add missing files

2026-04-10 11:34:33 +08:00 · 2010-06-18 11:36:30 +02:00
parent ece48a6450
commit 729960e465
5 changed files with 433 additions and 0 deletions
--- a/unsupported/test/sparse_llt.cpp
+++ b/unsupported/test/sparse_llt.cpp
@@ -0,0 +1,91 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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"
+
+#ifdef EIGEN_CHOLMOD_SUPPORT
+#include <Eigen/CholmodSupport>
+#endif
+
+#ifdef EIGEN_TAUCS_SUPPORT
+#include <Eigen/TaucsSupport>
+#endif
+
+template<typename Scalar> void sparse_llt(int rows, int cols)
+{
+  double density = std::max(8./(rows*cols), 0.01);
+  typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
+  typedef Matrix<Scalar,Dynamic,1> DenseVector;
+
+    // TODO fix the issue with complex (see SparseLLT::solveInPlace)
+    SparseMatrix<Scalar> m2(rows, cols);
+    DenseMatrix refMat2(rows, cols);
+
+    DenseVector b = DenseVector::Random(cols);
+    DenseVector refX(cols), x(cols);
+
+    initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, 0, 0);
+    for(int i=0; i<rows; ++i)
+      m2.coeffRef(i,i) = refMat2(i,i) = ei_abs(ei_real(refMat2(i,i)));
+
+    refX = refMat2.template selfadjointView<Lower>().llt().solve(b);
+    if (!NumTraits<Scalar>::IsComplex)
+    {
+      x = b;
+      SparseLLT<SparseMatrix<Scalar> > (m2).solveInPlace(x);
+      VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: default");
+    }
+    #ifdef EIGEN_CHOLMOD_SUPPORT
+    x = b;
+    SparseLLT<SparseMatrix<Scalar> ,Cholmod>(m2).solveInPlace(x);
+    VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod");
+    #endif
+
+    #ifdef EIGEN_TAUCS_SUPPORT
+    // TODO fix TAUCS with complexes
+    if (!NumTraits<Scalar>::IsComplex)
+    {
+      x = b;
+//       SparseLLT<SparseMatrix<Scalar> ,Taucs>(m2,IncompleteFactorization).solveInPlace(x);
+//       VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (IncompleteFactorization)");
+
+      x = b;
+      SparseLLT<SparseMatrix<Scalar> ,Taucs>(m2,SupernodalMultifrontal).solveInPlace(x);
+      VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalMultifrontal)");
+      x = b;
+      SparseLLT<SparseMatrix<Scalar> ,Taucs>(m2,SupernodalLeftLooking).solveInPlace(x);
+      VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalLeftLooking)");
+    }
+    #endif
+}
+
+void test_sparse_llt()
+{
+  for(int i = 0; i < g_repeat; i++) {
+    CALL_SUBTEST_1(sparse_llt<double>(8, 8) );
+    int s = ei_random<int>(1,300);
+    CALL_SUBTEST_2(sparse_llt<std::complex<double> >(s,s) );
+    CALL_SUBTEST_1(sparse_llt<double>(s,s) );
+  }
+}