test: add MINRES test

Author: jcarpent

unittest/CMakeLists.txt

@@ -1,6 +1,6 @@
 #
 # Copyright (c) 2014-2019 CNRS
-# Copyright (c) 2018-2020 INRIA
+# Copyright (c) 2018-2021 INRIA
 #
 
 MACRO(ADD_LIB_UNIT_TEST test)
@@ -62,3 +62,6 @@ SET_TESTS_PROPERTIES("py-LLT" PROPERTIES DEPENDS ${PYWRAP})
 
 ADD_PYTHON_UNIT_TEST("py-LDLT" "unittest/python/test_LDLT.py" "python/eigenpy;unittest")
 SET_TESTS_PROPERTIES("py-LDLT" PROPERTIES DEPENDS ${PYWRAP})
+
+ADD_PYTHON_UNIT_TEST("py-MINRES" "unittest/python/test_MINRES.py" "python/eigenpy;unittest")
+SET_TESTS_PROPERTIES("py-MINRES" PROPERTIES DEPENDS ${PYWRAP})

unittest/python/test_MINRES.py

@@ -0,0 +1,17 @@
+import eigenpy
+
+import numpy as np
+import numpy.linalg as la
+
+dim = 100
+A = np.random.rand(dim,dim)
+
+A = (A + A.T)*0.5 + np.diag(10. + np.random.rand(dim))
+
+minres = eigenpy.MINRES(A)
+
+X = np.random.rand(dim,20)
+B = A.dot(X)
+X_est = minres.solve(B)
+assert eigenpy.is_approx(X,X_est)
+assert eigenpy.is_approx(A.dot(X_est),B)