ADD: new track message, Entity class and Position class
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149
libs/eigen/test/sparseqr.cpp
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149
libs/eigen/test/sparseqr.cpp
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2012 Desire Nuentsa Wakam <desire.nuentsa_wakam@inria.fr>
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// Copyright (C) 2014 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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#include "sparse.h"
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#include <Eigen/SparseQR>
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template<typename MatrixType,typename DenseMat>
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int generate_sparse_rectangular_problem(MatrixType& A, DenseMat& dA, int maxRows = 300, int maxCols = 150)
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{
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eigen_assert(maxRows >= maxCols);
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typedef typename MatrixType::Scalar Scalar;
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int rows = internal::random<int>(1,maxRows);
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int cols = internal::random<int>(1,maxCols);
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double density = (std::max)(8./(rows*cols), 0.01);
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A.resize(rows,cols);
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dA.resize(rows,cols);
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initSparse<Scalar>(density, dA, A,ForceNonZeroDiag);
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A.makeCompressed();
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int nop = internal::random<int>(0, internal::random<double>(0,1) > 0.5 ? cols/2 : 0);
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for(int k=0; k<nop; ++k)
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{
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int j0 = internal::random<int>(0,cols-1);
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int j1 = internal::random<int>(0,cols-1);
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Scalar s = internal::random<Scalar>();
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A.col(j0) = s * A.col(j1);
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dA.col(j0) = s * dA.col(j1);
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}
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// if(rows<cols) {
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// A.conservativeResize(cols,cols);
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// dA.conservativeResize(cols,cols);
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// dA.bottomRows(cols-rows).setZero();
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// }
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return rows;
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}
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template<typename Scalar> void test_sparseqr_scalar()
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{
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typedef typename NumTraits<Scalar>::Real RealScalar;
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typedef SparseMatrix<Scalar,ColMajor> MatrixType;
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typedef Matrix<Scalar,Dynamic,Dynamic> DenseMat;
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typedef Matrix<Scalar,Dynamic,1> DenseVector;
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MatrixType A;
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DenseMat dA;
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DenseVector refX,x,b;
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SparseQR<MatrixType, COLAMDOrdering<int> > solver;
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generate_sparse_rectangular_problem(A,dA);
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b = dA * DenseVector::Random(A.cols());
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solver.compute(A);
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// Q should be MxM
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VERIFY_IS_EQUAL(solver.matrixQ().rows(), A.rows());
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VERIFY_IS_EQUAL(solver.matrixQ().cols(), A.rows());
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// R should be MxN
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VERIFY_IS_EQUAL(solver.matrixR().rows(), A.rows());
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VERIFY_IS_EQUAL(solver.matrixR().cols(), A.cols());
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// Q and R can be multiplied
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DenseMat recoveredA = solver.matrixQ()
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* DenseMat(solver.matrixR().template triangularView<Upper>())
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* solver.colsPermutation().transpose();
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VERIFY_IS_EQUAL(recoveredA.rows(), A.rows());
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VERIFY_IS_EQUAL(recoveredA.cols(), A.cols());
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// and in the full rank case the original matrix is recovered
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if (solver.rank() == A.cols())
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{
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VERIFY_IS_APPROX(A, recoveredA);
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}
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if(internal::random<float>(0,1)>0.5f)
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solver.factorize(A); // this checks that calling analyzePattern is not needed if the pattern do not change.
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if (solver.info() != Success)
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{
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std::cerr << "sparse QR factorization failed\n";
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exit(0);
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return;
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}
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x = solver.solve(b);
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if (solver.info() != Success)
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{
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std::cerr << "sparse QR factorization failed\n";
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exit(0);
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return;
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}
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// Compare with a dense QR solver
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ColPivHouseholderQR<DenseMat> dqr(dA);
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refX = dqr.solve(b);
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bool rank_deficient = A.cols()>A.rows() || dqr.rank()<A.cols();
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if(rank_deficient)
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{
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// rank deficient problem -> we might have to increase the threshold
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// to get a correct solution.
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RealScalar th = RealScalar(20)*dA.colwise().norm().maxCoeff()*(A.rows()+A.cols()) * NumTraits<RealScalar>::epsilon();
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for(Index k=0; (k<16) && !test_isApprox(A*x,b); ++k)
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{
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th *= RealScalar(10);
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solver.setPivotThreshold(th);
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solver.compute(A);
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x = solver.solve(b);
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}
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}
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VERIFY_IS_APPROX(A * x, b);
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// For rank deficient problem, the estimated rank might
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// be slightly off, so let's only raise a warning in such cases.
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if(rank_deficient) ++g_test_level;
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VERIFY_IS_EQUAL(solver.rank(), dqr.rank());
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if(rank_deficient) --g_test_level;
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if(solver.rank()==A.cols()) // full rank
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VERIFY_IS_APPROX(x, refX);
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// else
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// VERIFY((dA * refX - b).norm() * 2 > (A * x - b).norm() );
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// Compute explicitly the matrix Q
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MatrixType Q, QtQ, idM;
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Q = solver.matrixQ();
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//Check ||Q' * Q - I ||
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QtQ = Q * Q.adjoint();
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idM.resize(Q.rows(), Q.rows()); idM.setIdentity();
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VERIFY(idM.isApprox(QtQ));
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// Q to dense
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DenseMat dQ;
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dQ = solver.matrixQ();
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VERIFY_IS_APPROX(Q, dQ);
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}
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EIGEN_DECLARE_TEST(sparseqr)
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{
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for(int i=0; i<g_repeat; ++i)
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{
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CALL_SUBTEST_1(test_sparseqr_scalar<double>());
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CALL_SUBTEST_2(test_sparseqr_scalar<std::complex<double> >());
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}
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}
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