671 lines
		
	
	
		
			25 KiB
		
	
	
	
		
			C++
		
	
	
	
	
	
			
		
		
	
	
			671 lines
		
	
	
		
			25 KiB
		
	
	
	
		
			C++
		
	
	
	
	
	
| // 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) 2011 Gael Guennebaud <g.gael@free.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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| 
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| #include "sparse.h"
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| #include <Eigen/SparseCore>
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| #include <Eigen/SparseLU>
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| #include <sstream>
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| 
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| template <typename Solver, typename Rhs, typename Guess, typename Result>
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| void solve_with_guess(IterativeSolverBase<Solver>& solver, const MatrixBase<Rhs>& b, const Guess& g, Result& x) {
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|   if (internal::random<bool>()) {
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|     // With a temporary through evaluator<SolveWithGuess>
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|     x = solver.derived().solveWithGuess(b, g) + Result::Zero(x.rows(), x.cols());
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|   } else {
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|     // direct evaluation within x through Assignment<Result,SolveWithGuess>
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|     x = solver.derived().solveWithGuess(b.derived(), g);
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|   }
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| }
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| 
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| template <typename Solver, typename Rhs, typename Guess, typename Result>
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| void solve_with_guess(SparseSolverBase<Solver>& solver, const MatrixBase<Rhs>& b, const Guess&, Result& x) {
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|   if (internal::random<bool>())
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|     x = solver.derived().solve(b) + Result::Zero(x.rows(), x.cols());
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|   else
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|     x = solver.derived().solve(b);
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| }
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| 
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| template <typename Solver, typename Rhs, typename Guess, typename Result>
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| void solve_with_guess(SparseSolverBase<Solver>& solver, const SparseMatrixBase<Rhs>& b, const Guess&, Result& x) {
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|   x = solver.derived().solve(b);
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| }
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| 
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| template <typename Solver, typename Rhs, typename DenseMat, typename DenseRhs>
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| void check_sparse_solving(Solver& solver, const typename Solver::MatrixType& A, const Rhs& b, const DenseMat& dA,
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|                           const DenseRhs& db) {
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|   typedef typename Solver::MatrixType Mat;
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|   typedef typename Mat::Scalar Scalar;
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|   typedef typename Mat::StorageIndex StorageIndex;
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| 
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|   DenseRhs refX = dA.householderQr().solve(db);
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|   {
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|     Rhs x(A.cols(), b.cols());
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|     Rhs oldb = b;
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| 
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|     solver.compute(A);
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|     if (solver.info() != Success) {
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|       std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n";
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|       VERIFY(solver.info() == Success);
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|     }
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|     x = solver.solve(b);
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|     if (solver.info() != Success) {
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|       std::cerr << "WARNING: sparse solver testing: solving failed (" << typeid(Solver).name() << ")\n";
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|       // dump call stack:
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|       g_test_level++;
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|       VERIFY(solver.info() == Success);
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|       g_test_level--;
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|       return;
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|     }
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|     VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
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|     VERIFY(x.isApprox(refX, test_precision<Scalar>()));
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| 
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|     x.setZero();
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|     solve_with_guess(solver, b, x, x);
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|     VERIFY(solver.info() == Success && "solving failed when using solve_with_guess API");
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|     VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
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|     VERIFY(x.isApprox(refX, test_precision<Scalar>()));
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| 
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|     x.setZero();
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|     // test the analyze/factorize API
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|     solver.analyzePattern(A);
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|     solver.factorize(A);
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|     VERIFY(solver.info() == Success && "factorization failed when using analyzePattern/factorize API");
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|     x = solver.solve(b);
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|     VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API");
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|     VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
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|     VERIFY(x.isApprox(refX, test_precision<Scalar>()));
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| 
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|     x.setZero();
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|     // test with Map
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|     Map<SparseMatrix<Scalar, Mat::Options, StorageIndex>> Am(
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|         A.rows(), A.cols(), A.nonZeros(), const_cast<StorageIndex*>(A.outerIndexPtr()),
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|         const_cast<StorageIndex*>(A.innerIndexPtr()), const_cast<Scalar*>(A.valuePtr()));
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|     solver.compute(Am);
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|     VERIFY(solver.info() == Success && "factorization failed when using Map");
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|     DenseRhs dx(refX);
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|     dx.setZero();
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|     Map<DenseRhs> xm(dx.data(), dx.rows(), dx.cols());
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|     Map<const DenseRhs> bm(db.data(), db.rows(), db.cols());
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|     xm = solver.solve(bm);
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|     VERIFY(solver.info() == Success && "solving failed when using Map");
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|     VERIFY(oldb.isApprox(bm) && "sparse solver testing: the rhs should not be modified!");
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|     VERIFY(xm.isApprox(refX, test_precision<Scalar>()));
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| 
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|     // Test with a Map and non-unit stride.
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|     Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic> out(2 * xm.rows(), 2 * xm.cols());
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|     out.setZero();
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|     Eigen::Map<DenseRhs, 0, Stride<Eigen::Dynamic, 2>> outm(out.data(), xm.rows(), xm.cols(),
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|                                                             Stride<Eigen::Dynamic, 2>(2 * xm.rows(), 2));
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|     outm = solver.solve(bm);
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|     VERIFY(outm.isApprox(refX, test_precision<Scalar>()));
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|   }
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| 
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|   // if not too large, do some extra check:
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|   if (A.rows() < 2000) {
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|     // test initialization ctor
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|     {
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|       Rhs x(b.rows(), b.cols());
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|       Solver solver2(A);
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|       VERIFY(solver2.info() == Success);
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|       x = solver2.solve(b);
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|       VERIFY(x.isApprox(refX, test_precision<Scalar>()));
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|     }
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| 
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|     // test dense Block as the result and rhs:
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|     {
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|       DenseRhs x(refX.rows(), refX.cols());
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|       DenseRhs oldb(db);
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|       x.setZero();
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|       x.block(0, 0, x.rows(), x.cols()) = solver.solve(db.block(0, 0, db.rows(), db.cols()));
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|       VERIFY(oldb.isApprox(db) && "sparse solver testing: the rhs should not be modified!");
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|       VERIFY(x.isApprox(refX, test_precision<Scalar>()));
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|     }
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| 
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|     // test uncompressed inputs
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|     {
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|       Mat A2 = A;
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|       A2.reserve((ArrayXf::Random(A.outerSize()) + 2).template cast<typename Mat::StorageIndex>().eval());
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|       solver.compute(A2);
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|       Rhs x = solver.solve(b);
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|       VERIFY(x.isApprox(refX, test_precision<Scalar>()));
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|     }
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| 
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|     // test expression as input
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|     {
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|       solver.compute(0.5 * (A + A));
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|       Rhs x = solver.solve(b);
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|       VERIFY(x.isApprox(refX, test_precision<Scalar>()));
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| 
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|       Solver solver2(0.5 * (A + A));
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|       Rhs x2 = solver2.solve(b);
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|       VERIFY(x2.isApprox(refX, test_precision<Scalar>()));
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|     }
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|   }
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| }
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| 
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| // specialization of generic check_sparse_solving for SuperLU in order to also test adjoint and transpose solves
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| template <typename Scalar, typename Rhs, typename DenseMat, typename DenseRhs>
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| void check_sparse_solving(Eigen::SparseLU<Eigen::SparseMatrix<Scalar>>& solver,
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|                           const typename Eigen::SparseMatrix<Scalar>& A, const Rhs& b, const DenseMat& dA,
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|                           const DenseRhs& db) {
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|   typedef typename Eigen::SparseMatrix<Scalar> Mat;
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|   typedef typename Mat::StorageIndex StorageIndex;
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|   typedef typename Eigen::SparseLU<Eigen::SparseMatrix<Scalar>> Solver;
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| 
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|   // reference solutions computed by dense QR solver
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|   DenseRhs refX1 = dA.householderQr().solve(db);              // solution of A x = db
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|   DenseRhs refX2 = dA.transpose().householderQr().solve(db);  // solution of A^T * x = db (use transposed matrix A^T)
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|   DenseRhs refX3 = dA.adjoint().householderQr().solve(db);    // solution of A^* * x = db (use adjoint matrix A^*)
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| 
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|   {
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|     Rhs x1(A.cols(), b.cols());
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|     Rhs x2(A.cols(), b.cols());
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|     Rhs x3(A.cols(), b.cols());
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|     Rhs oldb = b;
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| 
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|     solver.compute(A);
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|     if (solver.info() != Success) {
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|       std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n";
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|       VERIFY(solver.info() == Success);
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|     }
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|     x1 = solver.solve(b);
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|     if (solver.info() != Success) {
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|       std::cerr << "WARNING | sparse solver testing: solving failed (" << typeid(Solver).name() << ")\n";
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|       return;
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|     }
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|     VERIFY(oldb.isApprox(b, 0.0) && "sparse solver testing: the rhs should not be modified!");
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|     VERIFY(x1.isApprox(refX1, test_precision<Scalar>()));
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| 
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|     // test solve with transposed
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|     x2 = solver.transpose().solve(b);
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|     VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
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|     VERIFY(x2.isApprox(refX2, test_precision<Scalar>()));
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| 
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|     // test solve with adjoint
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|     // solver.template _solve_impl_transposed<true>(b, x3);
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|     x3 = solver.adjoint().solve(b);
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|     VERIFY(oldb.isApprox(b, 0.0) && "sparse solver testing: the rhs should not be modified!");
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|     VERIFY(x3.isApprox(refX3, test_precision<Scalar>()));
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| 
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|     x1.setZero();
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|     solve_with_guess(solver, b, x1, x1);
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|     VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API");
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|     VERIFY(oldb.isApprox(b, 0.0) && "sparse solver testing: the rhs should not be modified!");
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|     VERIFY(x1.isApprox(refX1, test_precision<Scalar>()));
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| 
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|     x1.setZero();
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|     x2.setZero();
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|     x3.setZero();
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|     // test the analyze/factorize API
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|     solver.analyzePattern(A);
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|     solver.factorize(A);
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|     VERIFY(solver.info() == Success && "factorization failed when using analyzePattern/factorize API");
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|     x1 = solver.solve(b);
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|     x2 = solver.transpose().solve(b);
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|     x3 = solver.adjoint().solve(b);
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| 
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|     VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API");
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|     VERIFY(oldb.isApprox(b, 0.0) && "sparse solver testing: the rhs should not be modified!");
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|     VERIFY(x1.isApprox(refX1, test_precision<Scalar>()));
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|     VERIFY(x2.isApprox(refX2, test_precision<Scalar>()));
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|     VERIFY(x3.isApprox(refX3, test_precision<Scalar>()));
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| 
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|     x1.setZero();
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|     // test with Map
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|     Map<SparseMatrix<Scalar, Mat::Options, StorageIndex>> Am(
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|         A.rows(), A.cols(), A.nonZeros(), const_cast<StorageIndex*>(A.outerIndexPtr()),
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|         const_cast<StorageIndex*>(A.innerIndexPtr()), const_cast<Scalar*>(A.valuePtr()));
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|     solver.compute(Am);
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|     VERIFY(solver.info() == Success && "factorization failed when using Map");
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|     DenseRhs dx(refX1);
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|     dx.setZero();
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|     Map<DenseRhs> xm(dx.data(), dx.rows(), dx.cols());
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|     Map<const DenseRhs> bm(db.data(), db.rows(), db.cols());
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|     xm = solver.solve(bm);
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|     VERIFY(solver.info() == Success && "solving failed when using Map");
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|     VERIFY(oldb.isApprox(bm, 0.0) && "sparse solver testing: the rhs should not be modified!");
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|     VERIFY(xm.isApprox(refX1, test_precision<Scalar>()));
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|   }
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| 
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|   // if not too large, do some extra check:
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|   if (A.rows() < 2000) {
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|     // test initialization ctor
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|     {
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|       Rhs x(b.rows(), b.cols());
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|       Solver solver2(A);
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|       VERIFY(solver2.info() == Success);
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|       x = solver2.solve(b);
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|       VERIFY(x.isApprox(refX1, test_precision<Scalar>()));
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|     }
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| 
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|     // test dense Block as the result and rhs:
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|     {
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|       DenseRhs x(refX1.rows(), refX1.cols());
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|       DenseRhs oldb(db);
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|       x.setZero();
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|       x.block(0, 0, x.rows(), x.cols()) = solver.solve(db.block(0, 0, db.rows(), db.cols()));
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|       VERIFY(oldb.isApprox(db, 0.0) && "sparse solver testing: the rhs should not be modified!");
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|       VERIFY(x.isApprox(refX1, test_precision<Scalar>()));
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|     }
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| 
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|     // test uncompressed inputs
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|     {
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|       Mat A2 = A;
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|       A2.reserve((ArrayXf::Random(A.outerSize()) + 2).template cast<typename Mat::StorageIndex>().eval());
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|       solver.compute(A2);
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|       Rhs x = solver.solve(b);
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|       VERIFY(x.isApprox(refX1, test_precision<Scalar>()));
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|     }
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| 
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|     // test expression as input
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|     {
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|       solver.compute(0.5 * (A + A));
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|       Rhs x = solver.solve(b);
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|       VERIFY(x.isApprox(refX1, test_precision<Scalar>()));
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| 
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|       Solver solver2(0.5 * (A + A));
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|       Rhs x2 = solver2.solve(b);
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|       VERIFY(x2.isApprox(refX1, test_precision<Scalar>()));
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|     }
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|   }
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| }
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| 
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| template <typename Solver, typename Rhs>
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| void check_sparse_solving_real_cases(Solver& solver, const typename Solver::MatrixType& A, const Rhs& b,
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|                                      const typename Solver::MatrixType& fullA, const Rhs& refX) {
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|   typedef typename Solver::MatrixType Mat;
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|   typedef typename Mat::Scalar Scalar;
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|   typedef typename Mat::RealScalar RealScalar;
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| 
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|   Rhs x(A.cols(), b.cols());
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| 
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|   solver.compute(A);
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|   if (solver.info() != Success) {
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|     std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n";
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|     VERIFY(solver.info() == Success);
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|   }
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|   x = solver.solve(b);
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| 
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|   if (solver.info() != Success) {
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|     std::cerr << "WARNING | sparse solver testing, solving failed (" << typeid(Solver).name() << ")\n";
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|     return;
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|   }
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| 
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|   RealScalar res_error = (fullA * x - b).norm() / b.norm();
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|   VERIFY((res_error <= test_precision<Scalar>()) && "sparse solver failed without noticing it");
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| 
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|   if (refX.size() != 0 && (refX - x).norm() / refX.norm() > test_precision<Scalar>()) {
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|     std::cerr << "WARNING | found solution is different from the provided reference one\n";
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|   }
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| }
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| template <typename Solver, typename DenseMat>
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| void check_sparse_determinant(Solver& solver, const typename Solver::MatrixType& A, const DenseMat& dA) {
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|   typedef typename Solver::MatrixType Mat;
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|   typedef typename Mat::Scalar Scalar;
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| 
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|   solver.compute(A);
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|   if (solver.info() != Success) {
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|     std::cerr << "WARNING | sparse solver testing: factorization failed (check_sparse_determinant)\n";
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|     return;
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|   }
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| 
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|   Scalar refDet = dA.determinant();
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|   VERIFY_IS_APPROX(refDet, solver.determinant());
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| }
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| template <typename Solver, typename DenseMat>
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| void check_sparse_abs_determinant(Solver& solver, const typename Solver::MatrixType& A, const DenseMat& dA) {
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|   using std::abs;
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|   typedef typename Solver::MatrixType Mat;
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|   typedef typename Mat::Scalar Scalar;
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| 
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|   solver.compute(A);
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|   if (solver.info() != Success) {
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|     std::cerr << "WARNING | sparse solver testing: factorization failed (check_sparse_abs_determinant)\n";
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|     return;
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|   }
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| 
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|   Scalar refDet = abs(dA.determinant());
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|   VERIFY_IS_APPROX(refDet, solver.absDeterminant());
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| }
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| 
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| template <typename Solver, typename DenseMat>
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| int generate_sparse_spd_problem(Solver&, typename Solver::MatrixType& A, typename Solver::MatrixType& halfA,
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|                                 DenseMat& dA, int maxSize = 300) {
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|   typedef typename Solver::MatrixType Mat;
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|   typedef typename Mat::Scalar Scalar;
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|   typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
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| 
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|   int size = internal::random<int>(1, maxSize);
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|   double density = (std::max)(8. / static_cast<double>(size * size), 0.01);
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| 
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|   Mat M(size, size);
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|   DenseMatrix dM(size, size);
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| 
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|   initSparse<Scalar>(density, dM, M, ForceNonZeroDiag);
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| 
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|   A = M * M.adjoint();
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|   dA = dM * dM.adjoint();
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| 
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|   halfA.resize(size, size);
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|   if (Solver::UpLo == (Lower | Upper))
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|     halfA = A;
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|   else
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|     halfA.template selfadjointView<Solver::UpLo>().rankUpdate(M);
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| 
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|   return size;
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| }
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| 
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| #ifdef TEST_REAL_CASES
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| template <typename Scalar>
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| inline std::string get_matrixfolder() {
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|   std::string mat_folder = TEST_REAL_CASES;
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|   if (internal::is_same<Scalar, std::complex<float>>::value || internal::is_same<Scalar, std::complex<double>>::value)
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|     mat_folder = mat_folder + static_cast<std::string>("/complex/");
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|   else
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|     mat_folder = mat_folder + static_cast<std::string>("/real/");
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|   return mat_folder;
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| }
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| std::string sym_to_string(int sym) {
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|   if (sym == Symmetric) return "Symmetric ";
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|   if (sym == SPD) return "SPD ";
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|   return "";
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| }
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| template <typename Derived>
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| std::string solver_stats(const IterativeSolverBase<Derived>& solver) {
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|   std::stringstream ss;
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|   ss << solver.iterations() << " iters, error: " << solver.error();
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|   return ss.str();
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| }
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| template <typename Derived>
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| std::string solver_stats(const SparseSolverBase<Derived>& /*solver*/) {
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|   return "";
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| }
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| #endif
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| 
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| template <typename Solver>
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| void check_sparse_spd_solving(Solver& solver, int maxSize = (std::min)(300, EIGEN_TEST_MAX_SIZE),
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|                               int maxRealWorldSize = 100000) {
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|   typedef typename Solver::MatrixType Mat;
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|   typedef typename Mat::Scalar Scalar;
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|   typedef typename Mat::StorageIndex StorageIndex;
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|   typedef SparseMatrix<Scalar, ColMajor, StorageIndex> SpMat;
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|   typedef SparseVector<Scalar, 0, StorageIndex> SpVec;
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|   typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
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|   typedef Matrix<Scalar, Dynamic, 1> DenseVector;
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| 
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|   // generate the problem
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|   Mat A, halfA;
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|   DenseMatrix dA;
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|   for (int i = 0; i < g_repeat; i++) {
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|     int size = generate_sparse_spd_problem(solver, A, halfA, dA, maxSize);
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| 
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|     // generate the right hand sides
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|     int rhsCols = internal::random<int>(1, 16);
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|     double density = (std::max)(8. / static_cast<double>(size * rhsCols), 0.1);
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|     SpMat B(size, rhsCols);
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|     DenseVector b = DenseVector::Random(size);
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|     DenseMatrix dB(size, rhsCols);
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|     initSparse<Scalar>(density, dB, B, ForceNonZeroDiag);
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|     SpVec c = B.col(0);
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|     DenseVector dc = dB.col(0);
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| 
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|     CALL_SUBTEST(check_sparse_solving(solver, A, b, dA, b));
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|     CALL_SUBTEST(check_sparse_solving(solver, halfA, b, dA, b));
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|     CALL_SUBTEST(check_sparse_solving(solver, A, dB, dA, dB));
 | |
|     CALL_SUBTEST(check_sparse_solving(solver, halfA, dB, dA, dB));
 | |
|     CALL_SUBTEST(check_sparse_solving(solver, A, B, dA, dB));
 | |
|     CALL_SUBTEST(check_sparse_solving(solver, halfA, B, dA, dB));
 | |
|     CALL_SUBTEST(check_sparse_solving(solver, A, c, dA, dc));
 | |
|     CALL_SUBTEST(check_sparse_solving(solver, halfA, c, dA, dc));
 | |
| 
 | |
|     // check only once
 | |
|     if (i == 0) {
 | |
|       b = DenseVector::Zero(size);
 | |
|       check_sparse_solving(solver, A, b, dA, b);
 | |
|     }
 | |
|   }
 | |
| 
 | |
|   // First, get the folder
 | |
| #ifdef TEST_REAL_CASES
 | |
|   // Test real problems with double precision only
 | |
|   if (internal::is_same<typename NumTraits<Scalar>::Real, double>::value) {
 | |
|     std::string mat_folder = get_matrixfolder<Scalar>();
 | |
|     MatrixMarketIterator<Scalar> it(mat_folder);
 | |
|     for (; it; ++it) {
 | |
|       if (it.sym() == SPD) {
 | |
|         A = it.matrix();
 | |
|         if (A.diagonal().size() <= maxRealWorldSize) {
 | |
|           DenseVector b = it.rhs();
 | |
|           DenseVector refX = it.refX();
 | |
|           PermutationMatrix<Dynamic, Dynamic, StorageIndex> pnull;
 | |
|           halfA.resize(A.rows(), A.cols());
 | |
|           if (Solver::UpLo == (Lower | Upper))
 | |
|             halfA = A;
 | |
|           else
 | |
|             halfA.template selfadjointView<Solver::UpLo>() = A.template triangularView<Eigen::Lower>().twistedBy(pnull);
 | |
| 
 | |
|           std::cout << "INFO | Testing " << sym_to_string(it.sym()) << "sparse problem " << it.matname() << " ("
 | |
|                     << A.rows() << "x" << A.cols() << ") using " << typeid(Solver).name() << "..." << std::endl;
 | |
|           CALL_SUBTEST(check_sparse_solving_real_cases(solver, A, b, A, refX));
 | |
|           std::string stats = solver_stats(solver);
 | |
|           if (stats.size() > 0) std::cout << "INFO |  " << stats << std::endl;
 | |
|           CALL_SUBTEST(check_sparse_solving_real_cases(solver, halfA, b, A, refX));
 | |
|         } else {
 | |
|           std::cout << "INFO | Skip sparse problem \"" << it.matname() << "\" (too large)" << std::endl;
 | |
|         }
 | |
|       }
 | |
|     }
 | |
|   }
 | |
| #else
 | |
|   EIGEN_UNUSED_VARIABLE(maxRealWorldSize);
 | |
| #endif
 | |
| }
 | |
| 
 | |
| template <typename Solver>
 | |
| void check_sparse_spd_determinant(Solver& solver) {
 | |
|   typedef typename Solver::MatrixType Mat;
 | |
|   typedef typename Mat::Scalar Scalar;
 | |
|   typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
 | |
| 
 | |
|   // generate the problem
 | |
|   Mat A, halfA;
 | |
|   DenseMatrix dA;
 | |
|   generate_sparse_spd_problem(solver, A, halfA, dA, 30);
 | |
| 
 | |
|   for (int i = 0; i < g_repeat; i++) {
 | |
|     check_sparse_determinant(solver, A, dA);
 | |
|     check_sparse_determinant(solver, halfA, dA);
 | |
|   }
 | |
| }
 | |
| 
 | |
| template <typename Solver, typename DenseMat>
 | |
| Index generate_sparse_square_problem(Solver&, typename Solver::MatrixType& A, DenseMat& dA, int maxSize = 300,
 | |
|                                      int options = ForceNonZeroDiag) {
 | |
|   typedef typename Solver::MatrixType Mat;
 | |
|   typedef typename Mat::Scalar Scalar;
 | |
| 
 | |
|   Index size = internal::random<int>(1, maxSize);
 | |
|   double density = (std::max)(8. / static_cast<double>(size * size), 0.01);
 | |
| 
 | |
|   A.resize(size, size);
 | |
|   dA.resize(size, size);
 | |
| 
 | |
|   initSparse<Scalar>(density, dA, A, options);
 | |
| 
 | |
|   return size;
 | |
| }
 | |
| 
 | |
| struct prune_column {
 | |
|   Index m_col;
 | |
|   prune_column(Index col) : m_col(col) {}
 | |
|   template <class Scalar>
 | |
|   bool operator()(Index, Index col, const Scalar&) const {
 | |
|     return col != m_col;
 | |
|   }
 | |
| };
 | |
| 
 | |
| template <typename Solver>
 | |
| void check_sparse_square_solving(Solver& solver, int maxSize = 300, int maxRealWorldSize = 100000,
 | |
|                                  bool checkDeficient = false) {
 | |
|   typedef typename Solver::MatrixType Mat;
 | |
|   typedef typename Mat::Scalar Scalar;
 | |
|   typedef SparseMatrix<Scalar, ColMajor, typename Mat::StorageIndex> SpMat;
 | |
|   typedef SparseVector<Scalar, 0, typename Mat::StorageIndex> SpVec;
 | |
|   typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
 | |
|   typedef Matrix<Scalar, Dynamic, 1> DenseVector;
 | |
| 
 | |
|   int rhsCols = internal::random<int>(1, 16);
 | |
| 
 | |
|   Mat A;
 | |
|   DenseMatrix dA;
 | |
|   for (int i = 0; i < g_repeat; i++) {
 | |
|     Index size = generate_sparse_square_problem(solver, A, dA, maxSize);
 | |
| 
 | |
|     A.makeCompressed();
 | |
|     DenseVector b = DenseVector::Random(size);
 | |
|     DenseMatrix dB(size, rhsCols);
 | |
|     SpMat B(size, rhsCols);
 | |
|     double density = (std::max)(8. / double(size * rhsCols), 0.1);
 | |
|     initSparse<Scalar>(density, dB, B, ForceNonZeroDiag);
 | |
|     B.makeCompressed();
 | |
|     SpVec c = B.col(0);
 | |
|     DenseVector dc = dB.col(0);
 | |
|     CALL_SUBTEST(check_sparse_solving(solver, A, b, dA, b));
 | |
|     CALL_SUBTEST(check_sparse_solving(solver, A, dB, dA, dB));
 | |
|     CALL_SUBTEST(check_sparse_solving(solver, A, B, dA, dB));
 | |
|     CALL_SUBTEST(check_sparse_solving(solver, A, c, dA, dc));
 | |
| 
 | |
|     // check only once
 | |
|     if (i == 0) {
 | |
|       CALL_SUBTEST(b = DenseVector::Zero(size); check_sparse_solving(solver, A, b, dA, b));
 | |
|     }
 | |
|     // regression test for Bug 792 (structurally rank deficient matrices):
 | |
|     if (checkDeficient && size > 1) {
 | |
|       Index col = internal::random<int>(0, int(size - 1));
 | |
|       A.prune(prune_column(col));
 | |
|       solver.compute(A);
 | |
|       VERIFY_IS_EQUAL(solver.info(), NumericalIssue);
 | |
|     }
 | |
|   }
 | |
| 
 | |
|   // First, get the folder
 | |
| #ifdef TEST_REAL_CASES
 | |
|   // Test real problems with double precision only
 | |
|   if (internal::is_same<typename NumTraits<Scalar>::Real, double>::value) {
 | |
|     std::string mat_folder = get_matrixfolder<Scalar>();
 | |
|     MatrixMarketIterator<Scalar> it(mat_folder);
 | |
|     for (; it; ++it) {
 | |
|       A = it.matrix();
 | |
|       if (A.diagonal().size() <= maxRealWorldSize) {
 | |
|         DenseVector b = it.rhs();
 | |
|         DenseVector refX = it.refX();
 | |
|         std::cout << "INFO | Testing " << sym_to_string(it.sym()) << "sparse problem " << it.matname() << " ("
 | |
|                   << A.rows() << "x" << A.cols() << ") using " << typeid(Solver).name() << "..." << std::endl;
 | |
|         CALL_SUBTEST(check_sparse_solving_real_cases(solver, A, b, A, refX));
 | |
|         std::string stats = solver_stats(solver);
 | |
|         if (stats.size() > 0) std::cout << "INFO |  " << stats << std::endl;
 | |
|       } else {
 | |
|         std::cout << "INFO | SKIP sparse problem \"" << it.matname() << "\" (too large)" << std::endl;
 | |
|       }
 | |
|     }
 | |
|   }
 | |
| #else
 | |
|   EIGEN_UNUSED_VARIABLE(maxRealWorldSize);
 | |
| #endif
 | |
| }
 | |
| 
 | |
| template <typename Solver>
 | |
| void check_sparse_square_determinant(Solver& solver) {
 | |
|   typedef typename Solver::MatrixType Mat;
 | |
|   typedef typename Mat::Scalar Scalar;
 | |
|   typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
 | |
| 
 | |
|   for (int i = 0; i < g_repeat; i++) {
 | |
|     // generate the problem
 | |
|     Mat A;
 | |
|     DenseMatrix dA;
 | |
| 
 | |
|     int size = internal::random<int>(1, 30);
 | |
|     dA.setRandom(size, size);
 | |
| 
 | |
|     dA = (dA.array().abs() < 0.3).select(0, dA);
 | |
|     dA.diagonal() = (dA.diagonal().array() == 0).select(1, dA.diagonal());
 | |
|     A = dA.sparseView();
 | |
|     A.makeCompressed();
 | |
| 
 | |
|     check_sparse_determinant(solver, A, dA);
 | |
|   }
 | |
| }
 | |
| 
 | |
| template <typename Solver>
 | |
| void check_sparse_square_abs_determinant(Solver& solver) {
 | |
|   typedef typename Solver::MatrixType Mat;
 | |
|   typedef typename Mat::Scalar Scalar;
 | |
|   typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
 | |
| 
 | |
|   for (int i = 0; i < g_repeat; i++) {
 | |
|     // generate the problem
 | |
|     Mat A;
 | |
|     DenseMatrix dA;
 | |
|     generate_sparse_square_problem(solver, A, dA, 30);
 | |
|     A.makeCompressed();
 | |
|     check_sparse_abs_determinant(solver, A, dA);
 | |
|   }
 | |
| }
 | |
| 
 | |
| template <typename Solver, typename DenseMat>
 | |
| void generate_sparse_leastsquare_problem(Solver&, typename Solver::MatrixType& A, DenseMat& dA, int maxSize = 300,
 | |
|                                          int options = ForceNonZeroDiag) {
 | |
|   typedef typename Solver::MatrixType Mat;
 | |
|   typedef typename Mat::Scalar Scalar;
 | |
| 
 | |
|   int rows = internal::random<int>(1, maxSize);
 | |
|   int cols = internal::random<int>(1, rows);
 | |
|   double density = (std::max)(8. / (rows * cols), 0.01);
 | |
| 
 | |
|   A.resize(rows, cols);
 | |
|   dA.resize(rows, cols);
 | |
| 
 | |
|   initSparse<Scalar>(density, dA, A, options);
 | |
| }
 | |
| 
 | |
| template <typename Solver>
 | |
| void check_sparse_leastsquare_solving(Solver& solver) {
 | |
|   typedef typename Solver::MatrixType Mat;
 | |
|   typedef typename Mat::Scalar Scalar;
 | |
|   typedef SparseMatrix<Scalar, ColMajor, typename Mat::StorageIndex> SpMat;
 | |
|   typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix;
 | |
|   typedef Matrix<Scalar, Dynamic, 1> DenseVector;
 | |
| 
 | |
|   int rhsCols = internal::random<int>(1, 16);
 | |
| 
 | |
|   Mat A;
 | |
|   DenseMatrix dA;
 | |
|   for (int i = 0; i < g_repeat; i++) {
 | |
|     generate_sparse_leastsquare_problem(solver, A, dA);
 | |
| 
 | |
|     A.makeCompressed();
 | |
|     DenseVector b = DenseVector::Random(A.rows());
 | |
|     DenseMatrix dB(A.rows(), rhsCols);
 | |
|     SpMat B(A.rows(), rhsCols);
 | |
|     double density = (std::max)(8. / (A.rows() * rhsCols), 0.1);
 | |
|     initSparse<Scalar>(density, dB, B, ForceNonZeroDiag);
 | |
|     B.makeCompressed();
 | |
|     check_sparse_solving(solver, A, b, dA, b);
 | |
|     check_sparse_solving(solver, A, dB, dA, dB);
 | |
|     check_sparse_solving(solver, A, B, dA, dB);
 | |
| 
 | |
|     // check only once
 | |
|     if (i == 0) {
 | |
|       b = DenseVector::Zero(A.rows());
 | |
|       check_sparse_solving(solver, A, b, dA, b);
 | |
|     }
 | |
|   }
 | |
| }
 | 
