// 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_least_square_diagonal_preconditioner_zero_columns() { SparseMatrix mat(3, 3); mat.insert(0, 0) = T(2); mat.insert(2, 2) = T(4); mat.makeCompressed(); LeastSquareDiagonalPreconditioner precond(mat); Matrix rhs = Matrix::Ones(); Matrix expected; expected << T(0.25), T(1), T(0.0625); VERIFY_IS_APPROX(precond.solve(rhs), expected); } template void test_lscg_T() { LeastSquaresConjugateGradient > lscg_colmajor_diag; LeastSquaresConjugateGradient, IdentityPreconditioner> lscg_colmajor_I; LeastSquaresConjugateGradient > lscg_rowmajor_diag; LeastSquaresConjugateGradient, IdentityPreconditioner> lscg_rowmajor_I; CALL_SUBTEST(check_sparse_square_solving(lscg_colmajor_diag)); CALL_SUBTEST(check_sparse_square_solving(lscg_colmajor_I)); CALL_SUBTEST(check_sparse_leastsquare_solving(lscg_colmajor_diag)); CALL_SUBTEST(check_sparse_leastsquare_solving(lscg_colmajor_I)); CALL_SUBTEST(check_sparse_square_solving(lscg_rowmajor_diag)); CALL_SUBTEST(check_sparse_square_solving(lscg_rowmajor_I)); CALL_SUBTEST(check_sparse_leastsquare_solving(lscg_rowmajor_diag)); CALL_SUBTEST(check_sparse_leastsquare_solving(lscg_rowmajor_I)); } void test_lscg_extreme_rhs() { const Matrix2d mat = Matrix2d::Identity(); const Vector2d direction = (Vector2d() << 1, -1).finished(); LeastSquaresConjugateGradient 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(lscg) { CALL_SUBTEST_1(test_lscg_T()); CALL_SUBTEST_2(test_lscg_T >()); CALL_SUBTEST_3(test_least_square_diagonal_preconditioner_zero_columns()); CALL_SUBTEST_4(test_least_square_diagonal_preconditioner_zero_columns >()); CALL_SUBTEST_5(test_lscg_extreme_rhs()); }