public void When_SingletonPivoting_Expect_NoException() { // Build the solver with only the singleton pivoting var solver = new SparseRealSolver(); solver.Parameters.Strategies.Clear(); solver.Parameters.Strategies.Add(new MarkowitzSingleton <double>()); // Build the matrix that should be solvable using only the singleton pivoting strategy double[][] matrix = { new double[] { 0, 0, 1, 0 }, new double[] { 1, 1, 1, 1 }, new double[] { 0, 0, 0, 1 }, new double[] { 1, 0, 0, 0 } }; double[] rhs = { 0, 1, 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.GetElement(new MatrixLocation(r + 1, c + 1)).Value = matrix[r][c]; } } if (!rhs[r].Equals(0.0)) { solver.GetElement(r + 1).Value = rhs[r]; } } // This should run without throwing an exception Assert.AreEqual(solver.Size, solver.OrderAndFactor()); }
public void When_PartialDecomposition_Expect_Reference() { var solver = new SparseRealSolver { PivotSearchReduction = 2, // Limit to only the 2 first elements Degeneracy = 2 // Only perform elimination on the first two rows }; solver[1, 2] = 2; solver[2, 1] = 1; solver[1, 3] = 4; solver[4, 2] = 4; solver[3, 3] = 2; solver[3, 4] = 4; solver[4, 4] = 1; Assert.AreEqual(2, solver.OrderAndFactor()); // We are testing two things here: // - First, the solver should not have chosen a pivot in the lower-right submatrix // - Second, the submatrix should be equal to A_cc - A_c1 * A^-1 * A_1c with A the top-left // matrix, A_cc the bottom-right submatrix, A_1c and A_c1 the off-diagonal matrices Assert.AreEqual(2.0, solver[3, 3], 1e-12); Assert.AreEqual(4.0, solver[3, 4], 1e-12); Assert.AreEqual(-8.0, solver[4, 3], 1e-12); Assert.AreEqual(1.0, solver[4, 4], 1e-12); }
public void When_OrderAndFactoring2_Expect_Reference() { var solver = new SparseRealSolver(); solver.GetElement(new MatrixLocation(1, 1)).Value = 1.0; solver.GetElement(new MatrixLocation(2, 1)).Value = 0.0; solver.GetElement(new MatrixLocation(2, 2)).Value = 1.0; solver.GetElement(new MatrixLocation(2, 5)).Value = 0.0; solver.GetElement(new MatrixLocation(3, 3)).Value = 1.0; solver.GetElement(new MatrixLocation(3, 4)).Value = 1e-4; solver.GetElement(new MatrixLocation(3, 5)).Value = -1e-4; solver.GetElement(new MatrixLocation(4, 4)).Value = 1.0; solver.GetElement(new MatrixLocation(5, 1)).Value = 5.38e-23; solver.GetElement(new MatrixLocation(5, 4)).Value = -1e-4; solver.GetElement(new MatrixLocation(5, 5)).Value = 1e-4; Assert.AreEqual(5, solver.OrderAndFactor()); AssertInternal(solver, 1, 1, 1.0); AssertInternal(solver, 2, 1, 0.0); AssertInternal(solver, 2, 2, 1.0); AssertInternal(solver, 2, 5, 0.0); AssertInternal(solver, 3, 3, 1.0); AssertInternal(solver, 3, 4, 1e-4); AssertInternal(solver, 3, 5, -1e-4); AssertInternal(solver, 4, 4, 1.0); AssertInternal(solver, 5, 1, 5.38e-23); AssertInternal(solver, 5, 4, -1e-4); AssertInternal(solver, 5, 5, 10000); }
public void When_OrderAndFactoring_Expect_Reference() { var solver = new SparseRealSolver(); solver.GetElement(new MatrixLocation(1, 1)).Value = 0.0001; solver.GetElement(new MatrixLocation(1, 4)).Value = -0.0001; solver.GetElement(new MatrixLocation(1, 5)).Value = 0.0; solver.GetElement(new MatrixLocation(2, 1)).Value = 0.0; solver.GetElement(new MatrixLocation(2, 2)).Value = 1.0; solver.GetElement(new MatrixLocation(2, 5)).Value = 0.0; solver.GetElement(new MatrixLocation(3, 1)).Value = -0.0001; solver.GetElement(new MatrixLocation(3, 3)).Value = 1.0; solver.GetElement(new MatrixLocation(3, 4)).Value = 0.0001; solver.GetElement(new MatrixLocation(4, 4)).Value = 1.0; solver.GetElement(new MatrixLocation(5, 5)).Value = 1.0; // Order and factor Assert.AreEqual(5, solver.OrderAndFactor()); // Compare Assert.AreEqual(solver.GetElement(new MatrixLocation(1, 1)).Value, 1.0e4); Assert.AreEqual(solver.GetElement(new MatrixLocation(1, 4)).Value, -0.0001); Assert.AreEqual(solver.GetElement(new MatrixLocation(1, 5)).Value, 0.0); Assert.AreEqual(solver.GetElement(new MatrixLocation(2, 1)).Value, 0.0); Assert.AreEqual(solver.GetElement(new MatrixLocation(2, 2)).Value, 1.0); Assert.AreEqual(solver.GetElement(new MatrixLocation(2, 5)).Value, 0.0); Assert.AreEqual(solver.GetElement(new MatrixLocation(3, 1)).Value, -0.0001); Assert.AreEqual(solver.GetElement(new MatrixLocation(3, 3)).Value, 1.0); Assert.AreEqual(solver.GetElement(new MatrixLocation(3, 4)).Value, 0.0001); Assert.AreEqual(solver.GetElement(new MatrixLocation(4, 4)).Value, 1.0); Assert.AreEqual(solver.GetElement(new MatrixLocation(5, 5)).Value, 1.0); }
public void When_BigMatrix_Expect_NoException() { // Test factoring a big matrix var solver = new SparseRealSolver(); ReadMatrix(solver, Path.Combine(TestContext.CurrentContext.TestDirectory, Path.Combine("Algebra", "Matrices", "fidapm05"))); // Order and factor this larger matrix Assert.AreEqual(solver.Size, solver.OrderAndFactor()); }
public void When_EntireMatrixPivoting_Expect_NoException() { // Build the solver with only the quick diagonal pivoting var solver = new SparseRealSolver(); var strategy = solver.Parameters; strategy.Strategies.Clear(); strategy.Strategies.Add(new MarkowitzEntireMatrix <double>()); // Build the matrix that should be solvable using only the singleton pivoting strategy double[][] matrix = { new[] { 1, 0.5, 0, 2 }, new double[] { 2, 5, 4, 3 }, new double[] { 0, 3, 2, 0 }, new[] { 4, 1.8, -0.01, 8 } }; double[] rhs = { 1, 2, 3, 4 }; 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.GetElement(new MatrixLocation(r + 1, c + 1)).Value = matrix[r][c]; } } if (!rhs[r].Equals(0.0)) { solver.GetElement(r + 1).Value = rhs[r]; } } // This should run without throwing an exception Assert.AreEqual(solver.Size, solver.OrderAndFactor()); }