public void SolveLongMatrixThrowsArgumentException() { var matrix = new SparseMatrix(3, 2); var input = new DenseVector(3); var solver = new MlkBiCgStab(); Assert.Throws<ArgumentException>(() => matrix.SolveIterative(input, solver)); }
public void SolveWideMatrixThrowsArgumentException() { var matrix = new SparseMatrix(2, 3); var input = new DenseVector(2); var solver = new TFQMR(); Assert.Throws<ArgumentException>(() => matrix.SolveIterative(input, solver)); }
public void SolveWideMatrixThrowsArgumentException() { var matrix = new SparseMatrix(2, 3); var input = new DenseVector(2); var solver = new MlkBiCgStab(); Assert.That(() => matrix.SolveIterative(input, solver), Throws.ArgumentException); }
public void SolveLongMatrixThrowsArgumentException() { var matrix = new SparseMatrix(3, 2); var input = new DenseVector(3); var solver = new GpBiCg(); Assert.That(() => matrix.SolveIterative(input, solver), Throws.ArgumentException); }
public void SolvePoissonMatrixAndBackMultiply() { // Create the matrix var matrix = new SparseMatrix(25); // Assemble the matrix. We assume we're solving the Poisson equation // on a rectangular 5 x 5 grid const int GridSize = 5; // The pattern is: // 0 .... 0 -1 0 0 0 0 0 0 0 0 -1 4 -1 0 0 0 0 0 0 0 0 -1 0 0 ... 0 for (var i = 0; i < matrix.RowCount; i++) { // Insert the first set of -1's if (i > (GridSize - 1)) { matrix[i, i - GridSize] = -1; } // Insert the second set of -1's if (i > 0) { matrix[i, i - 1] = -1; } // Insert the centerline values matrix[i, i] = 4; // Insert the first trailing set of -1's if (i < matrix.RowCount - 1) { matrix[i, i + 1] = -1; } // Insert the second trailing set of -1's if (i < matrix.RowCount - GridSize) { matrix[i, i + GridSize] = -1; } } // Create the y vector var y = DenseVector.Create(matrix.RowCount, i => 1); // Create an iteration monitor which will keep track of iterative convergence var monitor = new Iterator<float>( new IterationCountStopCriterium<float>(MaximumIterations), new ResidualStopCriterium(ConvergenceBoundary), new DivergenceStopCriterium(), new FailureStopCriterium()); var solver = new TFQMR(); // Solve equation Ax = y var x = matrix.SolveIterative(y, solver, monitor); // Now compare the results Assert.IsNotNull(x, "#02"); Assert.AreEqual(y.Count, x.Count, "#03"); // Back multiply the vector var z = matrix.Multiply(x); // Check that the solution converged Assert.IsTrue(monitor.Status == IterationStatus.Converged, "#04"); // Now compare the vectors for (var i = 0; i < y.Count; i++) { Assert.IsTrue(Math.Abs(y[i] - z[i]).IsSmaller(ConvergenceBoundary, 1), "#05-" + i); } }
public void SolvePoissonMatrixAndBackMultiply() { // Create the matrix var matrix = new SparseMatrix(25); // Assemble the matrix. We assume we're solving the Poisson equation // on a rectangular 5 x 5 grid const int GridSize = 5; // The pattern is: // 0 .... 0 -1 0 0 0 0 0 0 0 0 -1 4 -1 0 0 0 0 0 0 0 0 -1 0 0 ... 0 for (var i = 0; i < matrix.RowCount; i++) { // Insert the first set of -1's if (i > (GridSize - 1)) { matrix[i, i - GridSize] = -1; } // Insert the second set of -1's if (i > 0) { matrix[i, i - 1] = -1; } // Insert the centerline values matrix[i, i] = 4; // Insert the first trailing set of -1's if (i < matrix.RowCount - 1) { matrix[i, i + 1] = -1; } // Insert the second trailing set of -1's if (i < matrix.RowCount - GridSize) { matrix[i, i + GridSize] = -1; } } // Create the y vector var y = DenseVector.Create(matrix.RowCount, i => 1); // Due to datatype "float" it can happen that solution will not converge for specific random starting vectors // That's why we will do 3 tries for (var iteration = 0; iteration <= 3; iteration++) { // Create an iteration monitor which will keep track of iterative convergence var monitor = new Iterator<float>( new IterationCountStopCriterium<float>(MaximumIterations), new ResidualStopCriterium<float>(ConvergenceBoundary), new DivergenceStopCriterium<float>(), new FailureStopCriterium<float>()); var solver = new MlkBiCgStab(); // Solve equation Ax = y Vector<float> x; try { x = matrix.SolveIterative(y, solver, monitor); } catch (Exception) { continue; } if (monitor.Status != IterationStatus.Converged) { continue; } // Now compare the results Assert.IsNotNull(x, "#02"); Assert.AreEqual(y.Count, x.Count, "#03"); // Back multiply the vector var z = matrix.Multiply(x); // Now compare the vectors for (var i = 0; i < y.Count; i++) { Assert.GreaterOrEqual(ConvergenceBoundary, Math.Abs(y[i] - z[i]), "#05-" + i); } return; } }