Add a unit test to stress our solvers with Boost.Multiprecision

test/CMakeLists.txt

@@ -327,6 +327,16 @@ if(EIGEN_TEST_EIGEN2)
   message(WARNING "The Eigen2 test suite has been removed")
 endif()
 
+# boost MP unit test
+find_package(Boost)
+if(Boost_FOUND)
+  include_directories(${Boost_INCLUDE_DIRS})
+  ei_add_test(boostmultiprec "" "${Boost_LIBRARIES}")
+  ei_add_property(EIGEN_TESTED_BACKENDS "Boost.Multiprecision, ")
+else()
+  ei_add_property(EIGEN_MISSING_BACKENDS "Boost.Multiprecision, ")
+endif()
+
 
 # CUDA unit tests
 option(EIGEN_TEST_CUDA "Enable CUDA support in unit tests" OFF)

test/boostmultiprec.cpp

@@ -0,0 +1,137 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 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/.
+
+#ifdef EIGEN_TEST_MAX_SIZE
+#undef EIGEN_TEST_MAX_SIZE
+#endif
+
+#define EIGEN_TEST_MAX_SIZE 50
+
+#ifdef EIGEN_TEST_PART_1
+#include "cholesky.cpp"
+#endif
+
+#ifdef EIGEN_TEST_PART_2
+#include "lu.cpp"
+#endif
+
+#ifdef EIGEN_TEST_PART_3
+#include "qr.cpp"
+#endif
+
+#ifdef EIGEN_TEST_PART_4
+#include "qr_colpivoting.cpp"
+#endif
+
+#ifdef EIGEN_TEST_PART_5
+#include "qr_fullpivoting.cpp"
+#endif
+
+#ifdef EIGEN_TEST_PART_6
+#include "eigensolver_selfadjoint.cpp"
+#endif
+
+#ifdef EIGEN_TEST_PART_7
+#include "jacobisvd.cpp"
+#endif
+
+#ifdef EIGEN_TEST_PART_8
+#include "bdcsvd.cpp"
+#endif
+
+#include <Eigen/Dense>
+
+#undef min
+#undef max
+#undef isnan
+#undef isinf
+#undef isfinite
+
+#include <boost/multiprecision/cpp_dec_float.hpp>
+#include <boost/multiprecision/number.hpp>
+
+namespace mp = boost::multiprecision;
+typedef mp::number<mp::cpp_dec_float<100>, mp::et_off> Real;
+
+namespace Eigen {
+  template<> struct NumTraits<Real> : GenericNumTraits<Real> {
+    static inline Real dummy_precision() { return 1e-50; }
+  };
+
+  template<>
+  Real test_precision<Real>() { return 1e-50; }
+}
+
+namespace boost {
+namespace multiprecision {
+  // to make ADL works as expected:
+  using boost::math::isfinite;
+
+  // some specialization for the unit tests:
+  inline bool test_isMuchSmallerThan(const Real& a, const Real& b) {
+    return internal::isMuchSmallerThan(a, b, test_precision<Real>());
+  }
+
+  inline bool test_isApprox(const Real& a, const Real& b) {
+    return internal::isApprox(a, b, test_precision<Real>());
+  }
+
+  inline bool test_isApproxOrLessThan(const Real& a, const Real& b)
+  { return internal::isApproxOrLessThan(a, b, test_precision<Real>()); }
+
+  Real get_test_precision(const Real*) {
+    return test_precision<Real>();
+  }
+
+  Real test_relative_error(const Real &a, const Real &b) {
+    return Eigen::numext::sqrt(Real(Eigen::numext::abs2(a-b))/Real((Eigen::numext::mini)(Eigen::numext::abs2(a),Eigen::numext::abs2(b))));
+  }
+}
+}
+
+namespace Eigen {
+
+}
+
+void test_boostmultiprec()
+{
+  typedef Matrix<Real,Dynamic,Dynamic> Mat;
+
+  std::cout << "NumTraits<Real>::epsilon()         = " << NumTraits<Real>::epsilon() << std::endl;
+  std::cout << "NumTraits<Real>::dummy_precision() = " << NumTraits<Real>::dummy_precision() << std::endl;
+  std::cout << "NumTraits<Real>::lowest()          = " << NumTraits<Real>::lowest() << std::endl;
+  std::cout << "NumTraits<Real>::highest()         = " << NumTraits<Real>::highest() << std::endl;
+
+  for(int i = 0; i < g_repeat; i++) {
+    int s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE);
+
+    CALL_SUBTEST_1( cholesky(Mat(s,s)) );
+
+    CALL_SUBTEST_2( lu_non_invertible<Mat>() );
+    CALL_SUBTEST_2( lu_invertible<Mat>() );
+
+    CALL_SUBTEST_3( qr(Mat(internal::random<int>(1,EIGEN_TEST_MAX_SIZE),internal::random<int>(1,EIGEN_TEST_MAX_SIZE))) );
+    CALL_SUBTEST_3( qr_invertible<Mat>() );
+
+    CALL_SUBTEST_4( qr<Mat>() );
+    CALL_SUBTEST_4( cod<Mat>() );
+    CALL_SUBTEST_4( qr_invertible<Mat>() );
+
+    CALL_SUBTEST_5( qr<Mat>() );
+    CALL_SUBTEST_5( qr_invertible<Mat>() );
+
+    CALL_SUBTEST_6( selfadjointeigensolver(Mat(s,s)) );
+
+    TEST_SET_BUT_UNUSED_VARIABLE(s)
+  }
+
+  CALL_SUBTEST_7(( jacobisvd(Mat(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) ));
+  CALL_SUBTEST_8(( bdcsvd(Mat(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) ));
+}
+