template<typename Scalar> void sparse_lu(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;
DenseVector vec1 = DenseVector::Random(rows);
std::vector<Vector2i> zeroCoords;
std::vector<Vector2i> nonzeroCoords;
SparseMatrix<Scalar> m2(rows, cols);
DenseMatrix refMat2(rows, cols);
DenseVector b = DenseVector::Random(cols);
DenseVector refX(cols), x(cols);
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag, &zeroCoords, &nonzeroCoords);
FullPivLU<DenseMatrix> refLu(refMat2);
refX = refLu.solve(b);
#if defined(EIGEN_SUPERLU_SUPPORT) || defined(EIGEN_UMFPACK_SUPPORT)
Scalar refDet = refLu.determinant();
#endif
x.setZero();
// // SparseLU<SparseMatrix<Scalar> > (m2).solve(b,&x);
// // VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LU: default");
#ifdef EIGEN_UMFPACK_SUPPORT
{
// check solve
x.setZero();
SparseLU<SparseMatrix<Scalar>,UmfPack> lu(m2);
VERIFY(lu.succeeded() && "umfpack LU decomposition failed");
VERIFY(lu.solve(b,&x) && "umfpack LU solving failed");
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LU: umfpack");
VERIFY_IS_APPROX(refDet,lu.determinant());
// TODO check the extracted data
//std::cerr << slu.matrixL() << "\n";
}
#endif
#ifdef EIGEN_SUPERLU_SUPPORT
{
x.setZero();
SparseLU<SparseMatrix<Scalar>,SuperLU> slu(m2);
if (slu.succeeded())
{
if (slu.solve(b,&x)) {
VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LU: SuperLU");
}
// std::cerr << refDet << " == " << slu.determinant() << "\n";
if (slu.solve(b, &x, SvTranspose)) {
VERIFY(b.isApprox(m2.transpose() * x, test_precision<Scalar>()));
}
if (slu.solve(b, &x, SvAdjoint)) {
VERIFY(b.isApprox(m2.adjoint() * x, test_precision<Scalar>()));
}
if (!NumTraits<Scalar>::IsComplex) {
VERIFY_IS_APPROX(refDet,slu.determinant()); // FIXME det is not very stable for complex
}
}
}
#endif
}
