📄 test_sparse_lu.cxx
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// This is core/vnl/algo/tests/test_sparse_lu.cxx
#include <testlib/testlib_test.h>
#include <vcl_iostream.h>
#include <vnl/vnl_sparse_matrix.h>
#include <vnl/algo/vnl_sparse_lu.h>
#include "test_util.h"
//for debugging purposes
#if 0
static void print_sparse(vnl_sparse_matrix<double>& M)
{
typedef vnl_sparse_matrix_pair<double> pair_t;
unsigned n = M.rows();
for (unsigned r = 0; r<n; r++)
{
vcl_vector < pair_t > rr = M.get_row(r);
for (vcl_vector<pair_t>::const_iterator cit = rr.begin();
cit != rr.end(); cit++)
vcl_cout << "M[" << r << "][" << (*cit).first << "]= "
<< (*cit).second << '\n';
}
}
#endif
void test_sparse_lu()
{
//mat0 of Kenneth S. Kunder's Sparse 1.3a release
vnl_sparse_matrix<double> A(4,4);
vcl_vector<int> cols0(2), cols1(3), cols2(3), cols3(2);
vcl_vector<double> vals0(2), vals1(3), vals2(3), vals3(2);
cols0[0]=0; cols0[1]=1;
vals0[0]=2.0; vals0[1]=-1.0;
A.set_row(0, cols0, vals0);
cols1[0]=0; cols1[1]=1; cols1[2]=2;
vals1[0]=-1.0; vals1[1]=3.0; vals1[2]=-1;
A.set_row(1, cols1, vals1);
cols2[0]=1; cols2[1]= 2; cols2[2]= 3;
vals2[0]=-1.0; vals2[1]=3.0; vals2[2]=-1.0;
A.set_row(2, cols2, vals2);
cols3[0]=2; cols3[1]=3;
vals3[0]=-1.0; vals3[1]=3.0;
A.set_row(3, cols3, vals3);
for (A.reset(); A.next();)
vcl_cout << "A[" << A.getrow() << "][" << A.getcolumn()
<< "]= " << A.value() << '\n';
vnl_vector<double> b(4, 0.0), x(4);
b[0]=34.0;
vnl_sparse_lu lu(A,vnl_sparse_lu::verbose);
lu.solve(b, &x);
for (unsigned i = 0; i<4; ++i)
vcl_cout << "x[" << i << "]= " << x[i] << '\n';
TEST_NEAR("solution of mat0 example", x[0], 21, 1.e-03);
double det = lu.determinant();
vcl_cout << "determinant = " << det << '\n';
TEST_NEAR("determinant of mat0 example", det, 34, 1.e-03);
lu.solve_transpose(b,&x);
vcl_cout << "transpose solution\n";
for (unsigned i = 0; i<4; ++i)
vcl_cout << "x[" << i << "]= " << x[i] << '\n';
TEST_NEAR("transpose solution of mat0 example", x[2], 3, 1.e-03);
//mat5 of sparse test data
vnl_sparse_matrix<double> Ap(3,3);
Ap(0,1)=1; Ap(1,2)=1; Ap(2,0)=1;
vnl_vector<double> bp(3), xp(3);
bp[0]=2.0; bp[1]=3.0; bp[2]=1.0;
vnl_sparse_lu lup(Ap,vnl_sparse_lu::verbose);
lup.solve(bp, &xp);
for (unsigned i = 0; i<3; ++i)
vcl_cout << "xp[" << i << "]= " << xp[i] << '\n';
TEST_NEAR("solution of mat5 example", xp[2], 3, 1.e-03);
//test matrix derived from Poisson birth-death queue
double s = -0.01, l = 0.5, m = 0.5;
vnl_sparse_matrix<double> S(6,6);
S(0,0)=s+l; S(0,1)=-l;
S(1,0)=-m; S(1,1)=s+l+m; S(1,2)=-l;
S(2,1)=-m; S(2,2)=s+l+m;
S(3,3)=s+l+m; S(3,4)=-l;
S(4,3)=-m; S(4,4)=s+l+m; S(4,5)=-l;
S(5,4)=-m; S(5,5)=m+s;
vnl_vector<double> bbd(6),xbd(6);
bbd[0]=0; bbd[1]=0; bbd[2]=l; bbd[3]=m; bbd[4]=0; bbd[5]=0;
vnl_sparse_lu lubd(S,vnl_sparse_lu::estimate_condition_verbose);
lubd.solve(bbd, &xbd);
for (unsigned i = 0; i<6; ++i)
vcl_cout << "xbd[" << i << "]= " << xbd[i] << '\n';
TEST_NEAR("test solution of birth-death matrix", xbd[2], 1.06622, 1.e-04);
det = lubd.determinant();
vcl_cout << "birth-death determinant = " << det << '\n';
double cond = lubd.rcond();
vcl_cout << "birth-death condition number = " << cond << '\n';
TEST_NEAR("birth-death matrix condition number", cond, 0.03756, 1.e-04);
double upbnd = lubd.max_error_bound();
vcl_cout << "birth-death upper error bound = " << upbnd << '\n';
TEST_NEAR("birth-death upper error", upbnd, 5.923e-015, 1.e-016);
#if 0
//Test a large matrix
unsigned n = 10000;
s = -0.001;
vcl_cout << '\n' << '\n';
for (unsigned k = 0; k<10; ++k)
{
s *= 0.1;
vcl_cout << "s = " << s << '\n'<< '\n';
vnl_sparse_matrix<double> SL(n,n);
for (unsigned i = 1; i<(n/2-1); i++)
{
SL(i,i-1)=-m;
SL(i,i)=s+l+m;
SL(i,i+1)=-l;
}
for (unsigned i = (n/2+1); i<(n-1); i++)
{
SL(i,i-1)=-m;
SL(i,i)=s+l+m;
SL(i,i+1)=-l;
}
SL(0,0)=s+l; SL(0,1)=-l;
SL((n/2-1),(n/2-2))=-m; SL((n/2-1),(n/2-1))= s+l+m;
SL(n/2,n/2)= s+l+m; SL(n/2,(n/2+1))=-l;
SL(n-1,n-2)=-m; SL(n-1,n-1)= s+m;
vnl_sparse_lu lubdl(SL,vnl_sparse_lu::estimate_condition);
vnl_vector<double> blarge(n,0.0), xlarge(n);
blarge[n/2-1]=l; blarge[n/2]=m;
lubdl.set_pivot_thresh(0);
lubdl.solve(blarge, &xlarge);
vcl_cout << "xlarge[0] = " << xlarge[0] << " xlarge[n/2-1] = " << xlarge[n/2-1] << '\n';
upbnd = lubdl.max_error_bound();
vcl_cout << "birth-death upper error bound = " << upbnd << '\n'
<< "mean passage time from adjacent state = " << -(xlarge[n/2-1]-1)/s << '\n'
<< "mean passage time from S0 = " << -(xlarge[0]-1)/s << '\n'
<< "ratio =" << (1.0-xlarge[0])/(1-xlarge[n/2-1])<< '\n';
cond = lubdl.rcond();
vcl_cout << "large matrix birth-death condition number = " << cond << '\n';
}
#endif
}
TESTMAIN(test_sparse_lu);
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