// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2012 Desire Nuentsa Wakam // // 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 // SPDX-License-Identifier: MPL-2.0 #define EIGEN_NO_DEBUG_SMALL_PRODUCT_BLOCKS #include "sparse.h" #include template int generate_sparse_rectangular_problem(MatrixType& A, DenseMat& dA, int maxRows = 300, int maxCols = 300) { eigen_assert(maxRows >= maxCols); typedef typename MatrixType::Scalar Scalar; int rows = internal::random(1, maxRows); int cols = internal::random(1, rows); double density = (std::max)(8. / (rows * cols), 0.01); A.resize(rows, cols); dA.resize(rows, cols); initSparse(density, dA, A, ForceNonZeroDiag); A.makeCompressed(); return rows; } template void test_spqr_scalar() { typedef SparseMatrix MatrixType; MatrixType A; Matrix dA; typedef Matrix DenseVector; DenseVector refX, x, b; SPQR solver; generate_sparse_rectangular_problem(A, dA); Index m = A.rows(); b = DenseVector::Random(m); solver.compute(A); if (solver.info() != Success) { std::cerr << "sparse QR factorization failed\n"; exit(0); return; } x = solver.solve(b); if (solver.info() != Success) { std::cerr << "sparse QR factorization failed\n"; exit(0); return; } // Compare with a dense solver refX = dA.colPivHouseholderQr().solve(b); VERIFY(x.isApprox(refX, test_precision())); } void test_spqr_fixed_ordering_uses_identity_permutation() { typedef SparseMatrix MatrixType; typedef Matrix DenseMatrix; typedef Matrix DenseVector; DenseMatrix dA(6, 4); dA << 4.0, 1.0, 0.0, 0.0, // 1.0, 0.0, 2.0, 0.0, // -2.0, 3.0, 0.0, 6.0, // 0.0, 5.0, -1.0, 0.0, // 0.0, 0.0, 7.0, 2.0, // 0.0, 0.0, 0.0, 3.0; MatrixType A = dA.sparseView(); A.makeCompressed(); DenseVector b(6); b << 1.0, -2.0, 0.5, 4.0, -1.0, 3.0; SPQR solver; solver.setSPQROrdering(SPQR_ORDERING_FIXED); solver.setPivotThreshold(SPQR_NO_TOL); solver.compute(A); VERIFY_IS_EQUAL(solver.info(), Success); VERIFY_IS_EQUAL(solver.rank(), A.cols()); const auto permutation = solver.colsPermutation(); VERIFY_IS_EQUAL(permutation.size(), A.cols()); for (Index i = 0; i < permutation.size(); ++i) { VERIFY_IS_EQUAL(permutation.indices()(i), i); } const DenseVector refX = dA.colPivHouseholderQr().solve(b); DenseVector x = solver.solve(b); VERIFY_IS_EQUAL(solver.info(), Success); VERIFY_IS_APPROX(x, refX); } void test_spqr_matrix_q_times_identity_expression() { typedef SparseMatrix MatrixType; typedef Matrix DenseMatrix; typedef SPQR SolverType; typedef typename SolverType::MatrixType SolverSparseMatrix; typedef Matrix DenseVector; DenseMatrix dA(6, 4); dA << 4.0, 1.0, 0.0, 0.0, // 1.0, 0.0, 2.0, 0.0, // -2.0, 3.0, 0.0, 6.0, // 0.0, 5.0, -1.0, 0.0, // 0.0, 0.0, 7.0, 2.0, // 0.0, 0.0, 0.0, 3.0; MatrixType A = dA.sparseView(); A.makeCompressed(); SolverType solver; solver.compute(A); VERIFY_IS_EQUAL(solver.info(), Success); const DenseMatrix Q = solver.matrixQ() * DenseMatrix::Identity(A.rows(), A.rows()); const DenseMatrix denseIdentity = DenseMatrix::Identity(A.rows(), A.rows()); const auto qProduct = solver.matrixQ() * denseIdentity; VERIFY_IS_EQUAL(qProduct.rows(), A.rows()); VERIFY_IS_EQUAL(qProduct.cols(), A.rows()); const DenseMatrix qFromDenseIdentity = qProduct; DenseMatrix denseAssignedQ; denseAssignedQ = solver.matrixQ(); VERIFY_IS_EQUAL(Q.rows(), A.rows()); VERIFY_IS_EQUAL(Q.cols(), A.rows()); VERIFY_IS_APPROX(Q.transpose() * Q, DenseMatrix::Identity(A.rows(), A.rows())); VERIFY_IS_APPROX(qFromDenseIdentity, Q); VERIFY_IS_APPROX(denseAssignedQ, Q); const DenseMatrix R = DenseMatrix(solver.matrixR().template triangularView()); const auto sparseR = solver.matrixR().template triangularView(); SolverSparseMatrix sparseIdentity(A.rows(), A.rows()); sparseIdentity.setIdentity(); SolverSparseMatrix sparseAssignedQ(A.rows(), A.rows()); sparseAssignedQ = solver.matrixQ(); SolverSparseMatrix sparseProductQ(A.rows(), A.rows()); sparseProductQ = solver.matrixQ() * sparseIdentity; const DenseVector rhs = DenseVector::LinSpaced(A.cols(), 1.0, double(A.cols())); const DenseVector x = sparseR.solve(rhs); const DenseVector expected = R.template triangularView().solve(rhs); const DenseMatrix recoveredA = Q.leftCols(A.cols()) * R * solver.colsPermutation().transpose(); VERIFY_IS_APPROX(x, expected); VERIFY_IS_APPROX(DenseMatrix(sparseAssignedQ), denseAssignedQ); VERIFY_IS_APPROX(DenseMatrix(sparseProductQ), denseAssignedQ); VERIFY_IS_APPROX(recoveredA, dA); } EIGEN_DECLARE_TEST(spqr_support) { CALL_SUBTEST_1(test_spqr_scalar()); CALL_SUBTEST_2(test_spqr_scalar >()); CALL_SUBTEST_3(test_spqr_fixed_ordering_uses_identity_permutation()); CALL_SUBTEST_3(test_spqr_matrix_q_times_identity_expression()); }