1 // This file is part of Eigen, a lightweight C++ template library 2 // for linear algebra. 3 // 4 // Copyright (C) 2012 Desire Nuentsa Wakam <desire.nuentsa_wakam (at) 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 #include "sparse.h" 9 #include <Eigen/SPQRSupport> 10 11 12 template<typename MatrixType,typename DenseMat> 13 int generate_sparse_rectangular_problem(MatrixType& A, DenseMat& dA, int maxRows = 300, int maxCols = 300) 14 { 15 eigen_assert(maxRows >= maxCols); 16 typedef typename MatrixType::Scalar Scalar; 17 int rows = internal::random<int>(1,maxRows); 18 int cols = internal::random<int>(1,rows); 19 double density = (std::max)(8./(rows*cols), 0.01); 20 21 A.resize(rows,rows); 22 dA.resize(rows,rows); 23 initSparse<Scalar>(density, dA, A,ForceNonZeroDiag); 24 A.makeCompressed(); 25 return rows; 26 } 27 28 template<typename Scalar> void test_spqr_scalar() 29 { 30 typedef SparseMatrix<Scalar,ColMajor> MatrixType; 31 MatrixType A; 32 Matrix<Scalar,Dynamic,Dynamic> dA; 33 typedef Matrix<Scalar,Dynamic,1> DenseVector; 34 DenseVector refX,x,b; 35 SPQR<MatrixType> solver; 36 generate_sparse_rectangular_problem(A,dA); 37 38 int m = A.rows(); 39 b = DenseVector::Random(m); 40 solver.compute(A); 41 if (solver.info() != Success) 42 { 43 std::cerr << "sparse QR factorization failed\n"; 44 exit(0); 45 return; 46 } 47 x = solver.solve(b); 48 if (solver.info() != Success) 49 { 50 std::cerr << "sparse QR factorization failed\n"; 51 exit(0); 52 return; 53 } 54 //Compare with a dense solver 55 refX = dA.colPivHouseholderQr().solve(b); 56 VERIFY(x.isApprox(refX,test_precision<Scalar>())); 57 } 58 void test_spqr_support() 59 { 60 CALL_SUBTEST_1(test_spqr_scalar<double>()); 61 CALL_SUBTEST_2(test_spqr_scalar<std::complex<double> >()); 62 } 63
