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Sparse module:

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* enable complex support for the CHOLMOD LLT backend
   using CHOLMOD's triangular solver
 * quick fix for complex support in SparseLLT::solve
This commit is contained in:
Gael Guennebaud
2008-12-27 18:13:29 +00:00
parent 361225068d
commit ce3984844d
4 changed files with 126 additions and 58 deletions
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69
test/sparse_solvers.cpp
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@@ -24,6 +24,27 @@
#include "sparse.h"
template<typename Scalar> void
initSPD(double density,
Matrix<Scalar,Dynamic,Dynamic>& refMat,
SparseMatrix<Scalar>& sparseMat)
{
Matrix<Scalar,Dynamic,Dynamic> aux(refMat.rows(),refMat.cols());
initSparse(density,refMat,sparseMat);
refMat = refMat * refMat.adjoint();
for (int k=0; k<2; ++k)
{
initSparse(density,aux,sparseMat,ForceNonZeroDiag);
refMat += aux * aux.adjoint();
}
sparseMat.startFill();
for (int j=0 ; j<sparseMat.cols(); ++j)
for (int i=j ; i<sparseMat.rows(); ++i)
if (refMat(i,j)!=Scalar(0))
sparseMat.fill(i,j) = refMat(i,j);
sparseMat.endFill();
}
template<typename Scalar> void sparse_solvers(int rows, int cols)
{
double density = std::max(8./(rows*cols), 0.01);
@@ -56,7 +77,6 @@ template<typename Scalar> void sparse_solvers(int rows, int cols)
}
// test LLT
if (!NumTraits<Scalar>::IsComplex)
{
// TODO fix the issue with complex (see SparseLLT::solveInPlace)
SparseMatrix<Scalar> m2(rows, cols);
@@ -65,49 +85,54 @@ template<typename Scalar> void sparse_solvers(int rows, int cols)
DenseVector b = DenseVector::Random(cols);
DenseVector refX(cols), x(cols);
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
refMat2 += refMat2.adjoint();
refMat2.diagonal() *= 0.5;
initSPD(density, refMat2, m2);
refMat2.llt().solve(b, &refX);
typedef SparseMatrix<Scalar,LowerTriangular|SelfAdjoint> SparseSelfAdjointMatrix;
x = b;
SparseLLT<SparseSelfAdjointMatrix> (m2).solveInPlace(x);
//VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: default");
if (!NumTraits<Scalar>::IsComplex)
{
x = b;
SparseLLT<SparseSelfAdjointMatrix> (m2).solveInPlace(x);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: default");
}
#ifdef EIGEN_CHOLMOD_SUPPORT
x = b;
SparseLLT<SparseSelfAdjointMatrix,Cholmod>(m2).solveInPlace(x);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod");
#endif
#ifdef EIGEN_TAUCS_SUPPORT
x = b;
SparseLLT<SparseSelfAdjointMatrix,Taucs>(m2,IncompleteFactorization).solveInPlace(x);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (IncompleteFactorization)");
x = b;
SparseLLT<SparseSelfAdjointMatrix,Taucs>(m2,SupernodalMultifrontal).solveInPlace(x);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalMultifrontal)");
x = b;
SparseLLT<SparseSelfAdjointMatrix,Taucs>(m2,SupernodalLeftLooking).solveInPlace(x);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalLeftLooking)");
#endif
if (!NumTraits<Scalar>::IsComplex)
{
#ifdef EIGEN_TAUCS_SUPPORT
x = b;
SparseLLT<SparseSelfAdjointMatrix,Taucs>(m2,IncompleteFactorization).solveInPlace(x);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (IncompleteFactorization)");
x = b;
SparseLLT<SparseSelfAdjointMatrix,Taucs>(m2,SupernodalMultifrontal).solveInPlace(x);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalMultifrontal)");
x = b;
SparseLLT<SparseSelfAdjointMatrix,Taucs>(m2,SupernodalLeftLooking).solveInPlace(x);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalLeftLooking)");
#endif
}
}
// test LDLT
if (!NumTraits<Scalar>::IsComplex)
{
// TODO fix the issue with complex (see SparseLDT::solveInPlace)
// TODO fix the issue with complex (see SparseLDLT::solveInPlace)
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|MakeUpperTriangular, &zeroCoords, &nonzeroCoords);
//initSPD(density, refMat2, m2);
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, 0, 0);
refMat2 += refMat2.adjoint();
refMat2.diagonal() *= 0.5;
refMat2.ldlt().solve(b, &refX);
typedef SparseMatrix<Scalar,LowerTriangular|SelfAdjoint> SparseSelfAdjointMatrix;
typedef SparseMatrix<Scalar,UpperTriangular|SelfAdjoint> SparseSelfAdjointMatrix;
x = b;
SparseLDLT<SparseSelfAdjointMatrix> ldlt(m2);
if (ldlt.succeeded())
@@ -177,6 +202,6 @@ void test_sparse_solvers()
for(int i = 0; i < g_repeat; i++) {
CALL_SUBTEST( sparse_solvers<double>(8, 8) );
CALL_SUBTEST( sparse_solvers<std::complex<double> >(16, 16) );
CALL_SUBTEST( sparse_solvers<double>(33, 33) );
CALL_SUBTEST( sparse_solvers<double>(101, 101) );
}
}