// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2012 Giacomo Po // 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 #include "sparse_solver.h" #include template void test_minres_T() { // Identity preconditioner MINRES, Lower, IdentityPreconditioner> minres_colmajor_lower_I; MINRES, Upper, IdentityPreconditioner> minres_colmajor_upper_I; // Diagonal preconditioner MINRES, Lower, DiagonalPreconditioner > minres_colmajor_lower_diag; MINRES, Upper, DiagonalPreconditioner > minres_colmajor_upper_diag; MINRES, Lower | Upper, DiagonalPreconditioner > minres_colmajor_uplo_diag; // call tests for SPD matrix CALL_SUBTEST(check_sparse_spd_solving(minres_colmajor_lower_I)); CALL_SUBTEST(check_sparse_spd_solving(minres_colmajor_upper_I)); CALL_SUBTEST(check_sparse_spd_solving(minres_colmajor_lower_diag)); CALL_SUBTEST(check_sparse_spd_solving(minres_colmajor_upper_diag)); CALL_SUBTEST(check_sparse_spd_solving(minres_colmajor_uplo_diag)); // TO DO: symmetric semi-definite matrix // TO DO: symmetric indefinite matrix } void test_minres_extreme_rhs() { const Matrix2d mat = Matrix2d::Identity(); const Vector2d direction = (Vector2d() << 1, -1).finished(); MINRES 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(minres) { CALL_SUBTEST_1(test_minres_T()); // CALL_SUBTEST_2(test_minres_T >()); CALL_SUBTEST_3(test_minres_extreme_rhs()); }