#include "LDUSpMatParPvPrecise.h" #include "SingularMatrixError.h" void MbD::LDUSpMatParPvPrecise::doPivoting(int p) { //"Search from bottom to top." //"Use scaling vector and partial pivoting with actual swapping of rows." //"Check for singular pivot." //"Do scaling. Do partial pivoting." //| max rowPivot aip mag lookForFirstNonZeroInPivotCol i | int i, rowPivoti; double aip, mag, max; SpRowDsptr spRowi; rowPositionsOfNonZerosInPivotColumn->clear(); auto lookForFirstNonZeroInPivotCol = true; i = m - 1; while (lookForFirstNonZeroInPivotCol) { spRowi = matrixA->at(i); if (spRowi->find(p) == spRowi->end()) { if (i <= p) throw SingularMatrixError(""); } else { markowitzPivotColCount = 0; aip = spRowi->at(p); mag = aip * rowScalings->at(i); if (mag < 0) mag = -mag; max = mag; rowPivoti = i; lookForFirstNonZeroInPivotCol = false; } i--; } while (i >= p) { spRowi = matrixA->at(i); if (spRowi->find(p) == spRowi->end()) { aip = std::numeric_limits::min(); } else { aip = spRowi->at(p); markowitzPivotColCount++; mag = aip * rowScalings->at(i); if (mag < 0) mag = -mag; if (mag > max) { max = mag; rowPositionsOfNonZerosInPivotColumn->push_back(rowPivoti); rowPivoti = i; } else { rowPositionsOfNonZerosInPivotColumn->push_back(i); } } i--; } if (p != rowPivoti) { matrixA->swapElems(p, rowPivoti); rowScalings->swapElems(p, rowPivoti); rowOrder->swapElems(p, rowPivoti); matrixL->swapElems(p, rowPivoti); if (aip != std::numeric_limits::min()) rowPositionsOfNonZerosInPivotColumn->at(markowitzPivotColCount - 1) = rowPivoti; } pivotValues->at(p) = max; if (max < singularPivotTolerance) throw SingularMatrixError(""); }