/// <summary>
/// Reads a matrix file generated by Spice 3f5.
/// </summary>
/// <param name="matFilename">The matrix filename.</param>
/// <param name="vecFilename">The vector filename.</param>
/// <returns></returns>
protected Solver <double> ReadSpice3f5File(string matFilename, string vecFilename)
{
var solver = new RealSolver();
// Read the spice file
string line;
using (var reader = new StreamReader(matFilename))
{
// The file is organized using (row) (column) (value) (imag value)
while (!reader.EndOfStream && (line = reader.ReadLine()) != null)
{
if (line == "first")
{
continue;
}
var match = Regex.Match(line, @"^(?<size>\d+)\s+(complex|real)$");
// Try to read an element
match = Regex.Match(line, @"^(?<row>\d+)\s+(?<col>\d+)\s+(?<value>[^\s]+)(\s+[^\s]+)?$");
if (match.Success)
{
int row = int.Parse(match.Groups["row"].Value);
int col = int.Parse(match.Groups["col"].Value);
var value = double.Parse(match.Groups["value"].Value, CultureInfo.InvariantCulture);
solver.GetMatrixElement(row, col).Value = value;
}
}
}
// Read the vector file
using (var reader = new StreamReader(vecFilename))
{
var index = 1;
while (!reader.EndOfStream && (line = reader.ReadLine()) != null)
{
var value = double.Parse(line, CultureInfo.InvariantCulture);
solver.GetRhsElement(index).Value = value;
index++;
}
}
return(solver);
}
public void When_QuickDiagonalPivoting_Expect_NoException()
{
// Build the solver with only the quick diagonal pivoting
var solver = new RealSolver();
var strategy = (Markowitz <double>)solver.Strategy;
strategy.Strategies.Clear();
strategy.Strategies.Add(new MarkowitzQuickDiagonal <double>());
// Build the matrix that should be solvable using only the singleton pivoting strategy
double[][] matrix =
{
new[] { 1, 0.5, 0, 0 },
new[] { -0.5, 5, 4, 0 },
new[] { 0, 3, 2, 0.1 },
new[] { 0, 0, -0.01, 3 }
};
double[] rhs = { 0, 0, 0, 0 };
for (var r = 0; r < matrix.Length; r++)
{
for (var c = 0; c < matrix[r].Length; c++)
{
if (!matrix[r][c].Equals(0.0))
{
solver.GetMatrixElement(r + 1, c + 1).Value = matrix[r][c];
}
}
if (!rhs[r].Equals(0.0))
{
solver.GetRhsElement(r + 1).Value = rhs[r];
}
}
// This should run without throwing an exception
solver.OrderAndFactor();
}