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bug #899: make sparseqr unit test more stable by 1) trying with larger threshold and 2) relax rank computation for rank-deficient problems.

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Gael Guennebaud 2019-02-19 22:57:51 +01:00
parent 482c5fb321
commit 3b5deeb546
1 changed files with 26 additions and 5 deletions
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29
test/sparseqr.cpp
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@ -43,6 +43,7 @@ int generate_sparse_rectangular_problem(MatrixType& A, DenseMat& dA, int maxRows
template<typename Scalar> void test_sparseqr_scalar()
{
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef SparseMatrix<Scalar,ColMajor> MatrixType;
typedef Matrix<Scalar,Dynamic,Dynamic> DenseMat;
typedef Matrix<Scalar,Dynamic,1> DenseVector;
@ -92,13 +93,33 @@ template<typename Scalar> void test_sparseqr_scalar()
return;
}
VERIFY_IS_APPROX(A * x, b);
//Compare with a dense QR solver
// Compare with a dense QR solver
ColPivHouseholderQR<DenseMat> dqr(dA);
refX = dqr.solve(b);
VERIFY_IS_EQUAL(dqr.rank(), solver.rank());
bool rank_deficient = A.cols()>A.rows() || dqr.rank()<A.cols();
if(rank_deficient)
{
// rank deficient problem -> we might have to increase the threshold
// to get a correct solution.
RealScalar th = RealScalar(20)*dA.colwise().norm().maxCoeff()*(A.rows()+A.cols()) * NumTraits<RealScalar>::epsilon();
for(Index k=0; (k<16) && !test_isApprox(A*x,b); ++k)
{
th *= RealScalar(10);
solver.setPivotThreshold(th);
solver.compute(A);
x = solver.solve(b);
}
}
VERIFY_IS_APPROX(A * x, b);
// For rank deficient problem, the estimated rank might
// be slightly off, so let's only raise a warning in such cases.
if(rank_deficient) ++g_test_level;
VERIFY_IS_EQUAL(solver.rank(), dqr.rank());
if(rank_deficient) --g_test_level;
if(solver.rank()==A.cols()) // full rank
VERIFY_IS_APPROX(x, refX);
// else