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Fix numerical issues with BiCGSTAB.

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This commit is contained in:
Antonio Sánchez
2025-02-11 19:41:59 +00:00
parent ef475f2770
commit 809d266b49
2 changed files with 87 additions and 17 deletions
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55
test/bicgstab.cpp
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@@ -26,8 +26,63 @@ void test_bicgstab_T() {
// CALL_SUBTEST( check_sparse_square_solving(bicgstab_colmajor_ssor) );
}
// https://gitlab.com/libeigen/eigen/-/issues/2856
void test_2856() {
Eigen::MatrixXd D = Eigen::MatrixXd::Identity(14, 14);
D(6, 13) = 1;
D(13, 12) = 1;
using CSRMatrix = Eigen::SparseMatrix<double, Eigen::RowMajor>;
CSRMatrix A = D.sparseView();
Eigen::VectorXd b = Eigen::VectorXd::Zero(14);
b(12) = -1001;
Eigen::BiCGSTAB<CSRMatrix> solver;
solver.compute(A);
Eigen::VectorXd x = solver.solve(b);
Eigen::VectorXd expected = Eigen::VectorXd::Zero(14);
expected(6) = -1001;
expected(12) = -1001;
expected(13) = 1001;
VERIFY_IS_EQUAL(x, expected);
Eigen::VectorXd residual = b - A * x;
VERIFY(residual.isZero());
}
// https://gitlab.com/libeigen/eigen/-/issues/2899
void test_2899() {
Eigen::MatrixXd A(4, 4);
A(0, 0) = 1;
A(1, 0) = -1.0 / 6;
A(1, 1) = 2.0 / 3;
A(1, 2) = -1.0 / 6;
A(1, 3) = -1.0 / 3;
A(2, 1) = -1.0 / 3;
A(2, 2) = 1;
A(2, 3) = -2.0 / 3;
A(3, 1) = -1.0 / 3;
A(3, 2) = -1.0 / 3;
A(3, 3) = 2.0 / 3;
Eigen::VectorXd b(4);
b(0) = 0;
b(1) = 1;
b(2) = 1;
b(3) = 1;
Eigen::BiCGSTAB<Eigen::MatrixXd> solver;
solver.compute(A);
Eigen::VectorXd x = solver.solve(b);
Eigen::VectorXd expected(4);
expected << 0, 15, 18, 18;
VERIFY_IS_APPROX(x, expected);
Eigen::VectorXd residual = b - A * x;
VERIFY(residual.isZero());
}
EIGEN_DECLARE_TEST(bicgstab) {
CALL_SUBTEST_1((test_bicgstab_T<double, int>()));
CALL_SUBTEST_2((test_bicgstab_T<std::complex<double>, int>()));
CALL_SUBTEST_3((test_bicgstab_T<double, long int>()));
CALL_SUBTEST_4(test_2856());
CALL_SUBTEST_5(test_2899());
}