| // This file is part of Eigen, a lightweight C++ template library |
| // for linear algebra. |
| // |
| // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr> |
| // |
| // This Source Code Form is subject to the terms of the Mozilla |
| // Public License v. 2.0. If a copy of the MPL was not distributed |
| // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. |
| // SPDX-License-Identifier: MPL-2.0 |
| |
| #include "sparse.h" |
| |
| template <typename Scalar> |
| void initSPD(double density, Matrix<Scalar, Dynamic, Dynamic>& refMat, SparseMatrix<Scalar>& sparseMat) { |
| Matrix<Scalar, Dynamic, Dynamic> aux(refMat.rows(), refMat.cols()); |
| initSparse(density, refMat, sparseMat); |
| refMat = refMat * refMat.adjoint(); |
| for (int k = 0; k < 2; ++k) { |
| initSparse(density, aux, sparseMat, ForceNonZeroDiag); |
| refMat += aux * aux.adjoint(); |
| } |
| sparseMat.setZero(); |
| for (int j = 0; j < sparseMat.cols(); ++j) |
| for (int i = j; i < sparseMat.rows(); ++i) |
| if (refMat(i, j) != Scalar(0)) sparseMat.insert(i, j) = refMat(i, j); |
| sparseMat.finalize(); |
| } |
| |
| template <typename Scalar> |
| void sparse_solvers(int rows, int cols) { |
| double density = (std::max)(8. / (rows * cols), 0.01); |
| typedef Matrix<Scalar, Dynamic, Dynamic> DenseMatrix; |
| typedef Matrix<Scalar, Dynamic, 1> DenseVector; |
| // Scalar eps = 1e-6; |
| |
| DenseVector vec1 = DenseVector::Random(rows); |
| |
| std::vector<Vector2i> zeroCoords; |
| std::vector<Vector2i> nonzeroCoords; |
| |
| // test triangular solver |
| { |
| DenseVector vec2 = vec1, vec3 = vec1; |
| SparseMatrix<Scalar> m2(rows, cols); |
| DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols); |
| |
| // lower - dense |
| initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag | MakeLowerTriangular, &zeroCoords, &nonzeroCoords); |
| VERIFY_IS_APPROX(refMat2.template triangularView<Lower>().solve(vec2), |
| m2.template triangularView<Lower>().solve(vec3)); |
| |
| // upper - dense |
| initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag | MakeUpperTriangular, &zeroCoords, &nonzeroCoords); |
| VERIFY_IS_APPROX(refMat2.template triangularView<Upper>().solve(vec2), |
| m2.template triangularView<Upper>().solve(vec3)); |
| VERIFY_IS_APPROX(refMat2.conjugate().template triangularView<Upper>().solve(vec2), |
| m2.conjugate().template triangularView<Upper>().solve(vec3)); |
| { |
| SparseMatrix<Scalar> cm2(m2); |
| // Index rows, Index cols, Index nnz, Index* outerIndexPtr, Index* innerIndexPtr, Scalar* valuePtr |
| Map<SparseMatrix<Scalar> > mm2(rows, cols, cm2.nonZeros(), cm2.outerIndexPtr(), cm2.innerIndexPtr(), |
| cm2.valuePtr()); |
| VERIFY_IS_APPROX(refMat2.conjugate().template triangularView<Upper>().solve(vec2), |
| mm2.conjugate().template triangularView<Upper>().solve(vec3)); |
| } |
| |
| // lower - transpose |
| initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag | MakeLowerTriangular, &zeroCoords, &nonzeroCoords); |
| VERIFY_IS_APPROX(refMat2.transpose().template triangularView<Upper>().solve(vec2), |
| m2.transpose().template triangularView<Upper>().solve(vec3)); |
| |
| // upper - transpose |
| initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag | MakeUpperTriangular, &zeroCoords, &nonzeroCoords); |
| VERIFY_IS_APPROX(refMat2.transpose().template triangularView<Lower>().solve(vec2), |
| m2.transpose().template triangularView<Lower>().solve(vec3)); |
| |
| SparseMatrix<Scalar> matB(rows, rows); |
| DenseMatrix refMatB = DenseMatrix::Zero(rows, rows); |
| |
| // lower - sparse |
| initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag | MakeLowerTriangular); |
| initSparse<Scalar>(density, refMatB, matB); |
| refMat2.template triangularView<Lower>().solveInPlace(refMatB); |
| m2.template triangularView<Lower>().solveInPlace(matB); |
| VERIFY_IS_APPROX(matB.toDense(), refMatB); |
| |
| // upper - sparse |
| initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag | MakeUpperTriangular); |
| initSparse<Scalar>(density, refMatB, matB); |
| refMat2.template triangularView<Upper>().solveInPlace(refMatB); |
| m2.template triangularView<Upper>().solveInPlace(matB); |
| VERIFY_IS_APPROX(matB, refMatB); |
| |
| // A triangularView is a view of the triangular PART of a possibly-general matrix, |
| // so the stored matrix need not be strictly triangular. Exercise a general lhs, a |
| // SparseVector rhs, a mismatched-StorageIndex rhs, an uncompressed lhs, an |
| // expression lhs, and a unit diagonal -- none of which the checks above cover. |
| { |
| SparseMatrix<Scalar> mg(rows, rows); |
| DenseMatrix refMatG = DenseMatrix::Zero(rows, rows); |
| initSparse<Scalar>(density, refMatG, mg, ForceNonZeroDiag); // GENERAL (both triangles stored) |
| initSparse<Scalar>(density, refMatB, matB); |
| |
| // general matrix through a lower / upper / unit-upper view, sparse rhs |
| for (int mode = 0; mode < 3; ++mode) { |
| DenseMatrix rb = refMatB; |
| SparseMatrix<Scalar> mb = matB; |
| if (mode == 0) { |
| refMatG.template triangularView<Lower>().solveInPlace(rb); |
| mg.template triangularView<Lower>().solveInPlace(mb); |
| } else if (mode == 1) { |
| refMatG.template triangularView<Upper>().solveInPlace(rb); |
| mg.template triangularView<Upper>().solveInPlace(mb); |
| } else { |
| refMatG.template triangularView<UnitUpper>().solveInPlace(rb); |
| mg.template triangularView<UnitUpper>().solveInPlace(mb); |
| } |
| VERIFY_IS_APPROX(mb.toDense(), rb); |
| } |
| |
| // expression lhs (no raw storage -> iterator path) |
| { |
| DenseMatrix rb = refMatB; |
| SparseMatrix<Scalar> mb = matB; |
| refMatG.template triangularView<Upper>().solveInPlace(rb); |
| (Scalar(1) * mg).template triangularView<Upper>().solveInPlace(mb); |
| VERIFY_IS_APPROX(mb.toDense(), rb); |
| } |
| |
| // uncompressed lhs (innerNonZeroPtr != null) |
| { |
| DenseMatrix rb = refMatB; |
| SparseMatrix<Scalar> mb = matB, mu = mg; |
| mu.reserve(Matrix<int, Dynamic, 1>::Constant(mu.cols(), rows)); // -> uncompressed |
| refMatG.template triangularView<Lower>().solveInPlace(rb); |
| mu.template triangularView<Lower>().solveInPlace(mb); |
| VERIFY_IS_APPROX(mb.toDense(), rb); |
| } |
| |
| // mismatched-StorageIndex rhs (-> InnerIterator fallback) |
| { |
| DenseMatrix rb = refMatB; |
| SparseMatrix<Scalar, ColMajor, long> mbl = matB; |
| refMatG.template triangularView<Lower>().solveInPlace(rb); |
| mg.template triangularView<Lower>().solveInPlace(mbl); |
| VERIFY_IS_APPROX(DenseMatrix(mbl), rb); |
| } |
| |
| // SparseVector rhs (sets CompressedAccessBit but its outerIndexPtr() is null) |
| { |
| DenseVector rv = DenseVector::Zero(rows); |
| SparseVector<Scalar> vb(rows); |
| for (Index i = 0; i < rows; ++i) |
| if (internal::random<int>(0, 2) == 0) { |
| Scalar s = internal::random<Scalar>(); |
| vb.coeffRef(i) = s; |
| rv(i) = s; |
| } |
| DenseVector rref = refMatG.template triangularView<Lower>().solve(rv); |
| SparseVector<Scalar> vx = vb; |
| mg.template triangularView<Lower>().solveInPlace(vx); |
| VERIFY_IS_APPROX(DenseVector(vx), rref); |
| } |
| |
| // explicitly-stored zero rhs entries must not expand into stored zeros: the reach |
| // is a structural bound, so a zero rhs coefficient (or one that cancels to zero) |
| // is pruned at insertion rather than materialized across the whole reach. |
| { |
| SparseMatrix<Scalar> mb(rows, matB.cols()); |
| DenseMatrix rb = DenseMatrix::Zero(rows, matB.cols()); |
| for (Index c = 0; c < mb.cols(); ++c) |
| for (Index i = 0; i < rows; ++i) |
| if (internal::random<int>(0, 3) == 0) { |
| Scalar s = internal::random<int>(0, 2) == 0 ? Scalar(0) : internal::random<Scalar>(); // some explicit 0 |
| mb.insert(i, c) = s; |
| rb(i, c) = s; |
| } |
| mb.makeCompressed(); |
| refMatG.template triangularView<Lower>().solveInPlace(rb); |
| mg.template triangularView<Lower>().solveInPlace(mb); |
| VERIFY_IS_APPROX(mb.toDense(), rb); |
| for (Index c = 0; c < mb.cols(); ++c) |
| for (typename SparseMatrix<Scalar>::InnerIterator it(mb, c); it; ++it) |
| VERIFY(!numext::is_exactly_zero(it.value())); // no stored zeros |
| } |
| |
| // A reached column with no stored diagonal (non-unit) is out of contract: it must |
| // assert in debug on every path (pointer/iterator x lower/upper), rather than the |
| // failure being silently keyed to has_compressed_access. In release these divide by |
| // zero -> inf/NaN with no out-of-bounds read (covered by the sanitizer drivers). |
| { |
| SparseMatrix<Scalar> us(3, 3); |
| us.insert(0, 1) = Scalar(1); |
| us.insert(1, 1) = Scalar(2); |
| us.insert(2, 2) = Scalar(3); |
| us.makeCompressed(); // column 0 empty -> reached from rhs(0) but no diagonal |
| SparseMatrix<Scalar> ub(3, 1); |
| ub.insert(0, 0) = Scalar(1); |
| ub.makeCompressed(); |
| SparseMatrix<Scalar> up = ub, ui = ub; |
| VERIFY_RAISES_ASSERT(us.template triangularView<Upper>().solveInPlace(up)); // pointer upper |
| VERIFY_RAISES_ASSERT((Scalar(1) * us).template triangularView<Upper>().solveInPlace(ui)); // iterator upper |
| |
| SparseMatrix<Scalar> ls(3, 3); |
| ls.insert(0, 0) = Scalar(2); |
| ls.insert(1, 1) = Scalar(3); |
| ls.makeCompressed(); // column 2 empty (last) -> reached from rhs(2) but no diagonal |
| SparseMatrix<Scalar> lb(3, 1); |
| lb.insert(2, 0) = Scalar(1); |
| lb.makeCompressed(); |
| SparseMatrix<Scalar> lp = lb, li = lb; |
| VERIFY_RAISES_ASSERT(ls.template triangularView<Lower>().solveInPlace(lp)); // pointer lower |
| VERIFY_RAISES_ASSERT((Scalar(1) * ls).template triangularView<Lower>().solveInPlace(li)); // iterator lower |
| } |
| |
| // mixed-scalar rhs: a real lhs applied to a rhs must accumulate in the rhs scalar. |
| // For real Scalar this is the ordinary path; for complex Scalar it is the |
| // real-factor / complex-data case that must both compile and be correct. |
| { |
| typedef typename NumTraits<Scalar>::Real Real; |
| SparseMatrix<Real> mr(rows, rows); |
| Matrix<Real, Dynamic, Dynamic> refMatR = Matrix<Real, Dynamic, Dynamic>::Zero(rows, rows); |
| initSparse<Real>(density, refMatR, mr, ForceNonZeroDiag); |
| DenseMatrix rb = refMatB; |
| SparseMatrix<Scalar> mb = matB; |
| refMatR.template cast<Scalar>().template triangularView<Lower>().solveInPlace(rb); |
| mr.template triangularView<Lower>().solveInPlace(mb); // SparseMatrix<Real> lhs, <Scalar> rhs |
| VERIFY_IS_APPROX(mb.toDense(), rb); |
| } |
| } |
| |
| // test deprecated API |
| initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag | MakeLowerTriangular, &zeroCoords, &nonzeroCoords); |
| VERIFY_IS_APPROX(refMat2.template triangularView<Lower>().solve(vec2), |
| m2.template triangularView<Lower>().solve(vec3)); |
| |
| // test empty triangular matrix |
| { |
| m2.resize(0, 0); |
| refMatB.resize(0, refMatB.cols()); |
| DenseMatrix res = m2.template triangularView<Lower>().solve(refMatB); |
| VERIFY_IS_EQUAL(res.rows(), 0); |
| VERIFY_IS_EQUAL(res.cols(), refMatB.cols()); |
| res = refMatB; |
| m2.template triangularView<Lower>().solveInPlace(res); |
| VERIFY_IS_EQUAL(res.rows(), 0); |
| VERIFY_IS_EQUAL(res.cols(), refMatB.cols()); |
| } |
| } |
| } |
| |
| EIGEN_DECLARE_TEST(sparse_solvers) { |
| for (int i = 0; i < g_repeat; i++) { |
| CALL_SUBTEST_1(sparse_solvers<double>(8, 8)); |
| int s = internal::random<int>(1, 300); |
| CALL_SUBTEST_2(sparse_solvers<std::complex<double> >(s, s)); |
| CALL_SUBTEST_1(sparse_solvers<double>(s, s)); |
| } |
| } |