|  | // This file is part of Eigen, a lightweight C++ template library | 
|  | // for linear algebra. | 
|  | // | 
|  | // 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 "sparse.h" | 
|  | #include <Eigen/SparseCore> | 
|  | #include <Eigen/SparseLU> | 
|  | #include <sstream> | 
|  |  | 
|  | template <typename Solver, typename Rhs, typename Guess, typename Result> | 
|  | void solve_with_guess(IterativeSolverBase<Solver>& solver, const MatrixBase<Rhs>& b, const Guess& g, Result& x) { | 
|  | if (internal::random<bool>()) { | 
|  | // With a temporary through evaluator<SolveWithGuess> | 
|  | x = solver.derived().solveWithGuess(b, g) + Result::Zero(x.rows(), x.cols()); | 
|  | } else { | 
|  | // direct evaluation within x through Assignment<Result,SolveWithGuess> | 
|  | x = solver.derived().solveWithGuess(b.derived(), g); | 
|  | } | 
|  | } | 
|  |  | 
|  | template <typename Solver, typename Rhs, typename Guess, typename Result> | 
|  | void solve_with_guess(SparseSolverBase<Solver>& solver, const MatrixBase<Rhs>& b, const Guess&, Result& x) { | 
|  | if (internal::random<bool>()) | 
|  | x = solver.derived().solve(b) + Result::Zero(x.rows(), x.cols()); | 
|  | else | 
|  | x = solver.derived().solve(b); | 
|  | } | 
|  |  | 
|  | template <typename Solver, typename Rhs, typename Guess, typename Result> | 
|  | void solve_with_guess(SparseSolverBase<Solver>& solver, const SparseMatrixBase<Rhs>& b, const Guess&, Result& x) { | 
|  | x = solver.derived().solve(b); | 
|  | } | 
|  |  | 
|  | template <typename Solver, typename Rhs, typename DenseMat, typename DenseRhs> | 
|  | void check_sparse_solving(Solver& solver, const typename Solver::MatrixType& A, const Rhs& b, const DenseMat& dA, | 
|  | const DenseRhs& db) { | 
|  | typedef typename Solver::MatrixType Mat; | 
|  | typedef typename Mat::Scalar Scalar; | 
|  | typedef typename Mat::StorageIndex StorageIndex; | 
|  |  | 
|  | DenseRhs refX = dA.householderQr().solve(db); | 
|  | { | 
|  | Rhs x(A.cols(), b.cols()); | 
|  | Rhs oldb = b; | 
|  |  | 
|  | solver.compute(A); | 
|  | if (solver.info() != Success) { | 
|  | std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n"; | 
|  | VERIFY(solver.info() == Success); | 
|  | } | 
|  | x = solver.solve(b); | 
|  | if (solver.info() != Success) { | 
|  | std::cerr << "WARNING: sparse solver testing: solving failed (" << typeid(Solver).name() << ")\n"; | 
|  | // dump call stack: | 
|  | g_test_level++; | 
|  | VERIFY(solver.info() == Success); | 
|  | g_test_level--; | 
|  | return; | 
|  | } | 
|  | VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!"); | 
|  | VERIFY(x.isApprox(refX, test_precision<Scalar>())); | 
|  |  | 
|  | x.setZero(); | 
|  | solve_with_guess(solver, b, x, x); | 
|  | VERIFY(solver.info() == Success && "solving failed when using solve_with_guess API"); | 
|  | VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!"); | 
|  | VERIFY(x.isApprox(refX, test_precision<Scalar>())); | 
|  |  | 
|  | x.setZero(); | 
|  | // test the analyze/factorize API | 
|  | solver.analyzePattern(A); | 
|  | solver.factorize(A); | 
|  | VERIFY(solver.info() == Success && "factorization failed when using analyzePattern/factorize API"); | 
|  | x = solver.solve(b); | 
|  | VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API"); | 
|  | VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!"); | 
|  | VERIFY(x.isApprox(refX, test_precision<Scalar>())); | 
|  |  | 
|  | x.setZero(); | 
|  | // test with Map | 
|  | Map<SparseMatrix<Scalar, Mat::Options, StorageIndex>> Am( | 
|  | A.rows(), A.cols(), A.nonZeros(), const_cast<StorageIndex*>(A.outerIndexPtr()), | 
|  | const_cast<StorageIndex*>(A.innerIndexPtr()), const_cast<Scalar*>(A.valuePtr())); | 
|  | solver.compute(Am); | 
|  | VERIFY(solver.info() == Success && "factorization failed when using Map"); | 
|  | DenseRhs dx(refX); | 
|  | dx.setZero(); | 
|  | Map<DenseRhs> xm(dx.data(), dx.rows(), dx.cols()); | 
|  | Map<const DenseRhs> bm(db.data(), db.rows(), db.cols()); | 
|  | xm = solver.solve(bm); | 
|  | VERIFY(solver.info() == Success && "solving failed when using Map"); | 
|  | VERIFY(oldb.isApprox(bm) && "sparse solver testing: the rhs should not be modified!"); | 
|  | VERIFY(xm.isApprox(refX, test_precision<Scalar>())); | 
|  |  | 
|  | // Test with a Map and non-unit stride. | 
|  | Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic> out(2 * xm.rows(), 2 * xm.cols()); | 
|  | out.setZero(); | 
|  | Eigen::Map<DenseRhs, 0, Stride<Eigen::Dynamic, 2>> outm(out.data(), xm.rows(), xm.cols(), | 
|  | Stride<Eigen::Dynamic, 2>(2 * xm.rows(), 2)); | 
|  | outm = solver.solve(bm); | 
|  | VERIFY(outm.isApprox(refX, test_precision<Scalar>())); | 
|  | } | 
|  |  | 
|  | // if not too large, do some extra check: | 
|  | if (A.rows() < 2000) { | 
|  | // test initialization ctor | 
|  | { | 
|  | Rhs x(b.rows(), b.cols()); | 
|  | Solver solver2(A); | 
|  | VERIFY(solver2.info() == Success); | 
|  | x = solver2.solve(b); | 
|  | VERIFY(x.isApprox(refX, test_precision<Scalar>())); | 
|  | } | 
|  |  | 
|  | // test dense Block as the result and rhs: | 
|  | { | 
|  | DenseRhs x(refX.rows(), refX.cols()); | 
|  | DenseRhs oldb(db); | 
|  | x.setZero(); | 
|  | x.block(0, 0, x.rows(), x.cols()) = solver.solve(db.block(0, 0, db.rows(), db.cols())); | 
|  | VERIFY(oldb.isApprox(db) && "sparse solver testing: the rhs should not be modified!"); | 
|  | VERIFY(x.isApprox(refX, test_precision<Scalar>())); | 
|  | } | 
|  |  | 
|  | // test uncompressed inputs | 
|  | { | 
|  | Mat A2 = A; | 
|  | A2.reserve((ArrayXf::Random(A.outerSize()) + 2).template cast<typename Mat::StorageIndex>().eval()); | 
|  | solver.compute(A2); | 
|  | Rhs x = solver.solve(b); | 
|  | VERIFY(x.isApprox(refX, test_precision<Scalar>())); | 
|  | } | 
|  |  | 
|  | // test expression as input | 
|  | { | 
|  | solver.compute(0.5 * (A + A)); | 
|  | Rhs x = solver.solve(b); | 
|  | VERIFY(x.isApprox(refX, test_precision<Scalar>())); | 
|  |  | 
|  | Solver solver2(0.5 * (A + A)); | 
|  | Rhs x2 = solver2.solve(b); | 
|  | VERIFY(x2.isApprox(refX, test_precision<Scalar>())); | 
|  | } | 
|  | } | 
|  | } | 
|  |  | 
|  | // specialization of generic check_sparse_solving for SuperLU in order to also test adjoint and transpose solves | 
|  | template <typename Scalar, typename Rhs, typename DenseMat, typename DenseRhs> | 
|  | void check_sparse_solving(Eigen::SparseLU<Eigen::SparseMatrix<Scalar>>& solver, | 
|  | const typename Eigen::SparseMatrix<Scalar>& A, const Rhs& b, const DenseMat& dA, | 
|  | const DenseRhs& db) { | 
|  | typedef typename Eigen::SparseMatrix<Scalar> Mat; | 
|  | typedef typename Mat::StorageIndex StorageIndex; | 
|  | typedef typename Eigen::SparseLU<Eigen::SparseMatrix<Scalar>> Solver; | 
|  |  | 
|  | // reference solutions computed by dense QR solver | 
|  | DenseRhs refX1 = dA.householderQr().solve(db);              // solution of A x = db | 
|  | DenseRhs refX2 = dA.transpose().householderQr().solve(db);  // solution of A^T * x = db (use transposed matrix A^T) | 
|  | DenseRhs refX3 = dA.adjoint().householderQr().solve(db);    // solution of A^* * x = db (use adjoint matrix A^*) | 
|  |  | 
|  | { | 
|  | Rhs x1(A.cols(), b.cols()); | 
|  | Rhs x2(A.cols(), b.cols()); | 
|  | Rhs x3(A.cols(), b.cols()); | 
|  | Rhs oldb = b; | 
|  |  | 
|  | solver.compute(A); | 
|  | if (solver.info() != Success) { | 
|  | std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n"; | 
|  | VERIFY(solver.info() == Success); | 
|  | } | 
|  | x1 = solver.solve(b); | 
|  | if (solver.info() != Success) { | 
|  | std::cerr << "WARNING | sparse solver testing: solving failed (" << typeid(Solver).name() << ")\n"; | 
|  | return; | 
|  | } | 
|  | VERIFY(oldb.isApprox(b, 0.0) && "sparse solver testing: the rhs should not be modified!"); | 
|  | VERIFY(x1.isApprox(refX1, test_precision<Scalar>())); | 
|  |  | 
|  | // test solve with transposed | 
|  | x2 = solver.transpose().solve(b); | 
|  | VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!"); | 
|  | VERIFY(x2.isApprox(refX2, test_precision<Scalar>())); | 
|  |  | 
|  | // test solve with adjoint | 
|  | // solver.template _solve_impl_transposed<true>(b, x3); | 
|  | x3 = solver.adjoint().solve(b); | 
|  | VERIFY(oldb.isApprox(b, 0.0) && "sparse solver testing: the rhs should not be modified!"); | 
|  | VERIFY(x3.isApprox(refX3, test_precision<Scalar>())); | 
|  |  | 
|  | x1.setZero(); | 
|  | solve_with_guess(solver, b, x1, x1); | 
|  | VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API"); | 
|  | VERIFY(oldb.isApprox(b, 0.0) && "sparse solver testing: the rhs should not be modified!"); | 
|  | VERIFY(x1.isApprox(refX1, test_precision<Scalar>())); | 
|  |  | 
|  | x1.setZero(); | 
|  | x2.setZero(); | 
|  | x3.setZero(); | 
|  | // test the analyze/factorize API | 
|  | solver.analyzePattern(A); | 
|  | solver.factorize(A); | 
|  | VERIFY(solver.info() == Success && "factorization failed when using analyzePattern/factorize API"); | 
|  | x1 = solver.solve(b); | 
|  | x2 = solver.transpose().solve(b); | 
|  | x3 = solver.adjoint().solve(b); | 
|  |  | 
|  | VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API"); | 
|  | VERIFY(oldb.isApprox(b, 0.0) && "sparse solver testing: the rhs should not be modified!"); | 
|  | VERIFY(x1.isApprox(refX1, test_precision<Scalar>())); | 
|  | VERIFY(x2.isApprox(refX2, test_precision<Scalar>())); | 
|  | VERIFY(x3.isApprox(refX3, test_precision<Scalar>())); | 
|  |  | 
|  | x1.setZero(); | 
|  | // test with Map | 
|  | Map<SparseMatrix<Scalar, Mat::Options, StorageIndex>> Am( | 
|  | A.rows(), A.cols(), A.nonZeros(), const_cast<StorageIndex*>(A.outerIndexPtr()), | 
|  | const_cast<StorageIndex*>(A.innerIndexPtr()), const_cast<Scalar*>(A.valuePtr())); | 
|  | solver.compute(Am); | 
|  | VERIFY(solver.info() == Success && "factorization failed when using Map"); | 
|  | DenseRhs dx(refX1); | 
|  | dx.setZero(); | 
|  | Map<DenseRhs> xm(dx.data(), dx.rows(), dx.cols()); | 
|  | Map<const DenseRhs> bm(db.data(), db.rows(), db.cols()); | 
|  | xm = solver.solve(bm); | 
|  | VERIFY(solver.info() == Success && "solving failed when using Map"); | 
|  | VERIFY(oldb.isApprox(bm, 0.0) && "sparse solver testing: the rhs should not be modified!"); | 
|  | VERIFY(xm.isApprox(refX1, test_precision<Scalar>())); | 
|  | } | 
|  |  | 
|  | // if not too large, do some extra check: | 
|  | if (A.rows() < 2000) { | 
|  | // test initialization ctor | 
|  | { | 
|  | Rhs x(b.rows(), b.cols()); | 
|  | Solver solver2(A); | 
|  | VERIFY(solver2.info() == Success); | 
|  | x = solver2.solve(b); | 
|  | VERIFY(x.isApprox(refX1, test_precision<Scalar>())); | 
|  | } | 
|  |  | 
|  | // test dense Block as the result and rhs: | 
|  | { | 
|  | DenseRhs x(refX1.rows(), refX1.cols()); | 
|  | DenseRhs oldb(db); | 
|  | x.setZero(); | 
|  | x.block(0, 0, x.rows(), x.cols()) = solver.solve(db.block(0, 0, db.rows(), db.cols())); | 
|  | VERIFY(oldb.isApprox(db, 0.0) && "sparse solver testing: the rhs should not be modified!"); | 
|  | VERIFY(x.isApprox(refX1, test_precision<Scalar>())); | 
|  | } | 
|  |  | 
|  | // test uncompressed inputs | 
|  | { | 
|  | Mat A2 = A; | 
|  | A2.reserve((ArrayXf::Random(A.outerSize()) + 2).template cast<typename Mat::StorageIndex>().eval()); | 
|  | solver.compute(A2); | 
|  | Rhs x = solver.solve(b); | 
|  | VERIFY(x.isApprox(refX1, test_precision<Scalar>())); | 
|  | } | 
|  |  | 
|  | // test expression as input | 
|  | { | 
|  | solver.compute(0.5 * (A + A)); | 
|  | Rhs x = solver.solve(b); | 
|  | VERIFY(x.isApprox(refX1, test_precision<Scalar>())); | 
|  |  | 
|  | Solver solver2(0.5 * (A + A)); | 
|  | Rhs x2 = solver2.solve(b); | 
|  | VERIFY(x2.isApprox(refX1, test_precision<Scalar>())); | 
|  | } | 
|  | } | 
|  | } | 
|  |  | 
|  | template <typename Solver, typename Rhs> | 
|  | void check_sparse_solving_real_cases(Solver& solver, const typename Solver::MatrixType& A, const Rhs& b, | 
|  | const typename Solver::MatrixType& fullA, const Rhs& refX) { | 
|  | typedef typename Solver::MatrixType Mat; | 
|  | typedef typename Mat::Scalar Scalar; | 
|  | typedef typename Mat::RealScalar RealScalar; | 
|  |  | 
|  | Rhs x(A.cols(), b.cols()); | 
|  |  | 
|  | solver.compute(A); | 
|  | if (solver.info() != Success) { | 
|  | std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n"; | 
|  | VERIFY(solver.info() == Success); | 
|  | } | 
|  | x = solver.solve(b); | 
|  |  | 
|  | if (solver.info() != Success) { | 
|  | std::cerr << "WARNING | sparse solver testing, solving failed (" << typeid(Solver).name() << ")\n"; | 
|  | return; | 
|  | } | 
|  |  | 
|  | RealScalar res_error = (fullA * x - b).norm() / b.norm(); | 
|  | VERIFY((res_error <= test_precision<Scalar>()) && "sparse solver failed without noticing it"); | 
|  |  | 
|  | if (refX.size() != 0 && (refX - x).norm() / refX.norm() > test_precision<Scalar>()) { | 
|  | std::cerr << "WARNING | found solution is different from the provided reference one\n"; | 
|  | } | 
|  | } | 
|  | template <typename Solver, typename DenseMat> | 
|  | void check_sparse_determinant(Solver& solver, const typename Solver::MatrixType& A, const DenseMat& dA) { | 
|  | typedef typename Solver::MatrixType Mat; | 
|  | typedef typename Mat::Scalar Scalar; | 
|  |  | 
|  | solver.compute(A); | 
|  | if (solver.info() != Success) { | 
|  | std::cerr << "WARNING | sparse solver testing: factorization failed (check_sparse_determinant)\n"; | 
|  | return; | 
|  | } | 
|  |  | 
|  | Scalar refDet = dA.determinant(); | 
|  | VERIFY_IS_APPROX(refDet, solver.determinant()); | 
|  | } | 
|  | template <typename Solver, typename DenseMat> | 
|  | void check_sparse_abs_determinant(Solver& solver, const typename Solver::MatrixType& A, const DenseMat& dA) { | 
|  | using std::abs; | 
|  | typedef typename Solver::MatrixType Mat; | 
|  | typedef typename Mat::Scalar Scalar; | 
|  |  | 
|  | solver.compute(A); | 
|  | if (solver.info() != Success) { | 
|  | std::cerr << "WARNING | sparse solver testing: factorization failed (check_sparse_abs_determinant)\n"; | 
|  | return; | 
|  | } | 
|  |  | 
|  | Scalar refDet = abs(dA.determinant()); | 
|  | VERIFY_IS_APPROX(refDet, solver.absDeterminant()); | 
|  | } | 
|  |  | 
|  | template <typename Solver, typename DenseMat> | 
|  | int generate_sparse_spd_problem(Solver&, typename Solver::MatrixType& A, typename Solver::MatrixType& halfA, | 
|  | DenseMat& dA, int maxSize = 300) { | 
|  | typedef typename Solver::MatrixType Mat; | 
|  | typedef typename Mat::Scalar Scalar; | 
|  | typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix; | 
|  |  | 
|  | int size = internal::random<int>(1, maxSize); | 
|  | double density = (std::max)(8. / static_cast<double>(size * size), 0.01); | 
|  |  | 
|  | Mat M(size, size); | 
|  | DenseMatrix dM(size, size); | 
|  |  | 
|  | initSparse<Scalar>(density, dM, M, ForceNonZeroDiag); | 
|  |  | 
|  | A = M * M.adjoint(); | 
|  | dA = dM * dM.adjoint(); | 
|  |  | 
|  | halfA.resize(size, size); | 
|  | if (Solver::UpLo == (Lower | Upper)) | 
|  | halfA = A; | 
|  | else | 
|  | halfA.template selfadjointView<Solver::UpLo>().rankUpdate(M); | 
|  |  | 
|  | return size; | 
|  | } | 
|  |  | 
|  | #ifdef TEST_REAL_CASES | 
|  | template <typename Scalar> | 
|  | inline std::string get_matrixfolder() { | 
|  | std::string mat_folder = TEST_REAL_CASES; | 
|  | if (internal::is_same<Scalar, std::complex<float>>::value || internal::is_same<Scalar, std::complex<double>>::value) | 
|  | mat_folder = mat_folder + static_cast<std::string>("/complex/"); | 
|  | else | 
|  | mat_folder = mat_folder + static_cast<std::string>("/real/"); | 
|  | return mat_folder; | 
|  | } | 
|  | std::string sym_to_string(int sym) { | 
|  | if (sym == Symmetric) return "Symmetric "; | 
|  | if (sym == SPD) return "SPD "; | 
|  | return ""; | 
|  | } | 
|  | template <typename Derived> | 
|  | std::string solver_stats(const IterativeSolverBase<Derived>& solver) { | 
|  | std::stringstream ss; | 
|  | ss << solver.iterations() << " iters, error: " << solver.error(); | 
|  | return ss.str(); | 
|  | } | 
|  | template <typename Derived> | 
|  | std::string solver_stats(const SparseSolverBase<Derived>& /*solver*/) { | 
|  | return ""; | 
|  | } | 
|  | #endif | 
|  |  | 
|  | template <typename Solver> | 
|  | void check_sparse_spd_solving(Solver& solver, int maxSize = (std::min)(300, EIGEN_TEST_MAX_SIZE), | 
|  | int maxRealWorldSize = 100000) { | 
|  | typedef typename Solver::MatrixType Mat; | 
|  | typedef typename Mat::Scalar Scalar; | 
|  | typedef typename Mat::StorageIndex StorageIndex; | 
|  | typedef SparseMatrix<Scalar, ColMajor, StorageIndex> SpMat; | 
|  | typedef SparseVector<Scalar, 0, StorageIndex> SpVec; | 
|  | typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix; | 
|  | typedef Matrix<Scalar, Dynamic, 1> DenseVector; | 
|  |  | 
|  | // generate the problem | 
|  | Mat A, halfA; | 
|  | DenseMatrix dA; | 
|  | for (int i = 0; i < g_repeat; i++) { | 
|  | int size = generate_sparse_spd_problem(solver, A, halfA, dA, maxSize); | 
|  |  | 
|  | // generate the right hand sides | 
|  | int rhsCols = internal::random<int>(1, 16); | 
|  | double density = (std::max)(8. / static_cast<double>(size * rhsCols), 0.1); | 
|  | SpMat B(size, rhsCols); | 
|  | DenseVector b = DenseVector::Random(size); | 
|  | DenseMatrix dB(size, rhsCols); | 
|  | initSparse<Scalar>(density, dB, B, ForceNonZeroDiag); | 
|  | 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, halfA, b, dA, b)); | 
|  | 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> | 
|  | int generate_sparse_nonhermitian_problem(Solver&, typename Solver::MatrixType& A, typename Solver::MatrixType& halfA, | 
|  | DenseMat& dA, int maxSize = 300) { | 
|  | typedef typename Solver::MatrixType Mat; | 
|  | typedef typename Mat::Scalar Scalar; | 
|  | typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix; | 
|  |  | 
|  | int size = internal::random<int>(1, maxSize); | 
|  | double density = (std::max)(8. / static_cast<double>(size * size), 0.01); | 
|  |  | 
|  | Mat M(size, size); | 
|  | DenseMatrix dM(size, size); | 
|  |  | 
|  | initSparse<Scalar>(density, dM, M, ForceNonZeroDiag); | 
|  |  | 
|  | A = M * M.transpose(); | 
|  | dA = dM * dM.transpose(); | 
|  |  | 
|  | halfA.resize(size, size); | 
|  | if (Solver::UpLo == (Lower | Upper)) | 
|  | halfA = A; | 
|  | else | 
|  | halfA = A.template triangularView<Solver::UpLo>(); | 
|  |  | 
|  | return size; | 
|  | } | 
|  |  | 
|  | template <typename Solver> | 
|  | void check_sparse_nonhermitian_solving(Solver& solver, int maxSize = (std::min)(300, EIGEN_TEST_MAX_SIZE), | 
|  | int maxRealWorldSize = 100000) { | 
|  | typedef typename Solver::MatrixType Mat; | 
|  | typedef typename Mat::Scalar Scalar; | 
|  | typedef typename Mat::StorageIndex StorageIndex; | 
|  | typedef SparseMatrix<Scalar, ColMajor, StorageIndex> SpMat; | 
|  | typedef SparseVector<Scalar, 0, StorageIndex> SpVec; | 
|  | typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix; | 
|  | typedef Matrix<Scalar, Dynamic, 1> DenseVector; | 
|  |  | 
|  | // generate the problem | 
|  | Mat A, halfA; | 
|  | DenseMatrix dA; | 
|  | for (int i = 0; i < g_repeat; i++) { | 
|  | int size = generate_sparse_nonhermitian_problem(solver, A, halfA, dA, maxSize); | 
|  |  | 
|  | // generate the right hand sides | 
|  | int rhsCols = internal::random<int>(1, 16); | 
|  | double density = (std::max)(8. / static_cast<double>(size * rhsCols), 0.1); | 
|  | SpMat B(size, rhsCols); | 
|  | DenseVector b = DenseVector::Random(size); | 
|  | DenseMatrix dB(size, rhsCols); | 
|  | initSparse<Scalar>(density, dB, B, ForceNonZeroDiag); | 
|  | 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, halfA, b, dA, b)); | 
|  | 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); | 
|  | } | 
|  | } | 
|  |  | 
|  | EIGEN_UNUSED_VARIABLE(maxRealWorldSize); | 
|  | } | 
|  |  | 
|  | template <typename Solver> | 
|  | void check_sparse_nonhermitian_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_nonhermitian_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> | 
|  | void check_sparse_zero_matrix(Solver& solver) { | 
|  | typedef typename Solver::MatrixType Mat; | 
|  |  | 
|  | Mat A(1, 1); | 
|  | solver.compute(A); | 
|  | VERIFY_IS_EQUAL(solver.info(), NumericalIssue); | 
|  | } | 
|  |  | 
|  | 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); | 
|  | } | 
|  | } | 
|  | } |