eigen/test/sparse_basic.cpp
Gael Guennebaud 902750826b Add support for dense.cwiseProduct(sparse)
This also fixes a regression regarding (dense*sparse).diagonal()
2015-11-04 17:42:07 +01:00

517 lines
18 KiB
C++

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
// Copyright (C) 2008 Daniel Gomez Ferro <dgomezferro@gmail.com>
// Copyright (C) 2013 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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/.
static long g_realloc_count = 0;
#define EIGEN_SPARSE_COMPRESSED_STORAGE_REALLOCATE_PLUGIN g_realloc_count++;
#include "sparse.h"
template<typename SparseMatrixType> void sparse_basic(const SparseMatrixType& ref)
{
typedef typename SparseMatrixType::StorageIndex StorageIndex;
typedef Matrix<StorageIndex,2,1> Vector2;
const Index rows = ref.rows();
const Index cols = ref.cols();
const Index inner = ref.innerSize();
const Index outer = ref.outerSize();
typedef typename SparseMatrixType::Scalar Scalar;
enum { Flags = SparseMatrixType::Flags };
double density = (std::max)(8./(rows*cols), 0.01);
typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
typedef Matrix<Scalar,Dynamic,1> DenseVector;
Scalar eps = 1e-6;
Scalar s1 = internal::random<Scalar>();
{
SparseMatrixType m(rows, cols);
DenseMatrix refMat = DenseMatrix::Zero(rows, cols);
DenseVector vec1 = DenseVector::Random(rows);
std::vector<Vector2> zeroCoords;
std::vector<Vector2> nonzeroCoords;
initSparse<Scalar>(density, refMat, m, 0, &zeroCoords, &nonzeroCoords);
// test coeff and coeffRef
for (std::size_t i=0; i<zeroCoords.size(); ++i)
{
VERIFY_IS_MUCH_SMALLER_THAN( m.coeff(zeroCoords[i].x(),zeroCoords[i].y()), eps );
if(internal::is_same<SparseMatrixType,SparseMatrix<Scalar,Flags> >::value)
VERIFY_RAISES_ASSERT( m.coeffRef(zeroCoords[i].x(),zeroCoords[i].y()) = 5 );
}
VERIFY_IS_APPROX(m, refMat);
if(!nonzeroCoords.empty()) {
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 assertion
VERIFY_RAISES_ASSERT( m.coeffRef(-1,1) = 0 );
VERIFY_RAISES_ASSERT( m.coeffRef(0,m.cols()) = 0 );
}
// test insert (inner random)
{
DenseMatrix m1(rows,cols);
m1.setZero();
SparseMatrixType m2(rows,cols);
bool call_reserve = internal::random<int>()%2;
Index nnz = internal::random<int>(1,int(rows)/2);
if(call_reserve)
{
if(internal::random<int>()%2)
m2.reserve(VectorXi::Constant(m2.outerSize(), int(nnz)));
else
m2.reserve(m2.outerSize() * nnz);
}
g_realloc_count = 0;
for (Index j=0; j<cols; ++j)
{
for (Index k=0; k<nnz; ++k)
{
Index i = internal::random<Index>(0,rows-1);
if (m1.coeff(i,j)==Scalar(0))
m2.insert(i,j) = m1(i,j) = internal::random<Scalar>();
}
}
if(call_reserve && !SparseMatrixType::IsRowMajor)
{
VERIFY(g_realloc_count==0);
}
m2.finalize();
VERIFY_IS_APPROX(m2,m1);
}
// test insert (fully random)
{
DenseMatrix m1(rows,cols);
m1.setZero();
SparseMatrixType m2(rows,cols);
if(internal::random<int>()%2)
m2.reserve(VectorXi::Constant(m2.outerSize(), 2));
for (int k=0; k<rows*cols; ++k)
{
Index i = internal::random<Index>(0,rows-1);
Index j = internal::random<Index>(0,cols-1);
if ((m1.coeff(i,j)==Scalar(0)) && (internal::random<int>()%2))
m2.insert(i,j) = m1(i,j) = internal::random<Scalar>();
else
{
Scalar v = internal::random<Scalar>();
m2.coeffRef(i,j) += v;
m1(i,j) += v;
}
}
VERIFY_IS_APPROX(m2,m1);
}
// test insert (un-compressed)
for(int mode=0;mode<4;++mode)
{
DenseMatrix m1(rows,cols);
m1.setZero();
SparseMatrixType m2(rows,cols);
VectorXi r(VectorXi::Constant(m2.outerSize(), ((mode%2)==0) ? int(m2.innerSize()) : std::max<int>(1,int(m2.innerSize())/8)));
m2.reserve(r);
for (Index k=0; k<rows*cols; ++k)
{
Index i = internal::random<Index>(0,rows-1);
Index j = internal::random<Index>(0,cols-1);
if (m1.coeff(i,j)==Scalar(0))
m2.insert(i,j) = m1(i,j) = internal::random<Scalar>();
if(mode==3)
m2.reserve(r);
}
if(internal::random<int>()%2)
m2.makeCompressed();
VERIFY_IS_APPROX(m2,m1);
}
// test basic computations
{
DenseMatrix refM1 = DenseMatrix::Zero(rows, cols);
DenseMatrix refM2 = DenseMatrix::Zero(rows, cols);
DenseMatrix refM3 = DenseMatrix::Zero(rows, cols);
DenseMatrix refM4 = DenseMatrix::Zero(rows, cols);
SparseMatrixType m1(rows, cols);
SparseMatrixType m2(rows, cols);
SparseMatrixType m3(rows, cols);
SparseMatrixType m4(rows, cols);
initSparse<Scalar>(density, refM1, m1);
initSparse<Scalar>(density, refM2, m2);
initSparse<Scalar>(density, refM3, m3);
initSparse<Scalar>(density, refM4, m4);
VERIFY_IS_APPROX(m1*s1, refM1*s1);
VERIFY_IS_APPROX(m1+m2, refM1+refM2);
VERIFY_IS_APPROX(m1+m2+m3, refM1+refM2+refM3);
VERIFY_IS_APPROX(m3.cwiseProduct(m1+m2), refM3.cwiseProduct(refM1+refM2));
VERIFY_IS_APPROX(m1*s1-m2, refM1*s1-refM2);
VERIFY_IS_APPROX(m1*=s1, refM1*=s1);
VERIFY_IS_APPROX(m1/=s1, refM1/=s1);
VERIFY_IS_APPROX(m1+=m2, refM1+=refM2);
VERIFY_IS_APPROX(m1-=m2, refM1-=refM2);
if(SparseMatrixType::IsRowMajor)
VERIFY_IS_APPROX(m1.innerVector(0).dot(refM2.row(0)), refM1.row(0).dot(refM2.row(0)));
else
VERIFY_IS_APPROX(m1.innerVector(0).dot(refM2.col(0)), refM1.col(0).dot(refM2.col(0)));
DenseVector rv = DenseVector::Random(m1.cols());
DenseVector cv = DenseVector::Random(m1.rows());
Index r = internal::random<Index>(0,m1.rows()-2);
Index c = internal::random<Index>(0,m1.cols()-1);
VERIFY_IS_APPROX(( m1.template block<1,Dynamic>(r,0,1,m1.cols()).dot(rv)) , refM1.row(r).dot(rv));
VERIFY_IS_APPROX(m1.row(r).dot(rv), refM1.row(r).dot(rv));
VERIFY_IS_APPROX(m1.col(c).dot(cv), refM1.col(c).dot(cv));
VERIFY_IS_APPROX(m1.conjugate(), refM1.conjugate());
VERIFY_IS_APPROX(m1.real(), refM1.real());
refM4.setRandom();
// sparse cwise* dense
VERIFY_IS_APPROX(m3.cwiseProduct(refM4), refM3.cwiseProduct(refM4));
// dense cwise* sparse
VERIFY_IS_APPROX(refM4.cwiseProduct(m3), refM4.cwiseProduct(refM3));
// VERIFY_IS_APPROX(m3.cwise()/refM4, refM3.cwise()/refM4);
// test aliasing
VERIFY_IS_APPROX((m1 = -m1), (refM1 = -refM1));
VERIFY_IS_APPROX((m1 = m1.transpose()), (refM1 = refM1.transpose().eval()));
VERIFY_IS_APPROX((m1 = -m1.transpose()), (refM1 = -refM1.transpose().eval()));
VERIFY_IS_APPROX((m1 += -m1), (refM1 += -refM1));
}
// test transpose
{
DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols);
SparseMatrixType m2(rows, cols);
initSparse<Scalar>(density, refMat2, m2);
VERIFY_IS_APPROX(m2.transpose().eval(), refMat2.transpose().eval());
VERIFY_IS_APPROX(m2.transpose(), refMat2.transpose());
VERIFY_IS_APPROX(SparseMatrixType(m2.adjoint()), refMat2.adjoint());
// check isApprox handles opposite storage order
typename Transpose<SparseMatrixType>::PlainObject m3(m2);
VERIFY(m2.isApprox(m3));
}
// test prune
{
SparseMatrixType m2(rows, cols);
DenseMatrix refM2(rows, cols);
refM2.setZero();
int countFalseNonZero = 0;
int countTrueNonZero = 0;
m2.reserve(VectorXi::Constant(m2.outerSize(), int(m2.innerSize())));
for (Index j=0; j<m2.cols(); ++j)
{
for (Index i=0; i<m2.rows(); ++i)
{
float x = internal::random<float>(0,1);
if (x<0.1)
{
// do nothing
}
else if (x<0.5)
{
countFalseNonZero++;
m2.insert(i,j) = Scalar(0);
}
else
{
countTrueNonZero++;
m2.insert(i,j) = Scalar(1);
refM2(i,j) = Scalar(1);
}
}
}
if(internal::random<bool>())
m2.makeCompressed();
VERIFY(countFalseNonZero+countTrueNonZero == m2.nonZeros());
if(countTrueNonZero>0)
VERIFY_IS_APPROX(m2, refM2);
m2.prune(Scalar(1));
VERIFY(countTrueNonZero==m2.nonZeros());
VERIFY_IS_APPROX(m2, refM2);
}
// test setFromTriplets
{
typedef Triplet<Scalar,StorageIndex> TripletType;
std::vector<TripletType> triplets;
Index ntriplets = rows*cols;
triplets.reserve(ntriplets);
DenseMatrix refMat_sum = DenseMatrix::Zero(rows,cols);
DenseMatrix refMat_prod = DenseMatrix::Zero(rows,cols);
DenseMatrix refMat_last = DenseMatrix::Zero(rows,cols);
for(Index i=0;i<ntriplets;++i)
{
StorageIndex r = internal::random<StorageIndex>(0,StorageIndex(rows-1));
StorageIndex c = internal::random<StorageIndex>(0,StorageIndex(cols-1));
Scalar v = internal::random<Scalar>();
triplets.push_back(TripletType(r,c,v));
refMat_sum(r,c) += v;
if(std::abs(refMat_prod(r,c))==0)
refMat_prod(r,c) = v;
else
refMat_prod(r,c) *= v;
refMat_last(r,c) = v;
}
SparseMatrixType m(rows,cols);
m.setFromTriplets(triplets.begin(), triplets.end());
VERIFY_IS_APPROX(m, refMat_sum);
m.setFromTriplets(triplets.begin(), triplets.end(), std::multiplies<Scalar>());
VERIFY_IS_APPROX(m, refMat_prod);
#if (defined(__cplusplus) && __cplusplus >= 201103L)
m.setFromTriplets(triplets.begin(), triplets.end(), [] (Scalar,Scalar b) { return b; });
VERIFY_IS_APPROX(m, refMat_last);
#endif
}
// test Map
{
DenseMatrix refMat2(rows, cols), refMat3(rows, cols);
SparseMatrixType m2(rows, cols), m3(rows, cols);
initSparse<Scalar>(density, refMat2, m2);
initSparse<Scalar>(density, refMat3, m3);
{
Map<SparseMatrixType> mapMat2(m2.rows(), m2.cols(), m2.nonZeros(), m2.outerIndexPtr(), m2.innerIndexPtr(), m2.valuePtr(), m2.innerNonZeroPtr());
Map<SparseMatrixType> mapMat3(m3.rows(), m3.cols(), m3.nonZeros(), m3.outerIndexPtr(), m3.innerIndexPtr(), m3.valuePtr(), m3.innerNonZeroPtr());
VERIFY_IS_APPROX(mapMat2+mapMat3, refMat2+refMat3);
VERIFY_IS_APPROX(mapMat2+mapMat3, refMat2+refMat3);
}
{
MappedSparseMatrix<Scalar,SparseMatrixType::Options,StorageIndex> mapMat2(m2.rows(), m2.cols(), m2.nonZeros(), m2.outerIndexPtr(), m2.innerIndexPtr(), m2.valuePtr(), m2.innerNonZeroPtr());
MappedSparseMatrix<Scalar,SparseMatrixType::Options,StorageIndex> mapMat3(m3.rows(), m3.cols(), m3.nonZeros(), m3.outerIndexPtr(), m3.innerIndexPtr(), m3.valuePtr(), m3.innerNonZeroPtr());
VERIFY_IS_APPROX(mapMat2+mapMat3, refMat2+refMat3);
VERIFY_IS_APPROX(mapMat2+mapMat3, refMat2+refMat3);
}
}
// test triangularView
{
DenseMatrix refMat2(rows, cols), refMat3(rows, cols);
SparseMatrixType m2(rows, cols), m3(rows, cols);
initSparse<Scalar>(density, refMat2, m2);
refMat3 = refMat2.template triangularView<Lower>();
m3 = m2.template triangularView<Lower>();
VERIFY_IS_APPROX(m3, refMat3);
refMat3 = refMat2.template triangularView<Upper>();
m3 = m2.template triangularView<Upper>();
VERIFY_IS_APPROX(m3, refMat3);
if(inner>=outer) // FIXME this should be implemented for outer>inner as well
{
refMat3 = refMat2.template triangularView<UnitUpper>();
m3 = m2.template triangularView<UnitUpper>();
VERIFY_IS_APPROX(m3, refMat3);
refMat3 = refMat2.template triangularView<UnitLower>();
m3 = m2.template triangularView<UnitLower>();
VERIFY_IS_APPROX(m3, refMat3);
}
refMat3 = refMat2.template triangularView<StrictlyUpper>();
m3 = m2.template triangularView<StrictlyUpper>();
VERIFY_IS_APPROX(m3, refMat3);
refMat3 = refMat2.template triangularView<StrictlyLower>();
m3 = m2.template triangularView<StrictlyLower>();
VERIFY_IS_APPROX(m3, refMat3);
// check sparse-traingular to dense
refMat3 = m2.template triangularView<StrictlyUpper>();
VERIFY_IS_APPROX(refMat3, DenseMatrix(refMat2.template triangularView<StrictlyUpper>()));
}
// test selfadjointView
if(!SparseMatrixType::IsRowMajor)
{
DenseMatrix refMat2(rows, rows), refMat3(rows, rows);
SparseMatrixType m2(rows, rows), m3(rows, rows);
initSparse<Scalar>(density, refMat2, m2);
refMat3 = refMat2.template selfadjointView<Lower>();
m3 = m2.template selfadjointView<Lower>();
VERIFY_IS_APPROX(m3, refMat3);
// selfadjointView only works for square matrices:
SparseMatrixType m4(rows, rows+1);
VERIFY_RAISES_ASSERT(m4.template selfadjointView<Lower>());
VERIFY_RAISES_ASSERT(m4.template selfadjointView<Upper>());
}
// test sparseView
{
DenseMatrix refMat2 = DenseMatrix::Zero(rows, rows);
SparseMatrixType m2(rows, rows);
initSparse<Scalar>(density, refMat2, m2);
VERIFY_IS_APPROX(m2.eval(), refMat2.sparseView().eval());
}
// test diagonal
{
DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols);
SparseMatrixType m2(rows, cols);
initSparse<Scalar>(density, refMat2, m2);
VERIFY_IS_APPROX(m2.diagonal(), refMat2.diagonal().eval());
VERIFY_IS_APPROX(const_cast<const SparseMatrixType&>(m2).diagonal(), refMat2.diagonal().eval());
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag);
m2.diagonal() += refMat2.diagonal();
refMat2.diagonal() += refMat2.diagonal();
VERIFY_IS_APPROX(m2, refMat2);
}
// test diagonal to sparse
{
DenseVector d = DenseVector::Random(rows);
DenseMatrix refMat2 = d.asDiagonal();
SparseMatrixType m2(rows, rows);
m2 = d.asDiagonal();
VERIFY_IS_APPROX(m2, refMat2);
SparseMatrixType m3(d.asDiagonal());
VERIFY_IS_APPROX(m3, refMat2);
refMat2 += d.asDiagonal();
m2 += d.asDiagonal();
VERIFY_IS_APPROX(m2, refMat2);
}
// test conservative resize
{
std::vector< std::pair<StorageIndex,StorageIndex> > inc;
if(rows > 3 && cols > 2)
inc.push_back(std::pair<StorageIndex,StorageIndex>(-3,-2));
inc.push_back(std::pair<StorageIndex,StorageIndex>(0,0));
inc.push_back(std::pair<StorageIndex,StorageIndex>(3,2));
inc.push_back(std::pair<StorageIndex,StorageIndex>(3,0));
inc.push_back(std::pair<StorageIndex,StorageIndex>(0,3));
for(size_t i = 0; i< inc.size(); i++) {
StorageIndex incRows = inc[i].first;
StorageIndex incCols = inc[i].second;
SparseMatrixType m1(rows, cols);
DenseMatrix refMat1 = DenseMatrix::Zero(rows, cols);
initSparse<Scalar>(density, refMat1, m1);
m1.conservativeResize(rows+incRows, cols+incCols);
refMat1.conservativeResize(rows+incRows, cols+incCols);
if (incRows > 0) refMat1.bottomRows(incRows).setZero();
if (incCols > 0) refMat1.rightCols(incCols).setZero();
VERIFY_IS_APPROX(m1, refMat1);
// Insert new values
if (incRows > 0)
m1.insert(m1.rows()-1, 0) = refMat1(refMat1.rows()-1, 0) = 1;
if (incCols > 0)
m1.insert(0, m1.cols()-1) = refMat1(0, refMat1.cols()-1) = 1;
VERIFY_IS_APPROX(m1, refMat1);
}
}
// test Identity matrix
{
DenseMatrix refMat1 = DenseMatrix::Identity(rows, rows);
SparseMatrixType m1(rows, rows);
m1.setIdentity();
VERIFY_IS_APPROX(m1, refMat1);
for(int k=0; k<rows*rows/4; ++k)
{
Index i = internal::random<Index>(0,rows-1);
Index j = internal::random<Index>(0,rows-1);
Scalar v = internal::random<Scalar>();
m1.coeffRef(i,j) = v;
refMat1.coeffRef(i,j) = v;
VERIFY_IS_APPROX(m1, refMat1);
if(internal::random<Index>(0,10)<2)
m1.makeCompressed();
}
m1.setIdentity();
refMat1.setIdentity();
VERIFY_IS_APPROX(m1, refMat1);
}
}
template<typename SparseMatrixType>
void big_sparse_triplet(Index rows, Index cols, double density) {
typedef typename SparseMatrixType::StorageIndex StorageIndex;
typedef typename SparseMatrixType::Scalar Scalar;
typedef Triplet<Scalar,Index> TripletType;
std::vector<TripletType> triplets;
double nelements = density * rows*cols;
VERIFY(nelements>=0 && nelements < NumTraits<StorageIndex>::highest());
Index ntriplets = Index(nelements);
triplets.reserve(ntriplets);
Scalar sum = Scalar(0);
for(Index i=0;i<ntriplets;++i)
{
Index r = internal::random<Index>(0,rows-1);
Index c = internal::random<Index>(0,cols-1);
Scalar v = internal::random<Scalar>();
triplets.push_back(TripletType(r,c,v));
sum += v;
}
SparseMatrixType m(rows,cols);
m.setFromTriplets(triplets.begin(), triplets.end());
VERIFY(m.nonZeros() <= ntriplets);
VERIFY_IS_APPROX(sum, m.sum());
}
void test_sparse_basic()
{
for(int i = 0; i < g_repeat; i++) {
int r = Eigen::internal::random<int>(1,200), c = Eigen::internal::random<int>(1,200);
if(Eigen::internal::random<int>(0,4) == 0) {
r = c; // check square matrices in 25% of tries
}
EIGEN_UNUSED_VARIABLE(r+c);
CALL_SUBTEST_1(( sparse_basic(SparseMatrix<double>(1, 1)) ));
CALL_SUBTEST_1(( sparse_basic(SparseMatrix<double>(8, 8)) ));
CALL_SUBTEST_2(( sparse_basic(SparseMatrix<std::complex<double>, ColMajor>(r, c)) ));
CALL_SUBTEST_2(( sparse_basic(SparseMatrix<std::complex<double>, RowMajor>(r, c)) ));
CALL_SUBTEST_1(( sparse_basic(SparseMatrix<double>(r, c)) ));
CALL_SUBTEST_5(( sparse_basic(SparseMatrix<double,ColMajor,long int>(r, c)) ));
CALL_SUBTEST_5(( sparse_basic(SparseMatrix<double,RowMajor,long int>(r, c)) ));
r = Eigen::internal::random<int>(1,100);
c = Eigen::internal::random<int>(1,100);
if(Eigen::internal::random<int>(0,4) == 0) {
r = c; // check square matrices in 25% of tries
}
CALL_SUBTEST_6(( sparse_basic(SparseMatrix<double,ColMajor,short int>(short(r), short(c))) ));
CALL_SUBTEST_6(( sparse_basic(SparseMatrix<double,RowMajor,short int>(short(r), short(c))) ));
}
// Regression test for bug 900: (manually insert higher values here, if you have enough RAM):
CALL_SUBTEST_3((big_sparse_triplet<SparseMatrix<float, RowMajor, int> >(10000, 10000, 0.125)));
CALL_SUBTEST_4((big_sparse_triplet<SparseMatrix<double, ColMajor, long int> >(10000, 10000, 0.125)));
}