// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2011 Gael Guennebaud <g.gael@free.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 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #include "sparse.h" #include <Eigen/SparseCore> template<typename Solver, typename Rhs, typename DenseMat, typename DenseRhs> void check_sparse_solving(Solver& solver, const typename Solver::MatrixType& A, const Rhs& b, const DenseMat& dA, const DenseRhs& db) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; DenseRhs refX = dA.lu().solve(db); Rhs x(b.rows(), b.cols()); Rhs oldb = b; solver.compute(A); if (solver.info() != Success) { std::cerr << "sparse solver testing: factorization failed (check_sparse_solving)\n"; exit(0); return; } x = solver.solve(b); if (solver.info() != Success) { std::cerr << "sparse solver testing: solving failed\n"; return; } VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!"); VERIFY(x.isApprox(refX,test_precision<Scalar>())); x.setZero(); // test the analyze/factorize API solver.analyzePattern(A); solver.factorize(A); if (solver.info() != Success) { std::cerr << "sparse solver testing: factorization failed (check_sparse_solving)\n"; exit(0); return; } x = solver.solve(b); if (solver.info() != Success) { std::cerr << "sparse solver testing: solving failed\n"; return; } VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!"); VERIFY(x.isApprox(refX,test_precision<Scalar>())); // test Block as the result and rhs: { DenseRhs x(db.rows(), db.cols()); DenseRhs b(db), oldb(db); x.setZero(); x.block(0,0,x.rows(),x.cols()) = solver.solve(b.block(0,0,b.rows(),b.cols())); VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!"); VERIFY(x.isApprox(refX,test_precision<Scalar>())); } } template<typename Solver, typename Rhs> void check_sparse_solving_real_cases(Solver& solver, const typename Solver::MatrixType& A, const Rhs& b, const Rhs& refX) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; typedef typename Mat::RealScalar RealScalar; Rhs x(b.rows(), b.cols()); solver.compute(A); if (solver.info() != Success) { std::cerr << "sparse solver testing: factorization failed (check_sparse_solving_real_cases)\n"; exit(0); return; } x = solver.solve(b); if (solver.info() != Success) { std::cerr << "sparse solver testing: solving failed\n"; return; } RealScalar res_error; // Compute the norm of the relative error if(refX.size() != 0) res_error = (refX - x).norm()/refX.norm(); else { // Compute the relative residual norm res_error = (b - A * x).norm()/b.norm(); } if (res_error > test_precision<Scalar>() ){ std::cerr << "Test " << g_test_stack.back() << " failed in "EI_PP_MAKE_STRING(__FILE__) << " (" << EI_PP_MAKE_STRING(__LINE__) << ")" << std::endl << std::endl; abort(); } } template<typename Solver, typename DenseMat> void check_sparse_determinant(Solver& solver, const typename Solver::MatrixType& A, const DenseMat& dA) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; typedef typename Mat::RealScalar RealScalar; solver.compute(A); if (solver.info() != Success) { std::cerr << "sparse solver testing: factorization failed (check_sparse_determinant)\n"; return; } Scalar refDet = dA.determinant(); VERIFY_IS_APPROX(refDet,solver.determinant()); } template<typename Solver, typename DenseMat> int generate_sparse_spd_problem(Solver& , typename Solver::MatrixType& A, typename Solver::MatrixType& halfA, DenseMat& dA, int maxSize = 300) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; int size = internal::random<int>(1,maxSize); double density = (std::max)(8./(size*size), 0.01); Mat M(size, size); DenseMatrix dM(size, size); initSparse<Scalar>(density, dM, M, ForceNonZeroDiag); A = M * M.adjoint(); dA = dM * dM.adjoint(); halfA.resize(size,size); halfA.template selfadjointView<Solver::UpLo>().rankUpdate(M); return size; } #ifdef TEST_REAL_CASES template<typename Scalar> inline std::string get_matrixfolder() { std::string mat_folder = TEST_REAL_CASES; if( internal::is_same<Scalar, std::complex<float> >::value || internal::is_same<Scalar, std::complex<double> >::value ) mat_folder = mat_folder + static_cast<string>("/complex/"); else mat_folder = mat_folder + static_cast<string>("/real/"); return mat_folder; } #endif template<typename Solver> void check_sparse_spd_solving(Solver& solver) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; typedef typename Mat::Index Index; typedef SparseMatrix<Scalar,ColMajor> SpMat; typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; typedef Matrix<Scalar,Dynamic,1> DenseVector; // generate the problem Mat A, halfA; DenseMatrix dA; int size = generate_sparse_spd_problem(solver, A, halfA, dA); // generate the right hand sides int rhsCols = internal::random<int>(1,16); double density = (std::max)(8./(size*rhsCols), 0.1); SpMat B(size,rhsCols); DenseVector b = DenseVector::Random(size); DenseMatrix dB(size,rhsCols); initSparse<Scalar>(density, dB, B, ForceNonZeroDiag); for (int i = 0; i < g_repeat; i++) { check_sparse_solving(solver, A, b, dA, b); check_sparse_solving(solver, halfA, b, dA, b); check_sparse_solving(solver, A, dB, dA, dB); check_sparse_solving(solver, halfA, dB, dA, dB); check_sparse_solving(solver, A, B, dA, dB); check_sparse_solving(solver, halfA, B, dA, dB); } // First, get the folder #ifdef TEST_REAL_CASES if (internal::is_same<Scalar, float>::value || internal::is_same<Scalar, std::complex<float> >::value) return ; std::string mat_folder = get_matrixfolder<Scalar>(); MatrixMarketIterator<Scalar> it(mat_folder); for (; it; ++it) { if (it.sym() == SPD){ Mat halfA; PermutationMatrix<Dynamic, Dynamic, Index> pnull; halfA.template selfadjointView<Solver::UpLo>() = it.matrix().template triangularView<Eigen::Lower>().twistedBy(pnull); std::cout<< " ==== SOLVING WITH MATRIX " << it.matname() << " ==== \n"; check_sparse_solving_real_cases(solver, it.matrix(), it.rhs(), it.refX()); check_sparse_solving_real_cases(solver, halfA, it.rhs(), it.refX()); } } #endif } template<typename Solver> void check_sparse_spd_determinant(Solver& solver) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; // generate the problem Mat A, halfA; DenseMatrix dA; generate_sparse_spd_problem(solver, A, halfA, dA, 30); for (int i = 0; i < g_repeat; i++) { check_sparse_determinant(solver, A, dA); check_sparse_determinant(solver, halfA, dA ); } } template<typename Solver, typename DenseMat> int generate_sparse_square_problem(Solver&, typename Solver::MatrixType& A, DenseMat& dA, int maxSize = 300) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; int size = internal::random<int>(1,maxSize); double density = (std::max)(8./(size*size), 0.01); A.resize(size,size); dA.resize(size,size); initSparse<Scalar>(density, dA, A, ForceNonZeroDiag); return size; } template<typename Solver> void check_sparse_square_solving(Solver& solver) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; typedef Matrix<Scalar,Dynamic,1> DenseVector; int rhsCols = internal::random<int>(1,16); Mat A; DenseMatrix dA; int size = generate_sparse_square_problem(solver, A, dA); DenseVector b = DenseVector::Random(size); DenseMatrix dB = DenseMatrix::Random(size,rhsCols); A.makeCompressed(); for (int i = 0; i < g_repeat; i++) { check_sparse_solving(solver, A, b, dA, b); check_sparse_solving(solver, A, dB, dA, dB); } // First, get the folder #ifdef TEST_REAL_CASES if (internal::is_same<Scalar, float>::value || internal::is_same<Scalar, std::complex<float> >::value) return ; std::string mat_folder = get_matrixfolder<Scalar>(); MatrixMarketIterator<Scalar> it(mat_folder); for (; it; ++it) { std::cout<< " ==== SOLVING WITH MATRIX " << it.matname() << " ==== \n"; check_sparse_solving_real_cases(solver, it.matrix(), it.rhs(), it.refX()); } #endif } template<typename Solver> void check_sparse_square_determinant(Solver& solver) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; // generate the problem Mat A; DenseMatrix dA; generate_sparse_square_problem(solver, A, dA, 30); A.makeCompressed(); for (int i = 0; i < g_repeat; i++) { check_sparse_determinant(solver, A, dA); } }