70 lines
2.6 KiB
C++
70 lines
2.6 KiB
C++
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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) 2015-2016 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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// #define EIGEN_DONT_VECTORIZE
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// #define EIGEN_MAX_ALIGN_BYTES 0
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#include "sparse_solver.h"
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#include <Eigen/IterativeLinearSolvers>
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#include <unsupported/Eigen/IterativeSolvers>
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template<typename T, typename I_> void test_incomplete_cholesky_T()
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{
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typedef SparseMatrix<T,0,I_> SparseMatrixType;
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ConjugateGradient<SparseMatrixType, Lower, IncompleteCholesky<T, Lower, AMDOrdering<I_> > > cg_illt_lower_amd;
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ConjugateGradient<SparseMatrixType, Lower, IncompleteCholesky<T, Lower, NaturalOrdering<I_> > > cg_illt_lower_nat;
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ConjugateGradient<SparseMatrixType, Upper, IncompleteCholesky<T, Upper, AMDOrdering<I_> > > cg_illt_upper_amd;
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ConjugateGradient<SparseMatrixType, Upper, IncompleteCholesky<T, Upper, NaturalOrdering<I_> > > cg_illt_upper_nat;
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ConjugateGradient<SparseMatrixType, Upper|Lower, IncompleteCholesky<T, Lower, AMDOrdering<I_> > > cg_illt_uplo_amd;
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CALL_SUBTEST( check_sparse_spd_solving(cg_illt_lower_amd) );
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CALL_SUBTEST( check_sparse_spd_solving(cg_illt_lower_nat) );
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CALL_SUBTEST( check_sparse_spd_solving(cg_illt_upper_amd) );
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CALL_SUBTEST( check_sparse_spd_solving(cg_illt_upper_nat) );
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CALL_SUBTEST( check_sparse_spd_solving(cg_illt_uplo_amd) );
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}
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template<int>
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void bug1150()
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{
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// regression for bug 1150
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for(int N = 1; N<20; ++N)
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{
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Eigen::MatrixXd b( N, N );
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b.setOnes();
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Eigen::SparseMatrix<double> m( N, N );
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m.reserve(Eigen::VectorXi::Constant(N,4));
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for( int i = 0; i < N; ++i )
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{
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m.insert( i, i ) = 1;
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m.coeffRef( i, i / 2 ) = 2;
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m.coeffRef( i, i / 3 ) = 2;
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m.coeffRef( i, i / 4 ) = 2;
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}
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Eigen::SparseMatrix<double> A;
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A = m * m.transpose();
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Eigen::ConjugateGradient<Eigen::SparseMatrix<double>,
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Eigen::Lower | Eigen::Upper,
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Eigen::IncompleteCholesky<double> > solver( A );
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VERIFY(solver.preconditioner().info() == Eigen::Success);
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VERIFY(solver.info() == Eigen::Success);
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}
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}
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EIGEN_DECLARE_TEST(incomplete_cholesky)
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{
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CALL_SUBTEST_1(( test_incomplete_cholesky_T<double,int>() ));
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CALL_SUBTEST_2(( test_incomplete_cholesky_T<std::complex<double>, int>() ));
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CALL_SUBTEST_3(( test_incomplete_cholesky_T<double,long int>() ));
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CALL_SUBTEST_1(( bug1150<0>() ));
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}
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