incomplete_cholesky.cpp (2623B)
1 // This file is part of Eigen, a lightweight C++ template library 2 // for linear algebra. 3 // 4 // Copyright (C) 2015-2016 Gael Guennebaud <gael.guennebaud@inria.fr> 5 // 6 // This Source Code Form is subject to the terms of the Mozilla 7 // Public License v. 2.0. If a copy of the MPL was not distributed 8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 // #define EIGEN_DONT_VECTORIZE 10 // #define EIGEN_MAX_ALIGN_BYTES 0 11 #include "sparse_solver.h" 12 #include <Eigen/IterativeLinearSolvers> 13 #include <unsupported/Eigen/IterativeSolvers> 14 15 template<typename T, typename I_> void test_incomplete_cholesky_T() 16 { 17 typedef SparseMatrix<T,0,I_> SparseMatrixType; 18 ConjugateGradient<SparseMatrixType, Lower, IncompleteCholesky<T, Lower, AMDOrdering<I_> > > cg_illt_lower_amd; 19 ConjugateGradient<SparseMatrixType, Lower, IncompleteCholesky<T, Lower, NaturalOrdering<I_> > > cg_illt_lower_nat; 20 ConjugateGradient<SparseMatrixType, Upper, IncompleteCholesky<T, Upper, AMDOrdering<I_> > > cg_illt_upper_amd; 21 ConjugateGradient<SparseMatrixType, Upper, IncompleteCholesky<T, Upper, NaturalOrdering<I_> > > cg_illt_upper_nat; 22 ConjugateGradient<SparseMatrixType, Upper|Lower, IncompleteCholesky<T, Lower, AMDOrdering<I_> > > cg_illt_uplo_amd; 23 24 25 CALL_SUBTEST( check_sparse_spd_solving(cg_illt_lower_amd) ); 26 CALL_SUBTEST( check_sparse_spd_solving(cg_illt_lower_nat) ); 27 CALL_SUBTEST( check_sparse_spd_solving(cg_illt_upper_amd) ); 28 CALL_SUBTEST( check_sparse_spd_solving(cg_illt_upper_nat) ); 29 CALL_SUBTEST( check_sparse_spd_solving(cg_illt_uplo_amd) ); 30 } 31 32 template<int> 33 void bug1150() 34 { 35 // regression for bug 1150 36 for(int N = 1; N<20; ++N) 37 { 38 Eigen::MatrixXd b( N, N ); 39 b.setOnes(); 40 41 Eigen::SparseMatrix<double> m( N, N ); 42 m.reserve(Eigen::VectorXi::Constant(N,4)); 43 for( int i = 0; i < N; ++i ) 44 { 45 m.insert( i, i ) = 1; 46 m.coeffRef( i, i / 2 ) = 2; 47 m.coeffRef( i, i / 3 ) = 2; 48 m.coeffRef( i, i / 4 ) = 2; 49 } 50 51 Eigen::SparseMatrix<double> A; 52 A = m * m.transpose(); 53 54 Eigen::ConjugateGradient<Eigen::SparseMatrix<double>, 55 Eigen::Lower | Eigen::Upper, 56 Eigen::IncompleteCholesky<double> > solver( A ); 57 VERIFY(solver.preconditioner().info() == Eigen::Success); 58 VERIFY(solver.info() == Eigen::Success); 59 } 60 } 61 62 EIGEN_DECLARE_TEST(incomplete_cholesky) 63 { 64 CALL_SUBTEST_1(( test_incomplete_cholesky_T<double,int>() )); 65 CALL_SUBTEST_2(( test_incomplete_cholesky_T<std::complex<double>, int>() )); 66 CALL_SUBTEST_3(( test_incomplete_cholesky_T<double,long int>() )); 67 68 CALL_SUBTEST_1(( bug1150<0>() )); 69 }