// This file is part of Eigen, a lightweight C++ template library // for linear algebra. Eigen itself is part of the KDE project. // // Copyright (C) 2008 Daniel Gomez Ferro // // Eigen is free software; you can redistribute it and/or // modify it under the terms of the GNU Lesser General Public // License as published by the Free Software Foundation; either // version 3 of the License, or (at your option) any later version. // // Alternatively, you can redistribute it and/or // modify it under the terms of the GNU General Public License as // published by the Free Software Foundation; either version 2 of // the License, or (at your option) any later version. // // Eigen is distributed in the hope that it will be useful, but WITHOUT ANY // WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS // FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the // GNU General Public License for more details. // // You should have received a copy of the GNU Lesser General Public // License and a copy of the GNU General Public License along with // Eigen. If not, see . #ifdef __GNUC__ #include #endif #ifdef EIGEN_GOOGLEHASH_SUPPORT #include #endif #include "main.h" #include #include #include enum { ForceNonZeroDiag = 1, MakeLowerTriangular = 2, MakeUpperTriangular = 4 }; template void initSparse(double density, Matrix& refMat, SparseMatrix& sparseMat, int flags = 0, std::vector* zeroCoords = 0, std::vector* nonzeroCoords = 0) { sparseMat.startFill(refMat.rows()*refMat.cols()*density); for(int j=0; j(0,1) < density) ? ei_random() : Scalar(0); if ((flags&ForceNonZeroDiag) && (i==j)) { v = ei_random()*Scalar(3.); v = v*v + Scalar(5.); } if ((flags & MakeLowerTriangular) && j>i) v = Scalar(0); else if ((flags & MakeUpperTriangular) && jpush_back(Vector2i(i,j)); } else if (zeroCoords) { zeroCoords->push_back(Vector2i(i,j)); } refMat(i,j) = v; } } sparseMat.endFill(); } template bool test_random_setter(SparseType& sm, const DenseType& ref, const std::vector& nonzeroCoords) { { sm.setZero(); SetterType w(sm); std::vector remaining = nonzeroCoords; while(!remaining.empty()) { int i = ei_random(0,remaining.size()-1); w(remaining[i].x(),remaining[i].y()) = ref.coeff(remaining[i].x(),remaining[i].y()); remaining[i] = remaining.back(); remaining.pop_back(); } } return sm.isApprox(ref); } template void sparse(int rows, int cols) { double density = std::max(8./(rows*cols), 0.01); typedef Matrix DenseMatrix; typedef Matrix DenseVector; Scalar eps = 1e-6; SparseMatrix m(rows, cols); DenseMatrix refMat = DenseMatrix::Zero(rows, cols); DenseVector vec1 = DenseVector::Random(rows); std::vector zeroCoords; std::vector nonzeroCoords; initSparse(density, refMat, m, 0, &zeroCoords, &nonzeroCoords); VERIFY(zeroCoords.size()>0 && "re-run the test"); VERIFY(nonzeroCoords.size()>0 && "re-run the test"); // test coeff and coeffRef for (int i=0; i<(int)zeroCoords.size(); ++i) { VERIFY_IS_MUCH_SMALLER_THAN( m.coeff(zeroCoords[i].x(),zeroCoords[i].y()), eps ); VERIFY_RAISES_ASSERT( m.coeffRef(zeroCoords[0].x(),zeroCoords[0].y()) = 5 ); } VERIFY_IS_APPROX(m, refMat); m.coeffRef(nonzeroCoords[0].x(), nonzeroCoords[0].y()) = Scalar(5); refMat.coeffRef(nonzeroCoords[0].x(), nonzeroCoords[0].y()) = Scalar(5); VERIFY_IS_APPROX(m, refMat); // test InnerIterators and Block expressions for (int t=0; t<10; ++t) { int j = ei_random(0,cols-1); int i = ei_random(0,rows-1); int w = ei_random(1,cols-j-1); int h = ei_random(1,rows-i-1); VERIFY_IS_APPROX(m.block(i,j,h,w), refMat.block(i,j,h,w)); for(int c=0; c, FullyCoherentAccessPattern> w(m); // for (int i=0; icoeffRef(nonzeroCoords[i].x(),nonzeroCoords[i].y()) = refMat.coeff(nonzeroCoords[i].x(),nonzeroCoords[i].y()); // } // } // VERIFY_IS_APPROX(m, refMat); // random setter // { // m.setZero(); // VERIFY_IS_NOT_APPROX(m, refMat); // SparseSetter, RandomAccessPattern> w(m); // std::vector remaining = nonzeroCoords; // while(!remaining.empty()) // { // int i = ei_random(0,remaining.size()-1); // w->coeffRef(remaining[i].x(),remaining[i].y()) = refMat.coeff(remaining[i].x(),remaining[i].y()); // remaining[i] = remaining.back(); // remaining.pop_back(); // } // } // VERIFY_IS_APPROX(m, refMat); VERIFY(( test_random_setter, StdMapTraits> >(m,refMat,nonzeroCoords) )); #ifdef _HASH_MAP VERIFY(( test_random_setter, GnuHashMapTraits> >(m,refMat,nonzeroCoords) )); #endif #ifdef _DENSE_HASH_MAP_H_ VERIFY(( test_random_setter, GoogleDenseHashMapTraits> >(m,refMat,nonzeroCoords) )); #endif #ifdef _SPARSE_HASH_MAP_H_ VERIFY(( test_random_setter, GoogleSparseHashMapTraits> >(m,refMat,nonzeroCoords) )); #endif // { // m.setZero(); // VERIFY_IS_NOT_APPROX(m, refMat); // // RandomSetter > w(m); // RandomSetter, GoogleDenseHashMapTraits > w(m); // // RandomSetter, GnuHashMapTraits > w(m); // std::vector remaining = nonzeroCoords; // while(!remaining.empty()) // { // int i = ei_random(0,remaining.size()-1); // w(remaining[i].x(),remaining[i].y()) = refMat.coeff(remaining[i].x(),remaining[i].y()); // remaining[i] = remaining.back(); // remaining.pop_back(); // } // } // std::cerr << m.transpose() << "\n\n" << refMat.transpose() << "\n\n"; // VERIFY_IS_APPROX(m, refMat); // test transpose { DenseMatrix refMat2 = DenseMatrix::Zero(rows, rows); SparseMatrix m2(rows, rows); initSparse(density, refMat2, m2); VERIFY_IS_APPROX(m2.transpose().eval(), refMat2.transpose().eval()); VERIFY_IS_APPROX(m2.transpose(), refMat2.transpose()); } #if 0 // test matrix product { DenseMatrix refMat2 = DenseMatrix::Zero(rows, rows); DenseMatrix refMat3 = DenseMatrix::Zero(rows, rows); DenseMatrix refMat4 = DenseMatrix::Zero(rows, rows); SparseMatrix m2(rows, rows); SparseMatrix m3(rows, rows); SparseMatrix m4(rows, rows); initSparse(density, refMat2, m2); initSparse(density, refMat3, m3); initSparse(density, refMat4, m4); VERIFY_IS_APPROX(m4=m2*m3, refMat4=refMat2*refMat3); VERIFY_IS_APPROX(m4=m2.transpose()*m3, refMat4=refMat2.transpose()*refMat3); VERIFY_IS_APPROX(m4=m2.transpose()*m3.transpose(), refMat4=refMat2.transpose()*refMat3.transpose()); VERIFY_IS_APPROX(m4=m2*m3.transpose(), refMat4=refMat2*refMat3.transpose()); } // test triangular solver { DenseVector vec2 = vec1, vec3 = vec1; SparseMatrix m2(rows, cols); DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols); // lower initSparse(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords); VERIFY_IS_APPROX(refMat2.template marked().solveTriangular(vec2), m2.template marked().solveTriangular(vec3)); // upper initSparse(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords); VERIFY_IS_APPROX(refMat2.template marked().solveTriangular(vec2), m2.template marked().solveTriangular(vec3)); // TODO test row major } // test LLT if (!NumTraits::IsComplex) { // TODO fix the issue with complex (see SparseLLT::solveInPlace) SparseMatrix m2(rows, cols); DenseMatrix refMat2(rows, cols); DenseVector b = DenseVector::Random(cols); DenseVector refX(cols), x(cols); initSparse(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords); refMat2 += refMat2.adjoint(); refMat2.diagonal() *= 0.5; refMat2.llt().solve(b, &refX); typedef SparseMatrix SparseSelfAdjointMatrix; x = b; SparseLLT (m2).solveInPlace(x); //VERIFY(refX.isApprox(x,test_precision()) && "LLT: default"); #ifdef EIGEN_CHOLMOD_SUPPORT x = b; SparseLLT(m2).solveInPlace(x); VERIFY(refX.isApprox(x,test_precision()) && "LLT: cholmod"); #endif #ifdef EIGEN_TAUCS_SUPPORT x = b; SparseLLT(m2,IncompleteFactorization).solveInPlace(x); VERIFY(refX.isApprox(x,test_precision()) && "LLT: taucs (IncompleteFactorization)"); x = b; SparseLLT(m2,SupernodalMultifrontal).solveInPlace(x); VERIFY(refX.isApprox(x,test_precision()) && "LLT: taucs (SupernodalMultifrontal)"); x = b; SparseLLT(m2,SupernodalLeftLooking).solveInPlace(x); VERIFY(refX.isApprox(x,test_precision()) && "LLT: taucs (SupernodalLeftLooking)"); #endif } // test LU { static int count = 0; SparseMatrix m2(rows, cols); DenseMatrix refMat2(rows, cols); DenseVector b = DenseVector::Random(cols); DenseVector refX(cols), x(cols); initSparse(density, refMat2, m2, ForceNonZeroDiag, &zeroCoords, &nonzeroCoords); LU refLu(refMat2); refLu.solve(b, &refX); Scalar refDet = refLu.determinant(); x.setZero(); // // SparseLU > (m2).solve(b,&x); // // VERIFY(refX.isApprox(x,test_precision()) && "LU: default"); #ifdef EIGEN_SUPERLU_SUPPORT { x.setZero(); SparseLU,SuperLU> slu(m2); if (slu.succeeded()) { if (slu.solve(b,&x)) { VERIFY(refX.isApprox(x,test_precision()) && "LU: SuperLU"); } // std::cerr << refDet << " == " << slu.determinant() << "\n"; if (count==0) { VERIFY_IS_APPROX(refDet,slu.determinant()); // FIXME det is not very stable for complex } } } #endif #ifdef EIGEN_UMFPACK_SUPPORT { // check solve x.setZero(); SparseLU,UmfPack> slu(m2); if (slu.succeeded()) { if (slu.solve(b,&x)) { if (count==0) { VERIFY(refX.isApprox(x,test_precision()) && "LU: umfpack"); // FIXME solve is not very stable for complex } } VERIFY_IS_APPROX(refDet,slu.determinant()); // TODO check the extracted data //std::cerr << slu.matrixL() << "\n"; } } #endif count++; } #endif } void test_sparse() { for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST( sparse(8, 8) ); CALL_SUBTEST( sparse >(16, 16) ); CALL_SUBTEST( sparse(33, 33) ); } }