106 lines
3.3 KiB
C++
106 lines
3.3 KiB
C++
/***************************************************************************
|
|
* Copyright (c) 2023 Ondsel, Inc. *
|
|
* *
|
|
* This file is part of OndselSolver. *
|
|
* *
|
|
* See LICENSE file for details about copyright. *
|
|
***************************************************************************/
|
|
|
|
#include <cassert>
|
|
|
|
#include "GESpMatParPvPrecise.h"
|
|
#include "SingularMatrixError.h"
|
|
|
|
using namespace MbD;
|
|
|
|
void GESpMatParPvPrecise::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) throwSingularMatrixError("doPivoting");
|
|
}
|
|
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<double>::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);
|
|
rightHandSideB->swapElems(p, rowPivoti);
|
|
rowScalings->swapElems(p, rowPivoti);
|
|
rowOrder->swapElems(p, rowPivoti);
|
|
if (aip != std::numeric_limits<double>::min()) rowPositionsOfNonZerosInPivotColumn->at(markowitzPivotColCount - 1) = rowPivoti;
|
|
}
|
|
pivotValues->at(p) = max;
|
|
if (max < singularPivotTolerance) throwSingularMatrixError("doPivoting");
|
|
}
|
|
|
|
void GESpMatParPvPrecise::preSolvewithsaveOriginal(SpMatDsptr spMat, FColDsptr fullCol, bool saveOriginal)
|
|
{
|
|
//assert(false);
|
|
//"A conditioned copy of aMatrix is solved."
|
|
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);
|
|
pivotValues = std::make_shared<FullColumn<double>>(m);
|
|
rowOrder = std::make_shared<FullColumn<int>>(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);
|
|
double maxRowMagnitude = spRowi->maxMagnitude();
|
|
if (maxRowMagnitude == 0) throwSingularMatrixError("preSolvewithsaveOriginal");
|
|
rowScalings->at(i) = 1.0 / maxRowMagnitude;
|
|
matrixA->at(i) = spRowi->conditionedWithTol(singularPivotTolerance * maxRowMagnitude);
|
|
rowOrder->at(i) = i;
|
|
}
|
|
}
|