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