ground/gcs/src/libs/eigen/test/spqr_support.cpp

   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@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
   9 #define EIGEN_NO_DEBUG_SMALL_PRODUCT_BLOCKS
  10 #include "sparse.h"
  11 #include <Eigen/SPQRSupport>
  12
  13
  14 template<typename MatrixType,typename DenseMat>
  15 int generate_sparse_rectangular_problem(MatrixType& A, DenseMat& dA, int maxRows = 300, int maxCols = 300)
  16 {
  17   eigen_assert(maxRows >= maxCols);
  18   typedef typename MatrixType::Scalar Scalar;
  19   int rows = internal::random<int>(1,maxRows);
  20   int cols = internal::random<int>(1,rows);
  21   double density = (std::max)(8./(rows*cols), 0.01);
  22
  23   A.resize(rows,cols);
  24   dA.resize(rows,cols);
  25   initSparse<Scalar>(density, dA, A,ForceNonZeroDiag);
  26   A.makeCompressed();
  27   return rows;
  28 }
  29
  30 template<typename Scalar> void test_spqr_scalar()
  31 {
  32   typedef SparseMatrix<Scalar,ColMajor> MatrixType;
  33   MatrixType A;
  34   Matrix<Scalar,Dynamic,Dynamic> dA;
  35   typedef Matrix<Scalar,Dynamic,1> DenseVector;
  36   DenseVector refX,x,b;
  37   SPQR<MatrixType> solver;
  38   generate_sparse_rectangular_problem(A,dA);
  39
  40   Index m = A.rows();
  41   b = DenseVector::Random(m);
  42   solver.compute(A);
  43   if (solver.info() != Success)
  44   {
  45     std::cerr << "sparse QR factorization failed\n";
  46     exit(0);
  47     return;
  48   }
  49   x = solver.solve(b);
  50   if (solver.info() != Success)
  51   {
  52     std::cerr << "sparse QR factorization failed\n";
  53     exit(0);
  54     return;
  55   }
  56   //Compare with a dense solver
  57   refX = dA.colPivHouseholderQr().solve(b);
  58   VERIFY(x.isApprox(refX,test_precision<Scalar>()));
  59 }
  60 void test_spqr_support()
  61 {
  62   CALL_SUBTEST_1(test_spqr_scalar<double>());
  63   CALL_SUBTEST_2(test_spqr_scalar<std::complex<double> >());
  64 }