1// This file is part of Eigen, a lightweight C++ template library
2// for linear algebra.
3//
4// Copyright (C) 2012 Desire Nuentsa Wakam <desire.nuentsa_wakam@inria.fr>
5//
6// This Source Code Form is subject to the terms of the Mozilla
7// Public License v. 2.0. If a copy of the MPL was not distributed
8#include "sparse.h"
9#include <Eigen/SPQRSupport>
10
11
12template<typename MatrixType,typename DenseMat>
13int generate_sparse_rectangular_problem(MatrixType& A, DenseMat& dA, int maxRows = 300, int maxCols = 300)
14{
15  eigen_assert(maxRows >= maxCols);
16  typedef typename MatrixType::Scalar Scalar;
17  int rows = internal::random<int>(1,maxRows);
18  int cols = internal::random<int>(1,rows);
19  double density = (std::max)(8./(rows*cols), 0.01);
20
21  A.resize(rows,rows);
22  dA.resize(rows,rows);
23  initSparse<Scalar>(density, dA, A,ForceNonZeroDiag);
24  A.makeCompressed();
25  return rows;
26}
27
28template<typename Scalar> void test_spqr_scalar()
29{
30  typedef SparseMatrix<Scalar,ColMajor> MatrixType;
31  MatrixType A;
32  Matrix<Scalar,Dynamic,Dynamic> dA;
33  typedef Matrix<Scalar,Dynamic,1> DenseVector;
34  DenseVector refX,x,b;
35  SPQR<MatrixType> solver;
36  generate_sparse_rectangular_problem(A,dA);
37
38  int m = A.rows();
39  b = DenseVector::Random(m);
40  solver.compute(A);
41  if (solver.info() != Success)
42  {
43    std::cerr << "sparse QR factorization failed\n";
44    exit(0);
45    return;
46  }
47  x = solver.solve(b);
48  if (solver.info() != Success)
49  {
50    std::cerr << "sparse QR factorization failed\n";
51    exit(0);
52    return;
53  }
54  //Compare with a dense solver
55  refX = dA.colPivHouseholderQr().solve(b);
56  VERIFY(x.isApprox(refX,test_precision<Scalar>()));
57}
58void test_spqr_support()
59{
60  CALL_SUBTEST_1(test_spqr_scalar<double>());
61  CALL_SUBTEST_2(test_spqr_scalar<std::complex<double> >());
62}
63