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 (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 // #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 void test_incomplete_cholesky() 33 { 34 CALL_SUBTEST_1(( test_incomplete_cholesky_T<double,int>() )); 35 CALL_SUBTEST_2(( test_incomplete_cholesky_T<std::complex<double>, int>() )); 36 CALL_SUBTEST_3(( test_incomplete_cholesky_T<double,long int>() )); 37 38 #ifdef EIGEN_TEST_PART_1 39 // regression for bug 1150 40 for(int N = 1; N<20; ++N) 41 { 42 Eigen::MatrixXd b( N, N ); 43 b.setOnes(); 44 45 Eigen::SparseMatrix<double> m( N, N ); 46 m.reserve(Eigen::VectorXi::Constant(N,4)); 47 for( int i = 0; i < N; ++i ) 48 { 49 m.insert( i, i ) = 1; 50 m.coeffRef( i, i / 2 ) = 2; 51 m.coeffRef( i, i / 3 ) = 2; 52 m.coeffRef( i, i / 4 ) = 2; 53 } 54 55 Eigen::SparseMatrix<double> A; 56 A = m * m.transpose(); 57 58 Eigen::ConjugateGradient<Eigen::SparseMatrix<double>, 59 Eigen::Lower | Eigen::Upper, 60 Eigen::IncompleteCholesky<double> > solver( A ); 61 VERIFY(solver.preconditioner().info() == Eigen::Success); 62 VERIFY(solver.info() == Eigen::Success); 63 } 64 #endif 65 } 66
