| // This file is part of Eigen, a lightweight C++ template library |
| // for linear algebra. |
| // |
| // Copyright (C) 2026 Rasmus Munk Larsen <rmlarsen@gmail.com> |
| // |
| // 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/. |
| // SPDX-License-Identifier: MPL-2.0 |
| |
| // Tests for GpuSparseLU: GPU sparse LU via cuDSS. |
| |
| #define EIGEN_USE_GPU |
| #include "main.h" |
| #include <Eigen/Sparse> |
| #include <unsupported/Eigen/GPU> |
| #include "gpu_test_helpers.h" |
| |
| using namespace Eigen; |
| |
| // ---- Helper: build a random sparse non-singular general matrix --------------- |
| |
| template <typename Scalar> |
| SparseMatrix<Scalar, ColMajor, int> make_general(Index n, double density = 0.1) { |
| using SpMat = SparseMatrix<Scalar, ColMajor, int>; |
| using RealScalar = typename NumTraits<Scalar>::Real; |
| |
| SpMat R(n, n); |
| R.reserve(VectorXi::Constant(n, static_cast<int>(n * density) + 1)); |
| for (Index j = 0; j < n; ++j) { |
| for (Index i = 0; i < n; ++i) { |
| if (i == j || (std::rand() / double(RAND_MAX)) < density) { |
| const RealScalar re = RealScalar(std::rand() / double(RAND_MAX) - 0.5); |
| const RealScalar im = RealScalar(std::rand() / double(RAND_MAX) - 0.5); |
| R.insert(i, j) = gpu_test::make_test_value<Scalar>(re, im); |
| } |
| } |
| } |
| // Add strong diagonal for non-singularity. |
| for (Index i = 0; i < n; ++i) R.coeffRef(i, i) += Scalar(RealScalar(n)); |
| R.makeCompressed(); |
| return R; |
| } |
| |
| // ---- Solve and check residual ----------------------------------------------- |
| |
| template <typename Scalar> |
| void test_solve(Index n) { |
| using SpMat = SparseMatrix<Scalar, ColMajor, int>; |
| using Vec = Matrix<Scalar, Dynamic, 1>; |
| using RealScalar = typename NumTraits<Scalar>::Real; |
| |
| SpMat A = make_general<Scalar>(n); |
| Vec b = Vec::Random(n); |
| |
| gpu::SparseLU<Scalar> lu(A); |
| VERIFY_IS_EQUAL(lu.info(), Success); |
| |
| Vec x = lu.solve(b); |
| VERIFY_IS_EQUAL(x.rows(), n); |
| |
| Vec r = A * x - b; |
| RealScalar tol = RealScalar(100) * RealScalar(n) * NumTraits<Scalar>::epsilon(); |
| VERIFY(r.norm() / b.norm() < tol); |
| } |
| |
| // ---- Multiple RHS ----------------------------------------------------------- |
| |
| template <typename Scalar> |
| void test_multiple_rhs(Index n, Index nrhs) { |
| using SpMat = SparseMatrix<Scalar, ColMajor, int>; |
| using Mat = Matrix<Scalar, Dynamic, Dynamic>; |
| using RealScalar = typename NumTraits<Scalar>::Real; |
| |
| SpMat A = make_general<Scalar>(n); |
| Mat B = Mat::Random(n, nrhs); |
| |
| gpu::SparseLU<Scalar> lu(A); |
| VERIFY_IS_EQUAL(lu.info(), Success); |
| |
| Mat X = lu.solve(B); |
| VERIFY_IS_EQUAL(X.rows(), n); |
| VERIFY_IS_EQUAL(X.cols(), nrhs); |
| |
| Mat R = A * X - B; |
| RealScalar tol = RealScalar(100) * RealScalar(n) * NumTraits<Scalar>::epsilon(); |
| VERIFY(R.norm() / B.norm() < tol); |
| } |
| |
| // ---- Refactorize ------------------------------------------------------------ |
| |
| template <typename Scalar> |
| void test_refactorize(Index n) { |
| using SpMat = SparseMatrix<Scalar, ColMajor, int>; |
| using Vec = Matrix<Scalar, Dynamic, 1>; |
| using RealScalar = typename NumTraits<Scalar>::Real; |
| |
| SpMat A = make_general<Scalar>(n); |
| Vec b = Vec::Random(n); |
| |
| gpu::SparseLU<Scalar> lu; |
| lu.analyzePattern(A); |
| VERIFY_IS_EQUAL(lu.info(), Success); |
| |
| lu.factorize(A); |
| VERIFY_IS_EQUAL(lu.info(), Success); |
| Vec x1 = lu.solve(b); |
| |
| // Modify values, keep pattern. |
| SpMat A2 = A; |
| for (Index i = 0; i < n; ++i) A2.coeffRef(i, i) *= Scalar(RealScalar(2)); |
| |
| lu.factorize(A2); |
| VERIFY_IS_EQUAL(lu.info(), Success); |
| Vec x2 = lu.solve(b); |
| |
| RealScalar tol = RealScalar(100) * RealScalar(n) * NumTraits<Scalar>::epsilon(); |
| VERIFY((A * x1 - b).norm() / b.norm() < tol); |
| VERIFY((A2 * x2 - b).norm() / b.norm() < tol); |
| // Diagonal scaled 2x; x1 and x2 must differ by a substantial fraction. |
| VERIFY((x1 - x2).norm() > RealScalar(0.01) * x1.norm()); |
| } |
| |
| // ---- Empty ------------------------------------------------------------------ |
| |
| template <typename Scalar> |
| void test_empty() { |
| using SpMat = SparseMatrix<Scalar, ColMajor, int>; |
| SpMat A(0, 0); |
| A.makeCompressed(); |
| gpu::SparseLU<Scalar> lu(A); |
| VERIFY_IS_EQUAL(lu.info(), Success); |
| VERIFY_IS_EQUAL(lu.rows(), 0); |
| VERIFY_IS_EQUAL(lu.cols(), 0); |
| } |
| |
| // ---- Per-scalar driver ------------------------------------------------------ |
| |
| template <typename Scalar> |
| void test_scalar() { |
| CALL_SUBTEST(test_solve<Scalar>(64)); |
| CALL_SUBTEST(test_solve<Scalar>(256)); |
| CALL_SUBTEST(test_multiple_rhs<Scalar>(64, 4)); |
| CALL_SUBTEST(test_refactorize<Scalar>(64)); |
| } |
| |
| EIGEN_DECLARE_TEST(gpu_cudss_lu) { |
| gpu_test::require_cudss_context(); |
| // Split by scalar so each part compiles in parallel. |
| CALL_SUBTEST_1(test_scalar<float>()); |
| CALL_SUBTEST_2(test_scalar<double>()); |
| CALL_SUBTEST_3(test_scalar<std::complex<float>>()); |
| CALL_SUBTEST_4(test_scalar<std::complex<double>>()); |
| CALL_SUBTEST_5(test_empty<float>()); |
| CALL_SUBTEST_5(test_empty<double>()); |
| CALL_SUBTEST_5(test_empty<std::complex<float>>()); |
| CALL_SUBTEST_5(test_empty<std::complex<double>>()); |
| } |