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runVelIC

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This commit is contained in:
Aik-Siong Koh
2023-06-18 01:06:39 -06:00
parent 3b08cd72df
commit 371b13a9e0
147 changed files with 2555 additions and 238 deletions
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58
MbDCode/GESpMatFullPv.cpp
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@@ -7,9 +7,52 @@ using namespace MbD;
void MbD::GESpMatFullPv::doPivoting(int p)
{
assert(false);
}
//"Used by Gauss Elimination only."
//"Do full pivoting."
//"Swap rows but keep columns in place."
//"The elements below the diagonal are removed column by column."
auto max = 0.0;
auto pivotRow = p;
auto pivotCol = p;
for (int j = p; j < n; j++)
{
rowPositionsOfNonZerosInColumns->at(colOrder->at(j))->clear();
}
for (int i = p; i < m; i++)
{
auto& rowi = matrixA->at(i);
for (auto const& kv : *rowi) {
rowPositionsOfNonZerosInColumns->at(kv.first)->push_back(i);
auto aij = kv.second;
auto mag = aij;
if (mag < 0.0) mag = -mag;
if (max < mag) {
max = mag;
pivotRow = i;
pivotCol = positionsOfOriginalCols->at(kv.first);
}
}
}
if (p != pivotRow) {
matrixA->swapElems(p, pivotRow);
rightHandSideB->swapElems(p, pivotRow);
rowOrder->swapElems(p, pivotRow);
}
if (p != pivotCol) {
colOrder->swapElems(p, pivotCol);
positionsOfOriginalCols->at(colOrder->at(p)) = p;
positionsOfOriginalCols->at(colOrder->at(pivotCol)) = pivotCol;
}
pivotValues->at(p) = max;
if (max < singularPivotTolerance) throw SingularMatrixError("");
auto jp = colOrder->at(p);
rowPositionsOfNonZerosInPivotColumn = rowPositionsOfNonZerosInColumns->at(jp);
if (rowPositionsOfNonZerosInPivotColumn->front() == p) {
rowPositionsOfNonZerosInPivotColumn->erase(rowPositionsOfNonZerosInPivotColumn->begin());
}
markowitzPivotColCount = (int)rowPositionsOfNonZerosInPivotColumn->size();
}
void MbD::GESpMatFullPv::forwardEliminateWithPivot(int p)
{
//app is pivot.
@@ -63,7 +106,7 @@ void MbD::GESpMatFullPv::backSubstituteIntoDU()
//auto rhsZeroElement = this->rhsZeroElement();
for (int i = n - 2; i >= 0; i--)
{
auto rowi = matrixA->at(i);
auto& rowi = matrixA->at(i);
sum = 0.0; // rhsZeroElement copy.
for (auto const& keyValue : *rowi) {
auto jj = keyValue.first;
@@ -95,9 +138,8 @@ void MbD::GESpMatFullPv::preSolvewithsaveOriginal(SpMatDsptr spMat, FColDsptr fu
matrixA = std::make_shared<SparseMatrix<double>>(m);
pivotValues = std::make_shared<FullColumn<double>>(m);
rowOrder = std::make_shared<FullColumn<int>>(m);
colOrder = std::make_shared<FullColumn<int>>(n);
colOrder = std::make_shared<FullRow<int>>(n);
positionsOfOriginalCols = std::make_shared<std::vector<int>>(m);
privateIndicesOfNonZerosInPivotRow = std::make_shared<std::vector<int>>();
rowPositionsOfNonZerosInColumns = std::make_shared<std::vector<std::shared_ptr<std::vector<int>>>>(n);
for (int j = 0; j < n; j++)
{
@@ -113,11 +155,11 @@ void MbD::GESpMatFullPv::preSolvewithsaveOriginal(SpMatDsptr spMat, FColDsptr fu
for (int i = 0; i < m; i++)
{
auto& spRowi = spMat->at(i);
auto maxRowElement = spRowi->maxElement();
if (maxRowElement == 0) {
auto maxRowMagnitude = spRowi->maxMagnitude();
if (maxRowMagnitude == 0) {
throw SingularMatrixError("");
}
matrixA->at(i) = spRowi->conditionedWithTol(singularPivotTolerance * maxRowElement);
matrixA->at(i) = spRowi->conditionedWithTol(singularPivotTolerance * maxRowMagnitude);
rowOrder->at(i) = i;
colOrder->at(i) = i;
positionsOfOriginalCols->at(i) = i;