseMatrix dm4 = DenseMatrix::Zero(rows, rows);
SparseMatrixType m2(rows, rows);
SparseMatrixType m3(rows, rows);
@@ -57,7 +58,10 @@ template<typename SparseMatrixType> void sparse_product(const SparseMatrixType&
VERIFY_IS_APPROX(dm4=m2*refMat3.transpose(), refMat4=refMat2*refMat3.transpose());
VERIFY_IS_APPROX(dm4=m2.transpose()*refMat3, refMat4=refMat2.transpose()*refMat3);
VERIFY_IS_APPROX(dm4=m2.transpose()*refMat3.transpose(), refMat4=refMat2.transpose()*refMat3.transpose());
VERIFY_IS_APPROX(dm4=m2*(refMat3+refMat3), refMat4=refMat2*(refMat3+refMat3));
VERIFY_IS_APPROX(dm4=m2.transpose()*(refMat3+refMat5)*0.5, refMat4=refMat2.transpose()*(refMat3+refMat5)*0.5);
// dense * sparse
VERIFY_IS_APPROX(dm4=refMat2*m3, refMat4=refMat2*refMat3);
VERIFY_IS_APPROX(dm4=refMat2*m3.transpose(), refMat4=refMat2*refMat3.transpose());

38
test/sparse_solvers.cpp
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@@ -63,17 +63,39 @@ template<typename Scalar> void sparse_solvers(int rows, int cols)
SparseMatrix<Scalar> m2(rows, cols);
DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols);
// lower
// lower - dense
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
VERIFY_IS_APPROX(refMat2.template marked<LowerTriangular>().solveTriangular(vec2),
m2.template triangular<LowerTriangular>().solve(vec3));
// upper - dense
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords);
VERIFY_IS_APPROX(refMat2.template marked<UpperTriangular>().solveTriangular(vec2),
m2.template triangular<UpperTriangular>().solve(vec3));
// TODO test row major
SparseMatrix<Scalar> matB(rows, rows);
DenseMatrix refMatB = DenseMatrix::Zero(rows, rows);
// lower - sparse
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular);
initSparse<Scalar>(density, refMatB, matB);
refMat2.template marked<LowerTriangular>().solveTriangularInPlace(refMatB);
m2.template triangular<LowerTriangular>().solveInPlace(matB);
VERIFY_IS_APPROX(matB.toDense(), refMatB);
// upper - sparse
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular);
initSparse<Scalar>(density, refMatB, matB);
refMat2.template marked<UpperTriangular>().solveTriangularInPlace(refMatB);
m2.template triangular<UpperTriangular>().solveInPlace(matB);
VERIFY_IS_APPROX(matB, refMatB);
// test deprecated API
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
VERIFY_IS_APPROX(refMat2.template marked<LowerTriangular>().solveTriangular(vec2),
m2.template marked<LowerTriangular>().solveTriangular(vec3));
// upper
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords);
VERIFY_IS_APPROX(refMat2.template marked<UpperTriangular>().solveTriangular(vec2),
m2.template marked<UpperTriangular>().solveTriangular(vec3));
// TODO test row major
}
// test LLT