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Diffstat (limited to 'test/boostmultiprec.cpp')
| -rw-r--r-- | test/boostmultiprec.cpp | 201 |
1 files changed, 201 insertions, 0 deletions
diff --git a/test/boostmultiprec.cpp b/test/boostmultiprec.cpp new file mode 100644 index 000000000..e06e9bdaf --- /dev/null +++ b/test/boostmultiprec.cpp @@ -0,0 +1,201 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2016 Gael Guennebaud <gael.guennebaud@inria.fr> +// +// 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 <sstream> + +#ifdef EIGEN_TEST_MAX_SIZE +#undef EIGEN_TEST_MAX_SIZE +#endif + +#define EIGEN_TEST_MAX_SIZE 50 + +#ifdef EIGEN_TEST_PART_1 +#include "cholesky.cpp" +#endif + +#ifdef EIGEN_TEST_PART_2 +#include "lu.cpp" +#endif + +#ifdef EIGEN_TEST_PART_3 +#include "qr.cpp" +#endif + +#ifdef EIGEN_TEST_PART_4 +#include "qr_colpivoting.cpp" +#endif + +#ifdef EIGEN_TEST_PART_5 +#include "qr_fullpivoting.cpp" +#endif + +#ifdef EIGEN_TEST_PART_6 +#include "eigensolver_selfadjoint.cpp" +#endif + +#ifdef EIGEN_TEST_PART_7 +#include "eigensolver_generic.cpp" +#endif + +#ifdef EIGEN_TEST_PART_8 +#include "eigensolver_generalized_real.cpp" +#endif + +#ifdef EIGEN_TEST_PART_9 +#include "jacobisvd.cpp" +#endif + +#ifdef EIGEN_TEST_PART_10 +#include "bdcsvd.cpp" +#endif + +#include <Eigen/Dense> + +#undef min +#undef max +#undef isnan +#undef isinf +#undef isfinite + +#include <boost/multiprecision/cpp_dec_float.hpp> +#include <boost/multiprecision/number.hpp> +#include <boost/math/special_functions.hpp> +#include <boost/math/complex.hpp> + +namespace mp = boost::multiprecision; +typedef mp::number<mp::cpp_dec_float<100>, mp::et_on> Real; + +namespace Eigen { + template<> struct NumTraits<Real> : GenericNumTraits<Real> { + static inline Real dummy_precision() { return 1e-50; } + }; + + template<typename T1,typename T2,typename T3,typename T4,typename T5> + struct NumTraits<boost::multiprecision::detail::expression<T1,T2,T3,T4,T5> > : NumTraits<Real> {}; + + template<> + Real test_precision<Real>() { return 1e-50; } + + // needed in C++93 mode where number does not support explicit cast. + namespace internal { + template<typename NewType> + struct cast_impl<Real,NewType> { + static inline NewType run(const Real& x) { + return x.template convert_to<NewType>(); + } + }; + + template<> + struct cast_impl<Real,std::complex<Real> > { + static inline std::complex<Real> run(const Real& x) { + return std::complex<Real>(x); + } + }; + } +} + +namespace boost { +namespace multiprecision { + // to make ADL works as expected: + using boost::math::isfinite; + using boost::math::isnan; + using boost::math::isinf; + using boost::math::copysign; + using boost::math::hypot; + + // The following is needed for std::complex<Real>: + Real fabs(const Real& a) { return abs EIGEN_NOT_A_MACRO (a); } + Real fmax(const Real& a, const Real& b) { using std::max; return max(a,b); } + + // some specialization for the unit tests: + inline bool test_isMuchSmallerThan(const Real& a, const Real& b) { + return internal::isMuchSmallerThan(a, b, test_precision<Real>()); + } + + inline bool test_isApprox(const Real& a, const Real& b) { + return internal::isApprox(a, b, test_precision<Real>()); + } + + inline bool test_isApproxOrLessThan(const Real& a, const Real& b) { + return internal::isApproxOrLessThan(a, b, test_precision<Real>()); + } + + Real get_test_precision(const Real&) { + return test_precision<Real>(); + } + + Real test_relative_error(const Real &a, const Real &b) { + using Eigen::numext::abs2; + return sqrt(abs2<Real>(a-b)/Eigen::numext::mini<Real>(abs2(a),abs2(b))); + } +} +} + +namespace Eigen { + +} + +void test_boostmultiprec() +{ + typedef Matrix<Real,Dynamic,Dynamic> Mat; + typedef Matrix<std::complex<Real>,Dynamic,Dynamic> MatC; + + std::cout << "NumTraits<Real>::epsilon() = " << NumTraits<Real>::epsilon() << std::endl; + std::cout << "NumTraits<Real>::dummy_precision() = " << NumTraits<Real>::dummy_precision() << std::endl; + std::cout << "NumTraits<Real>::lowest() = " << NumTraits<Real>::lowest() << std::endl; + std::cout << "NumTraits<Real>::highest() = " << NumTraits<Real>::highest() << std::endl; + std::cout << "NumTraits<Real>::digits10() = " << NumTraits<Real>::digits10() << std::endl; + + // chekc stream output + { + Mat A(10,10); + A.setRandom(); + std::stringstream ss; + ss << A; + } + { + MatC A(10,10); + A.setRandom(); + std::stringstream ss; + ss << A; + } + + for(int i = 0; i < g_repeat; i++) { + int s = internal::random<int>(1,EIGEN_TEST_MAX_SIZE); + + CALL_SUBTEST_1( cholesky(Mat(s,s)) ); + + CALL_SUBTEST_2( lu_non_invertible<Mat>() ); + CALL_SUBTEST_2( lu_invertible<Mat>() ); + CALL_SUBTEST_2( lu_non_invertible<MatC>() ); + CALL_SUBTEST_2( lu_invertible<MatC>() ); + + CALL_SUBTEST_3( qr(Mat(internal::random<int>(1,EIGEN_TEST_MAX_SIZE),internal::random<int>(1,EIGEN_TEST_MAX_SIZE))) ); + CALL_SUBTEST_3( qr_invertible<Mat>() ); + + CALL_SUBTEST_4( qr<Mat>() ); + CALL_SUBTEST_4( cod<Mat>() ); + CALL_SUBTEST_4( qr_invertible<Mat>() ); + + CALL_SUBTEST_5( qr<Mat>() ); + CALL_SUBTEST_5( qr_invertible<Mat>() ); + + CALL_SUBTEST_6( selfadjointeigensolver(Mat(s,s)) ); + + CALL_SUBTEST_7( eigensolver(Mat(s,s)) ); + + CALL_SUBTEST_8( generalized_eigensolver_real(Mat(s,s)) ); + + TEST_SET_BUT_UNUSED_VARIABLE(s) + } + + CALL_SUBTEST_9(( jacobisvd(Mat(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) )); + CALL_SUBTEST_10(( bdcsvd(Mat(internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE), internal::random<int>(EIGEN_TEST_MAX_SIZE/4, EIGEN_TEST_MAX_SIZE/2))) )); +} + |