guix/gnu/packages/patches/eigen-stabilise-sparseqr-test.patch

From: Tobias Geerinckx-Rice <me@tobias.gr>
Date: Mon, 16 Mar 2020 22:51:37 +0000
Subject: gnu: eigen: Stabilise sparseqr test.

Taken verbatim from this[0] upstream commit.

[0]: https://gitlab.com/libeigen/eigen/-/commit/3b5deeb546d4017b24846f5b0dc3296a50a039fe

From 3b5deeb546d4017b24846f5b0dc3296a50a039fe Mon Sep 17 00:00:00 2001
From: Gael Guennebaud <g.gael@free.fr>
Date: Tue, 19 Feb 2019 22:57:51 +0100
Subject: [PATCH] bug #899: make sparseqr unit test more stable by 1) trying
 with larger threshold and 2) relax rank computation for rank-deficient
 problems.

---
 test/sparseqr.cpp | 31 ++++++++++++++++++++++++++-----
 1 file changed, 26 insertions(+), 5 deletions(-)

diff --git a/test/sparseqr.cpp b/test/sparseqr.cpp
index 3ffe62314..3576cc626 100644
--- a/test/sparseqr.cpp
+++ b/test/sparseqr.cpp
@@ -43,6 +43,7 @@ int generate_sparse_rectangular_problem(MatrixType& A, DenseMat& dA, int maxRows
 
 template<typename Scalar> void test_sparseqr_scalar()
 {
+  typedef typename NumTraits<Scalar>::Real RealScalar;
   typedef SparseMatrix<Scalar,ColMajor> MatrixType; 
   typedef Matrix<Scalar,Dynamic,Dynamic> DenseMat;
   typedef Matrix<Scalar,Dynamic,1> DenseVector;
@@ -91,14 +92,34 @@ template<typename Scalar> void test_sparseqr_scalar()
     exit(0);
     return;
   }
-  
-  VERIFY_IS_APPROX(A * x, b);
-  
-  //Compare with a dense QR solver
+
+  // Compare with a dense QR solver
   ColPivHouseholderQR<DenseMat> dqr(dA);
   refX = dqr.solve(b);
   
-  VERIFY_IS_EQUAL(dqr.rank(), solver.rank());
+  bool rank_deficient = A.cols()>A.rows() || dqr.rank()<A.cols();
+  if(rank_deficient)
+  {
+    // rank deficient problem -> we might have to increase the threshold
+    // to get a correct solution.
+    RealScalar th = RealScalar(20)*dA.colwise().norm().maxCoeff()*(A.rows()+A.cols()) * NumTraits<RealScalar>::epsilon();
+    for(Index k=0; (k<16) && !test_isApprox(A*x,b); ++k)
+    {
+      th *= RealScalar(10);
+      solver.setPivotThreshold(th);
+      solver.compute(A);
+      x = solver.solve(b);
+    }
+  }
+
+  VERIFY_IS_APPROX(A * x, b);
+  
+  // For rank deficient problem, the estimated rank might
+  // be slightly off, so let's only raise a warning in such cases.
+  if(rank_deficient) ++g_test_level;
+  VERIFY_IS_EQUAL(solver.rank(), dqr.rank());
+  if(rank_deficient) --g_test_level;
+
   if(solver.rank()==A.cols()) // full rank
     VERIFY_IS_APPROX(x, refX);
 //   else
-- 
2.24.1