76 lines
2.4 KiB
C++
76 lines
2.4 KiB
C++
/***************************************************************************
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* Copyright (c) 2023 Ondsel, Inc. *
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* *
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* This file is part of OndselSolver. *
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* *
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* See LICENSE file for details about copyright. *
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***************************************************************************/
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#include "LDUSpMatParPvMarko.h"
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#include "SingularMatrixError.h"
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using namespace MbD;
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void LDUSpMatParPvMarko::doPivoting(int p)
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{
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//"Search from bottom to top."
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//"Check for singular pivot."
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//"Do scaling. Do partial pivoting."
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//"criterion := mag / (2.0d raisedTo: rowiCount)."
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//| lookForFirstNonZeroInPivotCol i rowi aip criterionMax rowPivoti criterion max |
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int i, rowPivoti;
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double aip, mag, max, criterion, criterionMax;
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SpRowDsptr spRowi;
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rowPositionsOfNonZerosInPivotColumn->clear();
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auto lookForFirstNonZeroInPivotCol = true;
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i = m - 1;
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while (lookForFirstNonZeroInPivotCol) {
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spRowi = matrixA->at(i);
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if (spRowi->find(p) == spRowi->end()) {
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if (i <= p) throwSingularMatrixError("");
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}
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else {
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markowitzPivotColCount = 0;
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aip = spRowi->at(p);
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mag = aip * rowScalings->at(i);
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if (mag < 0) mag = -mag;
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max = mag;
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criterionMax = mag / std::pow(2.0, spRowi->size());
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rowPivoti = i;
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lookForFirstNonZeroInPivotCol = false;
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}
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i--;
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}
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while (i >= p) {
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spRowi = matrixA->at(i);
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if (spRowi->find(p) == spRowi->end()) {
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aip = std::numeric_limits<double>::min();
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}
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else {
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aip = spRowi->at(p);
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markowitzPivotColCount++;
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mag = aip * rowScalings->at(i);
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if (mag < 0) mag = -mag;
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criterion = mag / std::pow(2.0, spRowi->size());
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if (criterion > criterionMax) {
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max = mag;
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criterionMax = criterion;
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rowPositionsOfNonZerosInPivotColumn->push_back(rowPivoti);
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rowPivoti = i;
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}
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else {
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rowPositionsOfNonZerosInPivotColumn->push_back(i);
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}
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}
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i--;
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}
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if (p != rowPivoti) {
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matrixA->swapElems(p, rowPivoti);
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rowScalings->swapElems(p, rowPivoti);
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rowOrder->swapElems(p, rowPivoti);
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matrixL->swapElems(p, rowPivoti);
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if (aip != std::numeric_limits<double>::min()) rowPositionsOfNonZerosInPivotColumn->at(markowitzPivotColCount - 1) = rowPivoti;
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}
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if (max < singularPivotTolerance) throwSingularMatrixError("");
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}
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