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runPosIC, VelIC, AccIC numerically correct

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This commit is contained in:
Aik-Siong Koh
2023-06-24 23:08:29 -06:00
parent 371b13a9e0
commit c30ee64b89
110 changed files with 2171 additions and 129 deletions
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29
MbDCode/GESpMatParPvMarko.cpp
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@@ -21,7 +21,7 @@ void MbD::GESpMatParPvMarko::doPivoting(int p)
while (lookForFirstNonZeroInPivotCol) {
spRowi = matrixA->at(i);
if (spRowi->find(p) == spRowi->end()) {
if (i <= p) throw SingularMatrixError("");
if (i <= p) throwSingularMatrixError("");
}
else {
markowitzPivotColCount = 0;
@@ -64,10 +64,33 @@ void MbD::GESpMatParPvMarko::doPivoting(int p)
rowScalings->swapElems(p, rowPivoti);
if (aip != std::numeric_limits<double>::min()) rowPositionsOfNonZerosInPivotColumn->at(markowitzPivotColCount - 1) = rowPivoti;
}
if (max < singularPivotTolerance) throw SingularMatrixError("");
if (max < singularPivotTolerance) throwSingularMatrixError("");
}
void MbD::GESpMatParPvMarko::preSolvewithsaveOriginal(SpMatDsptr spMat, FColDsptr fullCol, bool saveOriginal)
{
assert(false);
//"Optimized for speed."
if (m != spMat->nrow() || n != spMat->ncol()) {
m = spMat->nrow();
n = spMat->ncol();
matrixA = std::make_shared<SparseMatrix<double>>(m);
rowScalings = std::make_shared<FullColumn<double>>(m);
rowPositionsOfNonZerosInPivotColumn = std::make_shared<std::vector<int>>();
}
if (saveOriginal) {
rightHandSideB = fullCol->copy();
}
else {
rightHandSideB = fullCol;
}
for (int i = 0; i < m; i++)
{
auto& spRowi = spMat->at(i);
auto maxRowMagnitude = spRowi->maxMagnitude();
if (maxRowMagnitude == 0) {
throwSingularMatrixError("");
}
rowScalings->atiput(i, 1.0 / maxRowMagnitude);
matrixA->atiput(i, spRowi->conditionedWithTol(singularPivotTolerance * maxRowMagnitude));
}
}