// 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> #include <sstream> template<typename Solver, typename Rhs, typename Guess,typename Result> void solve_with_guess(IterativeSolverBase<Solver>& solver, const MatrixBase<Rhs>& b, const Guess& g, Result &x) { if(internal::random<bool>()) { // With a temporary through evaluator<SolveWithGuess> x = solver.derived().solveWithGuess(b,g) + Result::Zero(x.rows(), x.cols()); } else { // direct evaluation within x through Assignment<Result,SolveWithGuess> x = solver.derived().solveWithGuess(b.derived(),g); } } template<typename Solver, typename Rhs, typename Guess,typename Result> void solve_with_guess(SparseSolverBase<Solver>& solver, const MatrixBase<Rhs>& b, const Guess& , Result& x) { if(internal::random<bool>()) x = solver.derived().solve(b) + Result::Zero(x.rows(), x.cols()); else x = solver.derived().solve(b); } template<typename Solver, typename Rhs, typename Guess,typename Result> void solve_with_guess(SparseSolverBase<Solver>& solver, const SparseMatrixBase<Rhs>& b, const Guess& , Result& x) { x = solver.derived().solve(b); } 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; typedef typename Mat::StorageIndex StorageIndex; DenseRhs refX = dA.householderQr().solve(db); { Rhs x(A.cols(), b.cols()); Rhs oldb = b; solver.compute(A); if (solver.info() != Success) { std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n"; VERIFY(solver.info() == Success); } x = solver.solve(b); if (solver.info() != Success) { std::cerr << "WARNING | sparse solver testing: solving failed (" << typeid(Solver).name() << ")\n"; return; } VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!"); VERIFY(x.isApprox(refX,test_precision<Scalar>())); x.setZero(); solve_with_guess(solver, b, x, x); VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API"); 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); VERIFY(solver.info() == Success && "factorization failed when using analyzePattern/factorize API"); x = solver.solve(b); VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API"); VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!"); VERIFY(x.isApprox(refX,test_precision<Scalar>())); x.setZero(); // test with Map MappedSparseMatrix<Scalar,Mat::Options,StorageIndex> Am(A.rows(), A.cols(), A.nonZeros(), const_cast<StorageIndex*>(A.outerIndexPtr()), const_cast<StorageIndex*>(A.innerIndexPtr()), const_cast<Scalar*>(A.valuePtr())); solver.compute(Am); VERIFY(solver.info() == Success && "factorization failed when using Map"); DenseRhs dx(refX); dx.setZero(); Map<DenseRhs> xm(dx.data(), dx.rows(), dx.cols()); Map<const DenseRhs> bm(db.data(), db.rows(), db.cols()); xm = solver.solve(bm); VERIFY(solver.info() == Success && "solving failed when using Map"); VERIFY(oldb.isApprox(bm) && "sparse solver testing: the rhs should not be modified!"); VERIFY(xm.isApprox(refX,test_precision<Scalar>())); } // if not too large, do some extra check: if(A.rows()<2000) { // test initialization ctor { Rhs x(b.rows(), b.cols()); Solver solver2(A); VERIFY(solver2.info() == Success); x = solver2.solve(b); VERIFY(x.isApprox(refX,test_precision<Scalar>())); } // test dense Block as the result and rhs: { DenseRhs x(refX.rows(), refX.cols()); DenseRhs oldb(db); x.setZero(); x.block(0,0,x.rows(),x.cols()) = solver.solve(db.block(0,0,db.rows(),db.cols())); VERIFY(oldb.isApprox(db) && "sparse solver testing: the rhs should not be modified!"); VERIFY(x.isApprox(refX,test_precision<Scalar>())); } // test uncompressed inputs { Mat A2 = A; A2.reserve((ArrayXf::Random(A.outerSize())+2).template cast<typename Mat::StorageIndex>().eval()); solver.compute(A2); Rhs x = solver.solve(b); VERIFY(x.isApprox(refX,test_precision<Scalar>())); } // test expression as input { solver.compute(0.5*(A+A)); Rhs x = solver.solve(b); VERIFY(x.isApprox(refX,test_precision<Scalar>())); Solver solver2(0.5*(A+A)); Rhs x2 = solver2.solve(b); VERIFY(x2.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 typename Solver::MatrixType& fullA, const Rhs& refX) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; typedef typename Mat::RealScalar RealScalar; Rhs x(A.cols(), b.cols()); solver.compute(A); if (solver.info() != Success) { std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n"; VERIFY(solver.info() == Success); } x = solver.solve(b); if (solver.info() != Success) { std::cerr << "WARNING | sparse solver testing, solving failed (" << typeid(Solver).name() << ")\n"; return; } RealScalar res_error = (fullA*x-b).norm()/b.norm(); VERIFY( (res_error <= test_precision<Scalar>() ) && "sparse solver failed without noticing it"); if(refX.size() != 0 && (refX - x).norm()/refX.norm() > test_precision<Scalar>()) { std::cerr << "WARNING | found solution is different from the provided reference one\n"; } } 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; solver.compute(A); if (solver.info() != Success) { std::cerr << "WARNING | 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> void check_sparse_abs_determinant(Solver& solver, const typename Solver::MatrixType& A, const DenseMat& dA) { using std::abs; typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; solver.compute(A); if (solver.info() != Success) { std::cerr << "WARNING | sparse solver testing: factorization failed (check_sparse_abs_determinant)\n"; return; } Scalar refDet = abs(dA.determinant()); VERIFY_IS_APPROX(refDet,solver.absDeterminant()); } 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); if(Solver::UpLo==(Lower|Upper)) halfA = A; else 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<std::string>("/complex/"); else mat_folder = mat_folder + static_cast<std::string>("/real/"); return mat_folder; } std::string sym_to_string(int sym) { if(sym==Symmetric) return "Symmetric "; if(sym==SPD) return "SPD "; return ""; } template<typename Derived> std::string solver_stats(const IterativeSolverBase<Derived> &solver) { std::stringstream ss; ss << solver.iterations() << " iters, error: " << solver.error(); return ss.str(); } template<typename Derived> std::string solver_stats(const SparseSolverBase<Derived> &/*solver*/) { return ""; } #endif template<typename Solver> void check_sparse_spd_solving(Solver& solver, int maxSize = 300, int maxRealWorldSize = 100000) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; typedef typename Mat::StorageIndex StorageIndex; typedef SparseMatrix<Scalar,ColMajor, StorageIndex> SpMat; typedef SparseVector<Scalar, 0, StorageIndex> SpVec; typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; typedef Matrix<Scalar,Dynamic,1> DenseVector; // generate the problem Mat A, halfA; DenseMatrix dA; for (int i = 0; i < g_repeat; i++) { int size = generate_sparse_spd_problem(solver, A, halfA, dA, maxSize); // 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); SpVec c = B.col(0); DenseVector dc = dB.col(0); CALL_SUBTEST( check_sparse_solving(solver, A, b, dA, b) ); CALL_SUBTEST( check_sparse_solving(solver, halfA, b, dA, b) ); CALL_SUBTEST( check_sparse_solving(solver, A, dB, dA, dB) ); CALL_SUBTEST( check_sparse_solving(solver, halfA, dB, dA, dB) ); CALL_SUBTEST( check_sparse_solving(solver, A, B, dA, dB) ); CALL_SUBTEST( check_sparse_solving(solver, halfA, B, dA, dB) ); CALL_SUBTEST( check_sparse_solving(solver, A, c, dA, dc) ); CALL_SUBTEST( check_sparse_solving(solver, halfA, c, dA, dc) ); // check only once if(i==0) { b = DenseVector::Zero(size); check_sparse_solving(solver, A, b, dA, b); } } // First, get the folder #ifdef TEST_REAL_CASES // Test real problems with double precision only if (internal::is_same<typename NumTraits<Scalar>::Real, double>::value) { std::string mat_folder = get_matrixfolder<Scalar>(); MatrixMarketIterator<Scalar> it(mat_folder); for (; it; ++it) { if (it.sym() == SPD){ A = it.matrix(); if(A.diagonal().size() <= maxRealWorldSize) { DenseVector b = it.rhs(); DenseVector refX = it.refX(); PermutationMatrix<Dynamic, Dynamic, StorageIndex> pnull; halfA.resize(A.rows(), A.cols()); if(Solver::UpLo == (Lower|Upper)) halfA = A; else halfA.template selfadjointView<Solver::UpLo>() = A.template triangularView<Eigen::Lower>().twistedBy(pnull); std::cout << "INFO | Testing " << sym_to_string(it.sym()) << "sparse problem " << it.matname() << " (" << A.rows() << "x" << A.cols() << ") using " << typeid(Solver).name() << "..." << std::endl; CALL_SUBTEST( check_sparse_solving_real_cases(solver, A, b, A, refX) ); std::string stats = solver_stats(solver); if(stats.size()>0) std::cout << "INFO | " << stats << std::endl; CALL_SUBTEST( check_sparse_solving_real_cases(solver, halfA, b, A, refX) ); } else { std::cout << "INFO | Skip sparse problem \"" << it.matname() << "\" (too large)" << std::endl; } } } } #else EIGEN_UNUSED_VARIABLE(maxRealWorldSize); #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> Index generate_sparse_square_problem(Solver&, typename Solver::MatrixType& A, DenseMat& dA, int maxSize = 300, int options = ForceNonZeroDiag) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; Index 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, options); return size; } struct prune_column { Index m_col; prune_column(Index col) : m_col(col) {} template<class Scalar> bool operator()(Index, Index col, const Scalar&) const { return col != m_col; } }; template<typename Solver> void check_sparse_square_solving(Solver& solver, int maxSize = 300, int maxRealWorldSize = 100000, bool checkDeficient = false) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; typedef SparseMatrix<Scalar,ColMajor, typename Mat::StorageIndex> SpMat; typedef SparseVector<Scalar, 0, typename Mat::StorageIndex> SpVec; typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; typedef Matrix<Scalar,Dynamic,1> DenseVector; int rhsCols = internal::random<int>(1,16); Mat A; DenseMatrix dA; for (int i = 0; i < g_repeat; i++) { Index size = generate_sparse_square_problem(solver, A, dA, maxSize); A.makeCompressed(); DenseVector b = DenseVector::Random(size); DenseMatrix dB(size,rhsCols); SpMat B(size,rhsCols); double density = (std::max)(8./(size*rhsCols), 0.1); initSparse<Scalar>(density, dB, B, ForceNonZeroDiag); B.makeCompressed(); SpVec c = B.col(0); DenseVector dc = dB.col(0); CALL_SUBTEST(check_sparse_solving(solver, A, b, dA, b)); CALL_SUBTEST(check_sparse_solving(solver, A, dB, dA, dB)); CALL_SUBTEST(check_sparse_solving(solver, A, B, dA, dB)); CALL_SUBTEST(check_sparse_solving(solver, A, c, dA, dc)); // check only once if(i==0) { b = DenseVector::Zero(size); check_sparse_solving(solver, A, b, dA, b); } // regression test for Bug 792 (structurally rank deficient matrices): if(checkDeficient && size>1) { Index col = internal::random<int>(0,int(size-1)); A.prune(prune_column(col)); solver.compute(A); VERIFY_IS_EQUAL(solver.info(), NumericalIssue); } } // First, get the folder #ifdef TEST_REAL_CASES // Test real problems with double precision only if (internal::is_same<typename NumTraits<Scalar>::Real, double>::value) { std::string mat_folder = get_matrixfolder<Scalar>(); MatrixMarketIterator<Scalar> it(mat_folder); for (; it; ++it) { A = it.matrix(); if(A.diagonal().size() <= maxRealWorldSize) { DenseVector b = it.rhs(); DenseVector refX = it.refX(); std::cout << "INFO | Testing " << sym_to_string(it.sym()) << "sparse problem " << it.matname() << " (" << A.rows() << "x" << A.cols() << ") using " << typeid(Solver).name() << "..." << std::endl; CALL_SUBTEST(check_sparse_solving_real_cases(solver, A, b, A, refX)); std::string stats = solver_stats(solver); if(stats.size()>0) std::cout << "INFO | " << stats << std::endl; } else { std::cout << "INFO | SKIP sparse problem \"" << it.matname() << "\" (too large)" << std::endl; } } } #else EIGEN_UNUSED_VARIABLE(maxRealWorldSize); #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; for (int i = 0; i < g_repeat; i++) { // generate the problem Mat A; DenseMatrix dA; int size = internal::random<int>(1,30); dA.setRandom(size,size); dA = (dA.array().abs()<0.3).select(0,dA); dA.diagonal() = (dA.diagonal().array()==0).select(1,dA.diagonal()); A = dA.sparseView(); A.makeCompressed(); check_sparse_determinant(solver, A, dA); } } template<typename Solver> void check_sparse_square_abs_determinant(Solver& solver) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; for (int i = 0; i < g_repeat; i++) { // generate the problem Mat A; DenseMatrix dA; generate_sparse_square_problem(solver, A, dA, 30); A.makeCompressed(); check_sparse_abs_determinant(solver, A, dA); } } template<typename Solver, typename DenseMat> void generate_sparse_leastsquare_problem(Solver&, typename Solver::MatrixType& A, DenseMat& dA, int maxSize = 300, int options = ForceNonZeroDiag) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; int rows = internal::random<int>(1,maxSize); int cols = internal::random<int>(1,rows); double density = (std::max)(8./(rows*cols), 0.01); A.resize(rows,cols); dA.resize(rows,cols); initSparse<Scalar>(density, dA, A, options); } template<typename Solver> void check_sparse_leastsquare_solving(Solver& solver) { typedef typename Solver::MatrixType Mat; typedef typename Mat::Scalar Scalar; typedef SparseMatrix<Scalar,ColMajor, typename Mat::StorageIndex> SpMat; typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; typedef Matrix<Scalar,Dynamic,1> DenseVector; int rhsCols = internal::random<int>(1,16); Mat A; DenseMatrix dA; for (int i = 0; i < g_repeat; i++) { generate_sparse_leastsquare_problem(solver, A, dA); A.makeCompressed(); DenseVector b = DenseVector::Random(A.rows()); DenseMatrix dB(A.rows(),rhsCols); SpMat B(A.rows(),rhsCols); double density = (std::max)(8./(A.rows()*rhsCols), 0.1); initSparse<Scalar>(density, dB, B, ForceNonZeroDiag); B.makeCompressed(); check_sparse_solving(solver, A, b, dA, b); check_sparse_solving(solver, A, dB, dA, dB); check_sparse_solving(solver, A, B, dA, dB); // check only once if(i==0) { b = DenseVector::Zero(A.rows()); check_sparse_solving(solver, A, b, dA, b); } } }