Carlos Hernandez | 7faaa9f | 2014-08-05 17:53:32 -0700 | [diff] [blame] | 1 | // This file is part of Eigen, a lightweight C++ template library |
| 2 | // for linear algebra. |
| 3 | // |
| 4 | // Copyright (C) 2012 Desire Nuentsa Wakam <desire.nuentsa_wakam@inria.fr> |
| 5 | // |
| 6 | // This Source Code Form is subject to the terms of the Mozilla |
| 7 | // Public License v. 2.0. If a copy of the MPL was not distributed |
| 8 | #include "sparse.h" |
| 9 | #include <Eigen/SPQRSupport> |
| 10 | |
| 11 | |
| 12 | template<typename MatrixType,typename DenseMat> |
| 13 | int generate_sparse_rectangular_problem(MatrixType& A, DenseMat& dA, int maxRows = 300, int maxCols = 300) |
| 14 | { |
| 15 | eigen_assert(maxRows >= maxCols); |
| 16 | typedef typename MatrixType::Scalar Scalar; |
| 17 | int rows = internal::random<int>(1,maxRows); |
| 18 | int cols = internal::random<int>(1,rows); |
| 19 | double density = (std::max)(8./(rows*cols), 0.01); |
| 20 | |
| 21 | A.resize(rows,rows); |
| 22 | dA.resize(rows,rows); |
| 23 | initSparse<Scalar>(density, dA, A,ForceNonZeroDiag); |
| 24 | A.makeCompressed(); |
| 25 | return rows; |
| 26 | } |
| 27 | |
| 28 | template<typename Scalar> void test_spqr_scalar() |
| 29 | { |
| 30 | typedef SparseMatrix<Scalar,ColMajor> MatrixType; |
| 31 | MatrixType A; |
| 32 | Matrix<Scalar,Dynamic,Dynamic> dA; |
| 33 | typedef Matrix<Scalar,Dynamic,1> DenseVector; |
| 34 | DenseVector refX,x,b; |
| 35 | SPQR<MatrixType> solver; |
| 36 | generate_sparse_rectangular_problem(A,dA); |
| 37 | |
| 38 | int m = A.rows(); |
| 39 | b = DenseVector::Random(m); |
| 40 | solver.compute(A); |
| 41 | if (solver.info() != Success) |
| 42 | { |
| 43 | std::cerr << "sparse QR factorization failed\n"; |
| 44 | exit(0); |
| 45 | return; |
| 46 | } |
| 47 | x = solver.solve(b); |
| 48 | if (solver.info() != Success) |
| 49 | { |
| 50 | std::cerr << "sparse QR factorization failed\n"; |
| 51 | exit(0); |
| 52 | return; |
| 53 | } |
| 54 | //Compare with a dense solver |
| 55 | refX = dA.colPivHouseholderQr().solve(b); |
| 56 | VERIFY(x.isApprox(refX,test_precision<Scalar>())); |
| 57 | } |
| 58 | void test_spqr_support() |
| 59 | { |
| 60 | CALL_SUBTEST_1(test_spqr_scalar<double>()); |
| 61 | CALL_SUBTEST_2(test_spqr_scalar<std::complex<double> >()); |
| 62 | } |