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>
generate_sparse_rectangular_problem(MatrixType & A,DenseMat & dA,int maxRows=300,int maxCols=300)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
test_spqr_scalar()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 }
test_spqr_support()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 }
65