public static Matrix CalcSchurComplementFull(Matrix A, CscMatrix B, LdlSkyline inverseC)
{
// S = A - B^T * inv(C) * B
Matrix invCB = Matrix.CreateZero(inverseC.Order, B.NumColumns);
inverseC.SolveLinearSystems(B, invCB);
return(A - B.MultiplyRight(invCB, true));
}
private static void TestMultipleSystemsSolution(/*LinearAlgebraProviderChoice providers*/)
{
//TestSettings.RunMultiproviderTest(providers, delegate () {
//
var skyline = SkylineMatrix.CreateFromArrays(SparsePosDef10by10.Order, SparsePosDef10by10.SkylineValues,
SparsePosDef10by10.SkylineDiagOffsets, true, true);
LdlSkyline factor = skyline.FactorLdl(false);
var identity = Matrix.CreateIdentity(SparsePosDef10by10.Order);
var inverse = Matrix.CreateZero(SparsePosDef10by10.Order, SparsePosDef10by10.Order);
factor.SolveLinearSystems(identity, inverse);
var matrixTimesInverse = MatrixOperations.MatrixTimesMatrix(SparsePosDef10by10.Matrix, inverse.CopyToArray2D());
comparer.AssertEqual(identity.CopyToArray2D(), matrixTimesInverse);
//});
}