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resurrected sparse triangular solver

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This commit is contained in:
Gael Guennebaud
2008-09-02 19:55:26 +00:00
parent 8fb1678f0f
commit d8df318d77
10 changed files with 117 additions and 86 deletions
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83
test/sparse.cpp
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@@ -25,36 +25,63 @@
#include "main.h"
#include <Eigen/Sparse>
template<typename Scalar> void sparse(int rows, int cols)
enum {
ForceNonZeroDiag = 1,
MakeLowerTriangular = 2,
MakeUpperTriangular = 4
};
template<typename Scalar> void
initSparse(double density,
Matrix<Scalar,Dynamic,Dynamic>& refMat,
SparseMatrix<Scalar>& sparseMat,
int flags = 0,
std::vector<Vector2i>* zeroCoords = 0,
std::vector<Vector2i>* nonzeroCoords = 0)
{
double density = std::max(8./(rows*cols), 0.01);
typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
Scalar eps = 1e-6;
SparseMatrix<Scalar> m(rows, cols);
DenseMatrix refMat = DenseMatrix::Zero(rows, cols);
std::vector<Vector2i> zeroCoords;
std::vector<Vector2i> nonzeroCoords;
m.startFill(rows*cols*density);
for(int j=0; j<cols; j++)
sparseMat.startFill(refMat.rows()*refMat.cols()*density);
for(int j=0; j<refMat.cols(); j++)
{
for(int i=0; i<rows; i++)
for(int i=0; i<refMat.rows(); i++)
{
Scalar v = (ei_random<Scalar>(0,1) < density) ? ei_random<Scalar>() : 0;
if ((flags&ForceNonZeroDiag) && (i==j))
while (ei_abs(v)<1e-2)
v = ei_random<Scalar>();
if ((flags & MakeLowerTriangular) && j>i)
v = 0;
else if ((flags & MakeUpperTriangular) && j<i)
v = 0;
if (v!=0)
{
m.fill(i,j) = v;
nonzeroCoords.push_back(Vector2i(i,j));
sparseMat.fill(i,j) = v;
if (nonzeroCoords)
nonzeroCoords->push_back(Vector2i(i,j));
}
else
else if (zeroCoords)
{
zeroCoords.push_back(Vector2i(i,j));
zeroCoords->push_back(Vector2i(i,j));
}
refMat(i,j) = v;
}
}
m.endFill();
sparseMat.endFill();
}
template<typename Scalar> void sparse(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;
Scalar eps = 1e-6;
SparseMatrix<Scalar> m(rows, cols);
DenseMatrix refMat = DenseMatrix::Zero(rows, cols);
DenseVector vec1 = DenseVector::Random(rows);
std::vector<Vector2i> zeroCoords;
std::vector<Vector2i> nonzeroCoords;
initSparse<Scalar>(density, refMat, m, 0, &zeroCoords, &nonzeroCoords);
VERIFY(zeroCoords.size()>0 && "re-run the test");
VERIFY(nonzeroCoords.size()>0 && "re-run the test");
@@ -145,10 +172,30 @@ template<typename Scalar> void sparse(int rows, int cols)
}
VERIFY_IS_APPROX(m, refMat);
// test triangular solver
{
DenseVector vec2 = vec1, vec3 = vec1;
SparseMatrix<Scalar> m2(rows, cols);
DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols);
// lower
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
VERIFY_IS_APPROX(refMat2.template marked<Lower>().solveTriangular(vec2),
m2.template marked<Lower>().solveTriangular(vec3));
// upper
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords);
VERIFY_IS_APPROX(refMat2.template marked<Upper>().solveTriangular(vec2),
m2.template marked<Upper>().solveTriangular(vec3));
// TODO test row major
}
}
void test_sparse()
{
sparse<double>(8, 8);
sparse<double>(16, 16);
sparse<double>(33, 33);
}