private static void TestIndefiniteSystem(LinearAlgebraProviderChoice providers)
{
TestSettings.RunMultiproviderTest(providers, delegate()
{
var comparer = new MatrixComparer(1E-4);
double residualTolerance = 1e-8;
(Matrix A, Vector b, Vector xExpected, IPreconditioner M) = DiagonalIndefinite.BuildIndefiniteSystem(20);
var minres = new MinRes(A.NumRows, residualTolerance, 0, false, false);
(IVector xComputed, MinresStatistics stats) = minres.Solve(A, b);
comparer.AssertEqual(xExpected, xComputed);
});
}
private static void TestIndefiniteSystem(LinearAlgebraProviderChoice providers)
{
TestSettings.RunMultiproviderTest(providers, delegate()
{
(Matrix A, Vector b, Vector xExpected, IPreconditioner M) = DiagonalIndefinite.BuildIndefiniteSystem(20);
var builder = new CGAlgorithm.Builder();
builder.ResidualTolerance = 1E-6;
builder.MaxIterationsProvider = new PercentageMaxIterationsProvider(1.0);
var cg = builder.Build();
Vector xComputed = Vector.CreateZero(A.NumRows);
IterativeStatistics stats = cg.Solve(A, b, xComputed, true);
Assert.False(comparer.AreEqual(xExpected, xComputed));
});
}
private static void TestConversionFullToSkyline()
{
var matrices = new List <double[, ]>
{
DiagonalIndefinite.BuildeIndefiniteMatrix(20), GlobalMatrixAssembly.GlobalMatrix, SparsePosDef10by10.Matrix,
SparseSymm5by5.Matrix, SymmPosDef10by10.Matrix, SymmSingular10by10.Matrix
};
foreach (double[,] matrix in matrices)
{
var full = Matrix.CreateFromArray(matrix);
var skylineFromArray = SkylineMatrix.CreateFromArray(matrix);
var skylineFromFull = SkylineMatrix.CreateFromMatrix(full);
comparer.AssertEqual(full, skylineFromArray);
comparer.AssertEqual(full, skylineFromFull);
}
}
public static void PreconditioningIndefinite()
{
Console.WriteLine("Dense pos-def system WITHOUT preconditioning:");
(Matrix A, Vector b, Vector xExpected, IPreconditioner M) = DiagonalIndefinite.BuildIndefiniteSystem(2000);
var minres = new MinRes(A.NumRows, 1e-10, 0, true, false);
// Without preconditioning
(IVector xSimple, MinresStatistics statsSimple) = minres.Solve(A, b);
Console.Write(statsSimple);
if (xSimple != null)
{
CheckSolution(xExpected, xSimple);
}
Console.WriteLine();
// With preconditioning
(IVector xPrec, MinresStatistics statsPrec) = minres.Solve(A, b, M);
Console.Write(statsPrec);
if (xPrec != null)
{
CheckSolution(xExpected, xPrec);
}
Console.WriteLine();
}