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112 lines
4.6 KiB
112 lines
4.6 KiB
// 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) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.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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#include "sparse.h"
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template<typename Scalar> void
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initSPD(double density,
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Matrix<Scalar,Dynamic,Dynamic>& refMat,
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SparseMatrix<Scalar>& sparseMat)
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{
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Matrix<Scalar,Dynamic,Dynamic> aux(refMat.rows(),refMat.cols());
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initSparse(density,refMat,sparseMat);
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refMat = refMat * refMat.adjoint();
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for (int k=0; k<2; ++k)
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{
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initSparse(density,aux,sparseMat,ForceNonZeroDiag);
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refMat += aux * aux.adjoint();
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}
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sparseMat.setZero();
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for (int j=0 ; j<sparseMat.cols(); ++j)
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for (int i=j ; i<sparseMat.rows(); ++i)
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if (refMat(i,j)!=Scalar(0))
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sparseMat.insert(i,j) = refMat(i,j);
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sparseMat.finalize();
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}
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template<typename Scalar> void sparse_solvers(int rows, int cols)
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{
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double density = (std::max)(8./(rows*cols), 0.01);
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typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
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typedef Matrix<Scalar,Dynamic,1> DenseVector;
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// Scalar eps = 1e-6;
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DenseVector vec1 = DenseVector::Random(rows);
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std::vector<Vector2i> zeroCoords;
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std::vector<Vector2i> nonzeroCoords;
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// test triangular solver
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{
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DenseVector vec2 = vec1, vec3 = vec1;
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SparseMatrix<Scalar> m2(rows, cols);
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DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols);
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// lower - dense
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initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
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VERIFY_IS_APPROX(refMat2.template triangularView<Lower>().solve(vec2),
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m2.template triangularView<Lower>().solve(vec3));
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// upper - dense
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initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords);
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VERIFY_IS_APPROX(refMat2.template triangularView<Upper>().solve(vec2),
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m2.template triangularView<Upper>().solve(vec3));
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VERIFY_IS_APPROX(refMat2.conjugate().template triangularView<Upper>().solve(vec2),
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m2.conjugate().template triangularView<Upper>().solve(vec3));
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{
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SparseMatrix<Scalar> cm2(m2);
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//Index rows, Index cols, Index nnz, Index* outerIndexPtr, Index* innerIndexPtr, Scalar* valuePtr
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MappedSparseMatrix<Scalar> mm2(rows, cols, cm2.nonZeros(), cm2.outerIndexPtr(), cm2.innerIndexPtr(), cm2.valuePtr());
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VERIFY_IS_APPROX(refMat2.conjugate().template triangularView<Upper>().solve(vec2),
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mm2.conjugate().template triangularView<Upper>().solve(vec3));
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}
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// lower - transpose
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initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
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VERIFY_IS_APPROX(refMat2.transpose().template triangularView<Upper>().solve(vec2),
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m2.transpose().template triangularView<Upper>().solve(vec3));
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// upper - transpose
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initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords);
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VERIFY_IS_APPROX(refMat2.transpose().template triangularView<Lower>().solve(vec2),
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m2.transpose().template triangularView<Lower>().solve(vec3));
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SparseMatrix<Scalar> matB(rows, rows);
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DenseMatrix refMatB = DenseMatrix::Zero(rows, rows);
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// lower - sparse
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initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular);
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initSparse<Scalar>(density, refMatB, matB);
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refMat2.template triangularView<Lower>().solveInPlace(refMatB);
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m2.template triangularView<Lower>().solveInPlace(matB);
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VERIFY_IS_APPROX(matB.toDense(), refMatB);
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// upper - sparse
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initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular);
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initSparse<Scalar>(density, refMatB, matB);
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refMat2.template triangularView<Upper>().solveInPlace(refMatB);
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m2.template triangularView<Upper>().solveInPlace(matB);
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VERIFY_IS_APPROX(matB, refMatB);
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// test deprecated API
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initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
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VERIFY_IS_APPROX(refMat2.template triangularView<Lower>().solve(vec2),
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m2.template triangularView<Lower>().solve(vec3));
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}
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}
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void test_sparse_solvers()
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{
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for(int i = 0; i < g_repeat; i++) {
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CALL_SUBTEST_1(sparse_solvers<double>(8, 8) );
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int s = internal::random<int>(1,300);
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CALL_SUBTEST_2(sparse_solvers<std::complex<double> >(s,s) );
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CALL_SUBTEST_1(sparse_solvers<double>(s,s) );
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}
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}
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