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remove dead code
This commit is contained in:
@@ -1,100 +0,0 @@
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// Eigen is free software; you can redistribute it and/or
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// modify it under the terms of the GNU Lesser General Public
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||||
// License as published by the Free Software Foundation; either
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||||
// version 3 of the License, or (at your option) any later version.
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//
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// Alternatively, you can redistribute it and/or
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||||
// modify it under the terms of the GNU General Public License as
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||||
// published by the Free Software Foundation; either version 2 of
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||||
// the License, or (at your option) any later version.
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||||
//
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||||
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
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||||
// 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.
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||||
//
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||||
// You should have received a copy of the GNU Lesser General Public
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// License and a copy of the GNU General Public License along with
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// Eigen. If not, see <http://www.gnu.org/licenses/>.
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#include "sparse.h"
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#include <Eigen/IterativeSolvers>
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template<typename Scalar,typename Index> void cg(int size)
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{
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double density = (std::max)(8./(size*size), 0.01);
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typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
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typedef Matrix<Scalar,Dynamic,1> DenseVector;
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typedef SparseMatrix<Scalar,ColMajor,Index> SparseMatrixType;
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SparseMatrixType m2(size,size);
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DenseMatrix refMat2(size,size);
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DenseVector b = DenseVector::Random(size);
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DenseVector ref_x(size), x(size);
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initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag, 0, 0);
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// for(int i=0; i<rows; ++i)
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// m2.coeffRef(i,i) = refMat2(i,i) = internal::abs(internal::real(refMat2(i,i)));
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SparseMatrixType m3 = m2 * m2.adjoint(), m3_lo(size,size), m3_up(size,size);
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DenseMatrix refMat3 = refMat2 * refMat2.adjoint();
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m3_lo.template selfadjointView<Lower>().rankUpdate(m2,0);
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m3_up.template selfadjointView<Upper>().rankUpdate(m2,0);
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ref_x = refMat3.template selfadjointView<Lower>().llt().solve(b);
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x = ConjugateGradient<SparseMatrixType, Lower>().compute(m3).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solve, full storage, lower");
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x.setRandom();
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x = ConjugateGradient<SparseMatrixType, Lower>().compute(m3).solveWithGuess(b,x);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solveWithGuess, full storage, lower");
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x = ConjugateGradient<SparseMatrixType, Upper>().compute(m3).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solve, full storage, upper, single dense rhs");
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x = ConjugateGradient<SparseMatrixType, Lower>(m3_lo).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solve, lower only, single dense rhs");
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x = ConjugateGradient<SparseMatrixType, Upper>(m3_up).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solve, upper only, single dense rhs");
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x = ConjugateGradient<SparseMatrixType, Lower, IdentityPreconditioner>().compute(m3).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solve, full storage, lower");
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x = ConjugateGradient<SparseMatrixType, Upper, IdentityPreconditioner>().compute(m3).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solve, full storage, upper, single dense rhs");
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x = ConjugateGradient<SparseMatrixType, Lower, IdentityPreconditioner>(m3_lo).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solve, lower only, single dense rhs");
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x = ConjugateGradient<SparseMatrixType, Upper, IdentityPreconditioner>(m3_up).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solve, upper only, single dense rhs");
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ref_x = refMat2.lu().solve(b);
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x = BiCGSTAB<SparseMatrixType, IdentityPreconditioner>(m2).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "BiCGSTAB: solve, I, single dense rhs");
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x = BiCGSTAB<SparseMatrixType>(m2).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "BiCGSTAB: solve, diag, single dense rhs");
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}
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void test_cg()
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{
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for(int i = 0; i < g_repeat; i++) {
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CALL_SUBTEST_1( (cg<double,int>(8)) );
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CALL_SUBTEST_1( (cg<double,long int>(8)) );
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CALL_SUBTEST_2( (cg<std::complex<double>,int>(internal::random<int>(1,300))) );
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CALL_SUBTEST_1( (cg<double,int>(internal::random<int>(1,300))) );
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}
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}
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@@ -1,179 +0,0 @@
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2008-2010 Gael Guennebaud <g.gael@free.fr>
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//
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// 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
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||||
// 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/>.
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#define EIGEN_NO_DEPRECATED_WARNING
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#include "sparse.h"
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#include <Eigen/SparseExtra>
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#ifdef EIGEN_CHOLMOD_SUPPORT
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#include <Eigen/CholmodSupport>
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#endif
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template<typename Scalar,typename Index> void sparse_ldlt(int rows, int cols)
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{
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static bool odd = true;
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odd = !odd;
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double density = (std::max)(8./(rows*cols), 0.01);
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typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
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typedef Matrix<Scalar,Dynamic,1> DenseVector;
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typedef SparseMatrix<Scalar,ColMajor,Index> SparseMatrixType;
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SparseMatrixType m2(rows, cols);
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DenseMatrix refMat2(rows, cols);
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DenseVector b = DenseVector::Random(cols);
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DenseVector refX(cols), x(cols);
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initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, 0, 0);
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SparseMatrixType m3 = m2 * m2.adjoint(), m3_lo(rows,rows), m3_up(rows,rows);
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DenseMatrix refMat3 = refMat2 * refMat2.adjoint();
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refX = refMat3.template selfadjointView<Upper>().ldlt().solve(b);
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typedef SparseMatrix<Scalar,Upper|SelfAdjoint,Index> SparseSelfAdjointMatrix;
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x = b;
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SparseLDLT<SparseSelfAdjointMatrix> ldlt(m3);
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if (ldlt.succeeded())
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ldlt.solveInPlace(x);
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else
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std::cerr << "warning LDLT failed\n";
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VERIFY_IS_APPROX(refMat3.template selfadjointView<Upper>() * x, b);
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VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: default");
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#ifdef EIGEN_CHOLMOD_SUPPORT
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{
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x = b;
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SparseLDLT<SparseSelfAdjointMatrix, Cholmod> ldlt2(m3);
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if (ldlt2.succeeded())
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{
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ldlt2.solveInPlace(x);
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VERIFY_IS_APPROX(refMat3.template selfadjointView<Upper>() * x, b);
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VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: cholmod solveInPlace");
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x = ldlt2.solve(b);
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VERIFY_IS_APPROX(refMat3.template selfadjointView<Upper>() * x, b);
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VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: cholmod solve");
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}
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else
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std::cerr << "warning LDLT failed\n";
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}
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#endif
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// new Simplicial LLT
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// new API
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{
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SparseMatrixType m2(rows, cols);
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DenseMatrix refMat2(rows, cols);
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DenseVector b = DenseVector::Random(cols);
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DenseVector ref_x(cols), x(cols);
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DenseMatrix B = DenseMatrix::Random(rows,cols);
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DenseMatrix ref_X(rows,cols), X(rows,cols);
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initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, 0, 0);
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for(int i=0; i<rows; ++i)
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m2.coeffRef(i,i) = refMat2(i,i) = internal::abs(internal::real(refMat2(i,i)));
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SparseMatrixType m3 = m2 * m2.adjoint(), m3_lo(rows,rows), m3_up(rows,rows);
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DenseMatrix refMat3 = refMat2 * refMat2.adjoint();
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m3_lo.template selfadjointView<Lower>().rankUpdate(m2,0);
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m3_up.template selfadjointView<Upper>().rankUpdate(m2,0);
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// with a single vector as the rhs
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ref_x = refMat3.template selfadjointView<Lower>().llt().solve(b);
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x = SimplicialCholesky<SparseMatrixType, Lower>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, lower, single dense rhs");
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x = SimplicialCholesky<SparseMatrixType, Upper>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, upper, single dense rhs");
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x = SimplicialCholesky<SparseMatrixType, Lower>(m3_lo).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, lower only, single dense rhs");
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x = SimplicialCholesky<SparseMatrixType, Upper>(m3_up).solve(b);
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, upper only, single dense rhs");
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// with multiple rhs
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ref_X = refMat3.template selfadjointView<Lower>().llt().solve(B);
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X = SimplicialCholesky<SparseMatrixType, Lower>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(B);
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VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, lower, multiple dense rhs");
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X = SimplicialCholesky<SparseMatrixType, Upper>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(B);
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VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, upper, multiple dense rhs");
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// with a sparse rhs
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SparseMatrixType spB(rows,cols), spX(rows,cols);
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B.diagonal().array() += 1;
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spB = B.sparseView(0.5,1);
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ref_X = refMat3.template selfadjointView<Lower>().llt().solve(DenseMatrix(spB));
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spX = SimplicialCholesky<SparseMatrixType, Lower>(m3).solve(spB);
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VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: SimplicialCholesky solve, multiple sparse rhs");
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//
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spX = SimplicialCholesky<SparseMatrixType, Upper>(m3).solve(spB);
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VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: SimplicialCholesky solve, multiple sparse rhs");
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}
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// for(int i=0; i<rows; ++i)
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// m2.coeffRef(i,i) = refMat2(i,i) = internal::abs(internal::real(refMat2(i,i)));
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//
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// refX = refMat2.template selfadjointView<Upper>().ldlt().solve(b);
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// typedef SparseMatrix<Scalar,Upper|SelfAdjoint> SparseSelfAdjointMatrix;
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// x = b;
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// SparseLDLT<SparseSelfAdjointMatrix> ldlt(m2);
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// if (ldlt.succeeded())
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// ldlt.solveInPlace(x);
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// else
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// std::cerr << "warning LDLT failed\n";
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//
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// VERIFY_IS_APPROX(refMat2.template selfadjointView<Upper>() * x, b);
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// VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: default");
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}
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void test_sparse_ldlt()
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{
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for(int i = 0; i < g_repeat; i++) {
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CALL_SUBTEST_1( (sparse_ldlt<double,int>(8, 8)) );
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CALL_SUBTEST_1( (sparse_ldlt<double,long int>(8, 8)) );
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int s = internal::random<int>(1,300);
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CALL_SUBTEST_2( (sparse_ldlt<std::complex<double>,int>(s,s)) );
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CALL_SUBTEST_1( (sparse_ldlt<double,int>(s,s)) );
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}
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}
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@@ -1,144 +0,0 @@
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// 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/>.
|
||||
|
||||
#define EIGEN_NO_DEPRECATED_WARNING
|
||||
|
||||
#include "sparse.h"
|
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#include <Eigen/SparseExtra>
|
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|
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#ifdef EIGEN_CHOLMOD_SUPPORT
|
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#include <Eigen/CholmodSupport>
|
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#endif
|
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|
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template<typename Scalar,typename Index> void sparse_llt(int rows, int cols)
|
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{
|
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double density = (std::max)(8./(rows*cols), 0.01);
|
||||
typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
|
||||
typedef Matrix<Scalar,Dynamic,1> DenseVector;
|
||||
typedef SparseMatrix<Scalar,ColMajor,Index> SparseMatrixType;
|
||||
|
||||
// TODO fix the issue with complex (see SparseLLT::solveInPlace)
|
||||
SparseMatrixType m2(rows, cols);
|
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DenseMatrix refMat2(rows, cols);
|
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|
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DenseVector b = DenseVector::Random(cols);
|
||||
DenseVector ref_x(cols), x(cols);
|
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DenseMatrix B = DenseMatrix::Random(rows,cols);
|
||||
DenseMatrix ref_X(rows,cols), X(rows,cols);
|
||||
|
||||
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, 0, 0);
|
||||
|
||||
for(int i=0; i<rows; ++i)
|
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m2.coeffRef(i,i) = refMat2(i,i) = internal::abs(internal::real(refMat2(i,i)));
|
||||
|
||||
ref_x = refMat2.template selfadjointView<Lower>().llt().solve(b);
|
||||
if (!NumTraits<Scalar>::IsComplex)
|
||||
{
|
||||
x = b;
|
||||
SparseLLT<SparseMatrixType > (m2).solveInPlace(x);
|
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VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: default");
|
||||
}
|
||||
|
||||
#ifdef EIGEN_CHOLMOD_SUPPORT
|
||||
// legacy API
|
||||
{
|
||||
// Cholmod, as configured in CholmodSupport.h, only supports self-adjoint matrices
|
||||
SparseMatrixType m3 = m2.adjoint()*m2;
|
||||
DenseMatrix refMat3 = refMat2.adjoint()*refMat2;
|
||||
|
||||
ref_x = refMat3.template selfadjointView<Lower>().llt().solve(b);
|
||||
|
||||
x = b;
|
||||
SparseLLT<SparseMatrixType, Cholmod>(m3).solveInPlace(x);
|
||||
VERIFY((m3*x).isApprox(b,test_precision<Scalar>()) && "LLT legacy: cholmod solveInPlace");
|
||||
|
||||
x = SparseLLT<SparseMatrixType, Cholmod>(m3).solve(b);
|
||||
VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT legacy: cholmod solve");
|
||||
}
|
||||
|
||||
// new API
|
||||
{
|
||||
// Cholmod, as configured in CholmodSupport.h, only supports self-adjoint matrices
|
||||
SparseMatrixType m3 = m2 * m2.adjoint(), m3_lo(rows,rows), m3_up(rows,rows);
|
||||
DenseMatrix refMat3 = refMat2 * refMat2.adjoint();
|
||||
|
||||
m3_lo.template selfadjointView<Lower>().rankUpdate(m2,0);
|
||||
m3_up.template selfadjointView<Upper>().rankUpdate(m2,0);
|
||||
|
||||
// with a single vector as the rhs
|
||||
ref_x = refMat3.template selfadjointView<Lower>().llt().solve(b);
|
||||
|
||||
x = CholmodDecomposition<SparseMatrixType, Lower>(m3).solve(b);
|
||||
VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve, single dense rhs");
|
||||
|
||||
x = CholmodDecomposition<SparseMatrixType, Upper>(m3).solve(b);
|
||||
VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve, single dense rhs");
|
||||
|
||||
x = CholmodDecomposition<SparseMatrixType, Lower>(m3_lo).solve(b);
|
||||
VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve, single dense rhs");
|
||||
|
||||
x = CholmodDecomposition<SparseMatrixType, Upper>(m3_up).solve(b);
|
||||
VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve, single dense rhs");
|
||||
|
||||
|
||||
// with multiple rhs
|
||||
ref_X = refMat3.template selfadjointView<Lower>().llt().solve(B);
|
||||
|
||||
#ifndef EIGEN_DEFAULT_TO_ROW_MAJOR
|
||||
// TODO make sure the API is properly documented about this fact
|
||||
X = CholmodDecomposition<SparseMatrixType, Lower>(m3).solve(B);
|
||||
VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "LLT: cholmod solve, multiple dense rhs");
|
||||
|
||||
X = CholmodDecomposition<SparseMatrixType, Upper>(m3).solve(B);
|
||||
VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "LLT: cholmod solve, multiple dense rhs");
|
||||
#endif
|
||||
|
||||
|
||||
// with a sparse rhs
|
||||
SparseMatrixType spB(rows,cols), spX(rows,cols);
|
||||
B.diagonal().array() += 1;
|
||||
spB = B.sparseView(0.5,1);
|
||||
|
||||
ref_X = refMat3.template selfadjointView<Lower>().llt().solve(DenseMatrix(spB));
|
||||
|
||||
spX = CholmodDecomposition<SparseMatrixType, Lower>(m3).solve(spB);
|
||||
VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: cholmod solve, multiple sparse rhs");
|
||||
|
||||
spX = CholmodDecomposition<SparseMatrixType, Upper>(m3).solve(spB);
|
||||
VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: cholmod solve, multiple sparse rhs");
|
||||
}
|
||||
#endif
|
||||
|
||||
}
|
||||
|
||||
void test_sparse_llt()
|
||||
{
|
||||
for(int i = 0; i < g_repeat; i++) {
|
||||
CALL_SUBTEST_1( (sparse_llt<double,int>(8, 8)) );
|
||||
int s = internal::random<int>(1,300);
|
||||
CALL_SUBTEST_2( (sparse_llt<std::complex<double>,int>(s,s)) );
|
||||
CALL_SUBTEST_1( (sparse_llt<double,int>(s,s)) );
|
||||
CALL_SUBTEST_1( (sparse_llt<double,long int>(s,s)) );
|
||||
}
|
||||
}
|
||||
@@ -1,128 +0,0 @@
|
||||
// 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/>.
|
||||
|
||||
#define EIGEN_NO_DEPRECATED_WARNING
|
||||
|
||||
#include "sparse.h"
|
||||
#include <Eigen/SparseExtra>
|
||||
|
||||
#ifdef EIGEN_UMFPACK_SUPPORT
|
||||
#include <Eigen/UmfPackSupport>
|
||||
#endif
|
||||
|
||||
#ifdef EIGEN_SUPERLU_SUPPORT
|
||||
#include <Eigen/SuperLUSupport>
|
||||
#endif
|
||||
|
||||
|
||||
template<typename Scalar> void sparse_lu_legacy(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;
|
||||
|
||||
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_UMFPACK_SUPPORT
|
||||
{
|
||||
// check solve
|
||||
x.setZero();
|
||||
SparseLU<SparseMatrix<Scalar>,UmfPack> lu(m2);
|
||||
VERIFY(lu.succeeded() && "umfpack LU decomposition failed");
|
||||
VERIFY(lu.solve(b,&x) && "umfpack LU solving failed");
|
||||
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LU: umfpack");
|
||||
VERIFY_IS_APPROX(refDet,lu.determinant());
|
||||
// TODO check the extracted data
|
||||
//std::cerr << slu.matrixL() << "\n";
|
||||
}
|
||||
#endif
|
||||
|
||||
#ifdef EIGEN_SUPERLU_SUPPORT
|
||||
// legacy, deprecated API
|
||||
{
|
||||
x.setZero();
|
||||
SparseLU<SparseMatrix<Scalar>,SuperLULegacy> slu(m2);
|
||||
if (slu.succeeded())
|
||||
{
|
||||
DenseVector oldb = b;
|
||||
if (slu.solve(b,&x)) {
|
||||
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LU: SuperLU");
|
||||
}
|
||||
else
|
||||
std::cerr << "super lu solving failed\n";
|
||||
VERIFY(oldb.isApprox(b) && "the rhs should not be modified!");
|
||||
|
||||
// std::cerr << refDet << " == " << slu.determinant() << "\n";
|
||||
if (slu.solve(b, &x, SvTranspose)) {
|
||||
VERIFY(b.isApprox(m2.transpose() * x, test_precision<Scalar>()));
|
||||
}
|
||||
else
|
||||
std::cerr << "super lu solving failed\n";
|
||||
|
||||
if (slu.solve(b, &x, SvAdjoint)) {
|
||||
VERIFY(b.isApprox(m2.adjoint() * x, test_precision<Scalar>()));
|
||||
}
|
||||
else
|
||||
std::cerr << "super lu solving failed\n";
|
||||
|
||||
if (!NumTraits<Scalar>::IsComplex) {
|
||||
VERIFY_IS_APPROX(refDet,slu.determinant()); // FIXME det is not very stable for complex
|
||||
}
|
||||
}
|
||||
else
|
||||
std::cerr << "super lu factorize failed\n";
|
||||
}
|
||||
#endif
|
||||
|
||||
}
|
||||
|
||||
void test_sparse_lu_legacy()
|
||||
{
|
||||
for(int i = 0; i < g_repeat; i++) {
|
||||
CALL_SUBTEST_1(sparse_lu_legacy<double>(8, 8) );
|
||||
int s = internal::random<int>(1,300);
|
||||
CALL_SUBTEST_1(sparse_lu_legacy<std::complex<double> >(s,s) );
|
||||
CALL_SUBTEST_1(sparse_lu_legacy<double>(s,s) );
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user