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Updates to the Sparse unsupported solvers module.

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* change Sparse* specialization's signatures from <..., int Backend> to <..., typename Backend>. Update SparseExtra accordingly to use structs instead of the SparseBackend enum.
* add SparseLDLT Cholmod specialization
* for Cholmod and UmfPack, SparseLU, SparseLLT and SparseLDLT now use ei_solve_retval and have the new solve() method (to be closer to the 3.0 API).

* fix doc
This commit is contained in:
Romain Bossart
2010-10-04 20:56:54 +02:00
parent e3d01f85b2
commit c6503e03eb
15 changed files with 563 additions and 187 deletions
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27
unsupported/test/sparse_ldlt.cpp
View File

@@ -25,6 +25,10 @@
#include "sparse.h"
#include <Eigen/SparseExtra>
#ifdef EIGEN_CHOLMOD_SUPPORT
#include <Eigen/CholmodSupport>
#endif
#ifdef EIGEN_TAUCS_SUPPORT
#include <Eigen/TaucsSupport>
#endif
@@ -56,6 +60,29 @@ template<typename Scalar> void sparse_ldlt(int rows, int cols)
VERIFY_IS_APPROX(refMat2.template selfadjointView<Upper>() * x, b);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: default");
#ifdef EIGEN_CHOLMOD_SUPPORT
x = b;
SparseLDLT<SparseSelfAdjointMatrix, Cholmod> ldlt2(m2);
if (ldlt2.succeeded())
ldlt2.solveInPlace(x);
else
std::cerr << "warning LDLT failed\n";
VERIFY_IS_APPROX(refMat2.template selfadjointView<Upper>() * x, b);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: cholmod solveInPlace");
SparseLDLT<SparseSelfAdjointMatrix, Cholmod> ldlt3(m2);
if (ldlt3.succeeded())
x = ldlt3.solve(b);
else
std::cerr << "warning LDLT failed\n";
VERIFY_IS_APPROX(refMat2.template selfadjointView<Upper>() * x, b);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: cholmod solve");
#endif
}
void test_sparse_ldlt()

28
unsupported/test/sparse_llt.cpp
View File

@@ -47,6 +47,7 @@ template<typename Scalar> void sparse_llt(int rows, int 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)));
@@ -57,11 +58,24 @@ template<typename Scalar> void sparse_llt(int rows, int cols)
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_CHOLMOD_SUPPORT
{
// Cholmod, as configured in CholmodSupport.h, only supports self-adjoint matrices
SparseMatrix<Scalar> m3 = m2.adjoint()*m2;
DenseMatrix refMat3 = refMat2.adjoint()*refMat2;
refX = refMat3.template selfadjointView<Lower>().llt().solve(b);
x = b;
SparseLLT<SparseMatrix<Scalar>, Cholmod>(m3).solveInPlace(x);
VERIFY((m3*x).isApprox(b,test_precision<Scalar>()) && "LLT: cholmod solveInPlace");
x = SparseLLT<SparseMatrix<Scalar>, Cholmod>(m3).solve(b);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve");
}
#endif
#ifdef EIGEN_TAUCS_SUPPORT
// TODO fix TAUCS with complexes
@@ -72,10 +86,10 @@ template<typename Scalar> void sparse_llt(int rows, int cols)
// VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (IncompleteFactorization)");
x = b;
SparseLLT<SparseMatrix<Scalar> ,Taucs>(m2,SupernodalMultifrontal).solveInPlace(x);
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);
SparseLLT<SparseMatrix<Scalar>, Taucs>(m2,SupernodalLeftLooking).solveInPlace(x);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalLeftLooking)");
}
#endif