// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2015-2016 Gael Guennebaud <gael.guennebaud@inria.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/. // #define EIGEN_DONT_VECTORIZE // #define EIGEN_MAX_ALIGN_BYTES 0 #include "sparse_solver.h" #include <Eigen/IterativeLinearSolvers> #include <unsupported/Eigen/IterativeSolvers> template<typename T, typename I> void test_incomplete_cholesky_T() { typedef SparseMatrix<T,0,I> SparseMatrixType; ConjugateGradient<SparseMatrixType, Lower, IncompleteCholesky<T, Lower, AMDOrdering<I> > > cg_illt_lower_amd; ConjugateGradient<SparseMatrixType, Lower, IncompleteCholesky<T, Lower, NaturalOrdering<I> > > cg_illt_lower_nat; ConjugateGradient<SparseMatrixType, Upper, IncompleteCholesky<T, Upper, AMDOrdering<I> > > cg_illt_upper_amd; ConjugateGradient<SparseMatrixType, Upper, IncompleteCholesky<T, Upper, NaturalOrdering<I> > > cg_illt_upper_nat; ConjugateGradient<SparseMatrixType, Upper|Lower, IncompleteCholesky<T, Lower, AMDOrdering<I> > > cg_illt_uplo_amd; CALL_SUBTEST( check_sparse_spd_solving(cg_illt_lower_amd) ); CALL_SUBTEST( check_sparse_spd_solving(cg_illt_lower_nat) ); CALL_SUBTEST( check_sparse_spd_solving(cg_illt_upper_amd) ); CALL_SUBTEST( check_sparse_spd_solving(cg_illt_upper_nat) ); CALL_SUBTEST( check_sparse_spd_solving(cg_illt_uplo_amd) ); } void test_incomplete_cholesky() { CALL_SUBTEST_1(( test_incomplete_cholesky_T<double,int>() )); CALL_SUBTEST_2(( test_incomplete_cholesky_T<std::complex<double>, int>() )); CALL_SUBTEST_3(( test_incomplete_cholesky_T<double,long int>() )); #ifdef EIGEN_TEST_PART_1 // regression for bug 1150 for(int N = 1; N<20; ++N) { Eigen::MatrixXd b( N, N ); b.setOnes(); Eigen::SparseMatrix<double> m( N, N ); m.reserve(Eigen::VectorXi::Constant(N,4)); for( int i = 0; i < N; ++i ) { m.insert( i, i ) = 1; m.coeffRef( i, i / 2 ) = 2; m.coeffRef( i, i / 3 ) = 2; m.coeffRef( i, i / 4 ) = 2; } Eigen::SparseMatrix<double> A; A = m * m.transpose(); Eigen::ConjugateGradient<Eigen::SparseMatrix<double>, Eigen::Lower | Eigen::Upper, Eigen::IncompleteCholesky<double> > solver( A ); VERIFY(solver.preconditioner().info() == Eigen::Success); VERIFY(solver.info() == Eigen::Success); } #endif }