/*************************************************************************** * Copyright (c) 2023 Ondsel, Inc. * * * * This file is part of OndselSolver. * * * * See LICENSE file for details about copyright. * ***************************************************************************/ #include #include "GESpMatParPvMarko.h" #include "SingularMatrixError.h" using namespace MbD; void GESpMatParPvMarko::doPivoting(size_t p) { //"Search from bottom to top." //"Check for singular pivot." //"Do scaling. Do partial pivoting." //"criterion := mag / (2.0d raisedTo: rowiCount)." //| lookForFirstNonZeroInPivotCol i rowi aip criterionMax rowPivoti criterion max | ssize_t i; //Use ssize_t because of decrement size_t rowPivoti; double aip, mag, max, criterion, criterionMax; SpRowDsptr spRowi; rowPositionsOfNonZerosInPivotColumn->clear(); auto lookForFirstNonZeroInPivotCol = true; i = (ssize_t)m - 1; while (lookForFirstNonZeroInPivotCol) { spRowi = matrixA->at(i); if (spRowi->find(p) == spRowi->end()) { if (i <= (ssize_t)p) throwSingularMatrixError(""); //Use ssize_t because i can be negative } else { markowitzPivotColCount = 0; aip = spRowi->at(p); mag = aip * rowScalings->at(i); if (mag < 0) mag = -mag; max = mag; criterionMax = mag / std::pow(2.0, spRowi->size()); rowPivoti = (size_t)i; lookForFirstNonZeroInPivotCol = false; } i--; } while (i >= (ssize_t)p) { //Use ssize_t because i can be negative 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; criterion = mag / std::pow(2.0, spRowi->size()); if (criterion > criterionMax) { max = mag; criterionMax = criterion; rowPositionsOfNonZerosInPivotColumn->push_back(rowPivoti); rowPivoti = (size_t)i; } else { rowPositionsOfNonZerosInPivotColumn->push_back(i); } } i--; } if (p != rowPivoti) { matrixA->swapElems(p, rowPivoti); rightHandSideB->swapElems(p, rowPivoti); rowScalings->swapElems(p, rowPivoti); if (aip != std::numeric_limits::min()) rowPositionsOfNonZerosInPivotColumn->at(markowitzPivotColCount - 1) = rowPivoti; } if (max < singularPivotTolerance) throwSingularMatrixError(""); } void GESpMatParPvMarko::preSolvewithsaveOriginal(SpMatDsptr spMat, FColDsptr fullCol, bool saveOriginal) { //"Optimized for speed." if (m != spMat->nrow() || n != spMat->ncol()) { m = spMat->nrow(); n = spMat->ncol(); matrixA = std::make_shared>(m); rowScalings = std::make_shared>(m); rowPositionsOfNonZerosInPivotColumn = std::make_shared>(); } if (saveOriginal) { rightHandSideB = fullCol->copy(); } else { rightHandSideB = fullCol; } for (size_t i = 0; i < m; i++) { auto& spRowi = spMat->at(i); double maxRowMagnitude = spRowi->maxMagnitude(); if (maxRowMagnitude == 0) { throwSingularMatrixError(""); } rowScalings->atiput(i, 1.0 / maxRowMagnitude); matrixA->atiput(i, spRowi->conditionedWithTol(singularPivotTolerance * maxRowMagnitude)); } }