unsupported/test/minres.cpp

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2012 Giacomo Po <gpo@ucla.edu>
// Copyright (C) 2011 Gael Guennebaud <g.gael@free.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/.
#include <cmath>

#include "../../test/sparse_solver.h"
#include <Eigen/IterativeSolvers>

template <typename T>
void test_minres_T() {
  // Identity preconditioner
  MINRES<SparseMatrix<T>, Lower, IdentityPreconditioner> minres_colmajor_lower_I;
  MINRES<SparseMatrix<T>, Upper, IdentityPreconditioner> minres_colmajor_upper_I;

  // Diagonal preconditioner
  MINRES<SparseMatrix<T>, Lower, DiagonalPreconditioner<T> > minres_colmajor_lower_diag;
  MINRES<SparseMatrix<T>, Upper, DiagonalPreconditioner<T> > minres_colmajor_upper_diag;
  MINRES<SparseMatrix<T>, Lower | Upper, DiagonalPreconditioner<T> > minres_colmajor_uplo_diag;

  // call tests for SPD matrix
  CALL_SUBTEST(check_sparse_spd_solving(minres_colmajor_lower_I));
  CALL_SUBTEST(check_sparse_spd_solving(minres_colmajor_upper_I));

  CALL_SUBTEST(check_sparse_spd_solving(minres_colmajor_lower_diag));
  CALL_SUBTEST(check_sparse_spd_solving(minres_colmajor_upper_diag));
  CALL_SUBTEST(check_sparse_spd_solving(minres_colmajor_uplo_diag));

  // TO DO: symmetric semi-definite matrix
  // TO DO: symmetric indefinite matrix
}

EIGEN_DECLARE_TEST(minres) {
  CALL_SUBTEST_1(test_minres_T<double>());
  //  CALL_SUBTEST_2(test_minres_T<std::complex<double> >());
}