public void minusTest()
{
const int N = 50;
var A = SparseDoubleMatrix.Identity(N, N);
for (int i = 0; i < N; i++)
{
A[i, i] = i % 5 == 0 ? 1.0 : 0.0;
}
var A1 = A.Clone();
var Zeros = SparseDoubleMatrix.Identity(N, N);
for (int i = 0; i < N; i++)
{
Zeros[i, i] = 0.0;
}
var B = SparseDoubleMatrix.Identity(N, N);
for (int i = 0; i < N; i++)
{
B[i, i] = i % 5 == 0 ? 1.0 : 0.0;
}
var C = A.minus(B);
AssertMatrixEqualsEps(C, Zeros);
C = A - B;
AssertMatrixEqualsEps(C, Zeros);
}
public void MapTest1()
{
int N = 6;
var m1 = new SparseDoubleMatrix(N, N);
var m2 = new SparseDoubleMatrix(N, N);
// Fill matrix m2 diagonal elements with 66
m1.MapSparseIncludingDiagonal((a, r, c) => a + (r == c ? 66 : 0), m2);
for (int i = 0; i < m2.RowCount; ++i)
{
for (int j = 0; j < m2.ColumnCount; ++j)
{
Assert.AreEqual(i == j ? 66 : 0, m2[i, j]);
}
}
// the same should work with the now already used matrix
// fill diagonal now with 77
m1.MapSparseIncludingDiagonal((a, r, c) => a + (r == c ? 77 : 0), m2);
for (int i = 0; i < m2.RowCount; ++i)
{
for (int j = 0; j < m2.ColumnCount; ++j)
{
Assert.AreEqual(i == j ? 77 : 0, m2[i, j]);
}
}
}
public void TimesTest()
{
const int N = 50;
const int M = 30;
var A = SparseDoubleMatrix.Identity(M, N);
for (int i = 0; i < M; i++)
{
if (i < N)
{
A[i, i] = i % 5 == 0 ? 1.0 : 0.0;
}
}
var b = new DoubleVector(N);
for (int i = 0; i < N; i++)
{
b[i] = 2.0;
}
var B = new DoubleVector(M);
for (int i = 0; i < M; i++)
{
B[i] = i % 5 == 0 ? 2.0 : 0.0;
}
var C = A.times(b);
AssertVectorEqualsEps(B, C);
}
/// <summary>Solves system of linear equations Ax = b using Gaussian elimination with partial pivoting</summary>
/// <param name="A">Sparse matrix, 'A'. This matrix is modified during solution!</param>
/// <param name="b">Right part, 'b', is modified during solution.</param>
/// <returns>Vector x with the result.</returns>
public double[] SolveDestructive(SparseDoubleMatrix A, double[] b)
{
var x = new double[b.Length];
SolveDestructive(A, b, x);
return(x);
}
/// <summary>Matrix subtraction for a sparse matrix</summary>
/// <param name="B">The matrix to subtract</param>
/// <returns>The result A - B</returns>
public SparseDoubleMatrix minus(SparseDoubleMatrix B)
{
if (B == null)
{
throw new ArgumentNullException("B");
}
var C = new SparseDoubleMatrix(m, n);
for (int i = 0; i < m; i++)
{
if (indices[i] != null)
{
C.indices[i] = new int[count[i]];
C.items[i] = new double[count[i]];
for (int j = 0; j < count[i]; j++)
{
C.indices[i][j] = indices[i][j];
C.items[i][j] = items[i][j] - B.items[i][j];
}
}
C.count[i] = count[i];
}
return(C);
}
public void MapTest5()
{
int N = 6;
var m1 = new SparseDoubleMatrix(N, N);
var m2 = new SparseDoubleMatrix(N, N);
// Pre-fill m1 elements right of the diagonal with values
for (int i = 0; i < N - 1; ++i)
{
m1[i, i + 1] = i * 13;
}
// Fill matrix m2 diagonal elements with 66
m1.MapSparseIncludingDiagonal((a, r, c) => 3 * a + (r == c ? 66 : 0), m2);
for (int i = 0; i < m2.RowCount; ++i)
{
for (int j = 0; j < m2.ColumnCount; ++j)
{
double expected = 0;
if (i == j)
{
expected = 66;
}
else if (i + 1 == j)
{
expected = i * 13 * 3;
}
Assert.AreEqual(expected, m2[i, j]);
}
}
// the same should work with the now already used matrix
// fill diagonal now with 77
m1.MapSparseIncludingDiagonal((a, r, c) => 5 * a + (r == c ? 77 : 0), m2);
for (int i = 0; i < m2.RowCount; ++i)
{
for (int j = 0; j < m2.ColumnCount; ++j)
{
double expected = 0;
if (i == j)
{
expected = 77;
}
else if (i + 1 == j)
{
expected = i * 13 * 5;
}
Assert.AreEqual(expected, m2[i, j]);
}
}
}
public void SolveGETest()
{
const int N = 50;
var a = new SparseDoubleMatrix(N, N);
for (int i = 0; i < N; i++)
{
a[i, i] = 1;
}
// Apply random rotations around each pair of axes. This will keep det(A) ~ 1
var rand = new Random();
for (int i = 0; i < N; i++)
{
for (int j = i + 1; j < N; j++)
{
double angle = rand.NextDouble() * 2 * Math.PI;
var r = new SparseDoubleMatrix(N, N);
for (int k = 0; k < N; k++)
{
r[k, k] = 1;
}
r[i, i] = r[j, j] = Math.Cos(angle);
r[i, j] = Math.Sin(angle);
r[j, i] = -Math.Sin(angle);
a = a * r;
}
}
var ainit = a.Clone();
// Generate random vector
var b = new DoubleVector(N);
for (int i = 0; i < N; i++)
{
b[i] = rand.NextDouble();
}
var binit = b.Clone();
// Solve system
var solver = new GaussianEliminationSolver();
var sw = new Stopwatch();
sw.Start();
var x = solver.SolveDestructive(a, b.GetInternalData());
sw.Stop();
Trace.WriteLine("Gaussian elimination took: " + sw.ElapsedTicks);
// Put solution into system
var b2 = ainit * x;
// Verify result is the same
Assert.IsTrue(VectorMath.LInfinityNorm(binit, b2) < 1e-6);
}
public SparseDoubleMatrix Clone()
{
var A = new SparseDoubleMatrix(m, n);
for (int i = 0; i < m; i++)
{
A.indices[i] = (int[])indices[i].Clone();
A.items[i] = (double[])items[i].Clone();
A.count = (int[])count.Clone();
}
return(A);
}
private void AssertMatrixEqualsEps(SparseDoubleMatrix A, SparseDoubleMatrix B)
{
double sum = 0.0;
for (int i = 0; i < A.RowCount; i++)
{
for (int j = 0; j < A.ColumnCount; j++)
{
sum += A[i, j] - B[i, j];
}
}
AssertEqualsEps(sum, 0.0);
}
public void isLowerTriangularTest()
{
const int N = 50;
var A = SparseDoubleMatrix.Identity(N, N);
for (int i = 0; i < N; i++)
{
A[i, i] = i % 5 == 0 ? 1.0 : 0.0;
}
Assert.AreEqual(A.IsLowerTriangular(), true);
A[45, 40] = 1.0;
Assert.AreEqual(A.IsLowerTriangular(), true);
A[40, 45] = 1.0;
Assert.AreEqual(A.IsLowerTriangular(), false);
}
/// <summary>Matrix multiplication by a scalar</summary>
/// <param name="s">Scalar</param>
/// <returns>Scaled sparse matrix</returns>
public SparseDoubleMatrix times(double s)
{
var B = new SparseDoubleMatrix(m, n);
for (int i = 0; i < m; i++)
{
if (indices[i] != null)
{
B.indices[i] = new int[count[i]];
B.items[i] = new double[count[i]];
for (int j = 0; j < count[i]; j++)
{
B.indices[i][j] = indices[i][j];
B.items[i][j] = s * items[i][j];
}
}
B.count[i] = count[i];
}
return(B);
}
/// <summary>Matrix right multiplication by a matrix</summary>
/// <param name="B">Scaling factor</param>
/// <returns>A * B where A is current sparce matrix</returns>
public SparseDoubleMatrix times(SparseDoubleMatrix B)
{
if (B == null)
{
throw new ArgumentNullException("B");
}
if (B.m != n)
{
throw new System.ArgumentException("Sparse natrix inner dimensions must agree.");
}
var C = new SparseDoubleMatrix(m, B.n);
int idx, ii;
for (int i = 0; i < m; i++)
{
if (indices[i] != null)
{
for (int j = 0; j < B.n; j++)
{
for (int jj = 0; jj < count[i]; jj++)
{
ii = indices[i][jj];
if (B.indices[ii] != null)
{
idx = Array.BinarySearch(B.indices[ii], 0, B.count[ii], j);
if (idx >= 0)
{
C[i, j] += items[i][jj] * B.items[ii][idx];
}
}
}
}
}
}
return(C);
}
public void MapTest3()
{
int N = 6;
var m1 = new SparseDoubleMatrix(N, N);
var m2 = new SparseDoubleMatrix(N, N);
// Pre-fill m2 elements right of the diagonal with values, these values should be discarded;
for (int i = 0; i < N - 1; ++i)
{
m2[i, i + 1] = i * 13;
}
// Fill matrix m2 diagonal elements with 66
m1.MapSparseIncludingDiagonal((a, r, c) => a + (r == c ? 66 : 0), m2);
for (int i = 0; i < m2.RowCount; ++i)
{
for (int j = 0; j < m2.ColumnCount; ++j)
{
Assert.AreEqual(i == j ? 66 : 0, m2[i, j]);
}
}
// the same should work with the now already used matrix
// fill diagonal now with 77
m1.MapSparseIncludingDiagonal((a, r, c) => a + (r == c ? 77 : 0), m2);
for (int i = 0; i < m2.RowCount; ++i)
{
for (int j = 0; j < m2.ColumnCount; ++j)
{
Assert.AreEqual(i == j ? 77 : 0, m2[i, j]);
}
}
}
public void TimesEqualsTest()
{
const int N = 50;
var A = SparseDoubleMatrix.Identity(N, N);
for (int i = 0; i < N; i++)
{
A[i, i] = i % 5 == 0 ? 1.0 : 0.0;
}
SparseDoubleMatrix AInit = A.Clone();
SparseDoubleMatrix B = A.Clone();
for (int i = 0; i < N; i++)
{
B[i, i] = i % 5 == 0 ? 2.0 : 0.0;
}
var C = A.Mul(2.0);
AssertMatrixEqualsEps(B, C);
var D = AInit * 2.0;
AssertMatrixEqualsEps(B, D);
}
/// <summary>Solves system of linear equations Ax = b using Gaussian elimination with partial pivoting</summary>
/// <param name="A">Sparse matrix, 'A'. This matrix is modified during solution!</param>
/// <param name="b">Right part, 'b', is modified during solution.</param>
/// <param name="x">Vector to store the solution.</param>
public void SolveDestructive(SparseDoubleMatrix A, double[] b, double[] x)
{
if (A == null)
{
throw new ArgumentNullException(nameof(A));
}
if (b == null)
{
throw new ArgumentNullException(nameof(b));
}
if (x == null)
{
throw new ArgumentNullException(nameof(x));
}
int n = A.RowCount;
if (!(n == b.Length))
{
throw new RankException("Mismatch between number of rows of the matrix A and length of vector b");
}
if (!(A.ColumnCount == x.Length))
{
throw new RankException("Mismatch between number of columns of the matrix A and length of vector x");
}
for (int j = 0; j < n; j++)
{
// Find row with largest absolute value of j-st element
int maxIdx = 0;
double maxVal = A[maxIdx, j];
double Aij = 0.0;
for (int i = 0; i < n - j; i++)
{
Aij = A[i, j];
if (Math.Abs(Aij) > Math.Abs(maxVal))
{
maxIdx = i;
maxVal = Aij;
}
}
if (Math.Abs(maxVal) < 1e-12)
{
throw new InvalidOperationException("Cannot apply Gauss method");
}
// Divide this row by max value
A.ScaleRow(maxIdx, j + 1, n - 1, 1 / maxVal);
b[maxIdx] /= maxVal;
A[maxIdx, j] = 1.0;
// Move this row to bottom
if (maxIdx != n - j - 1)
{
A.SwitchRows(maxIdx, n - j - 1);
var temp3 = b[n - j - 1];
b[n - j - 1] = b[maxIdx];
b[maxIdx] = temp3;
}
// Process all other rows
for (int i = 0; i < n - j - 1; i++)
{
Aij = A[i, j];
if (Aij != 0)
{
var indices = A.GetIndicesOfRow(n - j - 1);
foreach (int k in indices)
{
if (k > j)
{
A[i, k] -= Aij * A[n - j - 1, k];
}
}
b[i] -= Aij * b[n - j - 1];
A[i, j] = 0;
}
}
}
// Build answer
for (int i = 0; i < n; i++)
{
double s = b[i];
var Ai = A.GetRow(i);
for (int k = 0; k < Ai.count; k++)
{
if (Ai.indices[k] >= n - i)
{
s -= x[Ai.indices[k]] * A.GetRow(i).items[k];
}
}
x[n - i - 1] = s;
}
}