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Move eigen to third party (#282)
* remove useless statement * Add eigen to third_party dir * remove reducdant lines
This commit is contained in:
Jack Zhou
139
third_party/eigen/test/sparse_solvers.cpp
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139
third_party/eigen/test/sparse_solvers.cpp
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#include "sparse.h"
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template <typename Scalar>
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void initSPD(double density, Matrix<Scalar, Dynamic, Dynamic>& refMat,
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SparseMatrix<Scalar>& sparseMat) {
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Matrix<Scalar, Dynamic, Dynamic> aux(refMat.rows(), refMat.cols());
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initSparse(density, refMat, sparseMat);
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refMat = refMat * refMat.adjoint();
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for (int k = 0; k < 2; ++k) {
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initSparse(density, aux, sparseMat, ForceNonZeroDiag);
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refMat += aux * aux.adjoint();
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}
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sparseMat.setZero();
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for (int j = 0; j < sparseMat.cols(); ++j)
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for (int i = j; i < sparseMat.rows(); ++i)
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if (refMat(i, j) != Scalar(0)) sparseMat.insert(i, j) = refMat(i, j);
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sparseMat.finalize();
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}
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template <typename Scalar>
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void sparse_solvers(int rows, int cols) {
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double density = (std::max)(8. / (rows * cols), 0.01);
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typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
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typedef Matrix<Scalar, Dynamic, 1> DenseVector;
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// Scalar eps = 1e-6;
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DenseVector vec1 = DenseVector::Random(rows);
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std::vector<Vector2i> zeroCoords;
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std::vector<Vector2i> nonzeroCoords;
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// test triangular solver
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{
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DenseVector vec2 = vec1, vec3 = vec1;
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SparseMatrix<Scalar> m2(rows, cols);
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DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols);
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// lower - dense
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initSparse<Scalar>(density, refMat2, m2,
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ForceNonZeroDiag | MakeLowerTriangular, &zeroCoords,
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&nonzeroCoords);
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VERIFY_IS_APPROX(refMat2.template triangularView<Lower>().solve(vec2),
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m2.template triangularView<Lower>().solve(vec3));
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// upper - dense
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initSparse<Scalar>(density, refMat2, m2,
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ForceNonZeroDiag | MakeUpperTriangular, &zeroCoords,
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&nonzeroCoords);
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VERIFY_IS_APPROX(refMat2.template triangularView<Upper>().solve(vec2),
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m2.template triangularView<Upper>().solve(vec3));
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VERIFY_IS_APPROX(
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refMat2.conjugate().template triangularView<Upper>().solve(vec2),
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m2.conjugate().template triangularView<Upper>().solve(vec3));
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{
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SparseMatrix<Scalar> cm2(m2);
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// Index rows, Index cols, Index nnz, Index* outerIndexPtr, Index*
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// innerIndexPtr, Scalar* valuePtr
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MappedSparseMatrix<Scalar> mm2(rows, cols, cm2.nonZeros(),
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cm2.outerIndexPtr(), cm2.innerIndexPtr(),
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cm2.valuePtr());
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VERIFY_IS_APPROX(
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refMat2.conjugate().template triangularView<Upper>().solve(vec2),
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mm2.conjugate().template triangularView<Upper>().solve(vec3));
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}
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// lower - transpose
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initSparse<Scalar>(density, refMat2, m2,
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ForceNonZeroDiag | MakeLowerTriangular, &zeroCoords,
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&nonzeroCoords);
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VERIFY_IS_APPROX(
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refMat2.transpose().template triangularView<Upper>().solve(vec2),
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m2.transpose().template triangularView<Upper>().solve(vec3));
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// upper - transpose
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initSparse<Scalar>(density, refMat2, m2,
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ForceNonZeroDiag | MakeUpperTriangular, &zeroCoords,
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&nonzeroCoords);
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VERIFY_IS_APPROX(
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refMat2.transpose().template triangularView<Lower>().solve(vec2),
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m2.transpose().template triangularView<Lower>().solve(vec3));
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SparseMatrix<Scalar> matB(rows, rows);
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DenseMatrix refMatB = DenseMatrix::Zero(rows, rows);
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// lower - sparse
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initSparse<Scalar>(density, refMat2, m2,
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ForceNonZeroDiag | MakeLowerTriangular);
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initSparse<Scalar>(density, refMatB, matB);
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refMat2.template triangularView<Lower>().solveInPlace(refMatB);
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m2.template triangularView<Lower>().solveInPlace(matB);
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VERIFY_IS_APPROX(matB.toDense(), refMatB);
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// upper - sparse
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initSparse<Scalar>(density, refMat2, m2,
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ForceNonZeroDiag | MakeUpperTriangular);
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initSparse<Scalar>(density, refMatB, matB);
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refMat2.template triangularView<Upper>().solveInPlace(refMatB);
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m2.template triangularView<Upper>().solveInPlace(matB);
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VERIFY_IS_APPROX(matB, refMatB);
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// test deprecated API
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initSparse<Scalar>(density, refMat2, m2,
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ForceNonZeroDiag | MakeLowerTriangular, &zeroCoords,
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&nonzeroCoords);
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VERIFY_IS_APPROX(refMat2.template triangularView<Lower>().solve(vec2),
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m2.template triangularView<Lower>().solve(vec3));
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// test empty triangular matrix
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{
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m2.resize(0, 0);
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refMatB.resize(0, refMatB.cols());
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DenseMatrix res = m2.template triangularView<Lower>().solve(refMatB);
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VERIFY_IS_EQUAL(res.rows(), 0);
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VERIFY_IS_EQUAL(res.cols(), refMatB.cols());
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res = refMatB;
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m2.template triangularView<Lower>().solveInPlace(res);
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VERIFY_IS_EQUAL(res.rows(), 0);
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VERIFY_IS_EQUAL(res.cols(), refMatB.cols());
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}
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}
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}
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EIGEN_DECLARE_TEST(sparse_solvers) {
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for (int i = 0; i < g_repeat; i++) {
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CALL_SUBTEST_1(sparse_solvers<double>(8, 8));
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int s = internal::random<int>(1, 300);
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CALL_SUBTEST_2(sparse_solvers<std::complex<double> >(s, s));
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CALL_SUBTEST_1(sparse_solvers<double>(s, s));
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}
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}
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