// 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))) )); }