private void WriteToStream(ISparseMatrix matrix, StreamWriter writer)
{
SparseFormat sparseFormat = matrix.GetSparseFormat();
writer.Write(sparseFormat.RawValuesTitle + ": ");
if (titlesOnOtherLines)
{
writer.WriteLine();
}
WriteArray(sparseFormat.RawValuesArray, writer, false);
foreach (var nameArrayPair in sparseFormat.RawIndexArrays)
{
if (lineBetweenArrays)
{
writer.WriteLine();
}
writer.WriteLine(); // otherwise everything would be on the same line
writer.Write(nameArrayPair.Key + ": ");
if (titlesOnOtherLines)
{
writer.WriteLine();
}
WriteArray(nameArrayPair.Value, writer, false);
}
}
/// <summary>
/// Links matrix elements.
/// </summary>
/// <param name="matrix">The matrix.</param>
/// <param name="row">The row variable.</param>
/// <param name="column">The column variable.</param>
private void LinkElement(ISparseMatrix <T> matrix, Bridge <int> row, Bridge <int> column)
{
var loc = Solver.ExternalToInternal(new MatrixLocation(row.Local, column.Local));
// Do we need to create an element?
var local_elt = matrix.FindElement(loc);
if (local_elt == null)
{
// Check if solving will result in an element
var left = matrix.GetFirstInRow(loc.Row);
if (left == null || left.Column > Solver.Size - Solver.Degeneracy)
{
return;
}
var top = matrix.GetFirstInColumn(loc.Column);
if (top == null || top.Row > Solver.Size - Solver.Degeneracy)
{
return;
}
// Create the element because decomposition will cause these elements to be created
local_elt = matrix.GetElement(loc);
}
if (local_elt == null)
{
return;
}
var parent_elt = Parent.Solver.GetElement(new MatrixLocation(row.Global, column.Global));
_elements.Add(new Bridge <Element <T> >(local_elt, parent_elt));
}
/// <summary>
/// Notifies the strategy that a fill-in has been created
/// </summary>
/// <param name="matrix">The matrix.</param>
/// <param name="fillin">The fill-in.</param>
/// <exception cref="ArgumentNullException">
/// Thrown if <paramref name="matrix"/> or <paramref name="fillin"/> is <c>null</c>.
/// </exception>
public void CreateFillin(ISparseMatrix <T> matrix, ISparseMatrixElement <T> fillin)
{
matrix.ThrowIfNull(nameof(matrix));
fillin.ThrowIfNull(nameof(fillin));
if (_markowitzProduct == null)
{
return;
}
// Update the markowitz row count
int index = fillin.Row;
_markowitzRow[index]++;
_markowitzProduct[index] =
Math.Min(_markowitzRow[index] * _markowitzColumn[index], _maxMarkowitzCount);
if (_markowitzRow[index] == 1 && _markowitzColumn[index] != 0)
{
Singletons--;
}
// Update the markowitz column count
index = fillin.Column;
_markowitzColumn[index]++;
_markowitzProduct[index] =
Math.Min(_markowitzRow[index] * _markowitzColumn[index], _maxMarkowitzCount);
if (_markowitzRow[index] != 0 && _markowitzColumn[index] == 1)
{
Singletons--;
}
}
/// <summary>
/// Accumulates an identity matrix, but only for selected variabels
/// </summary>
/// <param name="M">matrix to be modified (input/output)</param>
/// <param name="factor"></param>
/// <param name="iVar"></param>
static public void AccEyeSp(this ISparseMatrix M, UnsetteledCoordinateMapping map, int[] iVar, double factor = 1.0)
{
using (new FuncTrace()) {
if (M.RowPartitioning.LocalLength != M.ColPartition.LocalLength)
{
throw new ArgumentException("supported only for quadratic matrices");
}
if (map.LocalLength != M.RowPartitioning.LocalLength)
{
throw new ArgumentException();
}
int J = map.GridDat.iLogicalCells.NoOfLocalUpdatedCells;
for (int j = 0; j < J; j++)
{
foreach (int f in iVar)
{
int Np = map.BasisS[f].GetLength(j);
for (int n = 0; n < Np; n++)
{
int idx = map.GlobalUniqueCoordinateIndex(f, j, n);
M.SetDiagonalElement(idx, M.GetDiagonalElement(idx) + factor);
}
}
}
}
}
/// <summary>
/// Writes each internal array of the provided sparse matrix to a different file. All these filenames have a common
/// prefix, extracted from <paramref name="pathBase"/>, and a suffix corresponding to the purpose of each array.
/// </summary>
/// <param name="matrix">The sparse matrix to write.</param>
/// <param name="pathBase">An absolute path. This filename will not be used directly. Instead one file per internal array
/// of <paramref name="matrix"/> will be used. Each file will be suffixed with the name of that array and then the
/// extension specified in <paramref name="pathBase"/>.</param>
/// <param name="writeArrayLengthFirst">If true, the first line of each file will contain the length of the corresponding
/// array. If false, there will be only one line per file, which will contain the array.</param>
public void WriteToMultipleFiles(ISparseMatrix matrix, string pathBase, bool writeArrayLengthFirst = true) // TODO: this should be a different writer
{
string path = Path.GetDirectoryName(pathBase);
string nameOnly = Path.GetFileNameWithoutExtension(pathBase);
string ext = Path.GetExtension(pathBase);
SparseFormat sparseFormat = matrix.GetSparseFormat();
// Values array
string suffix = "-" + sparseFormat.RawValuesTitle.ToLower();
string valuesPath = path + "\\" + nameOnly + suffix + ext; // Not too sure about the \\
using (var writer = new StreamWriter(valuesPath))
{
#if DEBUG
writer.AutoFlush = true; // To look at intermediate output at certain breakpoints
#endif
WriteArray(sparseFormat.RawValuesArray, writer, writeArrayLengthFirst);
}
// Indexing arrays
foreach (var nameArrayPair in sparseFormat.RawIndexArrays)
{
suffix = "-" + nameArrayPair.Key.ToLower();
string indexerPath = path + "\\" + nameOnly + suffix + ext; // Not too sure about the \\
using (var writer = new StreamWriter(indexerPath))
{
#if DEBUG
writer.AutoFlush = true; // To look at intermediate output at certain breakpoints
#endif
WriteArray(nameArrayPair.Value, writer, writeArrayLengthFirst);
}
}
}
private static void TestWriteOperation(ISparseMatrix matrix, string referenceFile, RawArraysWriter writer)
{
string tempFile = Guid.NewGuid().ToString() + ".txt";
writer.WriteToFile(matrix, tempFile);
bool success = IOUtilities.AreFilesEquivalent(referenceFile, tempFile);
File.Delete(tempFile);
Assert.True(success);
}
public static void GetI0(ref int _ref, out int i0, out int ierr)
{
ierr = 0;
i0 = -1;
try {
ISparseMatrix M = (ISparseMatrix)Infrastructure.GetObject(_ref);
i0 = (int)M.RowPartitioning.i0;
} catch (Exception e) {
ierr = Infrastructure.ErrorHandler(e);
}
}
public static void GetLocLen(ref int _ref, out int LocLen, out int ierr)
{
ierr = 0;
LocLen = -1;
try {
ISparseMatrix M = (ISparseMatrix)Infrastructure.GetObject(_ref);
LocLen = M.RowPartitioning.LocalLength;
} catch (Exception e) {
ierr = Infrastructure.ErrorHandler(e);
}
}
private void Count(ISparseMatrix <T> matrix, ISparseVector <T> rhs, int step, int max)
{
ISparseMatrixElement <T> element;
// Get the first element in the vector
var rhsElement = rhs.GetFirstInVector();
// Generate Markowitz row count
for (var i = max; i >= step; i--)
{
// Set count to -1 initially to remove count due to pivot element
var count = -1;
element = matrix.GetFirstInRow(i);
while (element != null && element.Column < step)
{
element = element.Right;
}
while (element != null) // We want to count the elements outside the limit as well
{
count++;
element = element.Right;
}
// Include elements on the Rhs vector
while (rhsElement != null && rhsElement.Index < step)
{
rhsElement = rhsElement.Below;
}
if (rhsElement != null && rhsElement.Index == i)
{
count++;
}
_markowitzRow[i] = Math.Min(count, _maxMarkowitzCount);
}
// Generate Markowitz column count
for (var i = step; i <= max; i++)
{
// Set count to -1 initially to remove count due to pivot element
var count = -1;
element = matrix.GetFirstInColumn(i);
while (element != null && element.Row < step)
{
element = element.Below;
}
while (element != null)
{
count++;
element = element.Below;
}
_markowitzColumn[i] = Math.Min(count, _maxMarkowitzCount);
}
}
public static void GetRowPart(ref int MtxRef, out int PartRef, out int ierr)
{
ierr = 0;
PartRef = -1;
try {
ISparseMatrix M = (ISparseMatrix)Infrastructure.GetObject(MtxRef);
PartRef = Infrastructure.RegisterObject(M.RowPartitioning);
} catch (Exception e) {
ierr = Infrastructure.ErrorHandler(e);
}
}
private void WriteSparseMatrix(ISparseMatrix matrix, StreamWriter writer)
{
string numberFormat = NumericFormat.GetRealNumberFormat();
foreach (var(row, col, val) in matrix.EnumerateNonZeros())
{
writer.Write($"{row + 1} {col + 1} ");
writer.WriteLine(string.Format(numberFormat, val));
}
writer.Write($"{matrix.NumRows} {matrix.NumColumns} 0.0");
}
/// <summary>
/// Setup the pivot strategy.
/// </summary>
/// <param name="matrix">The matrix.</param>
/// <param name="rhs">The right-hand side vector.</param>
/// <param name="eliminationStep">The current elimination step.</param>
/// <param name="max">The maximum row/column index.</param>
/// <exception cref="ArgumentNullException">
/// Thrown if <paramref name="matrix"/> or <paramref name="rhs"/> is <c>null</c>.
/// </exception>
public void Setup(ISparseMatrix <T> matrix, ISparseVector <T> rhs, int eliminationStep, int max)
{
matrix.ThrowIfNull(nameof(matrix));
rhs.ThrowIfNull(nameof(rhs));
// Initialize Markowitz row, column and product vectors if necessary
if (_markowitzRow == null || _markowitzRow.Length != matrix.Size + 1)
{
Initialize(matrix);
}
Count(matrix, rhs, eliminationStep, max);
Products(eliminationStep, max);
}
/// <summary>
/// Update the strategy after the pivot was moved.
/// </summary>
/// <param name="matrix">The matrix.</param>
/// <param name="pivot">The pivot element.</param>
/// <param name="limit">The maximum row/column for pivots.</param>
/// <exception cref="ArgumentNullException">
/// Thrown if <paramref name="matrix"/> or <paramref name="pivot"/> is <c>null</c>.
/// </exception>
public void Update(ISparseMatrix <T> matrix, ISparseMatrixElement <T> pivot, int limit)
{
matrix.ThrowIfNull(nameof(matrix));
pivot.ThrowIfNull(nameof(pivot));
// If we haven't setup, just skip
if (_markowitzProduct == null)
{
return;
}
// Go through all elements below the pivot. If they exist, then we can subtract 1 from the Markowitz row vector!
for (var column = pivot.Below; column != null && column.Row <= limit; column = column.Below)
{
var row = column.Row;
// Update the Markowitz product
_markowitzProduct[row] -= _markowitzColumn[row];
--_markowitzRow[row];
// If we reached 0, then the row just turned to a singleton row
if (_markowitzRow[row] == 0)
{
Singletons++;
}
}
// go through all elements right of the pivot. For every element, we can subtract 1 from the Markowitz column vector!
for (var row = pivot.Right; row != null && row.Column <= limit; row = row.Right)
{
var column = row.Column;
// Update the Markowitz product
_markowitzProduct[column] -= _markowitzRow[column];
--_markowitzColumn[column];
// If we reached 0, then the column just turned to a singleton column
// This only adds a singleton if the row wasn't detected as a singleton row first
if (_markowitzColumn[column] == 0 && _markowitzRow[column] != 0)
{
Singletons++;
}
}
}
/// <summary>
/// Adds <paramref name="factor"/> to all diagonal entries of <paramref name="M"/>.
/// </summary>
static public void AccEyeSp(this ISparseMatrix M, double factor = 1.0)
{
using (new FuncTrace()) {
if (M.RowPartitioning.LocalLength != M.ColPartition.LocalLength)
{
throw new ArgumentException("supported only for quadratic matrices");
}
var rm = M.RowPartitioning;
int i0 = (int)rm.i0;
int L = rm.LocalLength;
for (int i = 0; i < L; i++)
{
M.SetDiagonalElement(i + i0, M.GetDiagonalElement(i + i0) + factor);
}
}
}
/// <summary>
/// Find a pivot in the matrix.
/// </summary>
/// <param name="matrix">The matrix.</param>
/// <param name="eliminationStep">The current elimination step.</param>
/// <param name="max">The maximum row/column index of any pivot.</param>
/// <returns>The pivot information.</returns>
/// <remarks>
/// The pivot should be searched for in the submatrix towards the right and down of the
/// current diagonal at row/column <paramref name="eliminationStep" />. This pivot element
/// will be moved to the diagonal for this elimination step.
/// </remarks>
/// <exception cref="ArgumentNullException">Thrown if <paramref name="matrix"/> is <c>null</c>.</exception>
/// <exception cref="ArgumentOutOfRangeException">
/// Thrown if <paramref name="eliminationStep"/> or <paramref name="max"/> not 1 or higher,
/// or <paramref name="eliminationStep"/> is higher than <paramref name="max"/>.
/// </exception>
public Pivot <ISparseMatrixElement <T> > FindPivot(ISparseMatrix <T> matrix, int eliminationStep, int max)
{
matrix.ThrowIfNull(nameof(matrix));
eliminationStep.GreaterThan(nameof(eliminationStep), 0);
max.GreaterThan(nameof(max), 0);
// No pivot possible if we're already eliminating outside of our bounds
if (eliminationStep > max)
{
return(Pivot <ISparseMatrixElement <T> > .Empty);
}
// Fix the search limit to allow our strategies to work
foreach (var strategy in Strategies)
{
var chosen = strategy.FindPivot(this, matrix, eliminationStep, max);
if (chosen.Info != PivotInfo.None)
{
return(chosen);
}
}
return(Pivot <ISparseMatrixElement <T> > .Empty);
}
/// <summary>
/// Solves the linear system (diag(1/<paramref name="dt"/>) +
/// <em>M</em> / 2) * x =
/// <see cref="ImplicitTimeStepper.CurrentState"/> /
/// <paramref name="dt"/> -
/// <em>M</em> *
/// <see cref="ImplicitTimeStepper.CurrentState"/> / 2 -
/// 0.5*(<see cref="ImplicitTimeStepper.m_AffineOffset1"/> +
/// <see cref="m_AffineOffset0"/> )
/// and writes the
/// result do <see cref="ImplicitTimeStepper.CurrentState"/>.
/// </summary>
/// <param name="dt">The length of the timestep</param>
protected override void PerformTimeStep(double dt)
{
using (var tr = new ilPSP.Tracing.FuncTrace()) {
if (m_Theta <= 0 || m_Theta > 1)
{
throw new ApplicationException("m_Theta out of range; must be betwwen 0.0 (including) and 1.0 (including), but m_Theta = " + m_Theta);
}
int n = Mapping.LocalLength;
int np = m_diagVecOneSec.Length;
double[] diag = new double[n];
for (int i = 0; i < n; i++)
{
diag[i] = m_diagVecOneSec[i % np];
}
BLAS.dscal(n, 1.0 / (m_Theta * dt), diag, 1);
double[] rhs;
if (m_AffineOffset0 != null)
{
rhs = m_AffineOffset0;
BLAS.dscal(rhs.Length, -(1.0 - m_Theta) / m_Theta, rhs, 1);
BLAS.daxpy(rhs.Length, -1.0, m_AffineOffset1, 1, rhs, 1);
}
else
{
rhs = (double[])m_AffineOffset1.Clone();
}
if (m_Theta != 1.0)
{
// if m_Theta == 0.0, this has no effect and is a waste of comp. power
ISparseMatrix eM = m_Solver.GetMatrix();
eM.SpMV <CoordinateVector, double[]>(-(1.0 - m_Theta) / m_Theta, CurrentState, 1.0, rhs);
}
for (int i = 0; i < n; i++)
{
rhs[i] += diag[i] * CurrentState[i];
// fraglich
}
tr.Info("Calling solver");
LastSolverResult = m_Solver.Solve <double[], CoordinateVector, double[]>(1.0, diag, CurrentState, rhs);
tr.Info("no. of iterations: " + LastSolverResult.NoOfIterations);
tr.Info("converged? : " + LastSolverResult.Converged);
tr.Info("Pure solver runtime: " + LastSolverResult.RunTime.TotalSeconds + " sec.");
/*
* int n = Mapping.LocalLength;
* int np = m_diagVecOneSec.Length;
*
* double[] diag = new double[n];
* for (int i = 0; i < n; i++) {
* diag[i] = m_diagVecOneSec[i % np];
* }
* BLAS.dscal(n, 1.0 / dt, diag, 1);
*
* double[] rhs = (double[])m_AffineOffset1.Clone();
* BLAS.dscal(n, -1.0, rhs, 1);
*
* for (int i = 0; i < n; i++) {
* rhs[i] += diag[i] * DGCoordinates[i];
* }
*
* m_Context.IOMaster.tracer.Message(ht, "Calling solver");
* LastSolverResult = m_Solver.Solve<double[], CoordinateVector, double[]>(1.0, diag, DGCoordinates, rhs);
*/
}
}
private static void TestWriteOperation(ISparseMatrix matrix, string referenceFile) => TestWriteOperation(matrix, referenceFile, new CoordinateTextFileWriter());
/// <inheritdoc/>
public override Pivot <ISparseMatrixElement <T> > FindPivot(Markowitz <T> markowitz, ISparseMatrix <T> matrix, int eliminationStep, int max)
{
markowitz.ThrowIfNull(nameof(markowitz));
matrix.ThrowIfNull(nameof(matrix));
if (eliminationStep < 1 || eliminationStep > max)
{
return(Pivot <ISparseMatrixElement <T> > .Empty);
}
var minMarkowitzProduct = int.MaxValue;
ISparseMatrixElement <T> chosen = null;
var ratioOfAccepted = 0.0;
var ties = 0;
/* Used for debugging alongside Spice 3f5
* for (var index = matrix.Size + 1; index > eliminationStep; index--)
* {
* var i = index > matrix.Size ? eliminationStep : index; */
for (var i = eliminationStep; i <= max; i++)
{
// Skip the diagonal if we already have a better one
if (markowitz.Product(i) > minMarkowitzProduct)
{
continue;
}
// Get the diagonal
var diagonal = matrix.FindDiagonalElement(i);
if (diagonal == null)
{
continue;
}
// Get the magnitude
var magnitude = markowitz.Magnitude(diagonal.Value);
if (magnitude <= markowitz.AbsolutePivotThreshold)
{
continue;
}
// Check that the pivot is eligible
var largest = 0.0;
var element = diagonal.Below;
while (element != null && element.Row <= max)
{
largest = Math.Max(largest, markowitz.Magnitude(element.Value));
element = element.Below;
}
element = diagonal.Above;
while (element != null && element.Row >= eliminationStep)
{
largest = Math.Max(largest, markowitz.Magnitude(element.Value));
element = element.Above;
}
if (magnitude <= markowitz.RelativePivotThreshold * largest)
{
continue;
}
// Check markowitz numbers to find the optimal pivot
if (markowitz.Product(i) < minMarkowitzProduct)
{
// Notice strict inequality, this is a new smallest product
chosen = diagonal;
minMarkowitzProduct = markowitz.Product(i);
ratioOfAccepted = largest / magnitude;
ties = 0;
}
else
{
// If we have enough elements with the same (minimum) number of ties, stop searching
ties++;
var ratio = largest / magnitude;
if (ratio < ratioOfAccepted)
{
chosen = diagonal;
ratioOfAccepted = ratio;
}
if (ties >= minMarkowitzProduct * _tiesMultiplier)
{
return(new Pivot <ISparseMatrixElement <T> >(chosen, PivotInfo.Suboptimal));
}
}
}
// The chosen pivot has already been checked for validity
return(chosen != null ? new Pivot <ISparseMatrixElement <T> >(chosen, PivotInfo.Suboptimal) : Pivot <ISparseMatrixElement <T> > .Empty);
}
/// <inheritdoc/>
public override Pivot <ISparseMatrixElement <T> > FindPivot(Markowitz <T> markowitz, ISparseMatrix <T> matrix, int eliminationStep, int max)
{
markowitz.ThrowIfNull(nameof(markowitz));
matrix.ThrowIfNull(nameof(matrix));
if (eliminationStep < 1 || eliminationStep > max)
{
return(Pivot <ISparseMatrixElement <T> > .Empty);
}
// No singletons left, so don't bother
if (markowitz.Singletons == 0)
{
return(Pivot <ISparseMatrixElement <T> > .Empty);
}
// Find the first valid singleton we can use
int singletons = 0, index;
for (var i = max + 1; i >= eliminationStep; i--)
{
// First check the current pivot, else
// search from last to first as this tends to push the higher markowitz
// products downwards.
index = i > max ? eliminationStep : i;
// Not a singleton, let's skip this one...
if (markowitz.Product(index) != 0)
{
continue;
}
// Keep track of how many singletons we have found
singletons++;
/*
* NOTE: In the sparse library of Spice 3f5 first the diagonal is checked,
* then the column is checked (if no success go to row) and finally the
* row is checked for a valid singleton pivot.
* The diagonal should actually not be checked, as the checking algorithm is the same
* as for checking the column (FindBiggestInColExclude will not find anything in the column
* for singletons). The original author did not find this.
* Also, the original algorithm has a bug in there that renders the whole code invalid...
* if (ChosenPivot != NULL) { break; } will throw away the pivot even if it was found!
* (ref. Spice 3f5 Libraries/Sparse/spfactor.c, line 1286)
*/
// Find the singleton element
ISparseMatrixElement <T> chosen;
if (markowitz.ColumnCount(index) == 0)
{
// The last element in the column is the singleton element!
chosen = matrix.GetLastInColumn(index);
if (chosen.Row <= max && chosen.Column <= max)
{
// Check if it is a valid pivot
var magnitude = markowitz.Magnitude(chosen.Value);
if (magnitude > markowitz.AbsolutePivotThreshold)
{
return(new Pivot <ISparseMatrixElement <T> >(chosen, PivotInfo.Good));
}
}
}
// Check if we can still use a row here
if (markowitz.RowCount(index) == 0)
{
// The last element in the row is the singleton element
chosen = matrix.GetLastInRow(index);
// When the matrix has an empty row, and an RHS element, it is possible
// that the singleton is not a singleton
if (chosen == null || chosen.Column < eliminationStep)
{
// The last element is not valid, singleton failed!
singletons--;
continue;
}
// First find the biggest magnitude in the column, not counting the pivot candidate
var element = chosen.Above;
var largest = 0.0;
while (element != null && element.Row >= eliminationStep)
{
largest = Math.Max(largest, markowitz.Magnitude(element.Value));
element = element.Above;
}
element = chosen.Below;
while (element != null && element.Row <= max)
{
largest = Math.Max(largest, markowitz.Magnitude(element.Value));
element = element.Below;
}
// Check if the pivot is valid
if (chosen.Row <= max && chosen.Column <= max)
{
var magnitude = markowitz.Magnitude(chosen.Value);
if (magnitude > markowitz.AbsolutePivotThreshold &&
magnitude > markowitz.RelativePivotThreshold * largest)
{
return(new Pivot <ISparseMatrixElement <T> >(chosen, PivotInfo.Good));
}
}
}
// Don't continue if no more singletons are available
if (singletons >= markowitz.Singletons)
{
break;
}
}
// All singletons were unacceptable...
return(Pivot <ISparseMatrixElement <T> > .Empty);
}
/// <summary> /// Find a pivot in a matrix. /// </summary> /// <param name="markowitz">The Markowitz pivot strategy.</param> /// <param name="matrix">The matrix.</param> /// <param name="eliminationStep">The current elimination step.</param> /// <param name="max">The maximum row/column index.</param> /// <returns> /// The pivot element, or null if no pivot was found. /// </returns> /// <exception cref="ArgumentNullException">Thrown if <paramref name="markowitz" /> or <paramref name="matrix" /> is <c>null</c>.</exception> /// <exception cref="ArgumentOutOfRangeException">Thrown if <paramref name="eliminationStep" /> or <paramref name="max" /> not 1 or higher, /// or <paramref name="eliminationStep" /> is higher than <paramref name="max" />.</exception> public abstract Pivot <ISparseMatrixElement <T> > FindPivot(Markowitz <T> markowitz, ISparseMatrix <T> matrix, int eliminationStep, int max);
/// <summary> /// Initializes a new instance of <see cref="DokColMajor"/> with the specified matrix dimensions and the non-zero /// entries of the provided sparse matrix. /// </summary> /// <param name="matrix">A sparse matrix whose dimensions and non-zero entries will be used to intialize the new /// <see cref="DokColMajor"/>.</param> public static DokColMajor CreateFromSparseMatrix(ISparseMatrix matrix) => CreateFromSparsePattern(matrix.NumRows, matrix.NumColumns, matrix.EnumerateNonZeros());
private static void TestWriteOperation(ISparseMatrix matrix, string referenceFile) => TestWriteOperation(matrix, referenceFile, new RawArraysWriter(true, true));
/// <summary>
/// Move the pivot to the diagonal for this elimination step.
/// </summary>
/// <param name="matrix">The matrix.</param>
/// <param name="rhs">The right-hand side vector.</param>
/// <param name="pivot">The pivot element.</param>
/// <param name="eliminationStep">The elimination step.</param>
/// <remarks>
/// This is done by swapping the rows and columns of the diagonal and that of the pivot.
/// </remarks>
/// <exception cref="ArgumentNullException">
/// Thrown if <paramref name="matrix"/>, <paramref name="rhs"/> or <paramref name="pivot"/> is <c>null</c>.
/// </exception>
public void MovePivot(ISparseMatrix <T> matrix, ISparseVector <T> rhs, ISparseMatrixElement <T> pivot, int eliminationStep)
{
matrix.ThrowIfNull(nameof(matrix));
rhs.ThrowIfNull(nameof(rhs));
pivot.ThrowIfNull(nameof(pivot));
// If we haven't setup, just skip
if (_markowitzProduct == null)
{
return;
}
int oldProduct;
var row = pivot.Row;
var col = pivot.Column;
// If the pivot is a singleton, then we just consumed it
if (_markowitzProduct[row] == 0 || _markowitzProduct[col] == 0)
{
Singletons--;
}
// Exchange rows
if (row != eliminationStep)
{
// Swap row Markowitz numbers
var tmp = _markowitzRow[row];
_markowitzRow[row] = _markowitzRow[eliminationStep];
_markowitzRow[eliminationStep] = tmp;
// Update the Markowitz product
oldProduct = _markowitzProduct[row];
_markowitzProduct[row] = _markowitzRow[row] * _markowitzColumn[row];
if (oldProduct == 0)
{
if (_markowitzProduct[row] != 0)
{
Singletons--;
}
}
else
{
if (_markowitzProduct[row] == 0)
{
Singletons++;
}
}
}
// Exchange columns
if (col != eliminationStep)
{
// Swap column Markowitz numbers
var tmp = _markowitzColumn[col];
_markowitzColumn[col] = _markowitzColumn[eliminationStep];
_markowitzColumn[eliminationStep] = tmp;
// Update the Markowitz product
oldProduct = _markowitzProduct[col];
_markowitzProduct[col] = _markowitzRow[col] * _markowitzColumn[col];
if (oldProduct == 0)
{
if (_markowitzProduct[col] != 0)
{
Singletons--;
}
}
else
{
if (_markowitzProduct[col] == 0)
{
Singletons++;
}
}
}
// Also update the moved pivot
oldProduct = _markowitzProduct[eliminationStep];
_markowitzProduct[eliminationStep] = _markowitzRow[eliminationStep] * _markowitzColumn[eliminationStep];
if (oldProduct == 0)
{
if (_markowitzProduct[eliminationStep] != 0)
{
Singletons--;
}
}
else
{
if (_markowitzProduct[eliminationStep] == 0)
{
Singletons++;
}
}
}
/// <summary>
/// Writes the internal arrays of the provided sparse matrix to Console.
/// </summary>
/// <param name="matrix">The sparse matrix to write.</param>
public void WriteToConsole(ISparseMatrix matrix)
{
Utilities.WriteToConsole((writer) => WriteToStream(matrix, writer));
}
/// <summary>
/// Writes the internal arrays of the provided sparse matrix to the file at <paramref name="path"/>.
/// </summary>
/// <param name="matrix">The sparse matrix to write.</param>
/// <param name="path">The absolute path of the file, where <paramref name="matrix"/> will be written.</param>
/// <param name="append">If true, <paramref name="matrix"/> will be written after the current contents of the file at
/// <paramref name="path"/>. If false, it will overwrite them.</param>
public void WriteToFile(ISparseMatrix matrix, string path, bool append = false)
{
Utilities.WriteToFile((writer) => WriteToStream(matrix, writer), path, append);
}
/// <summary>
/// Preorders the modified nodal analysis.
/// </summary>
/// <param name="matrix">The matrix.</param>
/// <param name="size">The submatrix size to be preordered.</param>
public static void PreorderModifiedNodalAnalysis(ISparseMatrix <T> matrix, int size)
{
/*
* MNA often has patterns that we can already use for pivoting
*
* For example, the following pattern is quite common (lone twins):
* ? ... 1
* . \ .
* 1 ... 0
* We can swap columns to pivot the 1's to the diagonal. This
* makes searching for pivots faster.
*
* We also often have the pattern of double twins:
* ? ... ? ... 1
* . \ . ... .
* ? ... ? ... -1
* . ... . \ .
* 1 ... -1 ... 0
* We can swap either of the columns to pivot the 1 or -1
* to the diagonal. Note that you can also treat this pattern
* as 2 twins on the ?-diagonal elements. These should be taken
* care of first.
*/
ISparseMatrixElement <T> twin1 = null, twin2 = null;
var start = 1;
bool anotherPassNeeded;
do
{
bool swapped;
anotherPassNeeded = swapped = false;
// Search for zero diagonals with lone twins.
for (var j = start; j <= size; j++)
{
if (matrix.FindDiagonalElement(j) == null)
{
var twins = CountTwins(matrix, j, ref twin1, ref twin2, size);
if (twins == 1)
{
// Lone twins found, swap columns
matrix.SwapColumns(twin2.Column, j);
swapped = true;
}
else if (twins > 1 && !anotherPassNeeded)
{
anotherPassNeeded = true;
start = j;
}
}
}
// All lone twins are gone, look for zero diagonals with multiple twins.
if (anotherPassNeeded)
{
for (var j = start; !swapped && j <= size; j++)
{
if (matrix.FindDiagonalElement(j) == null)
{
CountTwins(matrix, j, ref twin1, ref twin2, size);
matrix.SwapColumns(twin2.Column, j);
swapped = true;
}
}
}
}while (anotherPassNeeded);
}
/// <inheritdoc/>
public override Pivot <ISparseMatrixElement <T> > FindPivot(Markowitz <T> markowitz, ISparseMatrix <T> matrix, int eliminationStep, int max)
{
markowitz.ThrowIfNull(nameof(markowitz));
matrix.ThrowIfNull(nameof(matrix));
if (eliminationStep < 1 || eliminationStep > max)
{
return(Pivot <ISparseMatrixElement <T> > .Empty);
}
var minMarkowitzProduct = int.MaxValue;
var numberOfTies = -1;
/* Used for debugging along Spice 3f5
* for (var index = matrix.Size + 1; index > eliminationStep; index--)
* {
* int i = index > matrix.Size ? eliminationStep : index; */
for (var i = eliminationStep; i <= max; i++)
{
// Skip diagonal elements with a Markowitz product worse than already found
var product = markowitz.Product(i);
if (product >= minMarkowitzProduct)
{
continue;
}
// Get the diagonal item
var diagonal = matrix.FindDiagonalElement(i);
if (diagonal == null)
{
continue;
}
// Get the magnitude
var magnitude = markowitz.Magnitude(diagonal.Value);
if (magnitude <= markowitz.AbsolutePivotThreshold)
{
continue;
}
// Well, can't do much better than this can we? (Assuming all the singletons are taken)
// Note that a singleton can still appear depending on the allowed tolerances!
if (product == 1)
{
// Find the off-diagonal elements
var otherInRow = diagonal.Right ?? diagonal.Left;
var otherInColumn = diagonal.Below ?? diagonal.Above;
// Accept diagonal as pivot if diagonal is larger than off-diagonals and
// the off-diagonals are placed symmetrically
if (otherInRow != null && otherInColumn != null)
{
if (otherInRow.Column == otherInColumn.Row)
{
var largest = Math.Max(
markowitz.Magnitude(otherInRow.Value),
markowitz.Magnitude(otherInColumn.Value));
if (magnitude >= largest)
{
return(new Pivot <ISparseMatrixElement <T> >(diagonal, PivotInfo.Good));
}
}
}
}
if (product < minMarkowitzProduct)
{
// We found a diagonal that beats all the previous ones!
numberOfTies = 0;
_tiedElements[0] = diagonal;
minMarkowitzProduct = product;
}
else
{
if (numberOfTies < _tiedElements.Length - 1)
{
// Keep track of this diagonal too
_tiedElements[++numberOfTies] = diagonal;
// This is our heuristic for speeding up pivot searching
if (numberOfTies >= minMarkowitzProduct * TiesMultiplier)
{
break;
}
}
}
}
// Not even one eligible pivot on the diagonal...
if (numberOfTies < 0)
{
return(Pivot <ISparseMatrixElement <T> > .Empty);
}
// Determine which of the tied elements is the best numerical choise
ISparseMatrixElement <T> chosen = null;
var maxRatio = 1.0 / markowitz.RelativePivotThreshold;
for (var i = 0; i <= numberOfTies; i++)
{
var diag = _tiedElements[i];
var mag = markowitz.Magnitude(diag.Value);
var largest = LargestOtherElementInColumn(markowitz, diag, eliminationStep, max);
var ratio = largest / mag;
if (ratio < maxRatio)
{
maxRatio = ratio;
chosen = diag;
}
}
// We don't actually know if the pivot is sub-optimal, but we take the worst case scenario.
return(chosen != null ? new Pivot <ISparseMatrixElement <T> >(chosen, PivotInfo.Suboptimal) : Pivot <ISparseMatrixElement <T> > .Empty);
}
/// <inheritdoc/>
public override Pivot <ISparseMatrixElement <T> > FindPivot(Markowitz <T> markowitz, ISparseMatrix <T> matrix, int eliminationStep, int max)
{
markowitz.ThrowIfNull(nameof(markowitz));
matrix.ThrowIfNull(nameof(matrix));
if (eliminationStep < 1 || eliminationStep > max)
{
return(Pivot <ISparseMatrixElement <T> > .Empty);
}
ISparseMatrixElement <T> chosen = null;
var minMarkowitzProduct = long.MaxValue;
double largestMagnitude = 0.0, acceptedRatio = 0.0;
ISparseMatrixElement <T> largestElement = null;
var ties = 0;
// Start search of matrix on column by column basis
for (var i = eliminationStep; i <= max; i++)
{
// Find an entry point to the interesting part of the column
var lowest = matrix.GetLastInColumn(i);
while (lowest != null && lowest.Row > max)
{
lowest = lowest.Above;
}
if (lowest == null || lowest.Row < eliminationStep)
{
continue;
}
// Find the biggest magnitude in the column for checking valid pivots later
var largest = 0.0;
var element = lowest;
while (element != null && element.Row >= eliminationStep)
{
largest = Math.Max(largest, markowitz.Magnitude(element.Value));
element = element.Above;
}
if (largest.Equals(0.0))
{
continue;
}
// Restart search for a pivot
element = lowest;
while (element != null && element.Row >= eliminationStep)
{
// Find the magnitude and Markowitz product
var magnitude = markowitz.Magnitude(element.Value);
var product = markowitz.RowCount(element.Row) * markowitz.ColumnCount(element.Column);
// In the case no valid pivot is available, at least return the largest element
if (magnitude > largestMagnitude)
{
largestElement = element;
largestMagnitude = magnitude;
}
// test to see if the element is acceptable as a pivot candidate
if (product <= minMarkowitzProduct &&
magnitude > markowitz.RelativePivotThreshold * largest &&
magnitude > markowitz.AbsolutePivotThreshold)
{
// Test to see if the element has the lowest Markowitz product yet found,
// or whether it is tied with an element found earlier
if (product < minMarkowitzProduct)
{
// Notice strict inequality
// This is a new smallest Markowitz product
chosen = element;
minMarkowitzProduct = product;
acceptedRatio = largest / magnitude;
ties = 0;
}
else
{
// This case handles Markowitz ties
ties++;
var ratio = largest / magnitude;
if (ratio < acceptedRatio)
{
chosen = element;
acceptedRatio = ratio;
}
if (ties >= minMarkowitzProduct * _tiesMultiplier)
{
return(new Pivot <ISparseMatrixElement <T> >(chosen, PivotInfo.Suboptimal));
}
}
}
element = element.Above;
}
}
// If a valid pivot was found, return it
if (chosen != null)
{
return(new Pivot <ISparseMatrixElement <T> >(chosen, PivotInfo.Suboptimal));
}
// Else just return the largest element
if (largestElement == null || largestElement.Value.Equals(default))
