1 #include "main.h" 2 #include <Eigen/MPRealSupport> 3 #include <Eigen/LU> 4 #include <Eigen/Eigenvalues> 5 #include <sstream> 6 7 using namespace mpfr; 8 using namespace Eigen; 9 10 void test_mpreal_support() 11 { 12 // set precision to 256 bits (double has only 53 bits) 13 mpreal::set_default_prec(256); 14 typedef Matrix<mpreal,Eigen::Dynamic,Eigen::Dynamic> MatrixXmp; 15 typedef Matrix<std::complex<mpreal>,Eigen::Dynamic,Eigen::Dynamic> MatrixXcmp; 16 17 std::cerr << "epsilon = " << NumTraits<mpreal>::epsilon() << "\n"; 18 std::cerr << "dummy_precision = " << NumTraits<mpreal>::dummy_precision() << "\n"; 19 std::cerr << "highest = " << NumTraits<mpreal>::highest() << "\n"; 20 std::cerr << "lowest = " << NumTraits<mpreal>::lowest() << "\n"; 21 std::cerr << "digits10 = " << NumTraits<mpreal>::digits10() << "\n"; 22 23 for(int i = 0; i < g_repeat; i++) { 24 int s = Eigen::internal::random<int>(1,100); 25 MatrixXmp A = MatrixXmp::Random(s,s); 26 MatrixXmp B = MatrixXmp::Random(s,s); 27 MatrixXmp S = A.adjoint() * A; 28 MatrixXmp X; 29 MatrixXcmp Ac = MatrixXcmp::Random(s,s); 30 MatrixXcmp Bc = MatrixXcmp::Random(s,s); 31 MatrixXcmp Sc = Ac.adjoint() * Ac; 32 MatrixXcmp Xc; 33 34 // Basic stuffs 35 VERIFY_IS_APPROX(A.real(), A); 36 VERIFY(Eigen::internal::isApprox(A.array().abs2().sum(), A.squaredNorm())); 37 VERIFY_IS_APPROX(A.array().exp(), exp(A.array())); 38 VERIFY_IS_APPROX(A.array().abs2().sqrt(), A.array().abs()); 39 VERIFY_IS_APPROX(A.array().sin(), sin(A.array())); 40 VERIFY_IS_APPROX(A.array().cos(), cos(A.array())); 41 42 // Cholesky 43 X = S.selfadjointView<Lower>().llt().solve(B); 44 VERIFY_IS_APPROX((S.selfadjointView<Lower>()*X).eval(),B); 45 46 Xc = Sc.selfadjointView<Lower>().llt().solve(Bc); 47 VERIFY_IS_APPROX((Sc.selfadjointView<Lower>()*Xc).eval(),Bc); 48 49 // partial LU 50 X = A.lu().solve(B); 51 VERIFY_IS_APPROX((A*X).eval(),B); 52 53 // symmetric eigenvalues 54 SelfAdjointEigenSolver<MatrixXmp> eig(S); 55 VERIFY_IS_EQUAL(eig.info(), Success); 56 VERIFY( (S.selfadjointView<Lower>() * eig.eigenvectors()).isApprox(eig.eigenvectors() * eig.eigenvalues().asDiagonal(), NumTraits<mpreal>::dummy_precision()*1e3) ); 57 } 58 59 { 60 MatrixXmp A(8,3); A.setRandom(); 61 // test output (interesting things happen in this code) 62 std::stringstream stream; 63 stream << A; 64 } 65 } 66
