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Skip too large real-world problems for solvers that do not scale (e.g., SimplicialLLT without reordering)

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Gael Guennebaud 2015-06-09 09:29:53 +02:00
parent 9a2447b0c9
commit 9aef0db992
3 changed files with 44 additions and 26 deletions
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4
test/simplicial_cholesky.cpp
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@ -35,8 +35,8 @@ template<typename T, typename I> void test_simplicial_cholesky_T()
check_sparse_spd_determinant(ldlt_colmajor_lower_amd);
check_sparse_spd_determinant(ldlt_colmajor_upper_amd);
check_sparse_spd_solving(ldlt_colmajor_lower_nat);
check_sparse_spd_solving(ldlt_colmajor_upper_nat);
check_sparse_spd_solving(ldlt_colmajor_lower_nat, 300, 1000);
check_sparse_spd_solving(ldlt_colmajor_upper_nat, 300, 1000);
}
void test_simplicial_cholesky()

62
test/sparse_solver.h
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@ -218,7 +218,7 @@ std::string solver_stats(const SparseSolverBase<Derived> &/*solver*/)
}
#endif
template<typename Solver> void check_sparse_spd_solving(Solver& solver)
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;
@ -231,7 +231,7 @@ template<typename Solver> void check_sparse_spd_solving(Solver& solver)
Mat A, halfA;
DenseMatrix dA;
for (int i = 0; i < g_repeat; i++) {
int size = generate_sparse_spd_problem(solver, A, halfA, dA);
int size = generate_sparse_spd_problem(solver, A, halfA, dA, maxSize);
// generate the right hand sides
int rhsCols = internal::random<int>(1,16);
@ -267,19 +267,28 @@ template<typename Solver> void check_sparse_spd_solving(Solver& solver)
{
if (it.sym() == SPD){
A = it.matrix();
DenseVector b = it.rhs();
DenseVector refX = it.refX();
PermutationMatrix<Dynamic, Dynamic, StorageIndex> pnull;
if(Solver::UpLo == (Lower|Upper))
halfA = A;
if(A.diagonal().size() <= maxRealWorldSize)
{
DenseVector b = it.rhs();
DenseVector refX = it.refX();
PermutationMatrix<Dynamic, Dynamic, StorageIndex> pnull;
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
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::cout << "INFO | " << solver_stats(solver) << std::endl;
CALL_SUBTEST( check_sparse_solving_real_cases(solver, halfA, b, A, refX) );
{
std::cout << "INFO | Skip sparse problem \"" << it.matname() << "\" (too large)" << std::endl;
}
}
}
}
@ -320,7 +329,7 @@ Index generate_sparse_square_problem(Solver&, typename Solver::MatrixType& A, De
return size;
}
template<typename Solver> void check_sparse_square_solving(Solver& solver)
template<typename Solver> void check_sparse_square_solving(Solver& solver, int maxSize = 300, int maxRealWorldSize = 100000)
{
typedef typename Solver::MatrixType Mat;
typedef typename Mat::Scalar Scalar;
@ -333,7 +342,7 @@ template<typename Solver> void check_sparse_square_solving(Solver& solver)
Mat A;
DenseMatrix dA;
for (int i = 0; i < g_repeat; i++) {
Index size = generate_sparse_square_problem(solver, A, dA);
Index size = generate_sparse_square_problem(solver, A, dA, maxSize);
A.makeCompressed();
DenseVector b = DenseVector::Random(size);
@ -364,12 +373,21 @@ template<typename Solver> void check_sparse_square_solving(Solver& solver)
for (; it; ++it)
{
A = it.matrix();
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::cout << "INFO | " << solver_stats(solver) << std::endl;
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;
}
}
}
#endif

4
test/sparselu.cpp
View File

@ -42,8 +42,8 @@ template<typename T> void test_sparselu_T()
SparseLU<SparseMatrix<T, ColMajor, long int>, NaturalOrdering<long int> > sparselu_natural;
check_sparse_square_solving(sparselu_colamd);
check_sparse_square_solving(sparselu_amd);
check_sparse_square_solving(sparselu_natural);
check_sparse_square_solving(sparselu_amd, 300, 2000);
check_sparse_square_solving(sparselu_natural, 300, 2000);
check_sparse_square_abs_determinant(sparselu_colamd);
check_sparse_square_abs_determinant(sparselu_amd);