70 lines
1.7 KiB
C++
70 lines
1.7 KiB
C++
#include <cassert>
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#include "GESpMatParPv.h"
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using namespace MbD;
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void MbD::GESpMatParPv::forwardEliminateWithPivot(int p)
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{
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//"rightHandSideB may be multidimensional."
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auto& rowp = matrixA->at(p);
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auto app = rowp->at(p);
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auto elementsInPivotRow = std::make_shared<std::vector<const std::pair<const int, double>*>>(rowp->size() - 1);
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int index = 0;
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for (auto const& keyValue : *rowp) {
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if (keyValue.first != p) {
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elementsInPivotRow->at(index) = (&keyValue);
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index++;
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}
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}
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auto bp = rightHandSideB->at(p);
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for (int ii = 0; ii < markowitzPivotColCount; ii++)
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{
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auto i = rowPositionsOfNonZerosInPivotColumn->at(ii);
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auto& rowi = matrixA->at(i);
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auto aip = rowi->at(p);
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rowi->erase(p);
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auto factor = aip / app;
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for (auto keyValue : *elementsInPivotRow)
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{
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auto j = keyValue->first;
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auto apj = keyValue->second;
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(*rowi)[j] -= factor * apj;
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}
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rightHandSideB->at(i) -= bp * factor;
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}
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}
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void MbD::GESpMatParPv::backSubstituteIntoDU()
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{
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//"DU is upper triangular with nonzero diagonals."
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double sum, duij, duii;
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//answerX = rightHandSideB->copyEmpty();
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assert(m == n);
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answerX = std::make_shared<FullColumn<double>>(m);
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answerX->at(n - 1) = rightHandSideB->at(m - 1) / matrixA->at(m - 1)->at(n - 1);
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//auto rhsZeroElement = this->rhsZeroElement();
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for (int i = n - 2; i >= 0; i--)
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{
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auto rowi = matrixA->at(i);
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sum = 0.0; // rhsZeroElement copy.
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for (auto const& keyValue : *rowi) {
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auto j = keyValue.first;
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if (j > i) {
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duij = keyValue.second;
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sum += answerX->at(j) * duij;
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}
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else {
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duii = keyValue.second;
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}
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}
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answerX->at(i) = (rightHandSideB->at(i) - sum) / duii;
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}
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}
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void MbD::GESpMatParPv::postSolve()
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{
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}
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