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Add support for Sparse QR factorization

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Desire NUENTSA
2012-11-12 15:20:37 +01:00
parent 474716ec5b
commit 9cf77ce1d8
23 changed files with 6449 additions and 2 deletions
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17
test/CMakeLists.txt
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@@ -86,6 +86,19 @@ else()
ei_add_property(EIGEN_MISSING_BACKENDS "PaStiX, ")
endif()
find_package(SPQR)
if(SPQR_FOUND AND BLAS_FOUND AND LAPACK_FOUND)
if(CHOLMOD_FOUND)
add_definitions("-DEIGEN_SPQR_SUPPORT")
include_directories(${SPQR_INCLUDES})
set(SPQR_ALL_LIBS ${SPQR_LIBRARIES} ${CHOLMOD_LIBRARIES} ${LAPACK_LIBRARIES} ${BLAS_LIBRARIES})
set(SPARSE_LIBS ${SPARSE_LIBS} ${SPQR_ALL_LIBS})
ei_add_property(EIGEN_TESTED_BACKENDS "SPQR, ")
else(CHOLMOD_FOUND)
ei_add_property(EIGEN_MISSING_BACKENDS "SPQR, ")
endif(CHOLMOD_FOUND)
endif()
option(EIGEN_TEST_NOQT "Disable Qt support in unit tests" OFF)
if(NOT EIGEN_TEST_NOQT)
find_package(Qt4)
@@ -227,6 +240,10 @@ if(PASTIX_FOUND AND (SCOTCH_FOUND OR METIS_FOUND))
ei_add_test(pastix_support "" "${PASTIX_ALL_LIBS}")
endif()
if(SPQR_FOUND AND CHOLMOD_FOUND)
ei_add_test(spqr_support "" "${SPQR_ALL_LIBS}")
endif()
string(TOLOWER "${CMAKE_CXX_COMPILER}" cmake_cxx_compiler_tolower)
if(cmake_cxx_compiler_tolower MATCHES "qcc")
set(CXX_IS_QCC "ON")

62
test/spqr_support.cpp Normal file
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@@ -0,0 +1,62 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2012 Desire Nuentsa Wakam <desire.nuentsa_wakam@inria.fr>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
#include "sparse.h"
#include <Eigen/SPQRSupport>
template<typename MatrixType,typename DenseMat>
int generate_sparse_rectangular_problem(MatrixType& A, DenseMat& dA, int maxRows = 300, int maxCols = 300)
{
eigen_assert(maxRows >= maxCols);
typedef typename MatrixType::Scalar Scalar;
int rows = internal::random<int>(1,maxRows);
int cols = internal::random<int>(1,maxCols);
double density = (std::max)(8./(rows*cols), 0.01);
A.resize(rows,rows);
dA.resize(rows,rows);
initSparse<Scalar>(density, dA, A,ForceNonZeroDiag);
A.makeCompressed();
return rows;
}
template<typename Scalar> void test_spqr_scalar()
{
typedef SparseMatrix<Scalar,ColMajor> MatrixType;
MatrixType A;
Matrix<Scalar,Dynamic,Dynamic> dA;
typedef Matrix<Scalar,Dynamic,1> DenseVector;
DenseVector refX,x,b;
SPQR<MatrixType> solver;
generate_sparse_rectangular_problem(A,dA);
int n = A.cols();
b = DenseVector::Random(n);
solver.compute(A);
if (solver.info() != Success)
{
std::cerr << "sparse QR factorization failed\n";
exit(0);
return;
}
solver._solve(b,x);
if (solver.info() != Success)
{
std::cerr << "sparse QR factorization failed\n";
exit(0);
return;
}
//Compare with a dense solver
refX = dA.colPivHouseholderQr().solve(b);
VERIFY(x.isApprox(refX,test_precision<Scalar>()));
}
void test_spqr_support()
{
CALL_SUBTEST_1(test_spqr_scalar<double>());
CALL_SUBTEST_2(test_spqr_scalar<std::complex<double> >());
}