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_lu.cpp
+++ b/unsupported/test/sparse_lu.cpp
@@ -0,0 +1,115 @@
+// 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_UMFPACK_SUPPORT
+#include <Eigen/UmfPackSupport>
+#endif
+
+#ifdef EIGEN_SUPERLU_SUPPORT
+#include <Eigen/SuperLUSupport>
+#endif
+
+template<typename Scalar> void sparse_lu(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;
+
+  DenseVector vec1 = DenseVector::Random(rows);
+
+  std::vector<Vector2i> zeroCoords;
+  std::vector<Vector2i> nonzeroCoords;
+
+    static int count = 0;
+    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, &zeroCoords, &nonzeroCoords);
+
+    FullPivLU<DenseMatrix> refLu(refMat2);
+    refX = refLu.solve(b);
+    #if defined(EIGEN_SUPERLU_SUPPORT) || defined(EIGEN_UMFPACK_SUPPORT)
+    Scalar refDet = refLu.determinant();
+    #endif
+    x.setZero();
+    // // SparseLU<SparseMatrix<Scalar> > (m2).solve(b,&x);
+    // // VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LU: default");
+    #ifdef EIGEN_SUPERLU_SUPPORT
+    {
+      x.setZero();
+      SparseLU<SparseMatrix<Scalar>,SuperLU> slu(m2);
+      if (slu.succeeded())
+      {
+        if (slu.solve(b,&x)) {
+          VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LU: SuperLU");
+        }
+        // std::cerr << refDet << " == " << slu.determinant() << "\n";
+        if (slu.solve(b, &x, SvTranspose)) {
+          VERIFY(b.isApprox(m2.transpose() * x, test_precision<Scalar>()));
+        }
+
+        if (slu.solve(b, &x, SvAdjoint)) {
+         VERIFY(b.isApprox(m2.adjoint() * x, test_precision<Scalar>()));
+        }
+
+        if (count==0) {
+          VERIFY_IS_APPROX(refDet,slu.determinant()); // FIXME det is not very stable for complex
+        }
+      }
+    }
+    #endif
+    #ifdef EIGEN_UMFPACK_SUPPORT
+    {
+      // check solve
+      x.setZero();
+      SparseLU<SparseMatrix<Scalar>,UmfPack> slu(m2);
+      if (slu.succeeded()) {
+        if (slu.solve(b,&x)) {
+          if (count==0) {
+            VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LU: umfpack");  // FIXME solve is not very stable for complex
+          }
+        }
+        VERIFY_IS_APPROX(refDet,slu.determinant());
+        // TODO check the extracted data
+        //std::cerr << slu.matrixL() << "\n";
+      }
+    }
+    #endif
+    count++;
+}
+
+void test_sparse_lu()
+{
+  for(int i = 0; i < g_repeat; i++) {
+    CALL_SUBTEST_1(sparse_lu<double>(8, 8) );
+    int s = ei_random<int>(1,300);
+    CALL_SUBTEST_2(sparse_lu<std::complex<double> >(s,s) );
+    CALL_SUBTEST_1(sparse_lu<double>(s,s) );
+  }
+}