1 // This file is part of Eigen, a lightweight C++ template library 2 // for linear algebra. 3 // 4 // Copyright (C) 2008-2011 Gael Guennebaud <gael.guennebaud (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 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 10 #include "sparse.h" 11 12 template<typename SparseMatrixType, typename DenseMatrix, bool IsRowMajor=SparseMatrixType::IsRowMajor> struct test_outer; 13 14 template<typename SparseMatrixType, typename DenseMatrix> struct test_outer<SparseMatrixType,DenseMatrix,false> { 15 static void run(SparseMatrixType& m2, SparseMatrixType& m4, DenseMatrix& refMat2, DenseMatrix& refMat4) { 16 typedef typename SparseMatrixType::Index Index; 17 Index c = internal::random<Index>(0,m2.cols()-1); 18 Index c1 = internal::random<Index>(0,m2.cols()-1); 19 VERIFY_IS_APPROX(m4=m2.col(c)*refMat2.col(c1).transpose(), refMat4=refMat2.col(c)*refMat2.col(c1).transpose()); 20 VERIFY_IS_APPROX(m4=refMat2.col(c1)*m2.col(c).transpose(), refMat4=refMat2.col(c1)*refMat2.col(c).transpose()); 21 } 22 }; 23 24 template<typename SparseMatrixType, typename DenseMatrix> struct test_outer<SparseMatrixType,DenseMatrix,true> { 25 static void run(SparseMatrixType& m2, SparseMatrixType& m4, DenseMatrix& refMat2, DenseMatrix& refMat4) { 26 typedef typename SparseMatrixType::Index Index; 27 Index r = internal::random<Index>(0,m2.rows()-1); 28 Index c1 = internal::random<Index>(0,m2.cols()-1); 29 VERIFY_IS_APPROX(m4=m2.row(r).transpose()*refMat2.col(c1).transpose(), refMat4=refMat2.row(r).transpose()*refMat2.col(c1).transpose()); 30 VERIFY_IS_APPROX(m4=refMat2.col(c1)*m2.row(r), refMat4=refMat2.col(c1)*refMat2.row(r)); 31 } 32 }; 33 34 // (m2,m4,refMat2,refMat4,dv1); 35 // VERIFY_IS_APPROX(m4=m2.innerVector(c)*dv1.transpose(), refMat4=refMat2.colVector(c)*dv1.transpose()); 36 // VERIFY_IS_APPROX(m4=dv1*mcm.col(c).transpose(), refMat4=dv1*refMat2.col(c).transpose()); 37 38 template<typename SparseMatrixType> void sparse_product() 39 { 40 typedef typename SparseMatrixType::Index Index; 41 Index n = 100; 42 const Index rows = internal::random<Index>(1,n); 43 const Index cols = internal::random<Index>(1,n); 44 const Index depth = internal::random<Index>(1,n); 45 typedef typename SparseMatrixType::Scalar Scalar; 46 enum { Flags = SparseMatrixType::Flags }; 47 48 double density = (std::max)(8./(rows*cols), 0.1); 49 typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; 50 typedef Matrix<Scalar,Dynamic,1> DenseVector; 51 typedef Matrix<Scalar,1,Dynamic> RowDenseVector; 52 typedef SparseVector<Scalar,0,Index> ColSpVector; 53 typedef SparseVector<Scalar,RowMajor,Index> RowSpVector; 54 55 Scalar s1 = internal::random<Scalar>(); 56 Scalar s2 = internal::random<Scalar>(); 57 58 // test matrix-matrix product 59 { 60 DenseMatrix refMat2 = DenseMatrix::Zero(rows, depth); 61 DenseMatrix refMat2t = DenseMatrix::Zero(depth, rows); 62 DenseMatrix refMat3 = DenseMatrix::Zero(depth, cols); 63 DenseMatrix refMat3t = DenseMatrix::Zero(cols, depth); 64 DenseMatrix refMat4 = DenseMatrix::Zero(rows, cols); 65 DenseMatrix refMat4t = DenseMatrix::Zero(cols, rows); 66 DenseMatrix refMat5 = DenseMatrix::Random(depth, cols); 67 DenseMatrix refMat6 = DenseMatrix::Random(rows, rows); 68 DenseMatrix dm4 = DenseMatrix::Zero(rows, rows); 69 // DenseVector dv1 = DenseVector::Random(rows); 70 SparseMatrixType m2 (rows, depth); 71 SparseMatrixType m2t(depth, rows); 72 SparseMatrixType m3 (depth, cols); 73 SparseMatrixType m3t(cols, depth); 74 SparseMatrixType m4 (rows, cols); 75 SparseMatrixType m4t(cols, rows); 76 SparseMatrixType m6(rows, rows); 77 initSparse(density, refMat2, m2); 78 initSparse(density, refMat2t, m2t); 79 initSparse(density, refMat3, m3); 80 initSparse(density, refMat3t, m3t); 81 initSparse(density, refMat4, m4); 82 initSparse(density, refMat4t, m4t); 83 initSparse(density, refMat6, m6); 84 85 // int c = internal::random<int>(0,depth-1); 86 87 // sparse * sparse 88 VERIFY_IS_APPROX(m4=m2*m3, refMat4=refMat2*refMat3); 89 VERIFY_IS_APPROX(m4=m2t.transpose()*m3, refMat4=refMat2t.transpose()*refMat3); 90 VERIFY_IS_APPROX(m4=m2t.transpose()*m3t.transpose(), refMat4=refMat2t.transpose()*refMat3t.transpose()); 91 VERIFY_IS_APPROX(m4=m2*m3t.transpose(), refMat4=refMat2*refMat3t.transpose()); 92 93 VERIFY_IS_APPROX(m4 = m2*m3/s1, refMat4 = refMat2*refMat3/s1); 94 VERIFY_IS_APPROX(m4 = m2*m3*s1, refMat4 = refMat2*refMat3*s1); 95 VERIFY_IS_APPROX(m4 = s2*m2*m3*s1, refMat4 = s2*refMat2*refMat3*s1); 96 97 VERIFY_IS_APPROX(m4=(m2*m3).pruned(0), refMat4=refMat2*refMat3); 98 VERIFY_IS_APPROX(m4=(m2t.transpose()*m3).pruned(0), refMat4=refMat2t.transpose()*refMat3); 99 VERIFY_IS_APPROX(m4=(m2t.transpose()*m3t.transpose()).pruned(0), refMat4=refMat2t.transpose()*refMat3t.transpose()); 100 VERIFY_IS_APPROX(m4=(m2*m3t.transpose()).pruned(0), refMat4=refMat2*refMat3t.transpose()); 101 102 // test aliasing 103 m4 = m2; refMat4 = refMat2; 104 VERIFY_IS_APPROX(m4=m4*m3, refMat4=refMat4*refMat3); 105 106 // sparse * dense 107 VERIFY_IS_APPROX(dm4=m2*refMat3, refMat4=refMat2*refMat3); 108 VERIFY_IS_APPROX(dm4=m2*refMat3t.transpose(), refMat4=refMat2*refMat3t.transpose()); 109 VERIFY_IS_APPROX(dm4=m2t.transpose()*refMat3, refMat4=refMat2t.transpose()*refMat3); 110 VERIFY_IS_APPROX(dm4=m2t.transpose()*refMat3t.transpose(), refMat4=refMat2t.transpose()*refMat3t.transpose()); 111 112 VERIFY_IS_APPROX(dm4=m2*(refMat3+refMat3), refMat4=refMat2*(refMat3+refMat3)); 113 VERIFY_IS_APPROX(dm4=m2t.transpose()*(refMat3+refMat5)*0.5, refMat4=refMat2t.transpose()*(refMat3+refMat5)*0.5); 114 115 // dense * sparse 116 VERIFY_IS_APPROX(dm4=refMat2*m3, refMat4=refMat2*refMat3); 117 VERIFY_IS_APPROX(dm4=refMat2*m3t.transpose(), refMat4=refMat2*refMat3t.transpose()); 118 VERIFY_IS_APPROX(dm4=refMat2t.transpose()*m3, refMat4=refMat2t.transpose()*refMat3); 119 VERIFY_IS_APPROX(dm4=refMat2t.transpose()*m3t.transpose(), refMat4=refMat2t.transpose()*refMat3t.transpose()); 120 121 // sparse * dense and dense * sparse outer product 122 test_outer<SparseMatrixType,DenseMatrix>::run(m2,m4,refMat2,refMat4); 123 124 VERIFY_IS_APPROX(m6=m6*m6, refMat6=refMat6*refMat6); 125 126 // sparse matrix * sparse vector 127 ColSpVector cv0(cols), cv1; 128 DenseVector dcv0(cols), dcv1; 129 initSparse(2*density,dcv0, cv0); 130 131 RowSpVector rv0(depth), rv1; 132 RowDenseVector drv0(depth), drv1(rv1); 133 initSparse(2*density,drv0, rv0); 134 135 VERIFY_IS_APPROX(cv1=rv0*m3, dcv1=drv0*refMat3); 136 VERIFY_IS_APPROX(rv1=rv0*m3, drv1=drv0*refMat3); 137 VERIFY_IS_APPROX(cv1=m3*cv0, dcv1=refMat3*dcv0); 138 VERIFY_IS_APPROX(cv1=m3t.adjoint()*cv0, dcv1=refMat3t.adjoint()*dcv0); 139 VERIFY_IS_APPROX(rv1=m3*cv0, drv1=refMat3*dcv0); 140 } 141 142 // test matrix - diagonal product 143 { 144 DenseMatrix refM2 = DenseMatrix::Zero(rows, cols); 145 DenseMatrix refM3 = DenseMatrix::Zero(rows, cols); 146 DenseMatrix d3 = DenseMatrix::Zero(rows, cols); 147 DiagonalMatrix<Scalar,Dynamic> d1(DenseVector::Random(cols)); 148 DiagonalMatrix<Scalar,Dynamic> d2(DenseVector::Random(rows)); 149 SparseMatrixType m2(rows, cols); 150 SparseMatrixType m3(rows, cols); 151 initSparse<Scalar>(density, refM2, m2); 152 initSparse<Scalar>(density, refM3, m3); 153 VERIFY_IS_APPROX(m3=m2*d1, refM3=refM2*d1); 154 VERIFY_IS_APPROX(m3=m2.transpose()*d2, refM3=refM2.transpose()*d2); 155 VERIFY_IS_APPROX(m3=d2*m2, refM3=d2*refM2); 156 VERIFY_IS_APPROX(m3=d1*m2.transpose(), refM3=d1*refM2.transpose()); 157 158 // also check with a SparseWrapper: 159 DenseVector v1 = DenseVector::Random(cols); 160 DenseVector v2 = DenseVector::Random(rows); 161 VERIFY_IS_APPROX(m3=m2*v1.asDiagonal(), refM3=refM2*v1.asDiagonal()); 162 VERIFY_IS_APPROX(m3=m2.transpose()*v2.asDiagonal(), refM3=refM2.transpose()*v2.asDiagonal()); 163 VERIFY_IS_APPROX(m3=v2.asDiagonal()*m2, refM3=v2.asDiagonal()*refM2); 164 VERIFY_IS_APPROX(m3=v1.asDiagonal()*m2.transpose(), refM3=v1.asDiagonal()*refM2.transpose()); 165 166 VERIFY_IS_APPROX(m3=v2.asDiagonal()*m2*v1.asDiagonal(), refM3=v2.asDiagonal()*refM2*v1.asDiagonal()); 167 168 // evaluate to a dense matrix to check the .row() and .col() iterator functions 169 VERIFY_IS_APPROX(d3=m2*d1, refM3=refM2*d1); 170 VERIFY_IS_APPROX(d3=m2.transpose()*d2, refM3=refM2.transpose()*d2); 171 VERIFY_IS_APPROX(d3=d2*m2, refM3=d2*refM2); 172 VERIFY_IS_APPROX(d3=d1*m2.transpose(), refM3=d1*refM2.transpose()); 173 } 174 175 // test self adjoint products 176 { 177 DenseMatrix b = DenseMatrix::Random(rows, rows); 178 DenseMatrix x = DenseMatrix::Random(rows, rows); 179 DenseMatrix refX = DenseMatrix::Random(rows, rows); 180 DenseMatrix refUp = DenseMatrix::Zero(rows, rows); 181 DenseMatrix refLo = DenseMatrix::Zero(rows, rows); 182 DenseMatrix refS = DenseMatrix::Zero(rows, rows); 183 SparseMatrixType mUp(rows, rows); 184 SparseMatrixType mLo(rows, rows); 185 SparseMatrixType mS(rows, rows); 186 do { 187 initSparse<Scalar>(density, refUp, mUp, ForceRealDiag|/*ForceNonZeroDiag|*/MakeUpperTriangular); 188 } while (refUp.isZero()); 189 refLo = refUp.adjoint(); 190 mLo = mUp.adjoint(); 191 refS = refUp + refLo; 192 refS.diagonal() *= 0.5; 193 mS = mUp + mLo; 194 // TODO be able to address the diagonal.... 195 for (int k=0; k<mS.outerSize(); ++k) 196 for (typename SparseMatrixType::InnerIterator it(mS,k); it; ++it) 197 if (it.index() == k) 198 it.valueRef() *= 0.5; 199 200 VERIFY_IS_APPROX(refS.adjoint(), refS); 201 VERIFY_IS_APPROX(mS.adjoint(), mS); 202 VERIFY_IS_APPROX(mS, refS); 203 VERIFY_IS_APPROX(x=mS*b, refX=refS*b); 204 205 VERIFY_IS_APPROX(x=mUp.template selfadjointView<Upper>()*b, refX=refS*b); 206 VERIFY_IS_APPROX(x=mLo.template selfadjointView<Lower>()*b, refX=refS*b); 207 VERIFY_IS_APPROX(x=mS.template selfadjointView<Upper|Lower>()*b, refX=refS*b); 208 209 // sparse selfadjointView * sparse 210 SparseMatrixType mSres(rows,rows); 211 VERIFY_IS_APPROX(mSres = mLo.template selfadjointView<Lower>()*mS, 212 refX = refLo.template selfadjointView<Lower>()*refS); 213 // sparse * sparse selfadjointview 214 VERIFY_IS_APPROX(mSres = mS * mLo.template selfadjointView<Lower>(), 215 refX = refS * refLo.template selfadjointView<Lower>()); 216 } 217 218 } 219 220 // New test for Bug in SparseTimeDenseProduct 221 template<typename SparseMatrixType, typename DenseMatrixType> void sparse_product_regression_test() 222 { 223 // This code does not compile with afflicted versions of the bug 224 SparseMatrixType sm1(3,2); 225 DenseMatrixType m2(2,2); 226 sm1.setZero(); 227 m2.setZero(); 228 229 DenseMatrixType m3 = sm1*m2; 230 231 232 // This code produces a segfault with afflicted versions of another SparseTimeDenseProduct 233 // bug 234 235 SparseMatrixType sm2(20000,2); 236 sm2.setZero(); 237 DenseMatrixType m4(sm2*m2); 238 239 VERIFY_IS_APPROX( m4(0,0), 0.0 ); 240 } 241 242 void test_sparse_product() 243 { 244 for(int i = 0; i < g_repeat; i++) { 245 CALL_SUBTEST_1( (sparse_product<SparseMatrix<double,ColMajor> >()) ); 246 CALL_SUBTEST_1( (sparse_product<SparseMatrix<double,RowMajor> >()) ); 247 CALL_SUBTEST_2( (sparse_product<SparseMatrix<std::complex<double>, ColMajor > >()) ); 248 CALL_SUBTEST_2( (sparse_product<SparseMatrix<std::complex<double>, RowMajor > >()) ); 249 CALL_SUBTEST_3( (sparse_product<SparseMatrix<float,ColMajor,long int> >()) ); 250 CALL_SUBTEST_4( (sparse_product_regression_test<SparseMatrix<double,RowMajor>, Matrix<double, Dynamic, Dynamic, RowMajor> >()) ); 251 } 252 } 253
