Merge 'goog/jb-mr1.1-dev' into platform/external/eigen.android-sdk-4.4.2_r1.0.1android-sdk-4.4.2_r1android-cts-4.4_r1android-4.4w_r1android-4.4_r0.7android-4.4.4_r2.0.1android-4.4.4_r2android-4.4.4_r1.0.1android-4.4.4_r1android-4.4.3_r1.1.0.1android-4.4.3_r1.1android-4.4.3_r1.0.1android-4.4.3_r1android-4.4.2_r2.0.1android-4.4.2_r2android-4.4.2_r1.0.1android-4.4.2_r1android-4.4.1_r1.0.1android-4.4.1_r1android-4.3_r3.1android-4.3_r3android-4.3.1_r1tools_r22.2tools_r22kitkat-wearkitkat-mr2.2-releasekitkat-mr2.1-releasekitkat-mr2-releasekitkat-mr1.1-releasekitkat-mr1-releasekitkat-devkitkat-cts-devjb-mr2.0.0-releasejb-mr2-devjb-mr1.1-dev-plus-aospjb-mr1-dev-plus-aospidea133-weekly-releaseidea133

Change-Id: Ic9004531328145ea36ba513bb96a23595427f6a4

1 files changed, 200 insertions, 0 deletions

diff --git a/test/eigen2/eigen2_sparse_solvers.cpp b/test/eigen2/eigen2_sparse_solvers.cpp
new file mode 100644
index 000000000..3aef27ab4
--- /dev/null
+++ b/test/eigen2/eigen2_sparse_solvers.cpp
@@ -0,0 +1,200 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. Eigen itself is part of the KDE project.
+//
+// Copyright (C) 2008 Daniel Gomez Ferro <dgomezferro@gmail.com>
+//
+// 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/.
+
+#include "sparse.h"
+
+template<typename Scalar> void
+initSPD(double density,
+        Matrix<Scalar,Dynamic,Dynamic>& refMat,
+        SparseMatrix<Scalar>& sparseMat)
+{
+  Matrix<Scalar,Dynamic,Dynamic> aux(refMat.rows(),refMat.cols());
+  initSparse(density,refMat,sparseMat);
+  refMat = refMat * refMat.adjoint();
+  for (int k=0; k<2; ++k)
+  {
+    initSparse(density,aux,sparseMat,ForceNonZeroDiag);
+    refMat += aux * aux.adjoint();
+  }
+  sparseMat.startFill();
+  for (int j=0 ; j<sparseMat.cols(); ++j)
+    for (int i=j ; i<sparseMat.rows(); ++i)
+      if (refMat(i,j)!=Scalar(0))
+        sparseMat.fill(i,j) = refMat(i,j);
+  sparseMat.endFill();
+}
+
+template<typename Scalar> void sparse_solvers(int rows, int cols)
+{
+  double density = std::max(8./(rows*cols), 0.01);
+  typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
+  typedef Matrix<Scalar,Dynamic,1> DenseVector;
+  // Scalar eps = 1e-6;
+
+  DenseVector vec1 = DenseVector::Random(rows);
+
+  std::vector<Vector2i> zeroCoords;
+  std::vector<Vector2i> nonzeroCoords;
+
+  // test triangular solver
+  {
+    DenseVector vec2 = vec1, vec3 = vec1;
+    SparseMatrix<Scalar> m2(rows, cols);
+    DenseMatrix refMat2 = DenseMatrix::Zero(rows, cols);
+
+    // lower
+    initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
+    VERIFY_IS_APPROX(refMat2.template marked<LowerTriangular>().solveTriangular(vec2),
+                     m2.template marked<LowerTriangular>().solveTriangular(vec3));
+
+    // lower - transpose
+    initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, &zeroCoords, &nonzeroCoords);
+    VERIFY_IS_APPROX(refMat2.template marked<LowerTriangular>().transpose().solveTriangular(vec2),
+                     m2.template marked<LowerTriangular>().transpose().solveTriangular(vec3));
+
+    // upper
+    initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords);
+    VERIFY_IS_APPROX(refMat2.template marked<UpperTriangular>().solveTriangular(vec2),
+                     m2.template marked<UpperTriangular>().solveTriangular(vec3));
+
+    // upper - transpose
+    initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, &zeroCoords, &nonzeroCoords);
+    VERIFY_IS_APPROX(refMat2.template marked<UpperTriangular>().transpose().solveTriangular(vec2),
+                     m2.template marked<UpperTriangular>().transpose().solveTriangular(vec3));
+  }
+
+  // test LLT
+  {
+    // TODO fix the issue with complex (see SparseLLT::solveInPlace)
+    SparseMatrix<Scalar> m2(rows, cols);
+    DenseMatrix refMat2(rows, cols);
+
+    DenseVector b = DenseVector::Random(cols);
+    DenseVector refX(cols), x(cols);
+
+    initSPD(density, refMat2, m2);
+
+    refMat2.llt().solve(b, &refX);
+    typedef SparseMatrix<Scalar,LowerTriangular|SelfAdjoint> SparseSelfAdjointMatrix;
+    if (!NumTraits<Scalar>::IsComplex)
+    {
+      x = b;
+      SparseLLT<SparseSelfAdjointMatrix> (m2).solveInPlace(x);
+      VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: default");
+    }
+    #ifdef EIGEN_CHOLMOD_SUPPORT
+    x = b;
+    SparseLLT<SparseSelfAdjointMatrix,Cholmod>(m2).solveInPlace(x);
+    VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: cholmod");
+    #endif
+    if (!NumTraits<Scalar>::IsComplex)
+    {
+      #ifdef EIGEN_TAUCS_SUPPORT
+      x = b;
+      SparseLLT<SparseSelfAdjointMatrix,Taucs>(m2,IncompleteFactorization).solveInPlace(x);
+      VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (IncompleteFactorization)");
+      x = b;
+      SparseLLT<SparseSelfAdjointMatrix,Taucs>(m2,SupernodalMultifrontal).solveInPlace(x);
+      VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalMultifrontal)");
+      x = b;
+      SparseLLT<SparseSelfAdjointMatrix,Taucs>(m2,SupernodalLeftLooking).solveInPlace(x);
+      VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LLT: taucs (SupernodalLeftLooking)");
+      #endif
+    }
+  }
+
+  // test LDLT
+  if (!NumTraits<Scalar>::IsComplex)
+  {
+    // TODO fix the issue with complex (see SparseLDLT::solveInPlace)
+    SparseMatrix<Scalar> m2(rows, cols);
+    DenseMatrix refMat2(rows, cols);
+
+    DenseVector b = DenseVector::Random(cols);
+    DenseVector refX(cols), x(cols);
+
+    //initSPD(density, refMat2, m2);
+    initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeUpperTriangular, 0, 0);
+    refMat2 += refMat2.adjoint();
+    refMat2.diagonal() *= 0.5;
+
+    refMat2.ldlt().solve(b, &refX);
+    typedef SparseMatrix<Scalar,UpperTriangular|SelfAdjoint> SparseSelfAdjointMatrix;
+    x = b;
+    SparseLDLT<SparseSelfAdjointMatrix> ldlt(m2);
+    if (ldlt.succeeded())
+      ldlt.solveInPlace(x);
+    VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LDLT: default");
+  }
+
+  // test LU
+  {
+    static int count = 0;
+    SparseMatrix<Scalar> m2(rows, cols);
+    DenseMatrix refMat2(rows, cols);
+
+    DenseVector b = DenseVector::Random(cols);
+    DenseVector refX(cols), x(cols);
+
+    initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag, &zeroCoords, &nonzeroCoords);
+
+    LU<DenseMatrix> refLu(refMat2);
+    refLu.solve(b, &refX);
+    #if defined(EIGEN_SUPERLU_SUPPORT) || defined(EIGEN_UMFPACK_SUPPORT)
+    Scalar refDet = refLu.determinant();
+    #endif
+    x.setZero();
+    // // SparseLU<SparseMatrix<Scalar> > (m2).solve(b,&x);
+    // // VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LU: default");
+    #ifdef EIGEN_SUPERLU_SUPPORT
+    {
+      x.setZero();
+      SparseLU<SparseMatrix<Scalar>,SuperLU> slu(m2);
+      if (slu.succeeded())
+      {
+        if (slu.solve(b,&x)) {
+          VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LU: SuperLU");
+        }
+        // std::cerr << refDet << " == " << slu.determinant() << "\n";
+        if (count==0) {
+          VERIFY_IS_APPROX(refDet,slu.determinant()); // FIXME det is not very stable for complex
+        }
+      }
+    }
+    #endif
+    #ifdef EIGEN_UMFPACK_SUPPORT
+    {
+      // check solve
+      x.setZero();
+      SparseLU<SparseMatrix<Scalar>,UmfPack> slu(m2);
+      if (slu.succeeded()) {
+        if (slu.solve(b,&x)) {
+          if (count==0) {
+            VERIFY(refX.isApprox(x,test_precision<Scalar>()) && "LU: umfpack");  // FIXME solve is not very stable for complex
+          }
+        }
+        VERIFY_IS_APPROX(refDet,slu.determinant());
+        // TODO check the extracted data
+        //std::cerr << slu.matrixL() << "\n";
+      }
+    }
+    #endif
+    count++;
+  }
+
+}
+
+void test_eigen2_sparse_solvers()
+{
+  for(int i = 0; i < g_repeat; i++) {
+    CALL_SUBTEST_1( sparse_solvers<double>(8, 8) );
+    CALL_SUBTEST_2( sparse_solvers<std::complex<double> >(16, 16) );
+    CALL_SUBTEST_1( sparse_solvers<double>(101, 101) );
+  }
+}