/*************************************************************************
Real test
*************************************************************************/
private static void testrsolver(int maxn,
int maxm,
int passcount,
double threshold,
ref bool rerrors,
ref bool rfserrors)
{
double[,] a = new double[0,0];
double[,] lua = new double[0,0];
double[,] atmp = new double[0,0];
int[] p = new int[0];
double[,] xe = new double[0,0];
double[,] b = new double[0,0];
double[] bv = new double[0];
int i = 0;
int j = 0;
int k = 0;
int n = 0;
int m = 0;
int pass = 0;
int taskkind = 0;
double mx = 0;
double v = 0;
double verr = 0;
int info = 0;
densesolver.densesolverreport rep = new densesolver.densesolverreport();
densesolver.densesolverlsreport repls = new densesolver.densesolverlsreport();
double[,] x = new double[0,0];
double[] xv = new double[0];
double[] y = new double[0];
double[] tx = new double[0];
int i_ = 0;
int i1_ = 0;
//
// General square matrices:
// * test general solvers
// * test least squares solver
//
for(pass=1; pass<=passcount; pass++)
{
for(n=1; n<=maxn; n++)
{
for(m=1; m<=maxm; m++)
{
//
// ********************************************************
// WELL CONDITIONED TASKS
// ability to find correct solution is tested
// ********************************************************
//
// 1. generate random well conditioned matrix A.
// 2. generate random solution vector xe
// 3. generate right part b=A*xe
// 4. test different methods on original A
//
matgen.rmatrixrndcond(n, 1000, ref a);
rmatrixmakeacopy(ref a, n, n, ref lua);
trfac.rmatrixlu(ref lua, n, n, ref p);
xe = new double[n, m];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=m-1; j++)
{
xe[i,j] = 2*AP.Math.RandomReal()-1;
}
}
b = new double[n, m];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=m-1; j++)
{
v = 0.0;
for(i_=0; i_<=n-1;i_++)
{
v += a[i,i_]*xe[i_,j];
}
b[i,j] = v;
}
}
//
// Test solvers
//
info = 0;
unsetrep(ref rep);
unset2d(ref x);
densesolver.rmatrixsolvem(ref a, n, ref b, m, (double)(AP.Math.RandomReal())>(double)(0.5), ref info, ref rep, ref x);
rerrors = rerrors | !rmatrixchecksolutionm(ref xe, n, m, threshold, info, ref rep, ref x);
info = 0;
unsetrep(ref rep);
unset1d(ref xv);
bv = new double[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
densesolver.rmatrixsolve(ref a, n, ref bv, ref info, ref rep, ref xv);
rerrors = rerrors | !rmatrixchecksolution(ref xe, n, threshold, info, ref rep, ref xv);
info = 0;
unsetrep(ref rep);
unset2d(ref x);
densesolver.rmatrixlusolvem(ref lua, ref p, n, ref b, m, ref info, ref rep, ref x);
rerrors = rerrors | !rmatrixchecksolutionm(ref xe, n, m, threshold, info, ref rep, ref x);
info = 0;
unsetrep(ref rep);
unset1d(ref xv);
bv = new double[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
densesolver.rmatrixlusolve(ref lua, ref p, n, ref bv, ref info, ref rep, ref xv);
rerrors = rerrors | !rmatrixchecksolution(ref xe, n, threshold, info, ref rep, ref xv);
info = 0;
unsetrep(ref rep);
unset2d(ref x);
densesolver.rmatrixmixedsolvem(ref a, ref lua, ref p, n, ref b, m, ref info, ref rep, ref x);
rerrors = rerrors | !rmatrixchecksolutionm(ref xe, n, m, threshold, info, ref rep, ref x);
info = 0;
unsetrep(ref rep);
unset1d(ref xv);
bv = new double[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
densesolver.rmatrixmixedsolve(ref a, ref lua, ref p, n, ref bv, ref info, ref rep, ref xv);
rerrors = rerrors | !rmatrixchecksolution(ref xe, n, threshold, info, ref rep, ref xv);
//
// Test DenseSolverRLS():
// * test on original system A*x = b
// * test on overdetermined system with the same solution: (A' A')'*x = (b' b')'
// * test on underdetermined system with the same solution: (A 0 0 0 ) * z = b
//
info = 0;
unsetlsrep(ref repls);
unset1d(ref xv);
bv = new double[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
densesolver.rmatrixsolvels(ref a, n, n, ref bv, 0.0, ref info, ref repls, ref xv);
if( info<=0 )
{
rerrors = true;
}
else
{
rerrors = rerrors | (double)(repls.r2)<(double)(100*AP.Math.MachineEpsilon) | (double)(repls.r2)>(double)(1+1000*AP.Math.MachineEpsilon);
rerrors = rerrors | repls.n!=n | repls.k!=0;
for(i=0; i<=n-1; i++)
{
rerrors = rerrors | (double)(Math.Abs(xe[i,0]-xv[i]))>(double)(threshold);
}
}
info = 0;
unsetlsrep(ref repls);
unset1d(ref xv);
bv = new double[2*n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
i1_ = (0) - (n);
for(i_=n; i_<=2*n-1;i_++)
{
bv[i_] = b[i_+i1_,0];
}
atmp = new double[2*n, n];
blas.copymatrix(ref a, 0, n-1, 0, n-1, ref atmp, 0, n-1, 0, n-1);
blas.copymatrix(ref a, 0, n-1, 0, n-1, ref atmp, n, 2*n-1, 0, n-1);
densesolver.rmatrixsolvels(ref atmp, 2*n, n, ref bv, 0.0, ref info, ref repls, ref xv);
if( info<=0 )
{
rerrors = true;
}
else
{
rerrors = rerrors | (double)(repls.r2)<(double)(100*AP.Math.MachineEpsilon) | (double)(repls.r2)>(double)(1+1000*AP.Math.MachineEpsilon);
rerrors = rerrors | repls.n!=n | repls.k!=0;
for(i=0; i<=n-1; i++)
{
rerrors = rerrors | (double)(Math.Abs(xe[i,0]-xv[i]))>(double)(threshold);
}
}
info = 0;
unsetlsrep(ref repls);
unset1d(ref xv);
bv = new double[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
atmp = new double[n, 2*n];
blas.copymatrix(ref a, 0, n-1, 0, n-1, ref atmp, 0, n-1, 0, n-1);
for(i=0; i<=n-1; i++)
{
for(j=n; j<=2*n-1; j++)
{
atmp[i,j] = 0;
}
}
densesolver.rmatrixsolvels(ref atmp, n, 2*n, ref bv, 0.0, ref info, ref repls, ref xv);
if( info<=0 )
{
rerrors = true;
}
else
{
rerrors = rerrors | (double)(repls.r2)!=(double)(0);
rerrors = rerrors | repls.n!=2*n | repls.k!=n;
for(i=0; i<=n-1; i++)
{
rerrors = rerrors | (double)(Math.Abs(xe[i,0]-xv[i]))>(double)(threshold);
}
for(i=n; i<=2*n-1; i++)
{
rerrors = rerrors | (double)(Math.Abs(xv[i]))>(double)(threshold);
}
}
//
// ********************************************************
// EXACTLY SINGULAR MATRICES
// ability to detect singularity is tested
// ********************************************************
//
// 1. generate different types of singular matrices:
// * zero
// * with zero columns
// * with zero rows
// * with equal rows/columns
// 2. generate random solution vector xe
// 3. generate right part b=A*xe
// 4. test different methods
//
for(taskkind=0; taskkind<=4; taskkind++)
{
unset2d(ref a);
if( taskkind==0 )
{
//
// all zeros
//
a = new double[n, n];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=n-1; j++)
{
a[i,j] = 0;
}
}
}
if( taskkind==1 )
{
//
// there is zero column
//
a = new double[n, n];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=n-1; j++)
{
a[i,j] = 2*AP.Math.RandomReal()-1;
}
}
k = AP.Math.RandomInteger(n);
for(i_=0; i_<=n-1;i_++)
{
a[i_,k] = 0*a[i_,k];
}
}
if( taskkind==2 )
{
//
// there is zero row
//
a = new double[n, n];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=n-1; j++)
{
a[i,j] = 2*AP.Math.RandomReal()-1;
}
}
k = AP.Math.RandomInteger(n);
for(i_=0; i_<=n-1;i_++)
{
a[k,i_] = 0*a[k,i_];
}
}
if( taskkind==3 )
{
//
// equal columns
//
if( n<2 )
{
continue;
}
a = new double[n, n];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=n-1; j++)
{
a[i,j] = 2*AP.Math.RandomReal()-1;
}
}
k = 1+AP.Math.RandomInteger(n-1);
for(i_=0; i_<=n-1;i_++)
{
a[i_,0] = a[i_,k];
}
}
if( taskkind==4 )
{
//
// equal rows
//
if( n<2 )
{
continue;
}
a = new double[n, n];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=n-1; j++)
{
a[i,j] = 2*AP.Math.RandomReal()-1;
}
}
k = 1+AP.Math.RandomInteger(n-1);
for(i_=0; i_<=n-1;i_++)
{
a[0,i_] = a[k,i_];
}
}
xe = new double[n, m];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=m-1; j++)
{
xe[i,j] = 2*AP.Math.RandomReal()-1;
}
}
b = new double[n, m];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=m-1; j++)
{
v = 0.0;
for(i_=0; i_<=n-1;i_++)
{
v += a[i,i_]*xe[i_,j];
}
b[i,j] = v;
}
}
rmatrixmakeacopy(ref a, n, n, ref lua);
trfac.rmatrixlu(ref lua, n, n, ref p);
//
// Test RMatrixSolveM()
//
info = 0;
unsetrep(ref rep);
unset2d(ref x);
densesolver.rmatrixsolvem(ref a, n, ref b, m, (double)(AP.Math.RandomReal())>(double)(0.5), ref info, ref rep, ref x);
rerrors = rerrors | !rmatrixchecksingularm(n, m, info, ref rep, ref x);
//
// Test RMatrixSolve()
//
info = 0;
unsetrep(ref rep);
unset2d(ref x);
bv = new double[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
densesolver.rmatrixsolve(ref a, n, ref bv, ref info, ref rep, ref xv);
rerrors = rerrors | !rmatrixchecksingular(n, info, ref rep, ref xv);
//
// Test RMatrixLUSolveM()
//
info = 0;
unsetrep(ref rep);
unset2d(ref x);
densesolver.rmatrixlusolvem(ref lua, ref p, n, ref b, m, ref info, ref rep, ref x);
rerrors = rerrors | !rmatrixchecksingularm(n, m, info, ref rep, ref x);
//
// Test RMatrixLUSolve()
//
info = 0;
unsetrep(ref rep);
unset2d(ref x);
bv = new double[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
densesolver.rmatrixlusolve(ref lua, ref p, n, ref bv, ref info, ref rep, ref xv);
rerrors = rerrors | !rmatrixchecksingular(n, info, ref rep, ref xv);
//
// Test RMatrixMixedSolveM()
//
info = 0;
unsetrep(ref rep);
unset2d(ref x);
densesolver.rmatrixmixedsolvem(ref a, ref lua, ref p, n, ref b, m, ref info, ref rep, ref x);
rerrors = rerrors | !rmatrixchecksingularm(n, m, info, ref rep, ref x);
//
// Test RMatrixMixedSolve()
//
info = 0;
unsetrep(ref rep);
unset2d(ref x);
bv = new double[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
densesolver.rmatrixmixedsolve(ref a, ref lua, ref p, n, ref bv, ref info, ref rep, ref xv);
rerrors = rerrors | !rmatrixchecksingular(n, info, ref rep, ref xv);
}
}
}
}
//
// test iterative improvement
//
for(pass=1; pass<=passcount; pass++)
{
//
// Test iterative improvement matrices
//
// A matrix/right part are constructed such that both matrix
// and solution components are within (-1,+1). Such matrix/right part
// have nice properties - system can be solved using iterative
// improvement with |A*x-b| about several ulps of max(1,|b|).
//
n = 100;
a = new double[n, n];
b = new double[n, 1];
bv = new double[n];
tx = new double[n];
xv = new double[n];
y = new double[n];
for(i=0; i<=n-1; i++)
{
xv[i] = 2*AP.Math.RandomReal()-1;
}
for(i=0; i<=n-1; i++)
{
for(j=0; j<=n-1; j++)
{
a[i,j] = 2*AP.Math.RandomReal()-1;
}
for(i_=0; i_<=n-1;i_++)
{
y[i_] = a[i,i_];
}
xblas.xdot(ref y, ref xv, n, ref tx, ref v, ref verr);
bv[i] = v;
}
for(i_=0; i_<=n-1;i_++)
{
b[i_,0] = bv[i_];
}
//
// Test RMatrixSolveM()
//
unset2d(ref x);
densesolver.rmatrixsolvem(ref a, n, ref b, 1, true, ref info, ref rep, ref x);
if( info<=0 )
{
rfserrors = true;
}
else
{
xv = new double[n];
for(i_=0; i_<=n-1;i_++)
{
xv[i_] = x[i_,0];
}
for(i=0; i<=n-1; i++)
{
for(i_=0; i_<=n-1;i_++)
{
y[i_] = a[i,i_];
}
xblas.xdot(ref y, ref xv, n, ref tx, ref v, ref verr);
rfserrors = rfserrors | (double)(Math.Abs(v-b[i,0]))>(double)(8*AP.Math.MachineEpsilon*Math.Max(1, Math.Abs(b[i,0])));
}
}
//
// Test RMatrixSolve()
//
unset1d(ref xv);
densesolver.rmatrixsolve(ref a, n, ref bv, ref info, ref rep, ref xv);
if( info<=0 )
{
rfserrors = true;
}
else
{
for(i=0; i<=n-1; i++)
{
for(i_=0; i_<=n-1;i_++)
{
y[i_] = a[i,i_];
}
xblas.xdot(ref y, ref xv, n, ref tx, ref v, ref verr);
rfserrors = rfserrors | (double)(Math.Abs(v-bv[i]))>(double)(8*AP.Math.MachineEpsilon*Math.Max(1, Math.Abs(bv[i])));
}
}
//
// Test LS-solver on the same matrix
//
densesolver.rmatrixsolvels(ref a, n, n, ref bv, 0.0, ref info, ref repls, ref xv);
if( info<=0 )
{
rfserrors = true;
}
else
{
for(i=0; i<=n-1; i++)
{
for(i_=0; i_<=n-1;i_++)
{
y[i_] = a[i,i_];
}
xblas.xdot(ref y, ref xv, n, ref tx, ref v, ref verr);
rfserrors = rfserrors | (double)(Math.Abs(v-bv[i]))>(double)(8*AP.Math.MachineEpsilon*Math.Max(1, Math.Abs(bv[i])));
}
}
}
}
/*************************************************************************
HPD test
*************************************************************************/
private static void testhpdsolver(int maxn,
int maxm,
int passcount,
double threshold,
ref bool hpderrors,
ref bool rfserrors)
{
AP.Complex[,] a = new AP.Complex[0,0];
AP.Complex[,] cha = new AP.Complex[0,0];
AP.Complex[,] atmp = new AP.Complex[0,0];
int[] p = new int[0];
AP.Complex[,] xe = new AP.Complex[0,0];
AP.Complex[,] b = new AP.Complex[0,0];
AP.Complex[] bv = new AP.Complex[0];
int i = 0;
int j = 0;
int k = 0;
int n = 0;
int m = 0;
int pass = 0;
int taskkind = 0;
double mx = 0;
AP.Complex v = 0;
bool isupper = new bool();
int info = 0;
densesolver.densesolverreport rep = new densesolver.densesolverreport();
densesolver.densesolverlsreport repls = new densesolver.densesolverlsreport();
AP.Complex[,] x = new AP.Complex[0,0];
AP.Complex[] xv = new AP.Complex[0];
AP.Complex[] y = new AP.Complex[0];
AP.Complex[] tx = new AP.Complex[0];
int i_ = 0;
//
// General square matrices:
// * test general solvers
// * test least squares solver
//
for(pass=1; pass<=passcount; pass++)
{
for(n=1; n<=maxn; n++)
{
for(m=1; m<=maxm; m++)
{
//
// ********************************************************
// WELL CONDITIONED TASKS
// ability to find correct solution is tested
// ********************************************************
//
// 1. generate random well conditioned matrix A.
// 2. generate random solution vector xe
// 3. generate right part b=A*xe
// 4. test different methods on original A
//
isupper = (double)(AP.Math.RandomReal())>(double)(0.5);
matgen.hpdmatrixrndcond(n, 1000, ref a);
cmatrixmakeacopy(ref a, n, n, ref cha);
if( !trfac.hpdmatrixcholesky(ref cha, n, isupper) )
{
hpderrors = true;
return;
}
xe = new AP.Complex[n, m];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=m-1; j++)
{
xe[i,j].x = 2*AP.Math.RandomReal()-1;
xe[i,j].y = 2*AP.Math.RandomReal()-1;
}
}
b = new AP.Complex[n, m];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=m-1; j++)
{
v = 0.0;
for(i_=0; i_<=n-1;i_++)
{
v += a[i,i_]*xe[i_,j];
}
b[i,j] = v;
}
}
cmatrixdrophalf(ref a, n, isupper);
cmatrixdrophalf(ref cha, n, isupper);
//
// Test solvers
//
info = 0;
unsetrep(ref rep);
cunset2d(ref x);
densesolver.hpdmatrixsolvem(ref a, n, isupper, ref b, m, ref info, ref rep, ref x);
hpderrors = hpderrors | !cmatrixchecksolutionm(ref xe, n, m, threshold, info, ref rep, ref x);
info = 0;
unsetrep(ref rep);
cunset1d(ref xv);
bv = new AP.Complex[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
densesolver.hpdmatrixsolve(ref a, n, isupper, ref bv, ref info, ref rep, ref xv);
hpderrors = hpderrors | !cmatrixchecksolution(ref xe, n, threshold, info, ref rep, ref xv);
info = 0;
unsetrep(ref rep);
cunset2d(ref x);
densesolver.hpdmatrixcholeskysolvem(ref cha, n, isupper, ref b, m, ref info, ref rep, ref x);
hpderrors = hpderrors | !cmatrixchecksolutionm(ref xe, n, m, threshold, info, ref rep, ref x);
info = 0;
unsetrep(ref rep);
cunset1d(ref xv);
bv = new AP.Complex[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
densesolver.hpdmatrixcholeskysolve(ref cha, n, isupper, ref bv, ref info, ref rep, ref xv);
hpderrors = hpderrors | !cmatrixchecksolution(ref xe, n, threshold, info, ref rep, ref xv);
//
// ********************************************************
// EXACTLY SINGULAR MATRICES
// ability to detect singularity is tested
// ********************************************************
//
// 1. generate different types of singular matrices:
// * zero
// * with zero columns
// * with zero rows
// * with equal rows/columns
// 2. generate random solution vector xe
// 3. generate right part b=A*xe
// 4. test different methods
//
for(taskkind=0; taskkind<=3; taskkind++)
{
cunset2d(ref a);
if( taskkind==0 )
{
//
// all zeros
//
a = new AP.Complex[n, n];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=n-1; j++)
{
a[i,j] = 0;
}
}
}
if( taskkind==1 )
{
//
// there is zero column
//
a = new AP.Complex[n, n];
for(i=0; i<=n-1; i++)
{
for(j=i; j<=n-1; j++)
{
a[i,j].x = 2*AP.Math.RandomReal()-1;
a[i,j].y = 2*AP.Math.RandomReal()-1;
if( i==j )
{
a[i,j].y = 0;
}
a[j,i] = a[i,j];
}
}
k = AP.Math.RandomInteger(n);
for(i_=0; i_<=n-1;i_++)
{
a[i_,k] = 0*a[i_,k];
}
for(i_=0; i_<=n-1;i_++)
{
a[k,i_] = 0*a[k,i_];
}
}
if( taskkind==2 )
{
//
// there is zero row
//
a = new AP.Complex[n, n];
for(i=0; i<=n-1; i++)
{
for(j=i; j<=n-1; j++)
{
a[i,j].x = 2*AP.Math.RandomReal()-1;
a[i,j].y = 2*AP.Math.RandomReal()-1;
if( i==j )
{
a[i,j].y = 0;
}
a[j,i] = a[i,j];
}
}
k = AP.Math.RandomInteger(n);
for(i_=0; i_<=n-1;i_++)
{
a[k,i_] = 0*a[k,i_];
}
for(i_=0; i_<=n-1;i_++)
{
a[i_,k] = 0*a[i_,k];
}
}
if( taskkind==3 )
{
//
// equal columns/rows
//
if( n<2 )
{
continue;
}
a = new AP.Complex[n, n];
for(i=0; i<=n-1; i++)
{
for(j=i; j<=n-1; j++)
{
a[i,j].x = 2*AP.Math.RandomReal()-1;
a[i,j].y = 2*AP.Math.RandomReal()-1;
if( i==j )
{
a[i,j].y = 0;
}
a[j,i] = a[i,j];
}
}
k = 1+AP.Math.RandomInteger(n-1);
for(i_=0; i_<=n-1;i_++)
{
a[i_,0] = a[i_,k];
}
for(i_=0; i_<=n-1;i_++)
{
a[0,i_] = a[k,i_];
}
}
xe = new AP.Complex[n, m];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=m-1; j++)
{
xe[i,j] = 2*AP.Math.RandomReal()-1;
}
}
b = new AP.Complex[n, m];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=m-1; j++)
{
v = 0.0;
for(i_=0; i_<=n-1;i_++)
{
v += a[i,i_]*xe[i_,j];
}
b[i,j] = v;
}
}
cmatrixmakeacopy(ref a, n, n, ref cha);
cmatrixdrophalf(ref a, n, isupper);
cmatrixdrophalf(ref cha, n, isupper);
//
// Test SPDMatrixSolveM()
//
info = 0;
unsetrep(ref rep);
cunset2d(ref x);
densesolver.hpdmatrixsolvem(ref a, n, isupper, ref b, m, ref info, ref rep, ref x);
hpderrors = hpderrors | !cmatrixchecksingularm(n, m, info, ref rep, ref x);
//
// Test SPDMatrixSolve()
//
info = 0;
unsetrep(ref rep);
cunset2d(ref x);
bv = new AP.Complex[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
densesolver.hpdmatrixsolve(ref a, n, isupper, ref bv, ref info, ref rep, ref xv);
hpderrors = hpderrors | !cmatrixchecksingular(n, info, ref rep, ref xv);
//
// 'equal columns/rows' are degenerate, but
// Cholesky matrix with equal columns/rows IS NOT degenerate,
// so it is not used for testing purposes.
//
if( taskkind!=3 )
{
//
// Test SPDMatrixLUSolveM()
//
info = 0;
unsetrep(ref rep);
cunset2d(ref x);
densesolver.hpdmatrixcholeskysolvem(ref cha, n, isupper, ref b, m, ref info, ref rep, ref x);
hpderrors = hpderrors | !cmatrixchecksingularm(n, m, info, ref rep, ref x);
//
// Test SPDMatrixLUSolve()
//
info = 0;
unsetrep(ref rep);
cunset2d(ref x);
bv = new AP.Complex[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
densesolver.hpdmatrixcholeskysolve(ref cha, n, isupper, ref bv, ref info, ref rep, ref xv);
hpderrors = hpderrors | !cmatrixchecksingular(n, info, ref rep, ref xv);
}
}
}
}
}
}
/*************************************************************************
Test
*************************************************************************/
public static bool testdensesolver(bool silent)
{
bool result = new bool();
double[,] a = new double[0,0];
double[,] lua = new double[0,0];
double[,] atmp = new double[0,0];
int[] p = new int[0];
double[,] xe = new double[0,0];
double[,] b = new double[0,0];
double[] bv = new double[0];
int i = 0;
int j = 0;
int k = 0;
int n = 0;
int m = 0;
int pass = 0;
int taskkind = 0;
double mx = 0;
double v = 0;
double verr = 0;
int info = 0;
densesolver.densesolverreport rep = new densesolver.densesolverreport();
densesolver.densesolverlsreport repls = new densesolver.densesolverlsreport();
double[,] x = new double[0,0];
double[] xv = new double[0];
double[] y = new double[0];
double[] tx = new double[0];
int maxn = 0;
int maxm = 0;
int passcount = 0;
double threshold = 0;
bool rerrors = new bool();
bool cerrors = new bool();
bool spderrors = new bool();
bool hpderrors = new bool();
bool rfserrors = new bool();
bool waserrors = new bool();
maxn = 10;
maxm = 5;
passcount = 5;
threshold = 10000*AP.Math.MachineEpsilon;
rfserrors = false;
rerrors = false;
cerrors = false;
spderrors = false;
hpderrors = false;
testrsolver(maxn, maxm, passcount, threshold, ref rerrors, ref rfserrors);
testspdsolver(maxn, maxm, passcount, threshold, ref spderrors, ref rfserrors);
testcsolver(maxn, maxm, passcount, threshold, ref cerrors, ref rfserrors);
testhpdsolver(maxn, maxm, passcount, threshold, ref hpderrors, ref rfserrors);
waserrors = rerrors | cerrors | spderrors | hpderrors | rfserrors;
if( !silent )
{
System.Console.Write("TESTING DENSE SOLVER");
System.Console.WriteLine();
System.Console.Write("* REAL: ");
if( rerrors )
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("OK");
System.Console.WriteLine();
}
System.Console.Write("* COMPLEX: ");
if( cerrors )
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("OK");
System.Console.WriteLine();
}
System.Console.Write("* SPD: ");
if( spderrors )
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("OK");
System.Console.WriteLine();
}
System.Console.Write("* HPD: ");
if( hpderrors )
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("OK");
System.Console.WriteLine();
}
System.Console.Write("* ITERATIVE IMPROVEMENT: ");
if( rfserrors )
{
System.Console.Write("FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("OK");
System.Console.WriteLine();
}
if( waserrors )
{
System.Console.Write("TEST FAILED");
System.Console.WriteLine();
}
else
{
System.Console.Write("TEST PASSED");
System.Console.WriteLine();
}
}
result = !waserrors;
return result;
}
/*************************************************************************
Real test
*************************************************************************/
private static void testcsolver(int maxn,
int maxm,
int passcount,
double threshold,
ref bool cerrors,
ref bool rfserrors)
{
AP.Complex[,] a = new AP.Complex[0,0];
AP.Complex[,] lua = new AP.Complex[0,0];
AP.Complex[,] atmp = new AP.Complex[0,0];
int[] p = new int[0];
AP.Complex[,] xe = new AP.Complex[0,0];
AP.Complex[,] b = new AP.Complex[0,0];
AP.Complex[] bv = new AP.Complex[0];
int i = 0;
int j = 0;
int k = 0;
int n = 0;
int m = 0;
int pass = 0;
int taskkind = 0;
double mx = 0;
double verr = 0;
AP.Complex v = 0;
int info = 0;
densesolver.densesolverreport rep = new densesolver.densesolverreport();
densesolver.densesolverlsreport repls = new densesolver.densesolverlsreport();
AP.Complex[,] x = new AP.Complex[0,0];
AP.Complex[] xv = new AP.Complex[0];
AP.Complex[] y = new AP.Complex[0];
double[] tx = new double[0];
int i_ = 0;
//
// General square matrices:
// * test general solvers
// * test least squares solver
//
for(pass=1; pass<=passcount; pass++)
{
for(n=1; n<=maxn; n++)
{
for(m=1; m<=maxm; m++)
{
//
// ********************************************************
// WELL CONDITIONED TASKS
// ability to find correct solution is tested
// ********************************************************
//
// 1. generate random well conditioned matrix A.
// 2. generate random solution vector xe
// 3. generate right part b=A*xe
// 4. test different methods on original A
//
matgen.cmatrixrndcond(n, 1000, ref a);
cmatrixmakeacopy(ref a, n, n, ref lua);
trfac.cmatrixlu(ref lua, n, n, ref p);
xe = new AP.Complex[n, m];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=m-1; j++)
{
xe[i,j].x = 2*AP.Math.RandomReal()-1;
xe[i,j].y = 2*AP.Math.RandomReal()-1;
}
}
b = new AP.Complex[n, m];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=m-1; j++)
{
v = 0.0;
for(i_=0; i_<=n-1;i_++)
{
v += a[i,i_]*xe[i_,j];
}
b[i,j] = v;
}
}
//
// Test solvers
//
info = 0;
unsetrep(ref rep);
cunset2d(ref x);
densesolver.cmatrixsolvem(ref a, n, ref b, m, (double)(AP.Math.RandomReal())>(double)(0.5), ref info, ref rep, ref x);
cerrors = cerrors | !cmatrixchecksolutionm(ref xe, n, m, threshold, info, ref rep, ref x);
info = 0;
unsetrep(ref rep);
cunset1d(ref xv);
bv = new AP.Complex[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
densesolver.cmatrixsolve(ref a, n, ref bv, ref info, ref rep, ref xv);
cerrors = cerrors | !cmatrixchecksolution(ref xe, n, threshold, info, ref rep, ref xv);
info = 0;
unsetrep(ref rep);
cunset2d(ref x);
densesolver.cmatrixlusolvem(ref lua, ref p, n, ref b, m, ref info, ref rep, ref x);
cerrors = cerrors | !cmatrixchecksolutionm(ref xe, n, m, threshold, info, ref rep, ref x);
info = 0;
unsetrep(ref rep);
cunset1d(ref xv);
bv = new AP.Complex[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
densesolver.cmatrixlusolve(ref lua, ref p, n, ref bv, ref info, ref rep, ref xv);
cerrors = cerrors | !cmatrixchecksolution(ref xe, n, threshold, info, ref rep, ref xv);
info = 0;
unsetrep(ref rep);
cunset2d(ref x);
densesolver.cmatrixmixedsolvem(ref a, ref lua, ref p, n, ref b, m, ref info, ref rep, ref x);
cerrors = cerrors | !cmatrixchecksolutionm(ref xe, n, m, threshold, info, ref rep, ref x);
info = 0;
unsetrep(ref rep);
cunset1d(ref xv);
bv = new AP.Complex[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
densesolver.cmatrixmixedsolve(ref a, ref lua, ref p, n, ref bv, ref info, ref rep, ref xv);
cerrors = cerrors | !cmatrixchecksolution(ref xe, n, threshold, info, ref rep, ref xv);
//
// ********************************************************
// EXACTLY SINGULAR MATRICES
// ability to detect singularity is tested
// ********************************************************
//
// 1. generate different types of singular matrices:
// * zero
// * with zero columns
// * with zero rows
// * with equal rows/columns
// 2. generate random solution vector xe
// 3. generate right part b=A*xe
// 4. test different methods
//
for(taskkind=0; taskkind<=4; taskkind++)
{
cunset2d(ref a);
if( taskkind==0 )
{
//
// all zeros
//
a = new AP.Complex[n, n];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=n-1; j++)
{
a[i,j] = 0;
}
}
}
if( taskkind==1 )
{
//
// there is zero column
//
a = new AP.Complex[n, n];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=n-1; j++)
{
a[i,j].x = 2*AP.Math.RandomReal()-1;
a[i,j].y = 2*AP.Math.RandomReal()-1;
}
}
k = AP.Math.RandomInteger(n);
for(i_=0; i_<=n-1;i_++)
{
a[i_,k] = 0*a[i_,k];
}
}
if( taskkind==2 )
{
//
// there is zero row
//
a = new AP.Complex[n, n];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=n-1; j++)
{
a[i,j].x = 2*AP.Math.RandomReal()-1;
a[i,j].y = 2*AP.Math.RandomReal()-1;
}
}
k = AP.Math.RandomInteger(n);
for(i_=0; i_<=n-1;i_++)
{
a[k,i_] = 0*a[k,i_];
}
}
if( taskkind==3 )
{
//
// equal columns
//
if( n<2 )
{
continue;
}
a = new AP.Complex[n, n];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=n-1; j++)
{
a[i,j].x = 2*AP.Math.RandomReal()-1;
a[i,j].y = 2*AP.Math.RandomReal()-1;
}
}
k = 1+AP.Math.RandomInteger(n-1);
for(i_=0; i_<=n-1;i_++)
{
a[i_,0] = a[i_,k];
}
}
if( taskkind==4 )
{
//
// equal rows
//
if( n<2 )
{
continue;
}
a = new AP.Complex[n, n];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=n-1; j++)
{
a[i,j].x = 2*AP.Math.RandomReal()-1;
a[i,j].y = 2*AP.Math.RandomReal()-1;
}
}
k = 1+AP.Math.RandomInteger(n-1);
for(i_=0; i_<=n-1;i_++)
{
a[0,i_] = a[k,i_];
}
}
xe = new AP.Complex[n, m];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=m-1; j++)
{
xe[i,j] = 2*AP.Math.RandomReal()-1;
}
}
b = new AP.Complex[n, m];
for(i=0; i<=n-1; i++)
{
for(j=0; j<=m-1; j++)
{
v = 0.0;
for(i_=0; i_<=n-1;i_++)
{
v += a[i,i_]*xe[i_,j];
}
b[i,j] = v;
}
}
cmatrixmakeacopy(ref a, n, n, ref lua);
trfac.cmatrixlu(ref lua, n, n, ref p);
//
// Test CMatrixSolveM()
//
info = 0;
unsetrep(ref rep);
cunset2d(ref x);
densesolver.cmatrixsolvem(ref a, n, ref b, m, (double)(AP.Math.RandomReal())>(double)(0.5), ref info, ref rep, ref x);
cerrors = cerrors | !cmatrixchecksingularm(n, m, info, ref rep, ref x);
//
// Test CMatrixSolve()
//
info = 0;
unsetrep(ref rep);
cunset2d(ref x);
bv = new AP.Complex[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
densesolver.cmatrixsolve(ref a, n, ref bv, ref info, ref rep, ref xv);
cerrors = cerrors | !cmatrixchecksingular(n, info, ref rep, ref xv);
//
// Test CMatrixLUSolveM()
//
info = 0;
unsetrep(ref rep);
cunset2d(ref x);
densesolver.cmatrixlusolvem(ref lua, ref p, n, ref b, m, ref info, ref rep, ref x);
cerrors = cerrors | !cmatrixchecksingularm(n, m, info, ref rep, ref x);
//
// Test CMatrixLUSolve()
//
info = 0;
unsetrep(ref rep);
cunset2d(ref x);
bv = new AP.Complex[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
densesolver.cmatrixlusolve(ref lua, ref p, n, ref bv, ref info, ref rep, ref xv);
cerrors = cerrors | !cmatrixchecksingular(n, info, ref rep, ref xv);
//
// Test CMatrixMixedSolveM()
//
info = 0;
unsetrep(ref rep);
cunset2d(ref x);
densesolver.cmatrixmixedsolvem(ref a, ref lua, ref p, n, ref b, m, ref info, ref rep, ref x);
cerrors = cerrors | !cmatrixchecksingularm(n, m, info, ref rep, ref x);
//
// Test CMatrixMixedSolve()
//
info = 0;
unsetrep(ref rep);
cunset2d(ref x);
bv = new AP.Complex[n];
for(i_=0; i_<=n-1;i_++)
{
bv[i_] = b[i_,0];
}
densesolver.cmatrixmixedsolve(ref a, ref lua, ref p, n, ref bv, ref info, ref rep, ref xv);
cerrors = cerrors | !cmatrixchecksingular(n, info, ref rep, ref xv);
}
}
}
}
//
// test iterative improvement
//
for(pass=1; pass<=passcount; pass++)
{
//
// Test iterative improvement matrices
//
// A matrix/right part are constructed such that both matrix
// and solution components magnitudes are within (-1,+1).
// Such matrix/right part have nice properties - system can
// be solved using iterative improvement with |A*x-b| about
// several ulps of max(1,|b|).
//
n = 100;
a = new AP.Complex[n, n];
b = new AP.Complex[n, 1];
bv = new AP.Complex[n];
tx = new double[2*n];
xv = new AP.Complex[n];
y = new AP.Complex[n];
for(i=0; i<=n-1; i++)
{
xv[i].x = 2*AP.Math.RandomReal()-1;
xv[i].y = 2*AP.Math.RandomReal()-1;
}
for(i=0; i<=n-1; i++)
{
for(j=0; j<=n-1; j++)
{
a[i,j].x = 2*AP.Math.RandomReal()-1;
a[i,j].y = 2*AP.Math.RandomReal()-1;
}
for(i_=0; i_<=n-1;i_++)
{
y[i_] = a[i,i_];
}
xblas.xcdot(ref y, ref xv, n, ref tx, ref v, ref verr);
bv[i] = v;
}
for(i_=0; i_<=n-1;i_++)
{
b[i_,0] = bv[i_];
}
//
// Test CMatrixSolveM()
//
cunset2d(ref x);
densesolver.cmatrixsolvem(ref a, n, ref b, 1, true, ref info, ref rep, ref x);
if( info<=0 )
{
rfserrors = true;
}
else
{
xv = new AP.Complex[n];
for(i_=0; i_<=n-1;i_++)
{
xv[i_] = x[i_,0];
}
for(i=0; i<=n-1; i++)
{
for(i_=0; i_<=n-1;i_++)
{
y[i_] = a[i,i_];
}
xblas.xcdot(ref y, ref xv, n, ref tx, ref v, ref verr);
rfserrors = rfserrors | (double)(AP.Math.AbsComplex(v-b[i,0]))>(double)(8*AP.Math.MachineEpsilon*Math.Max(1, AP.Math.AbsComplex(b[i,0])));
}
}
//
// Test CMatrixSolve()
//
cunset1d(ref xv);
densesolver.cmatrixsolve(ref a, n, ref bv, ref info, ref rep, ref xv);
if( info<=0 )
{
rfserrors = true;
}
else
{
for(i=0; i<=n-1; i++)
{
for(i_=0; i_<=n-1;i_++)
{
y[i_] = a[i,i_];
}
xblas.xcdot(ref y, ref xv, n, ref tx, ref v, ref verr);
rfserrors = rfserrors | (double)(AP.Math.AbsComplex(v-bv[i]))>(double)(8*AP.Math.MachineEpsilon*Math.Max(1, AP.Math.AbsComplex(bv[i])));
}
}
//
// TODO: Test LS-solver on the same matrix
//
}
}
/*************************************************************************
Linear least squares solver for small tasks.
Works faster than standard ALGLIB solver in non-degenerate cases (due to
absense of internal allocations and optimized row/colums). In degenerate
cases it calls standard solver, which results in small performance penalty
associated with preliminary steps.
INPUT PARAMETERS:
Y array[0..N-1]
W array[0..N-1]
FMatrix array[0..N-1,0..M], have additional column for temporary
values
Temp array[0..N]
*************************************************************************/
private static void idwinternalsolver(ref double[] y,
ref double[] w,
ref double[,] fmatrix,
ref double[] temp,
int n,
int m,
ref int info,
ref double[] x,
ref double taskrcond)
{
int i = 0;
int j = 0;
double v = 0;
double tau = 0;
double[] b = new double[0];
densesolver.densesolverlsreport srep = new densesolver.densesolverlsreport();
int i_ = 0;
int i1_ = 0;
//
// set up info
//
info = 1;
//
// prepare matrix
//
for(i=0; i<=n-1; i++)
{
fmatrix[i,m] = y[i];
v = w[i];
for(i_=0; i_<=m;i_++)
{
fmatrix[i,i_] = v*fmatrix[i,i_];
}
}
//
// use either fast algorithm or general algorithm
//
if( m<=n )
{
//
// QR decomposition
// We assume that M<=N (we would have called LSFit() otherwise)
//
for(i=0; i<=m-1; i++)
{
if( i<n-1 )
{
i1_ = (i) - (1);
for(i_=1; i_<=n-i;i_++)
{
temp[i_] = fmatrix[i_+i1_,i];
}
reflections.generatereflection(ref temp, n-i, ref tau);
fmatrix[i,i] = temp[1];
temp[1] = 1;
for(j=i+1; j<=m; j++)
{
i1_ = (1)-(i);
v = 0.0;
for(i_=i; i_<=n-1;i_++)
{
v += fmatrix[i_,j]*temp[i_+i1_];
}
v = tau*v;
i1_ = (1) - (i);
for(i_=i; i_<=n-1;i_++)
{
fmatrix[i_,j] = fmatrix[i_,j] - v*temp[i_+i1_];
}
}
}
}
//
// Check condition number
//
taskrcond = rcond.rmatrixtrrcondinf(ref fmatrix, m, true, false);
//
// use either fast algorithm for non-degenerate cases
// or slow algorithm for degenerate cases
//
if( (double)(taskrcond)>(double)(10000*n*AP.Math.MachineEpsilon) )
{
//
// solve triangular system R*x = FMatrix[0:M-1,M]
// using fast algorithm, then exit
//
x[m-1] = fmatrix[m-1,m]/fmatrix[m-1,m-1];
for(i=m-2; i>=0; i--)
{
v = 0.0;
for(i_=i+1; i_<=m-1;i_++)
{
v += fmatrix[i,i_]*x[i_];
}
x[i] = (fmatrix[i,m]-v)/fmatrix[i,i];
}
}
else
{
//
// use more general algorithm
//
b = new double[m];
for(i=0; i<=m-1; i++)
{
for(j=0; j<=i-1; j++)
{
fmatrix[i,j] = 0.0;
}
b[i] = fmatrix[i,m];
}
densesolver.rmatrixsolvels(ref fmatrix, m, m, ref b, 10000*AP.Math.MachineEpsilon, ref info, ref srep, ref x);
}
}
else
{
//
// use more general algorithm
//
b = new double[n];
for(i=0; i<=n-1; i++)
{
b[i] = fmatrix[i,m];
}
densesolver.rmatrixsolvels(ref fmatrix, n, m, ref b, 10000*AP.Math.MachineEpsilon, ref info, ref srep, ref x);
taskrcond = srep.r2;
}
}
