48 lines
1.4 KiB
C++
48 lines
1.4 KiB
C++
#include "main.h"
|
|
#include <Eigen/MPRealSupport>
|
|
#include <Eigen/LU>
|
|
#include <Eigen/Eigenvalues>
|
|
|
|
using namespace mpfr;
|
|
using namespace std;
|
|
using namespace Eigen;
|
|
|
|
void test_mpreal_support()
|
|
{
|
|
// set precision to 256 bits (double has only 53 bits)
|
|
mpreal::set_default_prec(256);
|
|
typedef Matrix<mpreal,Eigen::Dynamic,Eigen::Dynamic> MatrixXmp;
|
|
|
|
std::cerr << "epsilon = " << NumTraits<mpreal>::epsilon() << "\n";
|
|
std::cerr << "dummy_precision = " << NumTraits<mpreal>::dummy_precision() << "\n";
|
|
std::cerr << "highest = " << NumTraits<mpreal>::highest() << "\n";
|
|
std::cerr << "lowest = " << NumTraits<mpreal>::lowest() << "\n";
|
|
|
|
for(int i = 0; i < g_repeat; i++) {
|
|
int s = Eigen::internal::random<int>(1,100);
|
|
MatrixXmp A = MatrixXmp::Random(s,s);
|
|
MatrixXmp B = MatrixXmp::Random(s,s);
|
|
MatrixXmp S = A.adjoint() * A;
|
|
MatrixXmp X;
|
|
|
|
// Cholesky
|
|
X = S.selfadjointView<Lower>().llt().solve(B);
|
|
VERIFY_IS_APPROX((S.selfadjointView<Lower>()*X).eval(),B);
|
|
|
|
// partial LU
|
|
X = A.lu().solve(B);
|
|
VERIFY_IS_APPROX((A*X).eval(),B);
|
|
|
|
// symmetric eigenvalues
|
|
SelfAdjointEigenSolver<MatrixXmp> eig(S);
|
|
VERIFY_IS_EQUAL(eig.info(), Success);
|
|
VERIFY_IS_APPROX((S.selfadjointView<Lower>() * eig.eigenvectors()),
|
|
eig.eigenvectors() * eig.eigenvalues().asDiagonal());
|
|
}
|
|
}
|
|
|
|
extern "C" {
|
|
#include "mpreal/dlmalloc.c"
|
|
}
|
|
#include "mpreal/mpreal.cpp"
|