xref: /aosp_15_r20/external/eigen/test/sparse_solver.h (revision bf2c37156dfe67e5dfebd6d394bad8b2ab5804d4)
1*bf2c3715SXin Li // This file is part of Eigen, a lightweight C++ template library
2*bf2c3715SXin Li // for linear algebra.
3*bf2c3715SXin Li //
4*bf2c3715SXin Li // Copyright (C) 2011 Gael Guennebaud <[email protected]>
5*bf2c3715SXin Li //
6*bf2c3715SXin Li // This Source Code Form is subject to the terms of the Mozilla
7*bf2c3715SXin Li // Public License v. 2.0. If a copy of the MPL was not distributed
8*bf2c3715SXin Li // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9*bf2c3715SXin Li 
10*bf2c3715SXin Li #include "sparse.h"
11*bf2c3715SXin Li #include <Eigen/SparseCore>
12*bf2c3715SXin Li #include <Eigen/SparseLU>
13*bf2c3715SXin Li #include <sstream>
14*bf2c3715SXin Li 
15*bf2c3715SXin Li template<typename Solver, typename Rhs, typename Guess,typename Result>
solve_with_guess(IterativeSolverBase<Solver> & solver,const MatrixBase<Rhs> & b,const Guess & g,Result & x)16*bf2c3715SXin Li void solve_with_guess(IterativeSolverBase<Solver>& solver, const MatrixBase<Rhs>& b, const Guess& g, Result &x) {
17*bf2c3715SXin Li   if(internal::random<bool>())
18*bf2c3715SXin Li   {
19*bf2c3715SXin Li     // With a temporary through evaluator<SolveWithGuess>
20*bf2c3715SXin Li     x = solver.derived().solveWithGuess(b,g) + Result::Zero(x.rows(), x.cols());
21*bf2c3715SXin Li   }
22*bf2c3715SXin Li   else
23*bf2c3715SXin Li   {
24*bf2c3715SXin Li     // direct evaluation within x through Assignment<Result,SolveWithGuess>
25*bf2c3715SXin Li     x = solver.derived().solveWithGuess(b.derived(),g);
26*bf2c3715SXin Li   }
27*bf2c3715SXin Li }
28*bf2c3715SXin Li 
29*bf2c3715SXin Li template<typename Solver, typename Rhs, typename Guess,typename Result>
solve_with_guess(SparseSolverBase<Solver> & solver,const MatrixBase<Rhs> & b,const Guess &,Result & x)30*bf2c3715SXin Li void solve_with_guess(SparseSolverBase<Solver>& solver, const MatrixBase<Rhs>& b, const Guess& , Result& x) {
31*bf2c3715SXin Li   if(internal::random<bool>())
32*bf2c3715SXin Li     x = solver.derived().solve(b) + Result::Zero(x.rows(), x.cols());
33*bf2c3715SXin Li   else
34*bf2c3715SXin Li     x = solver.derived().solve(b);
35*bf2c3715SXin Li }
36*bf2c3715SXin Li 
37*bf2c3715SXin Li template<typename Solver, typename Rhs, typename Guess,typename Result>
solve_with_guess(SparseSolverBase<Solver> & solver,const SparseMatrixBase<Rhs> & b,const Guess &,Result & x)38*bf2c3715SXin Li void solve_with_guess(SparseSolverBase<Solver>& solver, const SparseMatrixBase<Rhs>& b, const Guess& , Result& x) {
39*bf2c3715SXin Li   x = solver.derived().solve(b);
40*bf2c3715SXin Li }
41*bf2c3715SXin Li 
42*bf2c3715SXin Li template<typename Solver, typename Rhs, typename DenseMat, typename DenseRhs>
check_sparse_solving(Solver & solver,const typename Solver::MatrixType & A,const Rhs & b,const DenseMat & dA,const DenseRhs & db)43*bf2c3715SXin Li void check_sparse_solving(Solver& solver, const typename Solver::MatrixType& A, const Rhs& b, const DenseMat& dA, const DenseRhs& db)
44*bf2c3715SXin Li {
45*bf2c3715SXin Li   typedef typename Solver::MatrixType Mat;
46*bf2c3715SXin Li   typedef typename Mat::Scalar Scalar;
47*bf2c3715SXin Li   typedef typename Mat::StorageIndex StorageIndex;
48*bf2c3715SXin Li 
49*bf2c3715SXin Li   DenseRhs refX = dA.householderQr().solve(db);
50*bf2c3715SXin Li   {
51*bf2c3715SXin Li     Rhs x(A.cols(), b.cols());
52*bf2c3715SXin Li     Rhs oldb = b;
53*bf2c3715SXin Li 
54*bf2c3715SXin Li     solver.compute(A);
55*bf2c3715SXin Li     if (solver.info() != Success)
56*bf2c3715SXin Li     {
57*bf2c3715SXin Li       std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n";
58*bf2c3715SXin Li       VERIFY(solver.info() == Success);
59*bf2c3715SXin Li     }
60*bf2c3715SXin Li     x = solver.solve(b);
61*bf2c3715SXin Li     if (solver.info() != Success)
62*bf2c3715SXin Li     {
63*bf2c3715SXin Li       std::cerr << "WARNING: sparse solver testing: solving failed (" << typeid(Solver).name() << ")\n";
64*bf2c3715SXin Li       // dump call stack:
65*bf2c3715SXin Li       g_test_level++;
66*bf2c3715SXin Li       VERIFY(solver.info() == Success);
67*bf2c3715SXin Li       g_test_level--;
68*bf2c3715SXin Li       return;
69*bf2c3715SXin Li     }
70*bf2c3715SXin Li     VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
71*bf2c3715SXin Li     VERIFY(x.isApprox(refX,test_precision<Scalar>()));
72*bf2c3715SXin Li 
73*bf2c3715SXin Li     x.setZero();
74*bf2c3715SXin Li     solve_with_guess(solver, b, x, x);
75*bf2c3715SXin Li     VERIFY(solver.info() == Success && "solving failed when using solve_with_guess API");
76*bf2c3715SXin Li     VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
77*bf2c3715SXin Li     VERIFY(x.isApprox(refX,test_precision<Scalar>()));
78*bf2c3715SXin Li 
79*bf2c3715SXin Li     x.setZero();
80*bf2c3715SXin Li     // test the analyze/factorize API
81*bf2c3715SXin Li     solver.analyzePattern(A);
82*bf2c3715SXin Li     solver.factorize(A);
83*bf2c3715SXin Li     VERIFY(solver.info() == Success && "factorization failed when using analyzePattern/factorize API");
84*bf2c3715SXin Li     x = solver.solve(b);
85*bf2c3715SXin Li     VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API");
86*bf2c3715SXin Li     VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
87*bf2c3715SXin Li     VERIFY(x.isApprox(refX,test_precision<Scalar>()));
88*bf2c3715SXin Li 
89*bf2c3715SXin Li     x.setZero();
90*bf2c3715SXin Li     // test with Map
91*bf2c3715SXin Li     MappedSparseMatrix<Scalar,Mat::Options,StorageIndex> Am(A.rows(), A.cols(), A.nonZeros(), const_cast<StorageIndex*>(A.outerIndexPtr()), const_cast<StorageIndex*>(A.innerIndexPtr()), const_cast<Scalar*>(A.valuePtr()));
92*bf2c3715SXin Li     solver.compute(Am);
93*bf2c3715SXin Li     VERIFY(solver.info() == Success && "factorization failed when using Map");
94*bf2c3715SXin Li     DenseRhs dx(refX);
95*bf2c3715SXin Li     dx.setZero();
96*bf2c3715SXin Li     Map<DenseRhs> xm(dx.data(), dx.rows(), dx.cols());
97*bf2c3715SXin Li     Map<const DenseRhs> bm(db.data(), db.rows(), db.cols());
98*bf2c3715SXin Li     xm = solver.solve(bm);
99*bf2c3715SXin Li     VERIFY(solver.info() == Success && "solving failed when using Map");
100*bf2c3715SXin Li     VERIFY(oldb.isApprox(bm) && "sparse solver testing: the rhs should not be modified!");
101*bf2c3715SXin Li     VERIFY(xm.isApprox(refX,test_precision<Scalar>()));
102*bf2c3715SXin Li   }
103*bf2c3715SXin Li 
104*bf2c3715SXin Li   // if not too large, do some extra check:
105*bf2c3715SXin Li   if(A.rows()<2000)
106*bf2c3715SXin Li   {
107*bf2c3715SXin Li     // test initialization ctor
108*bf2c3715SXin Li     {
109*bf2c3715SXin Li       Rhs x(b.rows(), b.cols());
110*bf2c3715SXin Li       Solver solver2(A);
111*bf2c3715SXin Li       VERIFY(solver2.info() == Success);
112*bf2c3715SXin Li       x = solver2.solve(b);
113*bf2c3715SXin Li       VERIFY(x.isApprox(refX,test_precision<Scalar>()));
114*bf2c3715SXin Li     }
115*bf2c3715SXin Li 
116*bf2c3715SXin Li     // test dense Block as the result and rhs:
117*bf2c3715SXin Li     {
118*bf2c3715SXin Li       DenseRhs x(refX.rows(), refX.cols());
119*bf2c3715SXin Li       DenseRhs oldb(db);
120*bf2c3715SXin Li       x.setZero();
121*bf2c3715SXin Li       x.block(0,0,x.rows(),x.cols()) = solver.solve(db.block(0,0,db.rows(),db.cols()));
122*bf2c3715SXin Li       VERIFY(oldb.isApprox(db) && "sparse solver testing: the rhs should not be modified!");
123*bf2c3715SXin Li       VERIFY(x.isApprox(refX,test_precision<Scalar>()));
124*bf2c3715SXin Li     }
125*bf2c3715SXin Li 
126*bf2c3715SXin Li     // test uncompressed inputs
127*bf2c3715SXin Li     {
128*bf2c3715SXin Li       Mat A2 = A;
129*bf2c3715SXin Li       A2.reserve((ArrayXf::Random(A.outerSize())+2).template cast<typename Mat::StorageIndex>().eval());
130*bf2c3715SXin Li       solver.compute(A2);
131*bf2c3715SXin Li       Rhs x = solver.solve(b);
132*bf2c3715SXin Li       VERIFY(x.isApprox(refX,test_precision<Scalar>()));
133*bf2c3715SXin Li     }
134*bf2c3715SXin Li 
135*bf2c3715SXin Li     // test expression as input
136*bf2c3715SXin Li     {
137*bf2c3715SXin Li       solver.compute(0.5*(A+A));
138*bf2c3715SXin Li       Rhs x = solver.solve(b);
139*bf2c3715SXin Li       VERIFY(x.isApprox(refX,test_precision<Scalar>()));
140*bf2c3715SXin Li 
141*bf2c3715SXin Li       Solver solver2(0.5*(A+A));
142*bf2c3715SXin Li       Rhs x2 = solver2.solve(b);
143*bf2c3715SXin Li       VERIFY(x2.isApprox(refX,test_precision<Scalar>()));
144*bf2c3715SXin Li     }
145*bf2c3715SXin Li   }
146*bf2c3715SXin Li }
147*bf2c3715SXin Li 
148*bf2c3715SXin Li // specialization of generic check_sparse_solving for SuperLU in order to also test adjoint and transpose solves
149*bf2c3715SXin Li template<typename Scalar, typename Rhs, typename DenseMat, typename DenseRhs>
check_sparse_solving(Eigen::SparseLU<Eigen::SparseMatrix<Scalar>> & solver,const typename Eigen::SparseMatrix<Scalar> & A,const Rhs & b,const DenseMat & dA,const DenseRhs & db)150*bf2c3715SXin Li void check_sparse_solving(Eigen::SparseLU<Eigen::SparseMatrix<Scalar> >& solver, const typename Eigen::SparseMatrix<Scalar>& A, const Rhs& b, const DenseMat& dA, const DenseRhs& db)
151*bf2c3715SXin Li {
152*bf2c3715SXin Li   typedef typename Eigen::SparseMatrix<Scalar> Mat;
153*bf2c3715SXin Li   typedef typename Mat::StorageIndex StorageIndex;
154*bf2c3715SXin Li   typedef typename Eigen::SparseLU<Eigen::SparseMatrix<Scalar> > Solver;
155*bf2c3715SXin Li 
156*bf2c3715SXin Li   // reference solutions computed by dense QR solver
157*bf2c3715SXin Li   DenseRhs refX1 = dA.householderQr().solve(db); // solution of A x = db
158*bf2c3715SXin Li   DenseRhs refX2 = dA.transpose().householderQr().solve(db); // solution of A^T * x = db (use transposed matrix A^T)
159*bf2c3715SXin Li   DenseRhs refX3 = dA.adjoint().householderQr().solve(db);  // solution of A^* * x = db (use adjoint matrix A^*)
160*bf2c3715SXin Li 
161*bf2c3715SXin Li 
162*bf2c3715SXin Li   {
163*bf2c3715SXin Li     Rhs x1(A.cols(), b.cols());
164*bf2c3715SXin Li     Rhs x2(A.cols(), b.cols());
165*bf2c3715SXin Li     Rhs x3(A.cols(), b.cols());
166*bf2c3715SXin Li     Rhs oldb = b;
167*bf2c3715SXin Li 
168*bf2c3715SXin Li     solver.compute(A);
169*bf2c3715SXin Li     if (solver.info() != Success)
170*bf2c3715SXin Li     {
171*bf2c3715SXin Li       std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n";
172*bf2c3715SXin Li       VERIFY(solver.info() == Success);
173*bf2c3715SXin Li     }
174*bf2c3715SXin Li     x1 = solver.solve(b);
175*bf2c3715SXin Li     if (solver.info() != Success)
176*bf2c3715SXin Li     {
177*bf2c3715SXin Li       std::cerr << "WARNING | sparse solver testing: solving failed (" << typeid(Solver).name() << ")\n";
178*bf2c3715SXin Li       return;
179*bf2c3715SXin Li     }
180*bf2c3715SXin Li     VERIFY(oldb.isApprox(b,0.0) && "sparse solver testing: the rhs should not be modified!");
181*bf2c3715SXin Li     VERIFY(x1.isApprox(refX1,test_precision<Scalar>()));
182*bf2c3715SXin Li 
183*bf2c3715SXin Li     // test solve with transposed
184*bf2c3715SXin Li     x2 = solver.transpose().solve(b);
185*bf2c3715SXin Li     VERIFY(oldb.isApprox(b) && "sparse solver testing: the rhs should not be modified!");
186*bf2c3715SXin Li     VERIFY(x2.isApprox(refX2,test_precision<Scalar>()));
187*bf2c3715SXin Li 
188*bf2c3715SXin Li 
189*bf2c3715SXin Li     // test solve with adjoint
190*bf2c3715SXin Li     //solver.template _solve_impl_transposed<true>(b, x3);
191*bf2c3715SXin Li     x3 = solver.adjoint().solve(b);
192*bf2c3715SXin Li     VERIFY(oldb.isApprox(b,0.0) && "sparse solver testing: the rhs should not be modified!");
193*bf2c3715SXin Li     VERIFY(x3.isApprox(refX3,test_precision<Scalar>()));
194*bf2c3715SXin Li 
195*bf2c3715SXin Li     x1.setZero();
196*bf2c3715SXin Li     solve_with_guess(solver, b, x1, x1);
197*bf2c3715SXin Li     VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API");
198*bf2c3715SXin Li     VERIFY(oldb.isApprox(b,0.0) && "sparse solver testing: the rhs should not be modified!");
199*bf2c3715SXin Li     VERIFY(x1.isApprox(refX1,test_precision<Scalar>()));
200*bf2c3715SXin Li 
201*bf2c3715SXin Li     x1.setZero();
202*bf2c3715SXin Li     x2.setZero();
203*bf2c3715SXin Li     x3.setZero();
204*bf2c3715SXin Li     // test the analyze/factorize API
205*bf2c3715SXin Li     solver.analyzePattern(A);
206*bf2c3715SXin Li     solver.factorize(A);
207*bf2c3715SXin Li     VERIFY(solver.info() == Success && "factorization failed when using analyzePattern/factorize API");
208*bf2c3715SXin Li     x1 = solver.solve(b);
209*bf2c3715SXin Li     x2 = solver.transpose().solve(b);
210*bf2c3715SXin Li     x3 = solver.adjoint().solve(b);
211*bf2c3715SXin Li 
212*bf2c3715SXin Li     VERIFY(solver.info() == Success && "solving failed when using analyzePattern/factorize API");
213*bf2c3715SXin Li     VERIFY(oldb.isApprox(b,0.0) && "sparse solver testing: the rhs should not be modified!");
214*bf2c3715SXin Li     VERIFY(x1.isApprox(refX1,test_precision<Scalar>()));
215*bf2c3715SXin Li     VERIFY(x2.isApprox(refX2,test_precision<Scalar>()));
216*bf2c3715SXin Li     VERIFY(x3.isApprox(refX3,test_precision<Scalar>()));
217*bf2c3715SXin Li 
218*bf2c3715SXin Li     x1.setZero();
219*bf2c3715SXin Li     // test with Map
220*bf2c3715SXin Li     MappedSparseMatrix<Scalar,Mat::Options,StorageIndex> Am(A.rows(), A.cols(), A.nonZeros(), const_cast<StorageIndex*>(A.outerIndexPtr()), const_cast<StorageIndex*>(A.innerIndexPtr()), const_cast<Scalar*>(A.valuePtr()));
221*bf2c3715SXin Li     solver.compute(Am);
222*bf2c3715SXin Li     VERIFY(solver.info() == Success && "factorization failed when using Map");
223*bf2c3715SXin Li     DenseRhs dx(refX1);
224*bf2c3715SXin Li     dx.setZero();
225*bf2c3715SXin Li     Map<DenseRhs> xm(dx.data(), dx.rows(), dx.cols());
226*bf2c3715SXin Li     Map<const DenseRhs> bm(db.data(), db.rows(), db.cols());
227*bf2c3715SXin Li     xm = solver.solve(bm);
228*bf2c3715SXin Li     VERIFY(solver.info() == Success && "solving failed when using Map");
229*bf2c3715SXin Li     VERIFY(oldb.isApprox(bm,0.0) && "sparse solver testing: the rhs should not be modified!");
230*bf2c3715SXin Li     VERIFY(xm.isApprox(refX1,test_precision<Scalar>()));
231*bf2c3715SXin Li   }
232*bf2c3715SXin Li 
233*bf2c3715SXin Li   // if not too large, do some extra check:
234*bf2c3715SXin Li   if(A.rows()<2000)
235*bf2c3715SXin Li   {
236*bf2c3715SXin Li     // test initialization ctor
237*bf2c3715SXin Li     {
238*bf2c3715SXin Li       Rhs x(b.rows(), b.cols());
239*bf2c3715SXin Li       Solver solver2(A);
240*bf2c3715SXin Li       VERIFY(solver2.info() == Success);
241*bf2c3715SXin Li       x = solver2.solve(b);
242*bf2c3715SXin Li       VERIFY(x.isApprox(refX1,test_precision<Scalar>()));
243*bf2c3715SXin Li     }
244*bf2c3715SXin Li 
245*bf2c3715SXin Li     // test dense Block as the result and rhs:
246*bf2c3715SXin Li     {
247*bf2c3715SXin Li       DenseRhs x(refX1.rows(), refX1.cols());
248*bf2c3715SXin Li       DenseRhs oldb(db);
249*bf2c3715SXin Li       x.setZero();
250*bf2c3715SXin Li       x.block(0,0,x.rows(),x.cols()) = solver.solve(db.block(0,0,db.rows(),db.cols()));
251*bf2c3715SXin Li       VERIFY(oldb.isApprox(db,0.0) && "sparse solver testing: the rhs should not be modified!");
252*bf2c3715SXin Li       VERIFY(x.isApprox(refX1,test_precision<Scalar>()));
253*bf2c3715SXin Li     }
254*bf2c3715SXin Li 
255*bf2c3715SXin Li     // test uncompressed inputs
256*bf2c3715SXin Li     {
257*bf2c3715SXin Li       Mat A2 = A;
258*bf2c3715SXin Li       A2.reserve((ArrayXf::Random(A.outerSize())+2).template cast<typename Mat::StorageIndex>().eval());
259*bf2c3715SXin Li       solver.compute(A2);
260*bf2c3715SXin Li       Rhs x = solver.solve(b);
261*bf2c3715SXin Li       VERIFY(x.isApprox(refX1,test_precision<Scalar>()));
262*bf2c3715SXin Li     }
263*bf2c3715SXin Li 
264*bf2c3715SXin Li     // test expression as input
265*bf2c3715SXin Li     {
266*bf2c3715SXin Li       solver.compute(0.5*(A+A));
267*bf2c3715SXin Li       Rhs x = solver.solve(b);
268*bf2c3715SXin Li       VERIFY(x.isApprox(refX1,test_precision<Scalar>()));
269*bf2c3715SXin Li 
270*bf2c3715SXin Li       Solver solver2(0.5*(A+A));
271*bf2c3715SXin Li       Rhs x2 = solver2.solve(b);
272*bf2c3715SXin Li       VERIFY(x2.isApprox(refX1,test_precision<Scalar>()));
273*bf2c3715SXin Li     }
274*bf2c3715SXin Li   }
275*bf2c3715SXin Li }
276*bf2c3715SXin Li 
277*bf2c3715SXin Li 
278*bf2c3715SXin Li template<typename Solver, typename Rhs>
check_sparse_solving_real_cases(Solver & solver,const typename Solver::MatrixType & A,const Rhs & b,const typename Solver::MatrixType & fullA,const Rhs & refX)279*bf2c3715SXin Li void check_sparse_solving_real_cases(Solver& solver, const typename Solver::MatrixType& A, const Rhs& b, const typename Solver::MatrixType& fullA, const Rhs& refX)
280*bf2c3715SXin Li {
281*bf2c3715SXin Li   typedef typename Solver::MatrixType Mat;
282*bf2c3715SXin Li   typedef typename Mat::Scalar Scalar;
283*bf2c3715SXin Li   typedef typename Mat::RealScalar RealScalar;
284*bf2c3715SXin Li 
285*bf2c3715SXin Li   Rhs x(A.cols(), b.cols());
286*bf2c3715SXin Li 
287*bf2c3715SXin Li   solver.compute(A);
288*bf2c3715SXin Li   if (solver.info() != Success)
289*bf2c3715SXin Li   {
290*bf2c3715SXin Li     std::cerr << "ERROR | sparse solver testing, factorization failed (" << typeid(Solver).name() << ")\n";
291*bf2c3715SXin Li     VERIFY(solver.info() == Success);
292*bf2c3715SXin Li   }
293*bf2c3715SXin Li   x = solver.solve(b);
294*bf2c3715SXin Li 
295*bf2c3715SXin Li   if (solver.info() != Success)
296*bf2c3715SXin Li   {
297*bf2c3715SXin Li     std::cerr << "WARNING | sparse solver testing, solving failed (" << typeid(Solver).name() << ")\n";
298*bf2c3715SXin Li     return;
299*bf2c3715SXin Li   }
300*bf2c3715SXin Li 
301*bf2c3715SXin Li   RealScalar res_error = (fullA*x-b).norm()/b.norm();
302*bf2c3715SXin Li   VERIFY( (res_error <= test_precision<Scalar>() ) && "sparse solver failed without noticing it");
303*bf2c3715SXin Li 
304*bf2c3715SXin Li 
305*bf2c3715SXin Li   if(refX.size() != 0 && (refX - x).norm()/refX.norm() > test_precision<Scalar>())
306*bf2c3715SXin Li   {
307*bf2c3715SXin Li     std::cerr << "WARNING | found solution is different from the provided reference one\n";
308*bf2c3715SXin Li   }
309*bf2c3715SXin Li 
310*bf2c3715SXin Li }
311*bf2c3715SXin Li template<typename Solver, typename DenseMat>
check_sparse_determinant(Solver & solver,const typename Solver::MatrixType & A,const DenseMat & dA)312*bf2c3715SXin Li void check_sparse_determinant(Solver& solver, const typename Solver::MatrixType& A, const DenseMat& dA)
313*bf2c3715SXin Li {
314*bf2c3715SXin Li   typedef typename Solver::MatrixType Mat;
315*bf2c3715SXin Li   typedef typename Mat::Scalar Scalar;
316*bf2c3715SXin Li 
317*bf2c3715SXin Li   solver.compute(A);
318*bf2c3715SXin Li   if (solver.info() != Success)
319*bf2c3715SXin Li   {
320*bf2c3715SXin Li     std::cerr << "WARNING | sparse solver testing: factorization failed (check_sparse_determinant)\n";
321*bf2c3715SXin Li     return;
322*bf2c3715SXin Li   }
323*bf2c3715SXin Li 
324*bf2c3715SXin Li   Scalar refDet = dA.determinant();
325*bf2c3715SXin Li   VERIFY_IS_APPROX(refDet,solver.determinant());
326*bf2c3715SXin Li }
327*bf2c3715SXin Li template<typename Solver, typename DenseMat>
check_sparse_abs_determinant(Solver & solver,const typename Solver::MatrixType & A,const DenseMat & dA)328*bf2c3715SXin Li void check_sparse_abs_determinant(Solver& solver, const typename Solver::MatrixType& A, const DenseMat& dA)
329*bf2c3715SXin Li {
330*bf2c3715SXin Li   using std::abs;
331*bf2c3715SXin Li   typedef typename Solver::MatrixType Mat;
332*bf2c3715SXin Li   typedef typename Mat::Scalar Scalar;
333*bf2c3715SXin Li 
334*bf2c3715SXin Li   solver.compute(A);
335*bf2c3715SXin Li   if (solver.info() != Success)
336*bf2c3715SXin Li   {
337*bf2c3715SXin Li     std::cerr << "WARNING | sparse solver testing: factorization failed (check_sparse_abs_determinant)\n";
338*bf2c3715SXin Li     return;
339*bf2c3715SXin Li   }
340*bf2c3715SXin Li 
341*bf2c3715SXin Li   Scalar refDet = abs(dA.determinant());
342*bf2c3715SXin Li   VERIFY_IS_APPROX(refDet,solver.absDeterminant());
343*bf2c3715SXin Li }
344*bf2c3715SXin Li 
345*bf2c3715SXin Li template<typename Solver, typename DenseMat>
346*bf2c3715SXin Li int generate_sparse_spd_problem(Solver& , typename Solver::MatrixType& A, typename Solver::MatrixType& halfA, DenseMat& dA, int maxSize = 300)
347*bf2c3715SXin Li {
348*bf2c3715SXin Li   typedef typename Solver::MatrixType Mat;
349*bf2c3715SXin Li   typedef typename Mat::Scalar Scalar;
350*bf2c3715SXin Li   typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
351*bf2c3715SXin Li 
352*bf2c3715SXin Li   int size = internal::random<int>(1,maxSize);
353*bf2c3715SXin Li   double density = (std::max)(8./(size*size), 0.01);
354*bf2c3715SXin Li 
355*bf2c3715SXin Li   Mat M(size, size);
356*bf2c3715SXin Li   DenseMatrix dM(size, size);
357*bf2c3715SXin Li 
358*bf2c3715SXin Li   initSparse<Scalar>(density, dM, M, ForceNonZeroDiag);
359*bf2c3715SXin Li 
360*bf2c3715SXin Li   A = M * M.adjoint();
361*bf2c3715SXin Li   dA = dM * dM.adjoint();
362*bf2c3715SXin Li 
363*bf2c3715SXin Li   halfA.resize(size,size);
364*bf2c3715SXin Li   if(Solver::UpLo==(Lower|Upper))
365*bf2c3715SXin Li     halfA = A;
366*bf2c3715SXin Li   else
367*bf2c3715SXin Li     halfA.template selfadjointView<Solver::UpLo>().rankUpdate(M);
368*bf2c3715SXin Li 
369*bf2c3715SXin Li   return size;
370*bf2c3715SXin Li }
371*bf2c3715SXin Li 
372*bf2c3715SXin Li 
373*bf2c3715SXin Li #ifdef TEST_REAL_CASES
374*bf2c3715SXin Li template<typename Scalar>
get_matrixfolder()375*bf2c3715SXin Li inline std::string get_matrixfolder()
376*bf2c3715SXin Li {
377*bf2c3715SXin Li   std::string mat_folder = TEST_REAL_CASES;
378*bf2c3715SXin Li   if( internal::is_same<Scalar, std::complex<float> >::value || internal::is_same<Scalar, std::complex<double> >::value )
379*bf2c3715SXin Li     mat_folder  = mat_folder + static_cast<std::string>("/complex/");
380*bf2c3715SXin Li   else
381*bf2c3715SXin Li     mat_folder = mat_folder + static_cast<std::string>("/real/");
382*bf2c3715SXin Li   return mat_folder;
383*bf2c3715SXin Li }
sym_to_string(int sym)384*bf2c3715SXin Li std::string sym_to_string(int sym)
385*bf2c3715SXin Li {
386*bf2c3715SXin Li   if(sym==Symmetric) return "Symmetric ";
387*bf2c3715SXin Li   if(sym==SPD)       return "SPD ";
388*bf2c3715SXin Li   return "";
389*bf2c3715SXin Li }
390*bf2c3715SXin Li template<typename Derived>
solver_stats(const IterativeSolverBase<Derived> & solver)391*bf2c3715SXin Li std::string solver_stats(const IterativeSolverBase<Derived> &solver)
392*bf2c3715SXin Li {
393*bf2c3715SXin Li   std::stringstream ss;
394*bf2c3715SXin Li   ss << solver.iterations() << " iters, error: " << solver.error();
395*bf2c3715SXin Li   return ss.str();
396*bf2c3715SXin Li }
397*bf2c3715SXin Li template<typename Derived>
solver_stats(const SparseSolverBase<Derived> &)398*bf2c3715SXin Li std::string solver_stats(const SparseSolverBase<Derived> &/*solver*/)
399*bf2c3715SXin Li {
400*bf2c3715SXin Li   return "";
401*bf2c3715SXin Li }
402*bf2c3715SXin Li #endif
403*bf2c3715SXin Li 
404*bf2c3715SXin Li template<typename Solver> void check_sparse_spd_solving(Solver& solver, int maxSize = (std::min)(300,EIGEN_TEST_MAX_SIZE), int maxRealWorldSize = 100000)
405*bf2c3715SXin Li {
406*bf2c3715SXin Li   typedef typename Solver::MatrixType Mat;
407*bf2c3715SXin Li   typedef typename Mat::Scalar Scalar;
408*bf2c3715SXin Li   typedef typename Mat::StorageIndex StorageIndex;
409*bf2c3715SXin Li   typedef SparseMatrix<Scalar,ColMajor, StorageIndex> SpMat;
410*bf2c3715SXin Li   typedef SparseVector<Scalar, 0, StorageIndex> SpVec;
411*bf2c3715SXin Li   typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
412*bf2c3715SXin Li   typedef Matrix<Scalar,Dynamic,1> DenseVector;
413*bf2c3715SXin Li 
414*bf2c3715SXin Li   // generate the problem
415*bf2c3715SXin Li   Mat A, halfA;
416*bf2c3715SXin Li   DenseMatrix dA;
417*bf2c3715SXin Li   for (int i = 0; i < g_repeat; i++) {
418*bf2c3715SXin Li     int size = generate_sparse_spd_problem(solver, A, halfA, dA, maxSize);
419*bf2c3715SXin Li 
420*bf2c3715SXin Li     // generate the right hand sides
421*bf2c3715SXin Li     int rhsCols = internal::random<int>(1,16);
422*bf2c3715SXin Li     double density = (std::max)(8./(size*rhsCols), 0.1);
423*bf2c3715SXin Li     SpMat B(size,rhsCols);
424*bf2c3715SXin Li     DenseVector b = DenseVector::Random(size);
425*bf2c3715SXin Li     DenseMatrix dB(size,rhsCols);
426*bf2c3715SXin Li     initSparse<Scalar>(density, dB, B, ForceNonZeroDiag);
427*bf2c3715SXin Li     SpVec c = B.col(0);
428*bf2c3715SXin Li     DenseVector dc = dB.col(0);
429*bf2c3715SXin Li 
430*bf2c3715SXin Li     CALL_SUBTEST( check_sparse_solving(solver, A,     b,  dA, b)  );
431*bf2c3715SXin Li     CALL_SUBTEST( check_sparse_solving(solver, halfA, b,  dA, b)  );
432*bf2c3715SXin Li     CALL_SUBTEST( check_sparse_solving(solver, A,     dB, dA, dB) );
433*bf2c3715SXin Li     CALL_SUBTEST( check_sparse_solving(solver, halfA, dB, dA, dB) );
434*bf2c3715SXin Li     CALL_SUBTEST( check_sparse_solving(solver, A,     B,  dA, dB) );
435*bf2c3715SXin Li     CALL_SUBTEST( check_sparse_solving(solver, halfA, B,  dA, dB) );
436*bf2c3715SXin Li     CALL_SUBTEST( check_sparse_solving(solver, A,     c,  dA, dc) );
437*bf2c3715SXin Li     CALL_SUBTEST( check_sparse_solving(solver, halfA, c,  dA, dc) );
438*bf2c3715SXin Li 
439*bf2c3715SXin Li     // check only once
440*bf2c3715SXin Li     if(i==0)
441*bf2c3715SXin Li     {
442*bf2c3715SXin Li       b = DenseVector::Zero(size);
443*bf2c3715SXin Li       check_sparse_solving(solver, A, b, dA, b);
444*bf2c3715SXin Li     }
445*bf2c3715SXin Li   }
446*bf2c3715SXin Li 
447*bf2c3715SXin Li   // First, get the folder
448*bf2c3715SXin Li #ifdef TEST_REAL_CASES
449*bf2c3715SXin Li   // Test real problems with double precision only
450*bf2c3715SXin Li   if (internal::is_same<typename NumTraits<Scalar>::Real, double>::value)
451*bf2c3715SXin Li   {
452*bf2c3715SXin Li     std::string mat_folder = get_matrixfolder<Scalar>();
453*bf2c3715SXin Li     MatrixMarketIterator<Scalar> it(mat_folder);
454*bf2c3715SXin Li     for (; it; ++it)
455*bf2c3715SXin Li     {
456*bf2c3715SXin Li       if (it.sym() == SPD){
457*bf2c3715SXin Li         A = it.matrix();
458*bf2c3715SXin Li         if(A.diagonal().size() <= maxRealWorldSize)
459*bf2c3715SXin Li         {
460*bf2c3715SXin Li           DenseVector b = it.rhs();
461*bf2c3715SXin Li           DenseVector refX = it.refX();
462*bf2c3715SXin Li           PermutationMatrix<Dynamic, Dynamic, StorageIndex> pnull;
463*bf2c3715SXin Li           halfA.resize(A.rows(), A.cols());
464*bf2c3715SXin Li           if(Solver::UpLo == (Lower|Upper))
465*bf2c3715SXin Li             halfA = A;
466*bf2c3715SXin Li           else
467*bf2c3715SXin Li             halfA.template selfadjointView<Solver::UpLo>() = A.template triangularView<Eigen::Lower>().twistedBy(pnull);
468*bf2c3715SXin Li 
469*bf2c3715SXin Li           std::cout << "INFO | Testing " << sym_to_string(it.sym()) << "sparse problem " << it.matname()
470*bf2c3715SXin Li                   << " (" << A.rows() << "x" << A.cols() << ") using " << typeid(Solver).name() << "..." << std::endl;
471*bf2c3715SXin Li           CALL_SUBTEST( check_sparse_solving_real_cases(solver, A,     b, A, refX) );
472*bf2c3715SXin Li           std::string stats = solver_stats(solver);
473*bf2c3715SXin Li           if(stats.size()>0)
474*bf2c3715SXin Li             std::cout << "INFO |  " << stats << std::endl;
475*bf2c3715SXin Li           CALL_SUBTEST( check_sparse_solving_real_cases(solver, halfA, b, A, refX) );
476*bf2c3715SXin Li         }
477*bf2c3715SXin Li         else
478*bf2c3715SXin Li         {
479*bf2c3715SXin Li           std::cout << "INFO | Skip sparse problem \"" << it.matname() << "\" (too large)" << std::endl;
480*bf2c3715SXin Li         }
481*bf2c3715SXin Li       }
482*bf2c3715SXin Li     }
483*bf2c3715SXin Li   }
484*bf2c3715SXin Li #else
485*bf2c3715SXin Li   EIGEN_UNUSED_VARIABLE(maxRealWorldSize);
486*bf2c3715SXin Li #endif
487*bf2c3715SXin Li }
488*bf2c3715SXin Li 
check_sparse_spd_determinant(Solver & solver)489*bf2c3715SXin Li template<typename Solver> void check_sparse_spd_determinant(Solver& solver)
490*bf2c3715SXin Li {
491*bf2c3715SXin Li   typedef typename Solver::MatrixType Mat;
492*bf2c3715SXin Li   typedef typename Mat::Scalar Scalar;
493*bf2c3715SXin Li   typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
494*bf2c3715SXin Li 
495*bf2c3715SXin Li   // generate the problem
496*bf2c3715SXin Li   Mat A, halfA;
497*bf2c3715SXin Li   DenseMatrix dA;
498*bf2c3715SXin Li   generate_sparse_spd_problem(solver, A, halfA, dA, 30);
499*bf2c3715SXin Li 
500*bf2c3715SXin Li   for (int i = 0; i < g_repeat; i++) {
501*bf2c3715SXin Li     check_sparse_determinant(solver, A,     dA);
502*bf2c3715SXin Li     check_sparse_determinant(solver, halfA, dA );
503*bf2c3715SXin Li   }
504*bf2c3715SXin Li }
505*bf2c3715SXin Li 
506*bf2c3715SXin Li template<typename Solver, typename DenseMat>
507*bf2c3715SXin Li Index generate_sparse_square_problem(Solver&, typename Solver::MatrixType& A, DenseMat& dA, int maxSize = 300, int options = ForceNonZeroDiag)
508*bf2c3715SXin Li {
509*bf2c3715SXin Li   typedef typename Solver::MatrixType Mat;
510*bf2c3715SXin Li   typedef typename Mat::Scalar Scalar;
511*bf2c3715SXin Li 
512*bf2c3715SXin Li   Index size = internal::random<int>(1,maxSize);
513*bf2c3715SXin Li   double density = (std::max)(8./(size*size), 0.01);
514*bf2c3715SXin Li 
515*bf2c3715SXin Li   A.resize(size,size);
516*bf2c3715SXin Li   dA.resize(size,size);
517*bf2c3715SXin Li 
518*bf2c3715SXin Li   initSparse<Scalar>(density, dA, A, options);
519*bf2c3715SXin Li 
520*bf2c3715SXin Li   return size;
521*bf2c3715SXin Li }
522*bf2c3715SXin Li 
523*bf2c3715SXin Li 
524*bf2c3715SXin Li struct prune_column {
525*bf2c3715SXin Li   Index m_col;
prune_columnprune_column526*bf2c3715SXin Li   prune_column(Index col) : m_col(col) {}
527*bf2c3715SXin Li   template<class Scalar>
operatorprune_column528*bf2c3715SXin Li   bool operator()(Index, Index col, const Scalar&) const {
529*bf2c3715SXin Li     return col != m_col;
530*bf2c3715SXin Li   }
531*bf2c3715SXin Li };
532*bf2c3715SXin Li 
533*bf2c3715SXin Li 
534*bf2c3715SXin Li template<typename Solver> void check_sparse_square_solving(Solver& solver, int maxSize = 300, int maxRealWorldSize = 100000, bool checkDeficient = false)
535*bf2c3715SXin Li {
536*bf2c3715SXin Li   typedef typename Solver::MatrixType Mat;
537*bf2c3715SXin Li   typedef typename Mat::Scalar Scalar;
538*bf2c3715SXin Li   typedef SparseMatrix<Scalar,ColMajor, typename Mat::StorageIndex> SpMat;
539*bf2c3715SXin Li   typedef SparseVector<Scalar, 0, typename Mat::StorageIndex> SpVec;
540*bf2c3715SXin Li   typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
541*bf2c3715SXin Li   typedef Matrix<Scalar,Dynamic,1> DenseVector;
542*bf2c3715SXin Li 
543*bf2c3715SXin Li   int rhsCols = internal::random<int>(1,16);
544*bf2c3715SXin Li 
545*bf2c3715SXin Li   Mat A;
546*bf2c3715SXin Li   DenseMatrix dA;
547*bf2c3715SXin Li   for (int i = 0; i < g_repeat; i++) {
548*bf2c3715SXin Li     Index size = generate_sparse_square_problem(solver, A, dA, maxSize);
549*bf2c3715SXin Li 
550*bf2c3715SXin Li     A.makeCompressed();
551*bf2c3715SXin Li     DenseVector b = DenseVector::Random(size);
552*bf2c3715SXin Li     DenseMatrix dB(size,rhsCols);
553*bf2c3715SXin Li     SpMat B(size,rhsCols);
554*bf2c3715SXin Li     double density = (std::max)(8./(size*rhsCols), 0.1);
555*bf2c3715SXin Li     initSparse<Scalar>(density, dB, B, ForceNonZeroDiag);
556*bf2c3715SXin Li     B.makeCompressed();
557*bf2c3715SXin Li     SpVec c = B.col(0);
558*bf2c3715SXin Li     DenseVector dc = dB.col(0);
559*bf2c3715SXin Li     CALL_SUBTEST(check_sparse_solving(solver, A, b,  dA, b));
560*bf2c3715SXin Li     CALL_SUBTEST(check_sparse_solving(solver, A, dB, dA, dB));
561*bf2c3715SXin Li     CALL_SUBTEST(check_sparse_solving(solver, A, B,  dA, dB));
562*bf2c3715SXin Li     CALL_SUBTEST(check_sparse_solving(solver, A, c,  dA, dc));
563*bf2c3715SXin Li 
564*bf2c3715SXin Li     // check only once
565*bf2c3715SXin Li     if(i==0)
566*bf2c3715SXin Li     {
567*bf2c3715SXin Li       CALL_SUBTEST(b = DenseVector::Zero(size); check_sparse_solving(solver, A, b, dA, b));
568*bf2c3715SXin Li     }
569*bf2c3715SXin Li     // regression test for Bug 792 (structurally rank deficient matrices):
570*bf2c3715SXin Li     if(checkDeficient && size>1) {
571*bf2c3715SXin Li       Index col = internal::random<int>(0,int(size-1));
572*bf2c3715SXin Li       A.prune(prune_column(col));
573*bf2c3715SXin Li       solver.compute(A);
574*bf2c3715SXin Li       VERIFY_IS_EQUAL(solver.info(), NumericalIssue);
575*bf2c3715SXin Li     }
576*bf2c3715SXin Li   }
577*bf2c3715SXin Li 
578*bf2c3715SXin Li   // First, get the folder
579*bf2c3715SXin Li #ifdef TEST_REAL_CASES
580*bf2c3715SXin Li   // Test real problems with double precision only
581*bf2c3715SXin Li   if (internal::is_same<typename NumTraits<Scalar>::Real, double>::value)
582*bf2c3715SXin Li   {
583*bf2c3715SXin Li     std::string mat_folder = get_matrixfolder<Scalar>();
584*bf2c3715SXin Li     MatrixMarketIterator<Scalar> it(mat_folder);
585*bf2c3715SXin Li     for (; it; ++it)
586*bf2c3715SXin Li     {
587*bf2c3715SXin Li       A = it.matrix();
588*bf2c3715SXin Li       if(A.diagonal().size() <= maxRealWorldSize)
589*bf2c3715SXin Li       {
590*bf2c3715SXin Li         DenseVector b = it.rhs();
591*bf2c3715SXin Li         DenseVector refX = it.refX();
592*bf2c3715SXin Li         std::cout << "INFO | Testing " << sym_to_string(it.sym()) << "sparse problem " << it.matname()
593*bf2c3715SXin Li                   << " (" << A.rows() << "x" << A.cols() << ") using " << typeid(Solver).name() << "..." << std::endl;
594*bf2c3715SXin Li         CALL_SUBTEST(check_sparse_solving_real_cases(solver, A, b, A, refX));
595*bf2c3715SXin Li         std::string stats = solver_stats(solver);
596*bf2c3715SXin Li         if(stats.size()>0)
597*bf2c3715SXin Li           std::cout << "INFO |  " << stats << std::endl;
598*bf2c3715SXin Li       }
599*bf2c3715SXin Li       else
600*bf2c3715SXin Li       {
601*bf2c3715SXin Li         std::cout << "INFO | SKIP sparse problem \"" << it.matname() << "\" (too large)" << std::endl;
602*bf2c3715SXin Li       }
603*bf2c3715SXin Li     }
604*bf2c3715SXin Li   }
605*bf2c3715SXin Li #else
606*bf2c3715SXin Li   EIGEN_UNUSED_VARIABLE(maxRealWorldSize);
607*bf2c3715SXin Li #endif
608*bf2c3715SXin Li 
609*bf2c3715SXin Li }
610*bf2c3715SXin Li 
check_sparse_square_determinant(Solver & solver)611*bf2c3715SXin Li template<typename Solver> void check_sparse_square_determinant(Solver& solver)
612*bf2c3715SXin Li {
613*bf2c3715SXin Li   typedef typename Solver::MatrixType Mat;
614*bf2c3715SXin Li   typedef typename Mat::Scalar Scalar;
615*bf2c3715SXin Li   typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
616*bf2c3715SXin Li 
617*bf2c3715SXin Li   for (int i = 0; i < g_repeat; i++) {
618*bf2c3715SXin Li     // generate the problem
619*bf2c3715SXin Li     Mat A;
620*bf2c3715SXin Li     DenseMatrix dA;
621*bf2c3715SXin Li 
622*bf2c3715SXin Li     int size = internal::random<int>(1,30);
623*bf2c3715SXin Li     dA.setRandom(size,size);
624*bf2c3715SXin Li 
625*bf2c3715SXin Li     dA = (dA.array().abs()<0.3).select(0,dA);
626*bf2c3715SXin Li     dA.diagonal() = (dA.diagonal().array()==0).select(1,dA.diagonal());
627*bf2c3715SXin Li     A = dA.sparseView();
628*bf2c3715SXin Li     A.makeCompressed();
629*bf2c3715SXin Li 
630*bf2c3715SXin Li     check_sparse_determinant(solver, A, dA);
631*bf2c3715SXin Li   }
632*bf2c3715SXin Li }
633*bf2c3715SXin Li 
check_sparse_square_abs_determinant(Solver & solver)634*bf2c3715SXin Li template<typename Solver> void check_sparse_square_abs_determinant(Solver& solver)
635*bf2c3715SXin Li {
636*bf2c3715SXin Li   typedef typename Solver::MatrixType Mat;
637*bf2c3715SXin Li   typedef typename Mat::Scalar Scalar;
638*bf2c3715SXin Li   typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
639*bf2c3715SXin Li 
640*bf2c3715SXin Li   for (int i = 0; i < g_repeat; i++) {
641*bf2c3715SXin Li     // generate the problem
642*bf2c3715SXin Li     Mat A;
643*bf2c3715SXin Li     DenseMatrix dA;
644*bf2c3715SXin Li     generate_sparse_square_problem(solver, A, dA, 30);
645*bf2c3715SXin Li     A.makeCompressed();
646*bf2c3715SXin Li     check_sparse_abs_determinant(solver, A, dA);
647*bf2c3715SXin Li   }
648*bf2c3715SXin Li }
649*bf2c3715SXin Li 
650*bf2c3715SXin Li template<typename Solver, typename DenseMat>
651*bf2c3715SXin Li void generate_sparse_leastsquare_problem(Solver&, typename Solver::MatrixType& A, DenseMat& dA, int maxSize = 300, int options = ForceNonZeroDiag)
652*bf2c3715SXin Li {
653*bf2c3715SXin Li   typedef typename Solver::MatrixType Mat;
654*bf2c3715SXin Li   typedef typename Mat::Scalar Scalar;
655*bf2c3715SXin Li 
656*bf2c3715SXin Li   int rows = internal::random<int>(1,maxSize);
657*bf2c3715SXin Li   int cols = internal::random<int>(1,rows);
658*bf2c3715SXin Li   double density = (std::max)(8./(rows*cols), 0.01);
659*bf2c3715SXin Li 
660*bf2c3715SXin Li   A.resize(rows,cols);
661*bf2c3715SXin Li   dA.resize(rows,cols);
662*bf2c3715SXin Li 
663*bf2c3715SXin Li   initSparse<Scalar>(density, dA, A, options);
664*bf2c3715SXin Li }
665*bf2c3715SXin Li 
check_sparse_leastsquare_solving(Solver & solver)666*bf2c3715SXin Li template<typename Solver> void check_sparse_leastsquare_solving(Solver& solver)
667*bf2c3715SXin Li {
668*bf2c3715SXin Li   typedef typename Solver::MatrixType Mat;
669*bf2c3715SXin Li   typedef typename Mat::Scalar Scalar;
670*bf2c3715SXin Li   typedef SparseMatrix<Scalar,ColMajor, typename Mat::StorageIndex> SpMat;
671*bf2c3715SXin Li   typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
672*bf2c3715SXin Li   typedef Matrix<Scalar,Dynamic,1> DenseVector;
673*bf2c3715SXin Li 
674*bf2c3715SXin Li   int rhsCols = internal::random<int>(1,16);
675*bf2c3715SXin Li 
676*bf2c3715SXin Li   Mat A;
677*bf2c3715SXin Li   DenseMatrix dA;
678*bf2c3715SXin Li   for (int i = 0; i < g_repeat; i++) {
679*bf2c3715SXin Li     generate_sparse_leastsquare_problem(solver, A, dA);
680*bf2c3715SXin Li 
681*bf2c3715SXin Li     A.makeCompressed();
682*bf2c3715SXin Li     DenseVector b = DenseVector::Random(A.rows());
683*bf2c3715SXin Li     DenseMatrix dB(A.rows(),rhsCols);
684*bf2c3715SXin Li     SpMat B(A.rows(),rhsCols);
685*bf2c3715SXin Li     double density = (std::max)(8./(A.rows()*rhsCols), 0.1);
686*bf2c3715SXin Li     initSparse<Scalar>(density, dB, B, ForceNonZeroDiag);
687*bf2c3715SXin Li     B.makeCompressed();
688*bf2c3715SXin Li     check_sparse_solving(solver, A, b,  dA, b);
689*bf2c3715SXin Li     check_sparse_solving(solver, A, dB, dA, dB);
690*bf2c3715SXin Li     check_sparse_solving(solver, A, B,  dA, dB);
691*bf2c3715SXin Li 
692*bf2c3715SXin Li     // check only once
693*bf2c3715SXin Li     if(i==0)
694*bf2c3715SXin Li     {
695*bf2c3715SXin Li       b = DenseVector::Zero(A.rows());
696*bf2c3715SXin Li       check_sparse_solving(solver, A, b, dA, b);
697*bf2c3715SXin Li     }
698*bf2c3715SXin Li   }
699*bf2c3715SXin Li }
700