public void Solve <P, Q>(P X, Q B)
where P : IList <double>
where Q : IList <double>
{
int n = Mtx.NoOfCols;
double sum = 0;
var tempMtx = Mtx;
// Zeros on diagonal elements because of saddle point structure
for (int bla = 0; bla < n; bla++)
{
if (Mtx.GetDiagonalElement(bla) == 0)
{
throw new Exception("One or more diagonal elements are zero, ILU cannot work");
}
Mtx.SetDiagonalElement(bla, 1);
}
// ILU decomposition of matrix
for (int k = 0; k < n - 1; k++)
{
for (int i = k; i < n; i++)
{
if (tempMtx[i, k] == 0)
{
i = n;
}
else
{
Mtx[i, k] = Mtx[i, k] / Mtx[k, k];
for (int j = k + 1; j < n; j++)
{
if (tempMtx[i, j] == 0)
{
j = n;
}
else
{
Mtx[i, j] = Mtx[i, j] - Mtx[i, k] * Mtx[k, j];
}
}
}
}
}
// LU decomposition of matrix
//for (int i = 0; i < n; i++) {
// for (int j = i; j < n; j++) {
// sum = 0;
// for (int k = 0; k < i; k++)
// sum += Mtx[i, k] * Mtx[k, j];
// Mtx[i, j] = tempMtx[i, j] - sum;
// }
// for (int j = i + 1; j < n; j++) {
// sum = 0;
// for (int k = 0; k < i; k++)
// sum += Mtx[j, k] * Mtx[k, i];
// Mtx[j, i] = (1 / Mtx[i, i]) * (tempMtx[j, i] - sum);
// }
//}
// find solution of Ly = b
double[] y = new double[n];
for (int i = 0; i < n; i++)
{
sum = 0;
for (int k = 0; k < i; k++)
{
sum += Mtx[i, k] * y[k];
}
y[i] = B[i] - sum;
}
// find solution of Ux = y
for (int i = n - 1; i >= 0; i--)
{
sum = 0;
for (int k = i + 1; k < n; k++)
{
sum += Mtx[i, k] * X[k];
}
X[i] = (1 / Mtx[i, i]) * (y[i] - sum);
}
}