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1 #include "main.h"
2 #include <Eigen/MPRealSupport>
3 #include <Eigen/LU>
4 #include <Eigen/Eigenvalues>
5 #include <sstream>
6 
7 using namespace mpfr;
8 using namespace Eigen;
9 
test_mpreal_support()10 void test_mpreal_support()
11 {
12   // set precision to 256 bits (double has only 53 bits)
13   mpreal::set_default_prec(256);
14   typedef Matrix<mpreal,Eigen::Dynamic,Eigen::Dynamic> MatrixXmp;
15 
16   std::cerr << "epsilon =         " << NumTraits<mpreal>::epsilon() << "\n";
17   std::cerr << "dummy_precision = " << NumTraits<mpreal>::dummy_precision() << "\n";
18   std::cerr << "highest =         " << NumTraits<mpreal>::highest() << "\n";
19   std::cerr << "lowest =          " << NumTraits<mpreal>::lowest() << "\n";
20 
21   for(int i = 0; i < g_repeat; i++) {
22     int s = Eigen::internal::random<int>(1,100);
23     MatrixXmp A = MatrixXmp::Random(s,s);
24     MatrixXmp B = MatrixXmp::Random(s,s);
25     MatrixXmp S = A.adjoint() * A;
26     MatrixXmp X;
27 
28     // Basic stuffs
29     VERIFY_IS_APPROX(A.real(), A);
30     VERIFY(Eigen::internal::isApprox(A.array().abs2().sum(), A.squaredNorm()));
31     VERIFY_IS_APPROX(A.array().exp(),         exp(A.array()));
32     VERIFY_IS_APPROX(A.array().abs2().sqrt(), A.array().abs());
33     VERIFY_IS_APPROX(A.array().sin(),         sin(A.array()));
34     VERIFY_IS_APPROX(A.array().cos(),         cos(A.array()));
35 
36 
37     // Cholesky
38     X = S.selfadjointView<Lower>().llt().solve(B);
39     VERIFY_IS_APPROX((S.selfadjointView<Lower>()*X).eval(),B);
40 
41     // partial LU
42     X = A.lu().solve(B);
43     VERIFY_IS_APPROX((A*X).eval(),B);
44 
45     // symmetric eigenvalues
46     SelfAdjointEigenSolver<MatrixXmp> eig(S);
47     VERIFY_IS_EQUAL(eig.info(), Success);
48     VERIFY( (S.selfadjointView<Lower>() * eig.eigenvectors()).isApprox(eig.eigenvectors() * eig.eigenvalues().asDiagonal(), NumTraits<mpreal>::dummy_precision()*1e3) );
49   }
50 
51   {
52     MatrixXmp A(8,3); A.setRandom();
53     // test output (interesting things happen in this code)
54     std::stringstream stream;
55     stream << A;
56   }
57 }
58