// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2011 Gael Guennebaud // // 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" template void sparse_product() { typedef typename SparseMatrixType::Index Index; Index n = 100; const Index rows = internal::random(1,n); const Index cols = internal::random(1,n); const Index depth = internal::random(1,n); typedef typename SparseMatrixType::Scalar Scalar; enum { Flags = SparseMatrixType::Flags }; double density = (std::max)(8./(rows*cols), 0.2); typedef Matrix DenseMatrix; typedef Matrix DenseVector; typedef Matrix RowDenseVector; typedef SparseVector ColSpVector; typedef SparseVector RowSpVector; Scalar s1 = internal::random(); Scalar s2 = internal::random(); // test matrix-matrix product { DenseMatrix refMat2 = DenseMatrix::Zero(rows, depth); DenseMatrix refMat2t = DenseMatrix::Zero(depth, rows); DenseMatrix refMat3 = DenseMatrix::Zero(depth, cols); DenseMatrix refMat3t = DenseMatrix::Zero(cols, depth); DenseMatrix refMat4 = DenseMatrix::Zero(rows, cols); DenseMatrix refMat4t = DenseMatrix::Zero(cols, rows); DenseMatrix refMat5 = DenseMatrix::Random(depth, cols); DenseMatrix refMat6 = DenseMatrix::Random(rows, rows); DenseMatrix dm4 = DenseMatrix::Zero(rows, rows); // DenseVector dv1 = DenseVector::Random(rows); SparseMatrixType m2 (rows, depth); SparseMatrixType m2t(depth, rows); SparseMatrixType m3 (depth, cols); SparseMatrixType m3t(cols, depth); SparseMatrixType m4 (rows, cols); SparseMatrixType m4t(cols, rows); SparseMatrixType m6(rows, rows); initSparse(density, refMat2, m2); initSparse(density, refMat2t, m2t); initSparse(density, refMat3, m3); initSparse(density, refMat3t, m3t); initSparse(density, refMat4, m4); initSparse(density, refMat4t, m4t); initSparse(density, refMat6, m6); // int c = internal::random(0,depth-1); // sparse * sparse VERIFY_IS_APPROX(m4=m2*m3, refMat4=refMat2*refMat3); VERIFY_IS_APPROX(m4=m2t.transpose()*m3, refMat4=refMat2t.transpose()*refMat3); VERIFY_IS_APPROX(m4=m2t.transpose()*m3t.transpose(), refMat4=refMat2t.transpose()*refMat3t.transpose()); VERIFY_IS_APPROX(m4=m2*m3t.transpose(), refMat4=refMat2*refMat3t.transpose()); VERIFY_IS_APPROX(m4 = m2*m3/s1, refMat4 = refMat2*refMat3/s1); VERIFY_IS_APPROX(m4 = m2*m3*s1, refMat4 = refMat2*refMat3*s1); VERIFY_IS_APPROX(m4 = s2*m2*m3*s1, refMat4 = s2*refMat2*refMat3*s1); VERIFY_IS_APPROX(m4=(m2*m3).pruned(0), refMat4=refMat2*refMat3); VERIFY_IS_APPROX(m4=(m2t.transpose()*m3).pruned(0), refMat4=refMat2t.transpose()*refMat3); VERIFY_IS_APPROX(m4=(m2t.transpose()*m3t.transpose()).pruned(0), refMat4=refMat2t.transpose()*refMat3t.transpose()); VERIFY_IS_APPROX(m4=(m2*m3t.transpose()).pruned(0), refMat4=refMat2*refMat3t.transpose()); // test aliasing m4 = m2; refMat4 = refMat2; VERIFY_IS_APPROX(m4=m4*m3, refMat4=refMat4*refMat3); // sparse * dense matrix VERIFY_IS_APPROX(dm4=m2*refMat3, refMat4=refMat2*refMat3); VERIFY_IS_APPROX(dm4=m2*refMat3t.transpose(), refMat4=refMat2*refMat3t.transpose()); VERIFY_IS_APPROX(dm4=m2t.transpose()*refMat3, refMat4=refMat2t.transpose()*refMat3); VERIFY_IS_APPROX(dm4=m2t.transpose()*refMat3t.transpose(), refMat4=refMat2t.transpose()*refMat3t.transpose()); VERIFY_IS_APPROX(dm4=m2*refMat3, refMat4=refMat2*refMat3); VERIFY_IS_APPROX(dm4=dm4+m2*refMat3, refMat4=refMat4+refMat2*refMat3); VERIFY_IS_APPROX(dm4=m2*(refMat3+refMat3), refMat4=refMat2*(refMat3+refMat3)); VERIFY_IS_APPROX(dm4=m2t.transpose()*(refMat3+refMat5)*0.5, refMat4=refMat2t.transpose()*(refMat3+refMat5)*0.5); // sparse * dense vector VERIFY_IS_APPROX(dm4.col(0)=m2*refMat3.col(0), refMat4.col(0)=refMat2*refMat3.col(0)); VERIFY_IS_APPROX(dm4.col(0)=m2*refMat3t.transpose().col(0), refMat4.col(0)=refMat2*refMat3t.transpose().col(0)); VERIFY_IS_APPROX(dm4.col(0)=m2t.transpose()*refMat3.col(0), refMat4.col(0)=refMat2t.transpose()*refMat3.col(0)); VERIFY_IS_APPROX(dm4.col(0)=m2t.transpose()*refMat3t.transpose().col(0), refMat4.col(0)=refMat2t.transpose()*refMat3t.transpose().col(0)); // dense * sparse VERIFY_IS_APPROX(dm4=refMat2*m3, refMat4=refMat2*refMat3); VERIFY_IS_APPROX(dm4=dm4+refMat2*m3, refMat4=refMat4+refMat2*refMat3); VERIFY_IS_APPROX(dm4+=refMat2*m3, refMat4+=refMat2*refMat3); VERIFY_IS_APPROX(dm4=refMat2*m3t.transpose(), refMat4=refMat2*refMat3t.transpose()); VERIFY_IS_APPROX(dm4=refMat2t.transpose()*m3, refMat4=refMat2t.transpose()*refMat3); VERIFY_IS_APPROX(dm4=refMat2t.transpose()*m3t.transpose(), refMat4=refMat2t.transpose()*refMat3t.transpose()); // sparse * dense and dense * sparse outer product { Index c = internal::random(0,depth-1); Index r = internal::random(0,rows-1); Index c1 = internal::random(0,cols-1); Index r1 = internal::random(0,depth-1); DenseMatrix dm5 = DenseMatrix::Random(depth, cols); VERIFY_IS_APPROX( m4=m2.col(c)*dm5.col(c1).transpose(), refMat4=refMat2.col(c)*dm5.col(c1).transpose()); VERIFY_IS_EQUAL(m4.nonZeros(), (refMat4.array()!=0).count()); VERIFY_IS_APPROX( m4=m2.middleCols(c,1)*dm5.col(c1).transpose(), refMat4=refMat2.col(c)*dm5.col(c1).transpose()); VERIFY_IS_EQUAL(m4.nonZeros(), (refMat4.array()!=0).count()); VERIFY_IS_APPROX(dm4=m2.col(c)*dm5.col(c1).transpose(), refMat4=refMat2.col(c)*dm5.col(c1).transpose()); VERIFY_IS_APPROX(m4=dm5.col(c1)*m2.col(c).transpose(), refMat4=dm5.col(c1)*refMat2.col(c).transpose()); VERIFY_IS_EQUAL(m4.nonZeros(), (refMat4.array()!=0).count()); VERIFY_IS_APPROX(m4=dm5.col(c1)*m2.middleCols(c,1).transpose(), refMat4=dm5.col(c1)*refMat2.col(c).transpose()); VERIFY_IS_EQUAL(m4.nonZeros(), (refMat4.array()!=0).count()); VERIFY_IS_APPROX(dm4=dm5.col(c1)*m2.col(c).transpose(), refMat4=dm5.col(c1)*refMat2.col(c).transpose()); VERIFY_IS_APPROX( m4=dm5.row(r1).transpose()*m2.col(c).transpose(), refMat4=dm5.row(r1).transpose()*refMat2.col(c).transpose()); VERIFY_IS_EQUAL(m4.nonZeros(), (refMat4.array()!=0).count()); VERIFY_IS_APPROX(dm4=dm5.row(r1).transpose()*m2.col(c).transpose(), refMat4=dm5.row(r1).transpose()*refMat2.col(c).transpose()); VERIFY_IS_APPROX( m4=m2.row(r).transpose()*dm5.col(c1).transpose(), refMat4=refMat2.row(r).transpose()*dm5.col(c1).transpose()); VERIFY_IS_EQUAL(m4.nonZeros(), (refMat4.array()!=0).count()); VERIFY_IS_APPROX( m4=m2.middleRows(r,1).transpose()*dm5.col(c1).transpose(), refMat4=refMat2.row(r).transpose()*dm5.col(c1).transpose()); VERIFY_IS_EQUAL(m4.nonZeros(), (refMat4.array()!=0).count()); VERIFY_IS_APPROX(dm4=m2.row(r).transpose()*dm5.col(c1).transpose(), refMat4=refMat2.row(r).transpose()*dm5.col(c1).transpose()); VERIFY_IS_APPROX( m4=dm5.col(c1)*m2.row(r), refMat4=dm5.col(c1)*refMat2.row(r)); VERIFY_IS_EQUAL(m4.nonZeros(), (refMat4.array()!=0).count()); VERIFY_IS_APPROX( m4=dm5.col(c1)*m2.middleRows(r,1), refMat4=dm5.col(c1)*refMat2.row(r)); VERIFY_IS_EQUAL(m4.nonZeros(), (refMat4.array()!=0).count()); VERIFY_IS_APPROX(dm4=dm5.col(c1)*m2.row(r), refMat4=dm5.col(c1)*refMat2.row(r)); VERIFY_IS_APPROX( m4=dm5.row(r1).transpose()*m2.row(r), refMat4=dm5.row(r1).transpose()*refMat2.row(r)); VERIFY_IS_EQUAL(m4.nonZeros(), (refMat4.array()!=0).count()); VERIFY_IS_APPROX(dm4=dm5.row(r1).transpose()*m2.row(r), refMat4=dm5.row(r1).transpose()*refMat2.row(r)); } VERIFY_IS_APPROX(m6=m6*m6, refMat6=refMat6*refMat6); // sparse matrix * sparse vector ColSpVector cv0(cols), cv1; DenseVector dcv0(cols), dcv1; initSparse(2*density,dcv0, cv0); RowSpVector rv0(depth), rv1; RowDenseVector drv0(depth), drv1(rv1); initSparse(2*density,drv0, rv0); VERIFY_IS_APPROX(cv1=m3*cv0, dcv1=refMat3*dcv0); VERIFY_IS_APPROX(rv1=rv0*m3, drv1=drv0*refMat3); VERIFY_IS_APPROX(cv1=m3t.adjoint()*cv0, dcv1=refMat3t.adjoint()*dcv0); VERIFY_IS_APPROX(cv1=rv0*m3, dcv1=drv0*refMat3); VERIFY_IS_APPROX(rv1=m3*cv0, drv1=refMat3*dcv0); } // test matrix - diagonal product { DenseMatrix refM2 = DenseMatrix::Zero(rows, cols); DenseMatrix refM3 = DenseMatrix::Zero(rows, cols); DenseMatrix d3 = DenseMatrix::Zero(rows, cols); DiagonalMatrix d1(DenseVector::Random(cols)); DiagonalMatrix d2(DenseVector::Random(rows)); SparseMatrixType m2(rows, cols); SparseMatrixType m3(rows, cols); initSparse(density, refM2, m2); initSparse(density, refM3, m3); VERIFY_IS_APPROX(m3=m2*d1, refM3=refM2*d1); VERIFY_IS_APPROX(m3=m2.transpose()*d2, refM3=refM2.transpose()*d2); VERIFY_IS_APPROX(m3=d2*m2, refM3=d2*refM2); VERIFY_IS_APPROX(m3=d1*m2.transpose(), refM3=d1*refM2.transpose()); // also check with a SparseWrapper: DenseVector v1 = DenseVector::Random(cols); DenseVector v2 = DenseVector::Random(rows); VERIFY_IS_APPROX(m3=m2*v1.asDiagonal(), refM3=refM2*v1.asDiagonal()); VERIFY_IS_APPROX(m3=m2.transpose()*v2.asDiagonal(), refM3=refM2.transpose()*v2.asDiagonal()); VERIFY_IS_APPROX(m3=v2.asDiagonal()*m2, refM3=v2.asDiagonal()*refM2); VERIFY_IS_APPROX(m3=v1.asDiagonal()*m2.transpose(), refM3=v1.asDiagonal()*refM2.transpose()); VERIFY_IS_APPROX(m3=v2.asDiagonal()*m2*v1.asDiagonal(), refM3=v2.asDiagonal()*refM2*v1.asDiagonal()); // evaluate to a dense matrix to check the .row() and .col() iterator functions VERIFY_IS_APPROX(d3=m2*d1, refM3=refM2*d1); VERIFY_IS_APPROX(d3=m2.transpose()*d2, refM3=refM2.transpose()*d2); VERIFY_IS_APPROX(d3=d2*m2, refM3=d2*refM2); VERIFY_IS_APPROX(d3=d1*m2.transpose(), refM3=d1*refM2.transpose()); } // test self adjoint products { DenseMatrix b = DenseMatrix::Random(rows, rows); DenseMatrix x = DenseMatrix::Random(rows, rows); DenseMatrix refX = DenseMatrix::Random(rows, rows); DenseMatrix refUp = DenseMatrix::Zero(rows, rows); DenseMatrix refLo = DenseMatrix::Zero(rows, rows); DenseMatrix refS = DenseMatrix::Zero(rows, rows); SparseMatrixType mUp(rows, rows); SparseMatrixType mLo(rows, rows); SparseMatrixType mS(rows, rows); do { initSparse(density, refUp, mUp, ForceRealDiag|/*ForceNonZeroDiag|*/MakeUpperTriangular); } while (refUp.isZero()); refLo = refUp.adjoint(); mLo = mUp.adjoint(); refS = refUp + refLo; refS.diagonal() *= 0.5; mS = mUp + mLo; // TODO be able to address the diagonal.... for (int k=0; k()*b, refX=refS*b); VERIFY_IS_APPROX(x=mLo.template selfadjointView()*b, refX=refS*b); VERIFY_IS_APPROX(x=mS.template selfadjointView()*b, refX=refS*b); // sparse selfadjointView * sparse SparseMatrixType mSres(rows,rows); VERIFY_IS_APPROX(mSres = mLo.template selfadjointView()*mS, refX = refLo.template selfadjointView()*refS); // sparse * sparse selfadjointview VERIFY_IS_APPROX(mSres = mS * mLo.template selfadjointView(), refX = refS * refLo.template selfadjointView()); } } // New test for Bug in SparseTimeDenseProduct template void sparse_product_regression_test() { // This code does not compile with afflicted versions of the bug SparseMatrixType sm1(3,2); DenseMatrixType m2(2,2); sm1.setZero(); m2.setZero(); DenseMatrixType m3 = sm1*m2; // This code produces a segfault with afflicted versions of another SparseTimeDenseProduct // bug SparseMatrixType sm2(20000,2); sm2.setZero(); DenseMatrixType m4(sm2*m2); VERIFY_IS_APPROX( m4(0,0), 0.0 ); } void test_sparse_product() { for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST_1( (sparse_product >()) ); CALL_SUBTEST_1( (sparse_product >()) ); CALL_SUBTEST_2( (sparse_product, ColMajor > >()) ); CALL_SUBTEST_2( (sparse_product, RowMajor > >()) ); CALL_SUBTEST_3( (sparse_product >()) ); CALL_SUBTEST_4( (sparse_product_regression_test, Matrix >()) ); } }