Пример #1
0
template<typename Scalar> void sparse_llt(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;

    // TODO fix the issue with complex (see SparseLLT::solveInPlace)
    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|MakeLowerTriangular, 0, 0);
    for(int i=0; i<rows; ++i)
      m2.coeffRef(i,i) = refMat2(i,i) = ei_abs(ei_real(refMat2(i,i)));

    refX = refMat2.template selfadjointView<Lower>().llt().solve(b);
    if (!NumTraits<Scalar>::IsComplex)
    {
      x = b;
      SparseLLT<SparseMatrix<Scalar> > (m2).solveInPlace(x);
      VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: default");
    }
    #ifdef EIGEN_CHOLMOD_SUPPORT
    x = b;
    SparseLLT<SparseMatrix<Scalar> ,Cholmod>(m2).solveInPlace(x);
    VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod");
    #endif

    #ifdef EIGEN_TAUCS_SUPPORT
    // TODO fix TAUCS with complexes
    if (!NumTraits<Scalar>::IsComplex)
    {
      x = b;
//       SparseLLT<SparseMatrix<Scalar> ,Taucs>(m2,IncompleteFactorization).solveInPlace(x);
//       VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (IncompleteFactorization)");

      x = b;
      SparseLLT<SparseMatrix<Scalar> ,Taucs>(m2,SupernodalMultifrontal).solveInPlace(x);
      VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalMultifrontal)");
      x = b;
      SparseLLT<SparseMatrix<Scalar> ,Taucs>(m2,SupernodalLeftLooking).solveInPlace(x);
      VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalLeftLooking)");
    }
    #endif
}
Пример #2
0
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

}
Пример #3
0
template<typename SparseMatrixType> void sparse_basic(const SparseMatrixType& ref)
{
  typedef typename SparseMatrixType::Index Index;

  const Index rows = ref.rows();
  const Index cols = ref.cols();
  typedef typename SparseMatrixType::Scalar Scalar;
  enum { Flags = SparseMatrixType::Flags };

  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;

  SparseMatrixType m(rows, cols);
  DenseMatrix refMat = DenseMatrix::Zero(rows, cols);
  DenseVector vec1 = DenseVector::Random(rows);
  Scalar s1 = internal::random<Scalar>();

  std::vector<Vector2i> zeroCoords;
  std::vector<Vector2i> nonzeroCoords;
  initSparse<Scalar>(density, refMat, m, 0, &zeroCoords, &nonzeroCoords);

  if (zeroCoords.size()==0 || nonzeroCoords.size()==0)
    return;

  // test coeff and coeffRef
  for (int i=0; i<(int)zeroCoords.size(); ++i)
  {
    VERIFY_IS_MUCH_SMALLER_THAN( m.coeff(zeroCoords[i].x(),zeroCoords[i].y()), eps );
    if(internal::is_same<SparseMatrixType,SparseMatrix<Scalar,Flags> >::value)
      VERIFY_RAISES_ASSERT( m.coeffRef(zeroCoords[0].x(),zeroCoords[0].y()) = 5 );
  }
  VERIFY_IS_APPROX(m, refMat);

  m.coeffRef(nonzeroCoords[0].x(), nonzeroCoords[0].y()) = Scalar(5);
  refMat.coeffRef(nonzeroCoords[0].x(), nonzeroCoords[0].y()) = Scalar(5);

  VERIFY_IS_APPROX(m, refMat);
  /*
  // test InnerIterators and Block expressions
  for (int t=0; t<10; ++t)
  {
    int j = internal::random<int>(0,cols-1);
    int i = internal::random<int>(0,rows-1);
    int w = internal::random<int>(1,cols-j-1);
    int h = internal::random<int>(1,rows-i-1);

//     VERIFY_IS_APPROX(m.block(i,j,h,w), refMat.block(i,j,h,w));
    for(int c=0; c<w; c++)
    {
      VERIFY_IS_APPROX(m.block(i,j,h,w).col(c), refMat.block(i,j,h,w).col(c));
      for(int r=0; r<h; r++)
      {
//         VERIFY_IS_APPROX(m.block(i,j,h,w).col(c).coeff(r), refMat.block(i,j,h,w).col(c).coeff(r));
      }
    }
//     for(int r=0; r<h; r++)
//     {
//       VERIFY_IS_APPROX(m.block(i,j,h,w).row(r), refMat.block(i,j,h,w).row(r));
//       for(int c=0; c<w; c++)
//       {
//         VERIFY_IS_APPROX(m.block(i,j,h,w).row(r).coeff(c), refMat.block(i,j,h,w).row(r).coeff(c));
//       }
//     }
  }

  for(int c=0; c<cols; c++)
  {
    VERIFY_IS_APPROX(m.col(c) + m.col(c), (m + m).col(c));
    VERIFY_IS_APPROX(m.col(c) + m.col(c), refMat.col(c) + refMat.col(c));
  }

  for(int r=0; r<rows; r++)
  {
    VERIFY_IS_APPROX(m.row(r) + m.row(r), (m + m).row(r));
    VERIFY_IS_APPROX(m.row(r) + m.row(r), refMat.row(r) + refMat.row(r));
  }
  */

    // test insert (inner random)
    {
      DenseMatrix m1(rows,cols);
      m1.setZero();
      SparseMatrixType m2(rows,cols);
      m2.reserve(10);
      for (int j=0; j<cols; ++j)
      {
        for (int k=0; k<rows/2; ++k)
        {
          int i = internal::random<int>(0,rows-1);
          if (m1.coeff(i,j)==Scalar(0))
            m2.insert(i,j) = m1(i,j) = internal::random<Scalar>();
        }
      }
      m2.finalize();
      VERIFY_IS_APPROX(m2,m1);
    }

    // test insert (fully random)
    {
      DenseMatrix m1(rows,cols);
      m1.setZero();
      SparseMatrixType m2(rows,cols);
      m2.reserve(10);
      for (int k=0; k<rows*cols; ++k)
      {
        int i = internal::random<int>(0,rows-1);
        int j = internal::random<int>(0,cols-1);
        if (m1.coeff(i,j)==Scalar(0))
          m2.insert(i,j) = m1(i,j) = internal::random<Scalar>();
      }
      m2.finalize();
      VERIFY_IS_APPROX(m2,m1);
    }

  // test basic computations
  {
    DenseMatrix refM1 = DenseMatrix::Zero(rows, rows);
    DenseMatrix refM2 = DenseMatrix::Zero(rows, rows);
    DenseMatrix refM3 = DenseMatrix::Zero(rows, rows);
    DenseMatrix refM4 = DenseMatrix::Zero(rows, rows);
    SparseMatrixType m1(rows, rows);
    SparseMatrixType m2(rows, rows);
    SparseMatrixType m3(rows, rows);
    SparseMatrixType m4(rows, rows);
    initSparse<Scalar>(density, refM1, m1);
    initSparse<Scalar>(density, refM2, m2);
    initSparse<Scalar>(density, refM3, m3);
    initSparse<Scalar>(density, refM4, m4);

    VERIFY_IS_APPROX(m1+m2, refM1+refM2);
    VERIFY_IS_APPROX(m1+m2+m3, refM1+refM2+refM3);
    VERIFY_IS_APPROX(m3.cwiseProduct(m1+m2), refM3.cwiseProduct(refM1+refM2));
    VERIFY_IS_APPROX(m1*s1-m2, refM1*s1-refM2);

    VERIFY_IS_APPROX(m1*=s1, refM1*=s1);
    VERIFY_IS_APPROX(m1/=s1, refM1/=s1);

    VERIFY_IS_APPROX(m1+=m2, refM1+=refM2);
    VERIFY_IS_APPROX(m1-=m2, refM1-=refM2);

    VERIFY_IS_APPROX(m1.col(0).dot(refM2.row(0)), refM1.col(0).dot(refM2.row(0)));

    refM4.setRandom();
    // sparse cwise* dense
    VERIFY_IS_APPROX(m3.cwiseProduct(refM4), refM3.cwiseProduct(refM4));
//     VERIFY_IS_APPROX(m3.cwise()/refM4, refM3.cwise()/refM4);
  }

  // test transpose
  {
    DenseMatrix refMat2 = DenseMatrix::Zero(rows, rows);
    SparseMatrixType m2(rows, rows);
    initSparse<Scalar>(density, refMat2, m2);
    VERIFY_IS_APPROX(m2.transpose().eval(), refMat2.transpose().eval());
    VERIFY_IS_APPROX(m2.transpose(), refMat2.transpose());

    VERIFY_IS_APPROX(SparseMatrixType(m2.adjoint()), refMat2.adjoint());
  }

  // test innerVector()
  {
    DenseMatrix refMat2 = DenseMatrix::Zero(rows, rows);
    SparseMatrixType m2(rows, rows);
    initSparse<Scalar>(density, refMat2, m2);
    int j0 = internal::random(0,rows-1);
    int j1 = internal::random(0,rows-1);
    VERIFY_IS_APPROX(m2.innerVector(j0), refMat2.col(j0));
    VERIFY_IS_APPROX(m2.innerVector(j0)+m2.innerVector(j1), refMat2.col(j0)+refMat2.col(j1));
    //m2.innerVector(j0) = 2*m2.innerVector(j1);
    //refMat2.col(j0) = 2*refMat2.col(j1);
    //VERIFY_IS_APPROX(m2, refMat2);
  }

  // test innerVectors()
  {
    DenseMatrix refMat2 = DenseMatrix::Zero(rows, rows);
    SparseMatrixType m2(rows, rows);
    initSparse<Scalar>(density, refMat2, m2);
    int j0 = internal::random(0,rows-2);
    int j1 = internal::random(0,rows-2);
    int n0 = internal::random<int>(1,rows-(std::max)(j0,j1));
    VERIFY_IS_APPROX(m2.innerVectors(j0,n0), refMat2.block(0,j0,rows,n0));
    VERIFY_IS_APPROX(m2.innerVectors(j0,n0)+m2.innerVectors(j1,n0),
                     refMat2.block(0,j0,rows,n0)+refMat2.block(0,j1,rows,n0));
    //m2.innerVectors(j0,n0) = m2.innerVectors(j0,n0) + m2.innerVectors(j1,n0);
    //refMat2.block(0,j0,rows,n0) = refMat2.block(0,j0,rows,n0) + refMat2.block(0,j1,rows,n0);
  }

  // test prune
  {
    SparseMatrixType m2(rows, rows);
    DenseMatrix refM2(rows, rows);
    refM2.setZero();
    int countFalseNonZero = 0;
    int countTrueNonZero = 0;
    for (int j=0; j<m2.outerSize(); ++j)
    {
      m2.startVec(j);
      for (int i=0; i<m2.innerSize(); ++i)
      {
        float x = internal::random<float>(0,1);
        if (x<0.1)
        {
          // do nothing
        }
        else if (x<0.5)
        {
          countFalseNonZero++;
          m2.insertBackByOuterInner(j,i) = Scalar(0);
        }
        else
        {
          countTrueNonZero++;
          m2.insertBackByOuterInner(j,i) = refM2(i,j) = Scalar(1);
        }
      }
    }
    m2.finalize();
    VERIFY(countFalseNonZero+countTrueNonZero == m2.nonZeros());
    VERIFY_IS_APPROX(m2, refM2);
    m2.prune(Scalar(1));
    VERIFY(countTrueNonZero==m2.nonZeros());
    VERIFY_IS_APPROX(m2, refM2);
  }

  // test selfadjointView
  {
    DenseMatrix refMat2(rows, rows), refMat3(rows, rows);
    SparseMatrixType m2(rows, rows), m3(rows, rows);
    initSparse<Scalar>(density, refMat2, m2);
    refMat3 = refMat2.template selfadjointView<Lower>();
    m3 = m2.template selfadjointView<Lower>();
    VERIFY_IS_APPROX(m3, refMat3);
  }

  // test sparseView
  {
    DenseMatrix refMat2 = DenseMatrix::Zero(rows, rows);
    SparseMatrixType m2(rows, rows);
    initSparse<Scalar>(density, refMat2, m2);
    VERIFY_IS_APPROX(m2.eval(), refMat2.sparseView().eval());
  }
}
Пример #4
0
template<typename SparseMatrixType> void sparse_basic(const SparseMatrixType& ref)
{
  typedef typename SparseMatrixType::StorageIndex StorageIndex;
  typedef Matrix<StorageIndex,2,1> Vector2;
  
  const Index rows = ref.rows();
  const Index cols = ref.cols();
  //const Index inner = ref.innerSize();
  //const Index outer = ref.outerSize();

  typedef typename SparseMatrixType::Scalar Scalar;
  enum { Flags = SparseMatrixType::Flags };

  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;

  Scalar s1 = internal::random<Scalar>();
  {
    SparseMatrixType m(rows, cols);
    DenseMatrix refMat = DenseMatrix::Zero(rows, cols);
    DenseVector vec1 = DenseVector::Random(rows);

    std::vector<Vector2> zeroCoords;
    std::vector<Vector2> nonzeroCoords;
    initSparse<Scalar>(density, refMat, m, 0, &zeroCoords, &nonzeroCoords);

    // test coeff and coeffRef
    for (std::size_t i=0; i<zeroCoords.size(); ++i)
    {
      VERIFY_IS_MUCH_SMALLER_THAN( m.coeff(zeroCoords[i].x(),zeroCoords[i].y()), eps );
      if(internal::is_same<SparseMatrixType,SparseMatrix<Scalar,Flags> >::value)
        VERIFY_RAISES_ASSERT( m.coeffRef(zeroCoords[i].x(),zeroCoords[i].y()) = 5 );
    }
    VERIFY_IS_APPROX(m, refMat);

    if(!nonzeroCoords.empty()) {
      m.coeffRef(nonzeroCoords[0].x(), nonzeroCoords[0].y()) = Scalar(5);
      refMat.coeffRef(nonzeroCoords[0].x(), nonzeroCoords[0].y()) = Scalar(5);
    }

    VERIFY_IS_APPROX(m, refMat);

      // test assertion
      VERIFY_RAISES_ASSERT( m.coeffRef(-1,1) = 0 );
      VERIFY_RAISES_ASSERT( m.coeffRef(0,m.cols()) = 0 );
    }

    // test insert (inner random)
    {
      DenseMatrix m1(rows,cols);
      m1.setZero();
      SparseMatrixType m2(rows,cols);
      bool call_reserve = internal::random<int>()%2;
      Index nnz = internal::random<int>(1,int(rows)/2);
      if(call_reserve)
      {
        if(internal::random<int>()%2)
          m2.reserve(VectorXi::Constant(m2.outerSize(), int(nnz)));
        else
          m2.reserve(m2.outerSize() * nnz);
      }
      g_realloc_count = 0;
      for (Index j=0; j<cols; ++j)
      {
        for (Index k=0; k<nnz; ++k)
        {
          Index i = internal::random<Index>(0,rows-1);
          if (m1.coeff(i,j)==Scalar(0))
            m2.insert(i,j) = m1(i,j) = internal::random<Scalar>();
        }
      }
      
      if(call_reserve && !SparseMatrixType::IsRowMajor)
      {
        VERIFY(g_realloc_count==0);
      }
      
      m2.finalize();
      VERIFY_IS_APPROX(m2,m1);
    }

    // test insert (fully random)
    {
      DenseMatrix m1(rows,cols);
      m1.setZero();
      SparseMatrixType m2(rows,cols);
      if(internal::random<int>()%2)
        m2.reserve(VectorXi::Constant(m2.outerSize(), 2));
      for (int k=0; k<rows*cols; ++k)
      {
        Index i = internal::random<Index>(0,rows-1);
        Index j = internal::random<Index>(0,cols-1);
        if ((m1.coeff(i,j)==Scalar(0)) && (internal::random<int>()%2))
          m2.insert(i,j) = m1(i,j) = internal::random<Scalar>();
        else
        {
          Scalar v = internal::random<Scalar>();
          m2.coeffRef(i,j) += v;
          m1(i,j) += v;
        }
      }
      VERIFY_IS_APPROX(m2,m1);
    }
    
    // test insert (un-compressed)
    for(int mode=0;mode<4;++mode)
    {
      DenseMatrix m1(rows,cols);
      m1.setZero();
      SparseMatrixType m2(rows,cols);
      VectorXi r(VectorXi::Constant(m2.outerSize(), ((mode%2)==0) ? int(m2.innerSize()) : std::max<int>(1,int(m2.innerSize())/8)));
      m2.reserve(r);
      for (Index k=0; k<rows*cols; ++k)
      {
        Index i = internal::random<Index>(0,rows-1);
        Index j = internal::random<Index>(0,cols-1);
        if (m1.coeff(i,j)==Scalar(0))
          m2.insert(i,j) = m1(i,j) = internal::random<Scalar>();
        if(mode==3)
          m2.reserve(r);
      }
      if(internal::random<int>()%2)
        m2.makeCompressed();
      VERIFY_IS_APPROX(m2,m1);
    }

  // test basic computations
  {
    DenseMatrix refM1 = DenseMatrix::Zero(rows, cols);
    DenseMatrix refM2 = DenseMatrix::Zero(rows, cols);
    DenseMatrix refM3 = DenseMatrix::Zero(rows, cols);
    DenseMatrix refM4 = DenseMatrix::Zero(rows, cols);
    SparseMatrixType m1(rows, cols);
    SparseMatrixType m2(rows, cols);
    SparseMatrixType m3(rows, cols);
    SparseMatrixType m4(rows, cols);
    initSparse<Scalar>(density, refM1, m1);
    initSparse<Scalar>(density, refM2, m2);
    initSparse<Scalar>(density, refM3, m3);
    initSparse<Scalar>(density, refM4, m4);

    if(internal::random<bool>())
      m1.makeCompressed();

    VERIFY_IS_APPROX(m1*s1, refM1*s1);
    VERIFY_IS_APPROX(m1+m2, refM1+refM2);
    VERIFY_IS_APPROX(m1+m2+m3, refM1+refM2+refM3);
    VERIFY_IS_APPROX(m3.cwiseProduct(m1+m2), refM3.cwiseProduct(refM1+refM2));
    VERIFY_IS_APPROX(m1*s1-m2, refM1*s1-refM2);

    if(SparseMatrixType::IsRowMajor)
      VERIFY_IS_APPROX(m1.innerVector(0).dot(refM2.row(0)), refM1.row(0).dot(refM2.row(0)));
    else
      VERIFY_IS_APPROX(m1.innerVector(0).dot(refM2.col(0)), refM1.col(0).dot(refM2.col(0)));
    
    DenseVector rv = DenseVector::Random(m1.cols());
    DenseVector cv = DenseVector::Random(m1.rows());
    Index r = internal::random<Index>(0,m1.rows()-2);
    Index c = internal::random<Index>(0,m1.cols()-1);
    VERIFY_IS_APPROX(( m1.template block<1,Dynamic>(r,0,1,m1.cols()).dot(rv)) , refM1.row(r).dot(rv));
    VERIFY_IS_APPROX(m1.row(r).dot(rv), refM1.row(r).dot(rv));
    VERIFY_IS_APPROX(m1.col(c).dot(cv), refM1.col(c).dot(cv));

    VERIFY_IS_APPROX(m1.conjugate(), refM1.conjugate());
    VERIFY_IS_APPROX(m1.real(), refM1.real());

    refM4.setRandom();
    // sparse cwise* dense
    VERIFY_IS_APPROX(m3.cwiseProduct(refM4), refM3.cwiseProduct(refM4));
    // dense cwise* sparse
    VERIFY_IS_APPROX(refM4.cwiseProduct(m3), refM4.cwiseProduct(refM3));
//     VERIFY_IS_APPROX(m3.cwise()/refM4, refM3.cwise()/refM4);

    VERIFY_IS_APPROX(refM4 + m3, refM4 + refM3);
    VERIFY_IS_APPROX(m3 + refM4, refM3 + refM4);
    VERIFY_IS_APPROX(refM4 - m3, refM4 - refM3);
    VERIFY_IS_APPROX(m3 - refM4, refM3 - refM4);

    VERIFY_IS_APPROX(m1.sum(), refM1.sum());

    VERIFY_IS_APPROX(m1*=s1, refM1*=s1);
    VERIFY_IS_APPROX(m1/=s1, refM1/=s1);

    VERIFY_IS_APPROX(m1+=m2, refM1+=refM2);
    VERIFY_IS_APPROX(m1-=m2, refM1-=refM2);

    // test aliasing
    VERIFY_IS_APPROX((m1 = -m1), (refM1 = -refM1));
    VERIFY_IS_APPROX((m1 = m1.transpose()), (refM1 = refM1.transpose().eval()));
    VERIFY_IS_APPROX((m1 = -m1.transpose()), (refM1 = -refM1.transpose().eval()));
    VERIFY_IS_APPROX((m1 += -m1), (refM1 += -refM1));

    if(m1.isCompressed())
    {
      VERIFY_IS_APPROX(m1.coeffs().sum(), m1.sum());
      m1.coeffs() += s1;
      for(Index j = 0; j<m1.outerSize(); ++j)
        for(typename SparseMatrixType::InnerIterator it(m1,j); it; ++it)
          refM1(it.row(), it.col()) += s1;
      VERIFY_IS_APPROX(m1, refM1);
    }

    // and/or
    {
      typedef SparseMatrix<bool, SparseMatrixType::Options, typename SparseMatrixType::StorageIndex> SpBool;
      SpBool mb1 = m1.real().template cast<bool>();
      SpBool mb2 = m2.real().template cast<bool>();
      VERIFY_IS_EQUAL(mb1.template cast<int>().sum(), refM1.real().template cast<bool>().count());
      VERIFY_IS_EQUAL((mb1 && mb2).template cast<int>().sum(), (refM1.real().template cast<bool>() && refM2.real().template cast<bool>()).count());
      VERIFY_IS_EQUAL((mb1 || mb2).template cast<int>().sum(), (refM1.real().template cast<bool>() || refM2.real().template cast<bool>()).count());
      SpBool mb3 = mb1 && mb2;
      if(mb1.coeffs().all() && mb2.coeffs().all())
      {
        VERIFY_IS_EQUAL(mb3.nonZeros(), (refM1.real().template cast<bool>() && refM2.real().template cast<bool>()).count());
      }
    }
  }

  // test reverse iterators
  {
    DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols);
    SparseMatrixType m2(rows, cols);
    initSparse<Scalar>(density, refMat2, m2);
    std::vector<Scalar> ref_value(m2.innerSize());
    std::vector<Index> ref_index(m2.innerSize());
    if(internal::random<bool>())
      m2.makeCompressed();
    for(Index j = 0; j<m2.outerSize(); ++j)
    {
      Index count_forward = 0;

      for(typename SparseMatrixType::InnerIterator it(m2,j); it; ++it)
      {
        ref_value[ref_value.size()-1-count_forward] = it.value();
        ref_index[ref_index.size()-1-count_forward] = it.index();
        count_forward++;
      }
      Index count_reverse = 0;
      for(typename SparseMatrixType::ReverseInnerIterator it(m2,j); it; --it)
      {
        VERIFY_IS_APPROX( std::abs(ref_value[ref_value.size()-count_forward+count_reverse])+1, std::abs(it.value())+1);
        VERIFY_IS_EQUAL( ref_index[ref_index.size()-count_forward+count_reverse] , it.index());
        count_reverse++;
      }
      VERIFY_IS_EQUAL(count_forward, count_reverse);
    }
  }

  // test transpose
  {
    DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols);
    SparseMatrixType m2(rows, cols);
    initSparse<Scalar>(density, refMat2, m2);
    VERIFY_IS_APPROX(m2.transpose().eval(), refMat2.transpose().eval());
    VERIFY_IS_APPROX(m2.transpose(), refMat2.transpose());

    VERIFY_IS_APPROX(SparseMatrixType(m2.adjoint()), refMat2.adjoint());
    
    // check isApprox handles opposite storage order
    typename Transpose<SparseMatrixType>::PlainObject m3(m2);
    VERIFY(m2.isApprox(m3));
  }

  // test prune
  {
    SparseMatrixType m2(rows, cols);
    DenseMatrix refM2(rows, cols);
    refM2.setZero();
    int countFalseNonZero = 0;
    int countTrueNonZero = 0;
    m2.reserve(VectorXi::Constant(m2.outerSize(), int(m2.innerSize())));
    for (Index j=0; j<m2.cols(); ++j)
    {
      for (Index i=0; i<m2.rows(); ++i)
      {
        float x = internal::random<float>(0,1);
        if (x<0.1f)
        {
          // do nothing
        }
        else if (x<0.5f)
        {
          countFalseNonZero++;
          m2.insert(i,j) = Scalar(0);
        }
        else
        {
          countTrueNonZero++;
          m2.insert(i,j) = Scalar(1);
          refM2(i,j) = Scalar(1);
        }
      }
    }
    if(internal::random<bool>())
      m2.makeCompressed();
    VERIFY(countFalseNonZero+countTrueNonZero == m2.nonZeros());
    if(countTrueNonZero>0)
      VERIFY_IS_APPROX(m2, refM2);
    m2.prune(Scalar(1));
    VERIFY(countTrueNonZero==m2.nonZeros());
    VERIFY_IS_APPROX(m2, refM2);
  }

  // test setFromTriplets
  {
    typedef Triplet<Scalar,StorageIndex> TripletType;
    std::vector<TripletType> triplets;
    Index ntriplets = rows*cols;
    triplets.reserve(ntriplets);
    DenseMatrix refMat_sum  = DenseMatrix::Zero(rows,cols);
    DenseMatrix refMat_prod = DenseMatrix::Zero(rows,cols);
    DenseMatrix refMat_last = DenseMatrix::Zero(rows,cols);

    for(Index i=0;i<ntriplets;++i)
    {
      StorageIndex r = internal::random<StorageIndex>(0,StorageIndex(rows-1));
      StorageIndex c = internal::random<StorageIndex>(0,StorageIndex(cols-1));
      Scalar v = internal::random<Scalar>();
      triplets.push_back(TripletType(r,c,v));
      refMat_sum(r,c) += v;
      if(std::abs(refMat_prod(r,c))==0)
        refMat_prod(r,c) = v;
      else
        refMat_prod(r,c) *= v;
      refMat_last(r,c) = v;
    }
    SparseMatrixType m(rows,cols);
    m.setFromTriplets(triplets.begin(), triplets.end());
    VERIFY_IS_APPROX(m, refMat_sum);

    m.setFromTriplets(triplets.begin(), triplets.end(), std::multiplies<Scalar>());
    VERIFY_IS_APPROX(m, refMat_prod);
#if (defined(__cplusplus) && __cplusplus >= 201103L)
    m.setFromTriplets(triplets.begin(), triplets.end(), [] (Scalar,Scalar b) { return b; });
    VERIFY_IS_APPROX(m, refMat_last);
#endif
  }
  
  // test Map
  {
    DenseMatrix refMat2(rows, cols), refMat3(rows, cols);
    SparseMatrixType m2(rows, cols), m3(rows, cols);
    initSparse<Scalar>(density, refMat2, m2);
    initSparse<Scalar>(density, refMat3, m3);
    {
      Map<SparseMatrixType> mapMat2(m2.rows(), m2.cols(), m2.nonZeros(), m2.outerIndexPtr(), m2.innerIndexPtr(), m2.valuePtr(), m2.innerNonZeroPtr());
      Map<SparseMatrixType> mapMat3(m3.rows(), m3.cols(), m3.nonZeros(), m3.outerIndexPtr(), m3.innerIndexPtr(), m3.valuePtr(), m3.innerNonZeroPtr());
      VERIFY_IS_APPROX(mapMat2+mapMat3, refMat2+refMat3);
      VERIFY_IS_APPROX(mapMat2+mapMat3, refMat2+refMat3);
    }
    {
      MappedSparseMatrix<Scalar,SparseMatrixType::Options,StorageIndex> mapMat2(m2.rows(), m2.cols(), m2.nonZeros(), m2.outerIndexPtr(), m2.innerIndexPtr(), m2.valuePtr(), m2.innerNonZeroPtr());
      MappedSparseMatrix<Scalar,SparseMatrixType::Options,StorageIndex> mapMat3(m3.rows(), m3.cols(), m3.nonZeros(), m3.outerIndexPtr(), m3.innerIndexPtr(), m3.valuePtr(), m3.innerNonZeroPtr());
      VERIFY_IS_APPROX(mapMat2+mapMat3, refMat2+refMat3);
      VERIFY_IS_APPROX(mapMat2+mapMat3, refMat2+refMat3);
    }

    Index i = internal::random<Index>(0,rows-1);
    Index j = internal::random<Index>(0,cols-1);
    m2.coeffRef(i,j) = 123;
    if(internal::random<bool>())
      m2.makeCompressed();
    Map<SparseMatrixType> mapMat2(rows, cols, m2.nonZeros(), m2.outerIndexPtr(), m2.innerIndexPtr(), m2.valuePtr(),  m2.innerNonZeroPtr());
    VERIFY_IS_EQUAL(m2.coeff(i,j),Scalar(123));
    VERIFY_IS_EQUAL(mapMat2.coeff(i,j),Scalar(123));
    mapMat2.coeffRef(i,j) = -123;
    VERIFY_IS_EQUAL(m2.coeff(i,j),Scalar(-123));
  }

  // test triangularView
  {
    DenseMatrix refMat2(rows, cols), refMat3(rows, cols);
    SparseMatrixType m2(rows, cols), m3(rows, cols);
    initSparse<Scalar>(density, refMat2, m2);
    refMat3 = refMat2.template triangularView<Lower>();
    m3 = m2.template triangularView<Lower>();
    VERIFY_IS_APPROX(m3, refMat3);

    refMat3 = refMat2.template triangularView<Upper>();
    m3 = m2.template triangularView<Upper>();
    VERIFY_IS_APPROX(m3, refMat3);

    {
      refMat3 = refMat2.template triangularView<UnitUpper>();
      m3 = m2.template triangularView<UnitUpper>();
      VERIFY_IS_APPROX(m3, refMat3);

      refMat3 = refMat2.template triangularView<UnitLower>();
      m3 = m2.template triangularView<UnitLower>();
      VERIFY_IS_APPROX(m3, refMat3);
    }

    refMat3 = refMat2.template triangularView<StrictlyUpper>();
    m3 = m2.template triangularView<StrictlyUpper>();
    VERIFY_IS_APPROX(m3, refMat3);

    refMat3 = refMat2.template triangularView<StrictlyLower>();
    m3 = m2.template triangularView<StrictlyLower>();
    VERIFY_IS_APPROX(m3, refMat3);

    // check sparse-traingular to dense
    refMat3 = m2.template triangularView<StrictlyUpper>();
    VERIFY_IS_APPROX(refMat3, DenseMatrix(refMat2.template triangularView<StrictlyUpper>()));
  }
  
  // test selfadjointView
  if(!SparseMatrixType::IsRowMajor)
  {
    DenseMatrix refMat2(rows, rows), refMat3(rows, rows);
    SparseMatrixType m2(rows, rows), m3(rows, rows);
    initSparse<Scalar>(density, refMat2, m2);
    refMat3 = refMat2.template selfadjointView<Lower>();
    m3 = m2.template selfadjointView<Lower>();
    VERIFY_IS_APPROX(m3, refMat3);

    refMat3 += refMat2.template selfadjointView<Lower>();
    m3 += m2.template selfadjointView<Lower>();
    VERIFY_IS_APPROX(m3, refMat3);

    refMat3 -= refMat2.template selfadjointView<Lower>();
    m3 -= m2.template selfadjointView<Lower>();
    VERIFY_IS_APPROX(m3, refMat3);

    // selfadjointView only works for square matrices:
    SparseMatrixType m4(rows, rows+1);
    VERIFY_RAISES_ASSERT(m4.template selfadjointView<Lower>());
    VERIFY_RAISES_ASSERT(m4.template selfadjointView<Upper>());
  }
  
  // test sparseView
  {
    DenseMatrix refMat2 = DenseMatrix::Zero(rows, rows);
    SparseMatrixType m2(rows, rows);
    initSparse<Scalar>(density, refMat2, m2);
    VERIFY_IS_APPROX(m2.eval(), refMat2.sparseView().eval());

    // sparse view on expressions:
    VERIFY_IS_APPROX((s1*m2).eval(), (s1*refMat2).sparseView().eval());
    VERIFY_IS_APPROX((m2+m2).eval(), (refMat2+refMat2).sparseView().eval());
    VERIFY_IS_APPROX((m2*m2).eval(), (refMat2.lazyProduct(refMat2)).sparseView().eval());
    VERIFY_IS_APPROX((m2*m2).eval(), (refMat2*refMat2).sparseView().eval());
  }

  // test diagonal
  {
    DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols);
    SparseMatrixType m2(rows, cols);
    initSparse<Scalar>(density, refMat2, m2);
    VERIFY_IS_APPROX(m2.diagonal(), refMat2.diagonal().eval());
    VERIFY_IS_APPROX(const_cast<const SparseMatrixType&>(m2).diagonal(), refMat2.diagonal().eval());
    
    initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag);
    m2.diagonal()      += refMat2.diagonal();
    refMat2.diagonal() += refMat2.diagonal();
    VERIFY_IS_APPROX(m2, refMat2);
  }
  
  // test diagonal to sparse
  {
    DenseVector d = DenseVector::Random(rows);
    DenseMatrix refMat2 = d.asDiagonal();
    SparseMatrixType m2(rows, rows);
    m2 = d.asDiagonal();
    VERIFY_IS_APPROX(m2, refMat2);
    SparseMatrixType m3(d.asDiagonal());
    VERIFY_IS_APPROX(m3, refMat2);
    refMat2 += d.asDiagonal();
    m2 += d.asDiagonal();
    VERIFY_IS_APPROX(m2, refMat2);
  }
  
  // test conservative resize
  {
      std::vector< std::pair<StorageIndex,StorageIndex> > inc;
      if(rows > 3 && cols > 2)
        inc.push_back(std::pair<StorageIndex,StorageIndex>(-3,-2));
      inc.push_back(std::pair<StorageIndex,StorageIndex>(0,0));
      inc.push_back(std::pair<StorageIndex,StorageIndex>(3,2));
      inc.push_back(std::pair<StorageIndex,StorageIndex>(3,0));
      inc.push_back(std::pair<StorageIndex,StorageIndex>(0,3));
      
      for(size_t i = 0; i< inc.size(); i++) {
        StorageIndex incRows = inc[i].first;
        StorageIndex incCols = inc[i].second;
        SparseMatrixType m1(rows, cols);
        DenseMatrix refMat1 = DenseMatrix::Zero(rows, cols);
        initSparse<Scalar>(density, refMat1, m1);
        
        m1.conservativeResize(rows+incRows, cols+incCols);
        refMat1.conservativeResize(rows+incRows, cols+incCols);
        if (incRows > 0) refMat1.bottomRows(incRows).setZero();
        if (incCols > 0) refMat1.rightCols(incCols).setZero();
        
        VERIFY_IS_APPROX(m1, refMat1);
        
        // Insert new values
        if (incRows > 0) 
          m1.insert(m1.rows()-1, 0) = refMat1(refMat1.rows()-1, 0) = 1;
        if (incCols > 0) 
          m1.insert(0, m1.cols()-1) = refMat1(0, refMat1.cols()-1) = 1;
          
        VERIFY_IS_APPROX(m1, refMat1);
          
          
      }
  }

  // test Identity matrix
  {
    DenseMatrix refMat1 = DenseMatrix::Identity(rows, rows);
    SparseMatrixType m1(rows, rows);
    m1.setIdentity();
    VERIFY_IS_APPROX(m1, refMat1);
    for(int k=0; k<rows*rows/4; ++k)
    {
      Index i = internal::random<Index>(0,rows-1);
      Index j = internal::random<Index>(0,rows-1);
      Scalar v = internal::random<Scalar>();
      m1.coeffRef(i,j) = v;
      refMat1.coeffRef(i,j) = v;
      VERIFY_IS_APPROX(m1, refMat1);
      if(internal::random<Index>(0,10)<2)
        m1.makeCompressed();
    }
    m1.setIdentity();
    refMat1.setIdentity();
    VERIFY_IS_APPROX(m1, refMat1);
  }

  // test array/vector of InnerIterator
  {
    typedef typename SparseMatrixType::InnerIterator IteratorType;

    DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols);
    SparseMatrixType m2(rows, cols);
    initSparse<Scalar>(density, refMat2, m2);
    IteratorType static_array[2];
    static_array[0] = IteratorType(m2,0);
    static_array[1] = IteratorType(m2,m2.outerSize()-1);
    VERIFY( static_array[0] || m2.innerVector(static_array[0].outer()).nonZeros() == 0 );
    VERIFY( static_array[1] || m2.innerVector(static_array[1].outer()).nonZeros() == 0 );
    if(static_array[0] && static_array[1])
    {
      ++(static_array[1]);
      static_array[1] = IteratorType(m2,0);
      VERIFY( static_array[1] );
      VERIFY( static_array[1].index() == static_array[0].index() );
      VERIFY( static_array[1].outer() == static_array[0].outer() );
      VERIFY( static_array[1].value() == static_array[0].value() );
    }

    std::vector<IteratorType> iters(2);
    iters[0] = IteratorType(m2,0);
    iters[1] = IteratorType(m2,m2.outerSize()-1);
  }
}
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
    initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
    VERIFY_IS_APPROX(refMat2.template marked<LowerTriangular>().solveTriangular(vec2),
                     m2.template marked<LowerTriangular>().solveTriangular(vec3));

    // lower - transpose
    initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
    VERIFY_IS_APPROX(refMat2.template marked<LowerTriangular>().transpose().solveTriangular(vec2),
                     m2.template marked<LowerTriangular>().transpose().solveTriangular(vec3));

    // upper
    initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords);
    VERIFY_IS_APPROX(refMat2.template marked<UpperTriangular>().solveTriangular(vec2),
                     m2.template marked<UpperTriangular>().solveTriangular(vec3));

    // upper - transpose
    initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords);
    VERIFY_IS_APPROX(refMat2.template marked<UpperTriangular>().transpose().solveTriangular(vec2),
                     m2.template marked<UpperTriangular>().transpose().solveTriangular(vec3));
  }

  // test LLT
  {
    // TODO fix the issue with complex (see SparseLLT::solveInPlace)
    SparseMatrix<Scalar> m2(rows, cols);
    DenseMatrix refMat2(rows, cols);

    DenseVector b = DenseVector::Random(cols);
    DenseVector refX(cols), x(cols);

    initSPD(density, refMat2, m2);

    refMat2.llt().solve(b, &refX);
    typedef SparseMatrix<Scalar,LowerTriangular|SelfAdjoint> SparseSelfAdjointMatrix;
    if (!NumTraits<Scalar>::IsComplex)
    {
      x = b;
      SparseLLT<SparseSelfAdjointMatrix> (m2).solveInPlace(x);
      VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: default");
    }
    #ifdef EIGEN_CHOLMOD_SUPPORT
    x = b;
    SparseLLT<SparseSelfAdjointMatrix,Cholmod>(m2).solveInPlace(x);
    VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod");
    #endif
    if (!NumTraits<Scalar>::IsComplex)
    {
      #ifdef EIGEN_TAUCS_SUPPORT
      x = b;
      SparseLLT<SparseSelfAdjointMatrix,Taucs>(m2,IncompleteFactorization).solveInPlace(x);
      VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (IncompleteFactorization)");
      x = b;
      SparseLLT<SparseSelfAdjointMatrix,Taucs>(m2,SupernodalMultifrontal).solveInPlace(x);
      VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalMultifrontal)");
      x = b;
      SparseLLT<SparseSelfAdjointMatrix,Taucs>(m2,SupernodalLeftLooking).solveInPlace(x);
      VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalLeftLooking)");
      #endif
    }
  }

  // test LDLT
  if (!NumTraits<Scalar>::IsComplex)
  {
    // TODO fix the issue with complex (see SparseLDLT::solveInPlace)
    SparseMatrix<Scalar> m2(rows, cols);
    DenseMatrix refMat2(rows, cols);

    DenseVector b = DenseVector::Random(cols);
    DenseVector refX(cols), x(cols);

    //initSPD(density, refMat2, m2);
    initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, 0, 0);
    refMat2 += refMat2.adjoint();
    refMat2.diagonal() *= 0.5;

    refMat2.ldlt().solve(b, &refX);
    typedef SparseMatrix<Scalar,UpperTriangular|SelfAdjoint> SparseSelfAdjointMatrix;
    x = b;
    SparseLDLT<SparseSelfAdjointMatrix> ldlt(m2);
    if (ldlt.succeeded())
      ldlt.solveInPlace(x);
    VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: default");
  }

  // test LU
  {
    static int count = 0;
    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);

    LU<DenseMatrix> refLu(refMat2);
    refLu.solve(b, &refX);
    #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_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 (count==0) {
          VERIFY_IS_APPROX(refDet,slu.determinant()); // FIXME det is not very stable for complex
        }
      }
    }
    #endif
    #ifdef EIGEN_UMFPACK_SUPPORT
    {
      // check solve
      x.setZero();
      SparseLU<SparseMatrix<Scalar>,UmfPack> slu(m2);
      if (slu.succeeded()) {
        if (slu.solve(b,&x)) {
          if (count==0) {
            VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LU: umfpack");  // FIXME solve is not very stable for complex
          }
        }
        VERIFY_IS_APPROX(refDet,slu.determinant());
        // TODO check the extracted data
        //std::cerr << slu.matrixL() << "\n";
      }
    }
    #endif
    count++;
  }

}
Пример #6
0
template<typename SparseMatrixType> void sparse_basic(const SparseMatrixType& ref)
{
  typedef typename SparseMatrixType::StorageIndex StorageIndex;
  typedef Matrix<StorageIndex,2,1> Vector2;
  
  const Index rows = ref.rows();
  const Index cols = ref.cols();
  const Index inner = ref.innerSize();
  const Index outer = ref.outerSize();

  typedef typename SparseMatrixType::Scalar Scalar;
  enum { Flags = SparseMatrixType::Flags };

  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;

  Scalar s1 = internal::random<Scalar>();
  {
    SparseMatrixType m(rows, cols);
    DenseMatrix refMat = DenseMatrix::Zero(rows, cols);
    DenseVector vec1 = DenseVector::Random(rows);

    std::vector<Vector2> zeroCoords;
    std::vector<Vector2> nonzeroCoords;
    initSparse<Scalar>(density, refMat, m, 0, &zeroCoords, &nonzeroCoords);

    // test coeff and coeffRef
    for (std::size_t i=0; i<zeroCoords.size(); ++i)
    {
      VERIFY_IS_MUCH_SMALLER_THAN( m.coeff(zeroCoords[i].x(),zeroCoords[i].y()), eps );
      if(internal::is_same<SparseMatrixType,SparseMatrix<Scalar,Flags> >::value)
        VERIFY_RAISES_ASSERT( m.coeffRef(zeroCoords[i].x(),zeroCoords[i].y()) = 5 );
    }
    VERIFY_IS_APPROX(m, refMat);

    if(!nonzeroCoords.empty()) {
      m.coeffRef(nonzeroCoords[0].x(), nonzeroCoords[0].y()) = Scalar(5);
      refMat.coeffRef(nonzeroCoords[0].x(), nonzeroCoords[0].y()) = Scalar(5);
    }

    VERIFY_IS_APPROX(m, refMat);

      // test assertion
      VERIFY_RAISES_ASSERT( m.coeffRef(-1,1) = 0 );
      VERIFY_RAISES_ASSERT( m.coeffRef(0,m.cols()) = 0 );
    }

    // test insert (inner random)
    {
      DenseMatrix m1(rows,cols);
      m1.setZero();
      SparseMatrixType m2(rows,cols);
      bool call_reserve = internal::random<int>()%2;
      Index nnz = internal::random<int>(1,int(rows)/2);
      if(call_reserve)
      {
        if(internal::random<int>()%2)
          m2.reserve(VectorXi::Constant(m2.outerSize(), int(nnz)));
        else
          m2.reserve(m2.outerSize() * nnz);
      }
      g_realloc_count = 0;
      for (Index j=0; j<cols; ++j)
      {
        for (Index k=0; k<nnz; ++k)
        {
          Index i = internal::random<Index>(0,rows-1);
          if (m1.coeff(i,j)==Scalar(0))
            m2.insert(i,j) = m1(i,j) = internal::random<Scalar>();
        }
      }
      
      if(call_reserve && !SparseMatrixType::IsRowMajor)
      {
        VERIFY(g_realloc_count==0);
      }
      
      m2.finalize();
      VERIFY_IS_APPROX(m2,m1);
    }

    // test insert (fully random)
    {
      DenseMatrix m1(rows,cols);
      m1.setZero();
      SparseMatrixType m2(rows,cols);
      if(internal::random<int>()%2)
        m2.reserve(VectorXi::Constant(m2.outerSize(), 2));
      for (int k=0; k<rows*cols; ++k)
      {
        Index i = internal::random<Index>(0,rows-1);
        Index j = internal::random<Index>(0,cols-1);
        if ((m1.coeff(i,j)==Scalar(0)) && (internal::random<int>()%2))
          m2.insert(i,j) = m1(i,j) = internal::random<Scalar>();
        else
        {
          Scalar v = internal::random<Scalar>();
          m2.coeffRef(i,j) += v;
          m1(i,j) += v;
        }
      }
      VERIFY_IS_APPROX(m2,m1);
    }
    
    // test insert (un-compressed)
    for(int mode=0;mode<4;++mode)
    {
      DenseMatrix m1(rows,cols);
      m1.setZero();
      SparseMatrixType m2(rows,cols);
      VectorXi r(VectorXi::Constant(m2.outerSize(), ((mode%2)==0) ? int(m2.innerSize()) : std::max<int>(1,int(m2.innerSize())/8)));
      m2.reserve(r);
      for (Index k=0; k<rows*cols; ++k)
      {
        Index i = internal::random<Index>(0,rows-1);
        Index j = internal::random<Index>(0,cols-1);
        if (m1.coeff(i,j)==Scalar(0))
          m2.insert(i,j) = m1(i,j) = internal::random<Scalar>();
        if(mode==3)
          m2.reserve(r);
      }
      if(internal::random<int>()%2)
        m2.makeCompressed();
      VERIFY_IS_APPROX(m2,m1);
    }

  // test basic computations
  {
    DenseMatrix refM1 = DenseMatrix::Zero(rows, cols);
    DenseMatrix refM2 = DenseMatrix::Zero(rows, cols);
    DenseMatrix refM3 = DenseMatrix::Zero(rows, cols);
    DenseMatrix refM4 = DenseMatrix::Zero(rows, cols);
    SparseMatrixType m1(rows, cols);
    SparseMatrixType m2(rows, cols);
    SparseMatrixType m3(rows, cols);
    SparseMatrixType m4(rows, cols);
    initSparse<Scalar>(density, refM1, m1);
    initSparse<Scalar>(density, refM2, m2);
    initSparse<Scalar>(density, refM3, m3);
    initSparse<Scalar>(density, refM4, m4);

    VERIFY_IS_APPROX(m1*s1, refM1*s1);
    VERIFY_IS_APPROX(m1+m2, refM1+refM2);
    VERIFY_IS_APPROX(m1+m2+m3, refM1+refM2+refM3);
    VERIFY_IS_APPROX(m3.cwiseProduct(m1+m2), refM3.cwiseProduct(refM1+refM2));
    VERIFY_IS_APPROX(m1*s1-m2, refM1*s1-refM2);

    VERIFY_IS_APPROX(m1*=s1, refM1*=s1);
    VERIFY_IS_APPROX(m1/=s1, refM1/=s1);

    VERIFY_IS_APPROX(m1+=m2, refM1+=refM2);
    VERIFY_IS_APPROX(m1-=m2, refM1-=refM2);

    if(SparseMatrixType::IsRowMajor)
      VERIFY_IS_APPROX(m1.innerVector(0).dot(refM2.row(0)), refM1.row(0).dot(refM2.row(0)));
    else
      VERIFY_IS_APPROX(m1.innerVector(0).dot(refM2.col(0)), refM1.col(0).dot(refM2.col(0)));
    
    DenseVector rv = DenseVector::Random(m1.cols());
    DenseVector cv = DenseVector::Random(m1.rows());
    Index r = internal::random<Index>(0,m1.rows()-2);
    Index c = internal::random<Index>(0,m1.cols()-1);
    VERIFY_IS_APPROX(( m1.template block<1,Dynamic>(r,0,1,m1.cols()).dot(rv)) , refM1.row(r).dot(rv));
    VERIFY_IS_APPROX(m1.row(r).dot(rv), refM1.row(r).dot(rv));
    VERIFY_IS_APPROX(m1.col(c).dot(cv), refM1.col(c).dot(cv));

    VERIFY_IS_APPROX(m1.conjugate(), refM1.conjugate());
    VERIFY_IS_APPROX(m1.real(), refM1.real());

    refM4.setRandom();
    // sparse cwise* dense
    VERIFY_IS_APPROX(m3.cwiseProduct(refM4), refM3.cwiseProduct(refM4));
//     VERIFY_IS_APPROX(m3.cwise()/refM4, refM3.cwise()/refM4);

    // test aliasing
    VERIFY_IS_APPROX((m1 = -m1), (refM1 = -refM1));
    VERIFY_IS_APPROX((m1 = m1.transpose()), (refM1 = refM1.transpose().eval()));
    VERIFY_IS_APPROX((m1 = -m1.transpose()), (refM1 = -refM1.transpose().eval()));
    VERIFY_IS_APPROX((m1 += -m1), (refM1 += -refM1));
  }

  // test transpose
  {
    DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols);
    SparseMatrixType m2(rows, cols);
    initSparse<Scalar>(density, refMat2, m2);
    VERIFY_IS_APPROX(m2.transpose().eval(), refMat2.transpose().eval());
    VERIFY_IS_APPROX(m2.transpose(), refMat2.transpose());

    VERIFY_IS_APPROX(SparseMatrixType(m2.adjoint()), refMat2.adjoint());
    
    // check isApprox handles opposite storage order
    typename Transpose<SparseMatrixType>::PlainObject m3(m2);
    VERIFY(m2.isApprox(m3));
  }

  // test prune
  {
    SparseMatrixType m2(rows, cols);
    DenseMatrix refM2(rows, cols);
    refM2.setZero();
    int countFalseNonZero = 0;
    int countTrueNonZero = 0;
    for (Index j=0; j<m2.outerSize(); ++j)
    {
      m2.startVec(j);
      for (Index i=0; i<m2.innerSize(); ++i)
      {
        float x = internal::random<float>(0,1);
        if (x<0.1)
        {
          // do nothing
        }
        else if (x<0.5)
        {
          countFalseNonZero++;
          m2.insertBackByOuterInner(j,i) = Scalar(0);
        }
        else
        {
          countTrueNonZero++;
          m2.insertBackByOuterInner(j,i) = Scalar(1);
          if(SparseMatrixType::IsRowMajor)
            refM2(j,i) = Scalar(1);
          else
            refM2(i,j) = Scalar(1);
        }
      }
    }
    m2.finalize();
    VERIFY(countFalseNonZero+countTrueNonZero == m2.nonZeros());
    VERIFY_IS_APPROX(m2, refM2);
    m2.prune(Scalar(1));
    VERIFY(countTrueNonZero==m2.nonZeros());
    VERIFY_IS_APPROX(m2, refM2);
  }

  // test setFromTriplets
  {
    typedef Triplet<Scalar,StorageIndex> TripletType;
    std::vector<TripletType> triplets;
    Index ntriplets = rows*cols;
    triplets.reserve(ntriplets);
    DenseMatrix refMat(rows,cols);
    refMat.setZero();
    for(Index i=0;i<ntriplets;++i)
    {
      StorageIndex r = internal::random<StorageIndex>(0,StorageIndex(rows-1));
      StorageIndex c = internal::random<StorageIndex>(0,StorageIndex(cols-1));
      Scalar v = internal::random<Scalar>();
      triplets.push_back(TripletType(r,c,v));
      refMat(r,c) += v;
    }
    SparseMatrixType m(rows,cols);
    m.setFromTriplets(triplets.begin(), triplets.end());
    VERIFY_IS_APPROX(m, refMat);
  }
  
  // test Map
  {
    DenseMatrix refMat2(rows, cols), refMat3(rows, cols);
    SparseMatrixType m2(rows, cols), m3(rows, cols);
    initSparse<Scalar>(density, refMat2, m2);
    initSparse<Scalar>(density, refMat3, m3);
    {
      Map<SparseMatrixType> mapMat2(m2.rows(), m2.cols(), m2.nonZeros(), m2.outerIndexPtr(), m2.innerIndexPtr(), m2.valuePtr(), m2.innerNonZeroPtr());
      Map<SparseMatrixType> mapMat3(m3.rows(), m3.cols(), m3.nonZeros(), m3.outerIndexPtr(), m3.innerIndexPtr(), m3.valuePtr(), m3.innerNonZeroPtr());
      VERIFY_IS_APPROX(mapMat2+mapMat3, refMat2+refMat3);
      VERIFY_IS_APPROX(mapMat2+mapMat3, refMat2+refMat3);
    }
    {
      MappedSparseMatrix<Scalar,SparseMatrixType::Options,StorageIndex> mapMat2(m2.rows(), m2.cols(), m2.nonZeros(), m2.outerIndexPtr(), m2.innerIndexPtr(), m2.valuePtr(), m2.innerNonZeroPtr());
      MappedSparseMatrix<Scalar,SparseMatrixType::Options,StorageIndex> mapMat3(m3.rows(), m3.cols(), m3.nonZeros(), m3.outerIndexPtr(), m3.innerIndexPtr(), m3.valuePtr(), m3.innerNonZeroPtr());
      VERIFY_IS_APPROX(mapMat2+mapMat3, refMat2+refMat3);
      VERIFY_IS_APPROX(mapMat2+mapMat3, refMat2+refMat3);
    }
  }

  // test triangularView
  {
    DenseMatrix refMat2(rows, cols), refMat3(rows, cols);
    SparseMatrixType m2(rows, cols), m3(rows, cols);
    initSparse<Scalar>(density, refMat2, m2);
    refMat3 = refMat2.template triangularView<Lower>();
    m3 = m2.template triangularView<Lower>();
    VERIFY_IS_APPROX(m3, refMat3);

    refMat3 = refMat2.template triangularView<Upper>();
    m3 = m2.template triangularView<Upper>();
    VERIFY_IS_APPROX(m3, refMat3);

    if(inner>=outer) // FIXME this should be implemented for outer>inner as well
    {
      refMat3 = refMat2.template triangularView<UnitUpper>();
      m3 = m2.template triangularView<UnitUpper>();
      VERIFY_IS_APPROX(m3, refMat3);

      refMat3 = refMat2.template triangularView<UnitLower>();
      m3 = m2.template triangularView<UnitLower>();
      VERIFY_IS_APPROX(m3, refMat3);
    }

    refMat3 = refMat2.template triangularView<StrictlyUpper>();
    m3 = m2.template triangularView<StrictlyUpper>();
    VERIFY_IS_APPROX(m3, refMat3);

    refMat3 = refMat2.template triangularView<StrictlyLower>();
    m3 = m2.template triangularView<StrictlyLower>();
    VERIFY_IS_APPROX(m3, refMat3);
  }
  
  // test selfadjointView
  if(!SparseMatrixType::IsRowMajor)
  {
    DenseMatrix refMat2(rows, rows), refMat3(rows, rows);
    SparseMatrixType m2(rows, rows), m3(rows, rows);
    initSparse<Scalar>(density, refMat2, m2);
    refMat3 = refMat2.template selfadjointView<Lower>();
    m3 = m2.template selfadjointView<Lower>();
    VERIFY_IS_APPROX(m3, refMat3);

    // selfadjointView only works for square matrices:
    SparseMatrixType m4(rows, rows+1);
    VERIFY_RAISES_ASSERT(m4.template selfadjointView<Lower>());
    VERIFY_RAISES_ASSERT(m4.template selfadjointView<Upper>());
  }
  
  // test sparseView
  {
    DenseMatrix refMat2 = DenseMatrix::Zero(rows, rows);
    SparseMatrixType m2(rows, rows);
    initSparse<Scalar>(density, refMat2, m2);
    VERIFY_IS_APPROX(m2.eval(), refMat2.sparseView().eval());
  }

  // test diagonal
  {
    DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols);
    SparseMatrixType m2(rows, cols);
    initSparse<Scalar>(density, refMat2, m2);
    VERIFY_IS_APPROX(m2.diagonal(), refMat2.diagonal().eval());
    VERIFY_IS_APPROX(const_cast<const SparseMatrixType&>(m2).diagonal(), refMat2.diagonal().eval());
    
    initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag);
    m2.diagonal()      += refMat2.diagonal();
    refMat2.diagonal() += refMat2.diagonal();
    VERIFY_IS_APPROX(m2, refMat2);
  }
  
  // test diagonal to sparse
  {
    DenseVector d = DenseVector::Random(rows);
    DenseMatrix refMat2 = d.asDiagonal();
    SparseMatrixType m2(rows, rows);
    m2 = d.asDiagonal();
    VERIFY_IS_APPROX(m2, refMat2);
    SparseMatrixType m3(d.asDiagonal());
    VERIFY_IS_APPROX(m3, refMat2);
    refMat2 += d.asDiagonal();
    m2 += d.asDiagonal();
    VERIFY_IS_APPROX(m2, refMat2);
  }
  
  // test conservative resize
  {
      std::vector< std::pair<StorageIndex,StorageIndex> > inc;
      if(rows > 3 && cols > 2)
        inc.push_back(std::pair<StorageIndex,StorageIndex>(-3,-2));
      inc.push_back(std::pair<StorageIndex,StorageIndex>(0,0));
      inc.push_back(std::pair<StorageIndex,StorageIndex>(3,2));
      inc.push_back(std::pair<StorageIndex,StorageIndex>(3,0));
      inc.push_back(std::pair<StorageIndex,StorageIndex>(0,3));
      
      for(size_t i = 0; i< inc.size(); i++) {
        StorageIndex incRows = inc[i].first;
        StorageIndex incCols = inc[i].second;
        SparseMatrixType m1(rows, cols);
        DenseMatrix refMat1 = DenseMatrix::Zero(rows, cols);
        initSparse<Scalar>(density, refMat1, m1);
        
        m1.conservativeResize(rows+incRows, cols+incCols);
        refMat1.conservativeResize(rows+incRows, cols+incCols);
        if (incRows > 0) refMat1.bottomRows(incRows).setZero();
        if (incCols > 0) refMat1.rightCols(incCols).setZero();
        
        VERIFY_IS_APPROX(m1, refMat1);
        
        // Insert new values
        if (incRows > 0) 
          m1.insert(m1.rows()-1, 0) = refMat1(refMat1.rows()-1, 0) = 1;
        if (incCols > 0) 
          m1.insert(0, m1.cols()-1) = refMat1(0, refMat1.cols()-1) = 1;
          
        VERIFY_IS_APPROX(m1, refMat1);
          
          
      }
  }

  // test Identity matrix
  {
    DenseMatrix refMat1 = DenseMatrix::Identity(rows, rows);
    SparseMatrixType m1(rows, rows);
    m1.setIdentity();
    VERIFY_IS_APPROX(m1, refMat1);
  }
}
Пример #7
0
template<typename Scalar> void sparse_ldlt(int rows, int cols)
{
  static bool odd = true;
  odd = !odd;
  double density = (std::max)(8./(rows*cols), 0.01);
  typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
  typedef Matrix<Scalar,Dynamic,1> DenseVector;

  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|MakeUpperTriangular, 0, 0);
  
  SparseMatrix<Scalar> m3 = m2 * m2.adjoint(), m3_lo(rows,rows), m3_up(rows,rows);
  DenseMatrix refMat3 = refMat2 * refMat2.adjoint();
  
  refX = refMat3.template selfadjointView<Upper>().ldlt().solve(b);
  typedef SparseMatrix<Scalar,Upper|SelfAdjoint> SparseSelfAdjointMatrix;
  x = b;
  SparseLDLT<SparseSelfAdjointMatrix> ldlt(m3);
  if (ldlt.succeeded())
    ldlt.solveInPlace(x);
  else
    std::cerr << "warning LDLT failed\n";

  VERIFY_IS_APPROX(refMat3.template selfadjointView<Upper>() * x, b);
  VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: default");
  
#ifdef EIGEN_CHOLMOD_SUPPORT
  {
    x = b;
    SparseLDLT<SparseSelfAdjointMatrix, Cholmod> ldlt2(m3);
    if (ldlt2.succeeded())
    {
      ldlt2.solveInPlace(x);
      VERIFY_IS_APPROX(refMat3.template selfadjointView<Upper>() * x, b);
      VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: cholmod solveInPlace");
      
      x = ldlt2.solve(b);
      VERIFY_IS_APPROX(refMat3.template selfadjointView<Upper>() * x, b);
      VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: cholmod solve");
    }
    else
      std::cerr << "warning LDLT failed\n";
  }
#endif
  
  // new Simplicial LLT
  
  
  // new API
  {
    SparseMatrix<Scalar> m2(rows, cols);
    DenseMatrix refMat2(rows, cols);

    DenseVector b = DenseVector::Random(cols);
    DenseVector ref_x(cols), x(cols);
    DenseMatrix B = DenseMatrix::Random(rows,cols);
    DenseMatrix ref_X(rows,cols), X(rows,cols);

    initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, 0, 0);

    for(int i=0; i<rows; ++i)
      m2.coeffRef(i,i) = refMat2(i,i) = internal::abs(internal::real(refMat2(i,i)));
    
    
    SparseMatrix<Scalar> m3 = m2 * m2.adjoint(), m3_lo(rows,rows), m3_up(rows,rows);
    DenseMatrix refMat3 = refMat2 * refMat2.adjoint();
    
    m3_lo.template selfadjointView<Lower>().rankUpdate(m2,0);
    m3_up.template selfadjointView<Upper>().rankUpdate(m2,0);
    
    // with a single vector as the rhs
    ref_x = refMat3.template selfadjointView<Lower>().llt().solve(b);

    x = SimplicialCholesky<SparseMatrix<Scalar>, Lower>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(b);
    VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, lower, single dense rhs");
    
    x = SimplicialCholesky<SparseMatrix<Scalar>, Upper>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(b);
    VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, upper, single dense rhs");
    
    x = SimplicialCholesky<SparseMatrix<Scalar>, Lower>(m3_lo).solve(b);
    VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, lower only, single dense rhs");
    
    x = SimplicialCholesky<SparseMatrix<Scalar>, Upper>(m3_up).solve(b);
    VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "SimplicialCholesky: solve, upper only, single dense rhs");
    
    
    // with multiple rhs
    ref_X = refMat3.template selfadjointView<Lower>().llt().solve(B);

    X = SimplicialCholesky<SparseMatrix<Scalar>, Lower>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(B);
    VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, lower, multiple dense rhs");
    
    X = SimplicialCholesky<SparseMatrix<Scalar>, Upper>().setMode(odd ? SimplicialCholeskyLLt : SimplicialCholeskyLDLt).compute(m3).solve(B);
    VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "SimplicialCholesky: solve, full storage, upper, multiple dense rhs");
    
    
    // with a sparse rhs
//     SparseMatrix<Scalar> spB(rows,cols), spX(rows,cols);
//     B.diagonal().array() += 1;
//     spB = B.sparseView(0.5,1);
//     
//     ref_X = refMat3.template selfadjointView<Lower>().llt().solve(DenseMatrix(spB));
// 
//     spX = SimplicialCholesky<SparseMatrix<Scalar>, Lower>(m3).solve(spB);
//     VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: cholmod solve, multiple sparse rhs");
//     
//     spX = SimplicialCholesky<SparseMatrix<Scalar>, Upper>(m3).solve(spB);
//     VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: cholmod solve, multiple sparse rhs");
  }
  
  
  
//   for(int i=0; i<rows; ++i)
//     m2.coeffRef(i,i) = refMat2(i,i) = internal::abs(internal::real(refMat2(i,i)));
// 
//   refX = refMat2.template selfadjointView<Upper>().ldlt().solve(b);
//   typedef SparseMatrix<Scalar,Upper|SelfAdjoint> SparseSelfAdjointMatrix;
//   x = b;
//   SparseLDLT<SparseSelfAdjointMatrix> ldlt(m2);
//   if (ldlt.succeeded())
//     ldlt.solveInPlace(x);
//   else
//     std::cerr << "warning LDLT failed\n";
// 
//   VERIFY_IS_APPROX(refMat2.template selfadjointView<Upper>() * x, b);
//   VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: default");


}
Пример #8
0
template<typename Scalar> void sparse_llt(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;

    // TODO fix the issue with complex (see SparseLLT::solveInPlace)
    SparseMatrix<Scalar> m2(rows, cols);
    DenseMatrix refMat2(rows, cols);

    DenseVector b = DenseVector::Random(cols);
    DenseVector ref_x(cols), x(cols);
    DenseMatrix B = DenseMatrix::Random(rows,cols);
    DenseMatrix ref_X(rows,cols), X(rows,cols);

    initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, 0, 0);

    for(int i=0; i<rows; ++i)
      m2.coeffRef(i,i) = refMat2(i,i) = internal::abs(internal::real(refMat2(i,i)));

    ref_x = refMat2.template selfadjointView<Lower>().llt().solve(b);
    if (!NumTraits<Scalar>::IsComplex)
    {
      x = b;
      SparseLLT<SparseMatrix<Scalar> > (m2).solveInPlace(x);
      VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: default");
    }
        
#ifdef EIGEN_CHOLMOD_SUPPORT
    // legacy API
    {
      // Cholmod, as configured in CholmodSupport.h, only supports self-adjoint matrices
      SparseMatrix<Scalar> m3 = m2.adjoint()*m2;
      DenseMatrix refMat3 = refMat2.adjoint()*refMat2;
      
      ref_x = refMat3.template selfadjointView<Lower>().llt().solve(b);
      
      x = b;
      SparseLLT<SparseMatrix<Scalar>, Cholmod>(m3).solveInPlace(x);
      VERIFY((m3*x).isApprox(b,test_precision<Scalar>()) && "LLT legacy: cholmod solveInPlace");
      
      x = SparseLLT<SparseMatrix<Scalar>, Cholmod>(m3).solve(b);
      VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT legacy: cholmod solve");
    }
    
    // new API
    {
      // Cholmod, as configured in CholmodSupport.h, only supports self-adjoint matrices
      SparseMatrix<Scalar> m3 = m2 * m2.adjoint(), m3_lo(rows,rows), m3_up(rows,rows);
      DenseMatrix refMat3 = refMat2 * refMat2.adjoint();
      
      m3_lo.template selfadjointView<Lower>().rankUpdate(m2,0);
      m3_up.template selfadjointView<Upper>().rankUpdate(m2,0);
      
      // with a single vector as the rhs
      ref_x = refMat3.template selfadjointView<Lower>().llt().solve(b);

      x = CholmodDecomposition<SparseMatrix<Scalar>, Lower>(m3).solve(b);
      VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve, single dense rhs");
      
      x = CholmodDecomposition<SparseMatrix<Scalar>, Upper>(m3).solve(b);
      VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve, single dense rhs");
      
      x = CholmodDecomposition<SparseMatrix<Scalar>, Lower>(m3_lo).solve(b);
      VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve, single dense rhs");
      
      x = CholmodDecomposition<SparseMatrix<Scalar>, Upper>(m3_up).solve(b);
      VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod solve, single dense rhs");
      
      
      // with multiple rhs
      ref_X = refMat3.template selfadjointView<Lower>().llt().solve(B);

      #ifndef EIGEN_DEFAULT_TO_ROW_MAJOR
      // TODO make sure the API is properly documented about this fact
      X = CholmodDecomposition<SparseMatrix<Scalar>, Lower>(m3).solve(B);
      VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "LLT: cholmod solve, multiple dense rhs");
      
      X = CholmodDecomposition<SparseMatrix<Scalar>, Upper>(m3).solve(B);
      VERIFY(ref_X.isApprox(X,test_precision<Scalar>()) && "LLT: cholmod solve, multiple dense rhs");
      #endif
      
      
      // with a sparse rhs
      SparseMatrix<Scalar> spB(rows,cols), spX(rows,cols);
      B.diagonal().array() += 1;
      spB = B.sparseView(0.5,1);
      
      ref_X = refMat3.template selfadjointView<Lower>().llt().solve(DenseMatrix(spB));

      spX = CholmodDecomposition<SparseMatrix<Scalar>, Lower>(m3).solve(spB);
      VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: cholmod solve, multiple sparse rhs");
      
      spX = CholmodDecomposition<SparseMatrix<Scalar>, Upper>(m3).solve(spB);
      VERIFY(ref_X.isApprox(spX.toDense(),test_precision<Scalar>()) && "LLT: cholmod solve, multiple sparse rhs");
    }
#endif

}