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split the Sparse module into multiple ones, and move non stable parts to unsupported/

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(see the ML for details)
This commit is contained in:
Gael Guennebaud
2010-06-18 11:28:30 +02:00
parent 22d07ec2e3
commit ece48a6450
22 changed files with 350 additions and 489 deletions
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135
test/sparse_solvers.cpp
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@@ -1,7 +1,7 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008 Daniel Gomez Ferro <dgomezferro@gmail.com>
// 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
@@ -105,139 +105,6 @@ template<typename Scalar> void sparse_solvers(int rows, int cols)
VERIFY_IS_APPROX(refMat2.template triangularView<Lower>().solve(vec2),
m2.template triangularView<Lower>().solve(vec3));
}
// test LLT
{
// TODO fix the issue with complex (see SparseLLT::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|MakeLowerTriangular, 0, 0);
for(int i=0; i<rows; ++i)
m2.coeffRef(i,i) = refMat2(i,i) = ei_abs(ei_real(refMat2(i,i)));
refX = refMat2.template selfadjointView<Lower>().llt().solve(b);
if (!NumTraits<Scalar>::IsComplex)
{
x = b;
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_TAUCS_SUPPORT
// TODO fix TAUCS with complexes
if (!NumTraits<Scalar>::IsComplex)
{
x = b;
// SparseLLT<SparseMatrix<Scalar> ,Taucs>(m2,IncompleteFactorization).solveInPlace(x);
// VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (IncompleteFactorization)");
x = b;
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);
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalLeftLooking)");
}
#endif
}
// test LDLT
{
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, 0, 0);
for(int i=0; i<rows; ++i)
m2.coeffRef(i,i) = refMat2(i,i) = ei_abs(ei_real(refMat2(i,i)));
refX = refMat2.template selfadjointView<Upper>().ldlt().solve(b);
typedef SparseMatrix<Scalar,Upper|SelfAdjoint> SparseSelfAdjointMatrix;
x = b;
SparseLDLT<SparseSelfAdjointMatrix> ldlt(m2);
if (ldlt.succeeded())
ldlt.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: default");
}
// test LU
{
static int count = 0;
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_SUPERLU_SUPPORT
{
x.setZero();
SparseLU<SparseMatrix<Scalar>,SuperLU> slu(m2);
if (slu.succeeded())
{
if (slu.solve(b,&x)) {
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LU: SuperLU");
}
// std::cerr << refDet << " == " << slu.determinant() << "\n";
if (slu.solve(b, &x, SvTranspose)) {
VERIFY(b.isApprox(m2.transpose() * x, test_precision<Scalar>()));
}
if (slu.solve(b, &x, SvAdjoint)) {
VERIFY(b.isApprox(m2.adjoint() * x, test_precision<Scalar>()));
}
if (count==0) {
VERIFY_IS_APPROX(refDet,slu.determinant()); // FIXME det is not very stable for complex
}
}
}
#endif
#ifdef EIGEN_UMFPACK_SUPPORT
{
// check solve
x.setZero();
SparseLU<SparseMatrix<Scalar>,UmfPack> slu(m2);
if (slu.succeeded()) {
if (slu.solve(b,&x)) {
if (count==0) {
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LU: umfpack"); // FIXME solve is not very stable for complex
}
}
VERIFY_IS_APPROX(refDet,slu.determinant());
// TODO check the extracted data
//std::cerr << slu.matrixL() << "\n";
}
}
#endif
count++;
}
}
void test_sparse_solvers()