// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2011 Gael Guennebaud // // 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_solver.h" #include template void test_conjugate_gradient_T() { typedef SparseMatrix SparseMatrixType; ConjugateGradient cg_colmajor_lower_diag; ConjugateGradient cg_colmajor_upper_diag; ConjugateGradient cg_colmajor_loup_diag; ConjugateGradient cg_colmajor_lower_I; ConjugateGradient cg_colmajor_upper_I; CALL_SUBTEST(check_sparse_spd_solving(cg_colmajor_lower_diag)); CALL_SUBTEST(check_sparse_spd_solving(cg_colmajor_upper_diag)); CALL_SUBTEST(check_sparse_spd_solving(cg_colmajor_loup_diag)); CALL_SUBTEST(check_sparse_spd_solving(cg_colmajor_lower_I)); CALL_SUBTEST(check_sparse_spd_solving(cg_colmajor_upper_I)); } // Regression for issue #1704: default-constructing an iterative solver // templated on a fixed-size MatrixType tripped a resize(0,0) size assertion. template void test_default_construct_fixed_size() { ConjugateGradient cg; BiCGSTAB bicg; LeastSquaresConjugateGradient lscg; } void test_conjugate_gradient_extreme_rhs() { const Matrix2d mat = Matrix2d::Identity(); const Vector2d direction = (Vector2d() << 1, -1).finished(); ConjugateGradient solver(mat); solver.setTolerance(1e-12); for (double scale : {1e-200, 1e200}) { const Vector2d rhs = scale * direction; const Vector2d guess = 0.5 * rhs; Vector2d x = solver.solve(rhs); VERIFY_IS_EQUAL(solver.info(), Success); VERIFY(x.allFinite()); VERIFY_IS_APPROX(x / scale, direction); x = solver.solveWithGuess(rhs, guess); VERIFY_IS_EQUAL(solver.info(), Success); VERIFY(x.allFinite()); VERIFY_IS_APPROX(x / scale, direction); } } EIGEN_DECLARE_TEST(conjugate_gradient) { CALL_SUBTEST_1((test_conjugate_gradient_T())); CALL_SUBTEST_2((test_conjugate_gradient_T, int>())); CALL_SUBTEST_3((test_conjugate_gradient_T())); CALL_SUBTEST_4(test_default_construct_fixed_size()); CALL_SUBTEST_5(test_conjugate_gradient_extreme_rhs()); }